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.
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.