I have a hunch that a strategy of making small trades with a clearly embedded but arbitrary signal will expose a weakness in these systems for incorrectly targe

I have a hunch that a strategy of making small trades with a clearly embedded but arbitrary signal will expose a weakness in these systems for incorrectly targeting local maxima - eg if you start making meaningless trades in penny stocks where the volume Vn = Vn-1 +/- Phi, or whatever - sooner or later your arbitrary but very very consistent signal will be read as a 'strategy' and amplified by a robot. You'd need to do a bit better: you would have to set up a situation where your strategy triggers algorithm A, which triggers B, which at some point leads to A being triggered again. You might do something like have one options strategy, and one equity strategy, and then do equity and options trades in the same company.