Trading costs are more than just commission. Slippage for QM is higher than CL because of thinner volume and can easily be $10-25+ per order ($20-50 round trip)

Trading costs are more than just commission. Slippage for QM is higher than CL because of thinner volume and can easily be $10-25+ per order ($20-50 round trip). You might say that you don’t worry about slippage because you use limit orders, but limit orders have their own problems, like not getting filled which can easily screw up your returns vs predicted returns. Be careful, there are far more ways to lose money trading than you seem to realize still.