Yeah, that can be totally normal, even though it feels wrong the first time you see it. What’s usually happening isn’t that the chlorine “disappeared,” it’s that it got used up fast.
When you shock heavy, the chlorine immediately starts attacking everything it can. Body oils, sweat, sunscreen, early algae you can’t see yet, combined chlorine, all of that creates what people call chlorine demand. If the water was dirty enough, the shock can get consumed overnight doing exactly what it’s supposed to do. So by morning, the strip reads close to zero and it looks like nothing stuck.
A couple things can make it worse. If pH is high, chlorine is a lot less efficient, so you burn through more of it to get the same cleanup. Low stabilizer means chlorine isn’t protected, especially if there’s any early sun hitting the pool. A dirty filter adds to demand too, all that trapped gunk keeps reacting with chlorine as water passes through. I’ve noticed when this happens my filter pressure usually bumps up a few psi, which is a good clue the system is actually catching stuff.
What’s worked for me is not panicking and not immediately dumping more in blindly. First, check pH and get it back into range so chlorine can actually work. Make sure CYA isn’t bottomed out. Clean the filter if pressure has risen. Then, if chlorine is still dropping to zero overnight with no sun exposure, that’s when a follow-up shock makes sense, you’re basically finishing the job. Once the demand is broken, chlorine suddenly starts holding again and the pool behaves normally.
One other thing, strips can lie when chlorine was very high the night before. I stopped trusting them alone and started double-checking with a digital tester, my aquadoc eagle ray caught that more than once. Long story short, fast chlorine loss after shocking usually means the water was dirtier than it looked, not that you messed up. Once demand drops, everything stabilizes. Anyone else notice chlorine suddenly “sticks” the moment the water finally clears?