More signals can create more opportunities, but every additional trade also adds another round of fees and execution costs.

When turnover is high, even small edges are cost sensitive.

The smaller the expected profit per trade, the larger the share consumed by fees and spreads. A strategy trading dozens of times a day can change dramatically under even a small shift in cost assumptions.

MORE TRADES
More signals→More fills→More fees→More slippage→Net edge?

Frequency can create the illusion of both sample size and independence

A large trade count does not guarantee independent observations. Consecutive signals generated by the same market move can be strongly related, so statistical confidence should not be inferred from the raw number of trades alone.

Reduce trading frequency and see whether the edge survives

Removing low-quality signals or enforcing a minimum spacing between entries can reveal whether a strategy looks good because it has a real edge or simply because it trades frequently.