Strategy

Mert Sniper

Focus on near-expiry markets where the outcome is almost resolved but price still leaves room for disciplined, high-conviction entry.

Type
Near-Expiry
Updated
2026-03-07
Best for
Conviction Trading
Use case
Late Resolution Edge

๐Ÿ“Œ Strategy Overview

Mert Sniper is built for markets close to resolution, where the real-world outcome is increasingly clear but pricing has not fully converged. This is less about prediction and more about disciplined late-stage pricing judgment.

๐Ÿ’ก Core idea: when the market is near expiry and the outcome is highly constrained, small pricing inefficiencies can be exploited with tight risk control.
Near ExpiryConvictionLow Duration

๐Ÿ”„ Core Logic

1. Scan conditions

Time window

Usually best within the final 24 hours, often much shorter.

Price distortion

Look for contracts where implied probability still lags the real resolution state.

Outcome certainty

Requires very high confidence in the underlying state of the event.

2. Entry rules

  • Verify the state: use credible external sources to confirm the event is nearly resolved
  • Check the spread: make sure the remaining edge covers costs and uncertainty
  • Check liquidity: avoid getting trapped in shallow markets
  • Move quickly: these windows do not stay open long

3. Exit rules

  • Hold to resolution when the edge is mainly settlement-based
  • Take early exit if the market rapidly converges before final resolution
  • Cut immediately if new evidence changes the expected outcome

โš™๏ธ What You Need

  • Scanning cadence: frequent scans during the final phase of market life
  • Verification source: trusted external confirmation of event status
  • Execution readiness: ability to enter without large slippage
  • Practice: paper-trade first; near-expiry certainty can still be deceptive

โš ๏ธ Risk Warnings

  • Late surprise risk: rare events still happen near the finish line
  • Liquidity traps: some markets become hard to exit cleanly
  • Settlement delay: final resolution can take longer than expected
  • False certainty: high confidence is not the same as true certainty

๐Ÿ“Š Best-fit Market Types

  • Sports: events effectively decided but not yet settled on-platform
  • Politics: outcomes that are practically known before final confirmation
  • Crypto: targets already breached or clearly missed near expiry
  • Weather: events already occurred, while market settlement lags the data

๐Ÿ“š Related Resources