Trading Algorithm by Gennady
Mashtalyar
Brexit day or how does my algorithm react to large one-side
movements
Dear Jeffrey,
I was thinking how to better answer your question regarding risks associated with a large
opposite side movement against my algorithm’s logic. I decided to test-run Brexit day on
GBP/USD to provide you with a practical example of how my algorithm would react to a sudden
Source: House Oversight Committee release, November 2025