The shelf · Fair-value gap (Silver Bullet) · Crude Oil WTI

Does fair-value gap (Silver Bullet) work on CL? Eighteen years, tested

No trades

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The rule as it ran

Three-bar gap inside the window, first close back into the gap, follow or fade. Run on CL, the Crude Oil WTI.

min_gap 2.0; hold 60; window 1000-1100; mode follow; sides Both

One trade a day, the first signal in the window, on one-minute bars, with one tick of slippage each way and commission. Trades dated 2023 or later are the seen era; the years before decide the verdict. Tested September 15, 2026, under SHELF-01.

The rule never fired on Crude Oil WTI in eighteen years. Its gap floor is 2.0 points, and a point of Crude Oil WTI is $1,000, so the setting the door shows is sized for the index futures and does not travel; this is a units note, not a verdict. A floor in ticks is on the board.

Test your version, free On the form, $49Change a setting, the market or the exit, in a sentence. The first run is free and read back to you line by line before it runs; the form runs it tonight for $49. Published either way.

The engine's report, in full

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THINRIDGE ENGINE REPORT  -  NO TRADES
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1. THE RULE AS LOCKED
   family      : R - Fair-value gap (Silver Bullet)
     Fair-value gap (Silver Bullet), at the settings the door shows before anyone touches them (SHELF-01 v1.1): min_gap 2.0; hold 60; window 1000-1100; mode follow; sides Both
     seen era from 2023, the split the six teardowns were scored on
   market      : CL
   bars        : one-minute (every signal, fill and exit is on the one-minute series)
   entries     : one trade a day, the first qualifying signal in the window

2. VERDICT
   NO TRADES. Nothing was simulated, so there is nothing to score.
   Why: the rule never signalled once on the whole archive.
   No verdict is possible. Change the rule and run it again.

Raw market data: FirstRate Data (firstratedata.com)
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Raw market data: FirstRate Data (firstratedata.com). Statistical analysis of a mechanical rule as written; not advice.