Fair Value Gaps: The Strategy That Changed Everything
After trend-following, I built a completely different bot based on Fair Value Gaps. It passed a full year of out-of-sample testing.
After trend-following, I built a completely different bot based on Fair Value Gaps. It passed a full year of out-of-sample testing.
My bot was missing every trade for the first 9 hours of each day. The cause? Mixing UTC and KST in one line of code.
Forget win rate. A 35% win rate can make you rich. A 70% win rate can bankrupt you. Here’s the math.
One bot follows trends. The other trades mean reversion. Together, they cover each other’s weaknesses.
When a trade moves +4% in the first 5 minutes, you need special handling. Here’s my surge detection system.
Between backtest and live trading, there’s a step most people skip. It’s the step that catches the bugs that matter most.
Binance offers up to 125x leverage. I use 3x. Here’s the math behind that boring decision.