Classification: (a), but only partly. Zero's FMZ post (2015) describes how to EXECUTE a buy, not WHEN to buy. Instead of lifting the ask, you post a bid deep inside the spread and raise it step by step ($1.05 -> $1.06 -> ... -> the ask) until an impatient counterparty hits it. On its own that gives no edge: it saves part of the spread and the maker/taker fee gap, about 0.03-0.05% per fill on an OKX perp. That is far too small to back a strategy, and lesson L167 rules out porting a sub-second tick loop as it stands. So we keep the mechanism and restate it at bar resolution, attached to a moment when the post's premise is strongest: impatient sellers pay for immediacy. On OKX USDT swaps the trigger is a 1-HOUR bar whose log return is below -k x the trailing 30-day hourly sigma, on volume at least 3x the trailing 7-day median hourly volume. That is a forced/impatient selling hour (stop-outs, liquidations). After the trigger we act as the bargain-poker. Over the next 3 bars we post a LIMIT (maker) buy that starts deep and steps up toward the market: bar 1 bid = close x exp(-1.0 x sigma x depth_scale), bar 2 = close x exp(-0.5 x sigma x depth_scale), bar 3 = the trigger close. Each unfilled bid is cancelled at the bar's close and replaced with the next, higher one (the post's cancel-and-raise loop). If nothing fills by bar 3 we skip the event and never chase with a market order, so a fill only happens when sellers come down to us. Exit by market after hold_bars (12h), or earlier on a 3-sigma-equivalent stop. Instruments: ADAUSDT.OKX (primary), DOGEUSDT.OKX, AVAXUSDT.OKX, DOTUSDT.OKX. Each one triggers independently, one position per instrument, a 24h cooldown per instrument, and equal risk per event. Universe capped at 4 names (lesson L173). Source credit: Zero, 'High-frequency trading strategy: Poke for bargain', https://www.fmz.com/bbs-topic/41. source_ref: the paragraph that starts with the $1.05 -> $1.06 -> $1.07 stepped-bid description.