@.trai.ng.gu.vch.ku: Đời nhiều giông bão lắm em ơi, lựa thuyền mà đi, lựa ô mà chọn, lựa người mà thương..

Múpbaby💦
Múpbaby💦
Open In TikTok:
Region: VN
Wednesday 16 September 2026 05:57:15 GMT
1668
282
4
3

Music

Download

Comments

triendz1
nguyễn tiến :
xinh
2026-09-16 06:01:49
0
thanhhauho
😥😥nỗipuồn giọt nước mắt 😥😥 :
❤️❤️❤️
2026-09-16 06:04:44
0
sakura_kymochi
kymochi :
🥵🥵🥵
2026-09-16 06:16:59
0
hoangvenvlog
Hoàngvẹn :
🥰🥰
2026-09-16 06:35:29
0
To see more videos from user @.trai.ng.gu.vch.ku, please go to the Tikwm homepage.

Other Videos

ICT fair value gap backtest on 16 years of E-mini S&P 500 futures: price does fill the gap, and it still is not worth trading. We detected every three-candle fair value gap on ES 5-minute bars built from 5,580,884 Globex minute bars, September 2010 to September 2026. 163,307 eligible gaps, 163,303 matched controls. ICT is right that the gap fills. 90.84% in the same session, 97.34% within five days. The problem is what nobody scores it against. For every real gap we drew an ordinary zone with the same year, the same five-minute New York clock bucket, the same direction, the same width in ticks and the nearest trailing volatility, from a different session and sited where there is no imbalance, then scored it with identical code. That ordinary zone fills 92.30%. Being a fair value gap makes a level 1.47 percentage points LESS likely to be touched, not more, paired SE 0.089, z -16.5 on 161,290 pairs. The filters its advocates add do not rescue it. Killzones make the five-day deficit worse, -0.69 against -0.49. Daily bias barely moves it, -0.44. Traded as taught, a limit at the proximal edge, stop one tick beyond distal, 1R target, it wins 29.97% of 160,883 trades. A 1R target needs better than 50% to break even. Net of $15 a round turn that is -$4,931,345. Buying one contract and holding made $329,137.50. One effect is real and it points the other way. Once price reaches a gap it runs clean through 3.71 points more often than through a matched ordinary zone, z +36.4. That is displacement, not a magnet. A gap is not where price stops. It is where price goes past. All 17 years are net negative. All 16 out-of-sample walk-forward years lost money, -$876,720 on 4,928 trades. Honest limits: exploratory, full-sample descriptive with a walk-forward check. Roll dates are a proxy. One entry rule, one target. The 16 years of ES minute data behind this are included with QuantPad. No vendor account. #QuantPad #quant #backtesting #priceaction #futurestrading
ICT fair value gap backtest on 16 years of E-mini S&P 500 futures: price does fill the gap, and it still is not worth trading. We detected every three-candle fair value gap on ES 5-minute bars built from 5,580,884 Globex minute bars, September 2010 to September 2026. 163,307 eligible gaps, 163,303 matched controls. ICT is right that the gap fills. 90.84% in the same session, 97.34% within five days. The problem is what nobody scores it against. For every real gap we drew an ordinary zone with the same year, the same five-minute New York clock bucket, the same direction, the same width in ticks and the nearest trailing volatility, from a different session and sited where there is no imbalance, then scored it with identical code. That ordinary zone fills 92.30%. Being a fair value gap makes a level 1.47 percentage points LESS likely to be touched, not more, paired SE 0.089, z -16.5 on 161,290 pairs. The filters its advocates add do not rescue it. Killzones make the five-day deficit worse, -0.69 against -0.49. Daily bias barely moves it, -0.44. Traded as taught, a limit at the proximal edge, stop one tick beyond distal, 1R target, it wins 29.97% of 160,883 trades. A 1R target needs better than 50% to break even. Net of $15 a round turn that is -$4,931,345. Buying one contract and holding made $329,137.50. One effect is real and it points the other way. Once price reaches a gap it runs clean through 3.71 points more often than through a matched ordinary zone, z +36.4. That is displacement, not a magnet. A gap is not where price stops. It is where price goes past. All 17 years are net negative. All 16 out-of-sample walk-forward years lost money, -$876,720 on 4,928 trades. Honest limits: exploratory, full-sample descriptive with a walk-forward check. Roll dates are a proxy. One entry rule, one target. The 16 years of ES minute data behind this are included with QuantPad. No vendor account. #QuantPad #quant #backtesting #priceaction #futurestrading

About