The probability analysis system for @trylimitless that I wrote the day before yesterday was ultimately forced into a tail-end trading strategy under time-weighted pressure...

It is foreseeable that, for retail investors, tail-end trading satisfies most people's needs in terms of both win rate and psychological comfort.

If maximizing long-term EV necessarily requires taking the tail-end trading approach, then there must exist a Sweet Point where you can maintain win rate while maximizing the risk-reward ratio!

To give a simple example: there must be an optimal algorithm between the degree of price deviation from the Base Price and the remaining time until the 1h candle closes. Even with tail-end trading, there exists an optimal entry price and timing.

I now have a vague concept: it's as if there is a three-dimensional coordinate system here—Yes’s real-time price, time remaining until candle close, and the distance between the 1h candle’s current price and its opening price.

As these three dimensions evolve over time, there will inevitably be an intersection. Within this intersection is the optimal entry point for the tail-end strategy, offering both a high win rate and considerable profit potential.

Additionally, if you enter via limit orders, there is a chance for extra gains. In other words, the worse the liquidity, the greater the arbitrage opportunity...

The next step is to use Vibe Coding to model this process. Looking forward to sharing good news!

If you want to try it yourself, come to: