RR97: The Simple Sequence That Might Be the Most Overlooked Edge in Retail Trading
Posted: Tue Apr 08, 2025 7:26 pm
After 5+ years of building and testing systems, I realized something simple but overlooked:
Trade outcomes have memory — not in the setup, but in the sequence.
That led to the creation of RR97, a proprietary model I’ve been refining around high-certainty micro-sequences that only trigger under very specific post-loss conditions.
It’s not based on indicators or signal confluence. It’s built purely on conditional probability and empirical data.
I’m currently running it across multiple live prop accounts and documenting the theory as part of a larger statistical research paper.
In high-certainty zones, R:R is secondary. Probability becomes the real edge.
Has anyone else here worked on outcome sequencing or conditional trade modeling?
Trade outcomes have memory — not in the setup, but in the sequence.
That led to the creation of RR97, a proprietary model I’ve been refining around high-certainty micro-sequences that only trigger under very specific post-loss conditions.
It’s not based on indicators or signal confluence. It’s built purely on conditional probability and empirical data.
I’m currently running it across multiple live prop accounts and documenting the theory as part of a larger statistical research paper.
In high-certainty zones, R:R is secondary. Probability becomes the real edge.
Has anyone else here worked on outcome sequencing or conditional trade modeling?