제품 게시
The "Barbell" strategy developed for Gold 5M timeframe
Core is short-term mean reversion / intraday trend following ("MR") — tight loss distribution, monetizing microstructure noise and liquidity imbalances. Overlay is long convexity ("ASMR" ) — structurally long vol via asymmetric payoff trades(breakout). Small bleed, but when dispersion and volatility expand, it pays non-linearly. MR is short gamma, high hit-rate carry, ASMR is convex leg = long gamma, tail monetization. Able to pass prop