The shelf · Swept-level fair-value gap (Silver Bullet, five steps) · Crude Oil WTI
Does swept-level fair-value gap (Silver Bullet, five steps) work on CL? Eighteen years, tested
The rule as it ran
A sweep of the reference candle's edge, a close back inside it, a fair-value gap against the sweep, first close back into the gap; clock exit. Run on CL, the Crude Oil WTI.
range_start 900; range_min 60; last_entry 1100; exit 1530; min_gap 2.0; 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.
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 : U - Swept-level fair-value gap (Silver Bullet, five steps)
Swept-level fair-value gap (Silver Bullet, five steps), at the settings the door shows before anyone touches them (SHELF-01 v1.1): range_start 900; range_min 60; last_entry 1100; exit 1530; min_gap 2.0; 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.