To unwind a large position you trade it out over time — too fast and you pay market impact, too slow and you're exposed to price swings. The classical optimum for that trade-off is Almgren–Chriss. Rough volatility has memory, so maybe you can time your selling to the vol and beat it. Turn up the vol-reactivity below and watch.
The horizontal teal line is the Almgren–Chriss optimum — the schedule that best trades impact cost against timing risk. Anything above the line beats it; anything below is worse. The line is the bar.
θ makes the schedule speed up when vol is high (θ > 0) or slow down (θ < 0). Slide it away from zero and the curve drops below the line — the vol-timing makes execution worse, not better.
Every θ lands below Almgren–Chriss — about 5 s.e. worse at the tested strength, with no edge that grows as the market gets rougher. Rough structure buys nothing at the desk. And beware the look-ahead trap — flip it on, then read the Advanced panel.