IIRC quote stuffing is an attempt to trip triggers to the benefit of the HFT. Basically you have a trigger that says when the market hits $X, do Y action (say sell). Since your trigger is slower than their processing, assuming a small enough market, they can "move" the market to $X but reverse before your trigger finishes.

This only works because you don't actually have a "Sell at $X".

You don't understand the concept of quote stuffing?

What I understand.

1) Rapidly post/cancel trades, risking a fill. 2) ??? 3) Profit!

The ??? represent the part I don't understand.

(If you are actually interested, "quote stuffing" is typically the result of algorithms interacting in unexpected ways. It's not intentional or beneficial. I've spent weeks trying to reduce the amount of it.)

The top post in this thread did so clearly.

The top post is based on a completely incorrect understanding of how a matching engine works.