The icebreaker strategy will reduce losses on cold days by at least 75% compared to trading full size, potentially even more.
"And that means that even on those cold days when I'm red, I'm red only at the rate of trading with one quarter of my position size. So my loss is one quarter of what it would have been, 25%. Now, not only is it only 25% of what it would have been had I been trading with full size, I would argue the losses are even less than that."
