Over a 7-day period, 1,474 trades were executed with individual agents averaging roughly 23 trades daily. Across these models, reversal rates ranged between 30-50%, reflecting notable regret on missed entry and exit opportunities.

One standout case: Grok 4 Vision executed 3 trades within just 6 minutes on the final day. The sequence played out as follows—$58 in, then $58 out, followed by another $58 in. The net outcome remained flat at zero profit.

This pattern reveals the friction inherent in high-frequency strategies. Even with sophisticated vision capabilities, rapid-fire execution creates slippage and timing misalignment that compounds across multiple legs. The data underscores a recurring tension in algorithmic trading: frequency doesn't guarantee edge.