Gap Fill Fade · SPY 5m backtest · Mar 29, 2023 – Sep 30, 2026
Profitable in 2 of 6 walk-forward windows, each tested on dates its settings had not seen. The windows together returned +1.66% over 149 trades. A backtest of Gap Fill Fade on SPY, shared from…
| Strategy | Gap Fill Fade |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Sep 30, 2026 |
| Out-of-sample windows | 2 of 6 profitable |
| Out-of-sample total | +1.66% over 149 trades |
| Last pick over the whole period | +1.99% |