Gap Fill Fade · IWM 5m backtest · Mar 29, 2023 – Sep 30, 2026
Profitable in 4 of 6 walk-forward windows, each tested on dates its settings had not seen. The windows together returned +15.98% over 322 trades. A backtest of Gap Fill Fade on IWM, shared from…
| Strategy | Gap Fill Fade |
|---|---|
| Symbol | IWM |
| Period | Mar 29, 2023 – Sep 30, 2026 |
| Out-of-sample windows | 4 of 6 profitable |
| Out-of-sample total | +15.98% over 322 trades |
| Last pick over the whole period | +15.42% |