Asymmetric MOO→11:00 v5 — Joint Stacks + New Hypotheses
Apr 26 18:30 · 120 joint stacks (Sh ≥ 9, N ≥ 30, cap ≥ 5%) + 13 new-hypothesis layered survivors · all 3-auditor methodology
🏆 Top production stacks
S-tier 3-layer (max Sharpe)
Base: SHORT gap_ge10 × c5_le-10 stop -1% target +7%
nz_gt200 PMDXY 5d ≤-0.34%pos_52w lo20
Sharpe daily14.99
Δ Sh vs base+8.71
PF5.88
N_test53
Capacity %15.1%
WF8/8
S-tier 2-layer (capacity champion)
Base: SHORT gap_ge10 × c5_le-10 stop -1% target +7%
nz_gt200 PMDXY 5d ≤-0.34%
Sharpe daily13.52
Δ Sh vs base+7.25
PF5.05
N_test60
Capacity %18.5%
WF8/8
🤯 MONDAY pump-fade (NEW)
Base: SHORT gap_ge10 × px_lt5 stop -1% target +7%
Day = MONDAY
Sharpe daily13.81
Δ Sh vs base+6.23
PF3.25
N_test191
WF9/9 perfect
📅 Day-of-week heatmap (penny pump SHORT)
Все 5 будних дней survivors есть, но Mon (Sh 13.81) и Fri (Sh 11.37) — лучшие. Логика: Monday = weekend gamma decay + retail FOMO исчерпался; Friday = pre-weekend de-risking. Tuesday Sh 8.51 на грани WF.
Joint stacks (120 production-grade)
#
Base
Layer A
Layer B
N
Sh
ΔSh
PF
Cap %
WF
#
Base
A
B
C
N
Sh
ΔSh
PF
Cap %
New hypotheses survivors (13 total)
H4 Seasonality — самое сильное семейство (9 survivors). H1 Microstructure 1, H2 Halt+News 3 (1 unique). H3 Float/SI SKIPPED — все sources snapshot lookahead.
Family
Base
Layer
N_test
Sh
ΔSh
PF
WF
🎯 Forward 6-month projections ($10K start)
Conservative (1 stack)
$10K → $11.8K
+18% за 6 мес · MaxDD -3..-5%
~46 trades · 1 TIER-S 2-layer stack only
Balanced (2-3 stacks)
$10K → $17.5K
+75% за 6 мес · MaxDD -5..-8%
~165 trades · diversified bases
Aggressive (8-10 stacks)
$10K → $25-30K
+150-200% · MaxDD -10..-15% · squeeze tail risk
~275 trades · full portfolio
Production scorer ready
moo_1100_asym/ · 18/18 unit tests pass (Python 3.12) · INTEGRATION.md содержит patch для broker/strategies/moc_moo.py. Tier 2 за feature flag asym_tier2_live: false (paper trade default).
Negative findings (НЕ работает)
LONG side не улучшается ни одним из 42 индикаторов и 47 cross-asset features. Только soft-tilt (1.25× sizing) при pm_gap_SPY < 0. Для LONG нужны другие feature families.
Earnings calendar overlay = DEAD across all 3 v4 agents. 0 layers passed. Δ +0.055 max в size-multiplier overlay. Earnings = primary signal только.
H3 Float/Short Interest SKIPPED — все источники (yf_key_stats, finviz, float_data) snapshot без даты = look-ahead trap. Backlog: FINRA Reg-SHO bi-monthly settlement file.