Sounds like a high‑risk, high‑reward play. Pick a niche you understand inside out, insert a tiny, deliberate lag—maybe a slight price mismatch or a delay in data feed—then program your system to lock in the spread before the market corrects. Keep the inefficiency small enough that it doesn’t attract regulators or big players, but large enough that your algorithm can capture profit before the correction wipes it out. Test exhaustively in simulation, lock in tight risk limits, and be ready to scale up only when the pattern proves repeatable. The key is to stay ahead of the curve and never let the market notice you’re hunting the gap.