A small bug implemented by an agent in the way R-multiples, stop loss distance, or P&L heatmaps are computed will never be complained about by the user—either he will trade incorrectly and lose his money, or see that single off-by-one difference compared to exchange ledger and churn forever.

This is almost exactly aligned with real life trading experience with retail traders. Retail trader P&L map by weekday and time of day shows that the overwhelming majority of retail losses fall into one of two categories - either choppy hours during the day where liquidity is low (noise from overtrading) or 15 minutes after the NY open where the volatility spike happens and stop hunts take place.

Extending equities to 24/7 with tokenization only increases the amount of low liquidity chop, which is good for exchange fees, but not for retail expectancy.