Strategies

Week 6 — Cheap leftover asks

06 May 2026AmsterdamJordi Lluis

This day’s lineage note is the cleanest picture of what I changed, and of what failed when I tried it live.

Entry bands in the 6 May lineage note
v1Favorite buying. High win rate, tiny profit per winning trade.
StratA$0.40–$0.72, 11–15 seconds left, gap floor around $15. Not treated as proven.
StratBWider search. Champion-style configs sat nearer $0.30–$0.55.
UC / penny$0.01–$0.20 leftover asks on the about-to-win side. A book condition, not a security hole.

A paper sweep loved the 1c–5c bucket. Pasted live on 5–6 May: 22 orders, 3 wins, −$12.16. Queue, delay, and non-fills are why that paper bucket was the worst place to trust a replay. The 4GB books.jsonl capture was not on the machine. This was logged candidates, not a fillability simulation.

Moving the entry band was the engineering work. The cheap-fill paper profit did not survive that live sample.

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