Trade Executions - Liquid S&P Stocks vs Small-Caps

I currently run two strategies, one (tradePilot S1) for trading only S&P 500 stocks, the other (tradePilot S2) for all NYSE/Nasdaq stocks above $50m market-cap. Both strategies perform consistently well. However, I wanted to raise an importan point, regarding liquidity. For S&P stocks, which are by nature high-liquidity (higher volume, easy to enter/exit, tight bid/ask, etc), trading executions tend to be almost instant zero/minimal slippage. I wanted to know if any C2 investors are currently trading lower-cap (eg., micro cap, or low-volume/low-liquidity stocks), and if there are any issues in the real-time world of order executions, especially in context of the Autotrade function offered by C2. In my own trading, I have no trouble getting trades executed closest to my limit price even on low-to-mid-caps as long as the trades are placed at peak trading hours (avoid opening at the very open or a minute before close). However, occasionally, order executions are tricky, esp in micro-cap (companies with a market cap below $50m). The reason I ask this, is that I plan to launch a third stratm based on the success of S1 and S2, but for the small-micro-caps which provide 10-yr backtest results averagin around 88.7%/year. Before I consider launching this, it would be great to get user feedback/experiences in trading lower-cap, low-liquidity stocks, and execution challenges…

Is this a promoting post? I scan thru your trades, I don’t see any slippage or much slippage. I don’t know how you see the quotes. C2 shows delay quote on their platform. But when you trade or place a trade at market is live quote. So there is a 20min to 40 min price difference.

I rarely seen slippage in c2, some that’s why scalping strategy doesn’t work in c2. Bid/ask delay and autotrade delay.

I have subscribed over 15+ strategy in the past, only seen 3 strategy has slippage. 1 was Buy/sell otc stocks with very low float, 2nd was a very popular strategy that sell options. But it got slippage due to a huge patch of market order send in by c2 all at once. 3rd was a vix future scalping strategy. The spread was just too wide to scalp.