Gotta agree with Jerf - what happened seems obvious. Someone else got there first - and we know pretty much when - and by now their algorithm includes sophistic

Gotta agree with Jerf - what happened seems obvious. Someone else got there first - and we know pretty much when - and by now their algorithm includes sophisticated filters and refinements. They're pulling in only the best low hanging fruit now and competing for it, too - by buys near the end of the day, say. Margins are much lower now and the stated crude algorithm can no longer compete. My first paper-and-pencil investment strategy in stocks was precisely this momentum one, when I was about 14, around 1970. So, this wasn't an opportunity that was going to persist forever. (What made it non-viable in the past was the high cost of broker fees.)