When $BTC dumps or CPI hits, volatility explodes. Most traders think this is prime time to make money. In reality, it’s often when profits quietly bleed out through commissions and slippage.
Imagine running a tight scalp bot with $10M daily volume.
At a standard 0.1% taker fee, that’s $10,000/day paid to the exchange.
Add CPI volatility and another ~0.02% in slippage — suddenly, even a high win rate isn’t enough. Your edge disappears, not because your strategy failed, but because costs did.
This is where most traders misunderstand red markets.
The problem isn’t volatility.
The problem is trading volatility with the wrong fee structure.
From experience, a proper market making setup completely changes the equation. With maker rebates, trades that would normally be “break-even” start generating real P&L. Fees stop being a tax and become part of the strategy.
That’s why professional desks focus less on predictions and more on infrastructure:
Fee rebates instead of taker costs
Stable execution when markets get chaotic
Real-time data flow without lag
While most traders fight spreads and commissions during sell-offs, market makers quietly benefit from the chaos.
Red markets aren’t where amateurs lose money.
They’re where professionals with the right setup start building it.
Volatility is neutral.
Your structure decides who gets paid.
