Did Zillow factor themselves into their algorithm telling them to buy/sell? We had the same thing in our ML trading system. The first few iterations worked w

Did Zillow factor themselves into their algorithm telling them to buy/sell? We had the same thing in our ML trading system. The first few iterations worked well because the system was set to run on small positions and volumes, and then we increased that, the PnL in the market was completely different to our models. As soon as we added ourselves into the model, we ended up trading more much like our original predictions.