📉 Asymmetric strategies catalog — WR <50%

Все стратегии с низким Win Rate но асимметричным payoff (winners >> losers). Source: вся research-память + текущая сессия.
3 LIVE / deploy-ready 3 research candidates 4 paper-only (engine plugins) 2 historical / dropped 12 total

Что значит "asymmetric WR <50%"

📐 Math primer
Стратегия с TP +7% / SL -1% имеет R:R = 7:1. Breakeven WR = 1/(1+7) = 12.5%. То есть даже при WR 30-40% стратегия глубоко прибыльна. Asymmetric edge ловит редкие большие движения (crash/fade), принимает много мелких потерь, но winners перекрывают многократно. Сравни с classic momentum (WR 55-65%, R:R ~1:1) — другая модель.
7:1
Typical R:R
12.5%
Breakeven WR
30-45%
Actual WR range
2-5×
Edge multiplier vs BE

📋 Каталог — 12 asymmetric strategies (low WR)

# Strategy Status Direction Setup (trigger) WR TP/SL Sharpe $/yr Phase 1 Source
1 organic_pump v1 (sub5_pump) LIVE M14 SHORT gap≥10% × px<5 × MOO→11:00 ~38% 7%/1% PF 2.17 ~$3K M14 deploy
2 organic_pump v2.5 (A1+A6+A7) research-done SHORT v1 + ORB filter + exit 10:00 + sweep ~42% 7%/1% 5.0-7.0 $20-25K 4-stream Apr 27
3 g3a SHORT (ATR-stretch + ex-ADR) research-done SHORT open ≥ prev+2×ATR(14), no ADR ~40% 7%/1% 4.0-5.5 $13K Stream D Apr 27
4 MOC→19:00 v7 (FINAL OPTIMIZED) deploy-ready SHORT fade≤-7% OR pm_high≥+10% + REGIME ~44% ~6:1 2.48 $12.9K moc_1900 Apr 27
5 MOC→19:00 v3 (crash-fade only) tier-portfolio SHORT intraday_fade ≤ -7% + REGIME ~38% ~8:1 2.90 ★best $9.8K moc_1900 v3
6 MOO→11:00 Asym v3 hedge stack deploy-blocked L + S LONG gap-10_-5 × pmd-5_-2 + SHORT gap≥10 × px<5 ~45% ~5:1 8.01 daily $18-22K strategy_FINAL
7 PEAD MOC→MOO (earnings fade) verified live SHORT earnings BMO + intraday surprise fade ~42% ~5:1 4.33 live ~$5K TradingApp logs Apr 26
8 org_dump (LONG fade post-dump) paper-only LONG gap ≤ -10% × px <5 × bounce play ~40% 7%/1% TBD est $8-12K engine plugin
9 reports_pump (earnings pump fade) paper-only SHORT earnings AMC pump > +10% next-day ~38% 7%/1% TBD est $5-8K engine plugin
10 reports_dump (earnings dump bounce) paper-only LONG earnings AMC dump < -10% next-day ~37% 7%/1% TBD est $4-7K engine plugin
11 TP-only 7% overlay on M13 v5 superseded — 7% TP, no SL on existing M13 v5 signal ~46% 7%/— 3.06→4.57 +$13.6K vs base A6_sltp Apr 27
12 MOO→11:00 Asym v5 layered (paper) audit failed SHORT v3 + DXY/VIX/TLT regime overlays ~43% ~5:1 14 (stale) DEAD Apr 26 audit
Note по WR estimates
Точные WR в memory нет для каждой — указаны estimates на основе TP/SL ratio и реализованного PF/Sharpe (back-calculated). Pre-deploy validation должна fix exact numbers per strategy.

📊 Визуальное сравнение

WR vs Sharpe — все 12 стратегий
Левый-верх угол = idealный asymmetric (low WR, high Sh)
$/yr Phase 1 — top 7 deploy candidates
Только LIVE / research-done / paper-ready
R:R distribution (TP/SL ratio)
Сколько раз winner перекрывает loser
WR distribution histogram
Все 12 стратегий по bucket'ам WR

🔍 Patterns — что общего у asymmetric edge

🎯 4 общих setup pattern'а

  1. Pump fade SHORT (≈58% catalogue) — gap ≥+10% small-cap → SHORT MOO. Strategies #1, #2, #3, #6, #9, #12
  2. Crash fade SHORT (≈17%) — intraday plunge ≤-7% → MOC SHORT for AH continuation. Strategies #4, #5
  3. Earnings reversal (≈17%) — surprise either side → fade BMO/AMC reaction. Strategies #7, #10, #11
  4. Dump bounce LONG (≈8%) — capitulation dumps → mean reversion. Strategies #8

⚙️ Универсальные риск-rules

  • Hard time-stop (10:00 / 11:00 / 19:00) — asymmetric edge decays быстро
  • Position cap (max_concurrent=2-5) — N>5 → diversification of LOSSES not wins
  • One-per-ticker-day — same ticker одна позиция (overlap kills)
  • FOMC/PPI/CPI skip — high-vol days break asymmetry
  • Earnings ±1d skip для non-earnings strategies — gamma flips edge
  • SPY 5d ≥+3% skip SHORT pump-fade — bull regime kills SHORT setups
  • QQQ 1:1 BP hedge — beta neutralization (added +0.24 Sh on MOC v7)

💰 Aggregate — если все asymmetric stack-нуть

7
Deploy-ready
$70-90K
Sum standalone Y1
$45-55K
Portfolio (post-overlap)
2.5-7.0
Sharpe range (daily)
📌 Reality check
Несколько pump-fade SHORT стратегий (#1, #2, #3, #6) сильно overlap по тикерам — нельзя суммировать standalone. Реальный portfolio gain ~50-60% от sum. Crash-fade (#4, #5) ortogonal к pump-fade (разные катализаторы). Earnings (#7, #9, #10) ortogonal обоим. Dump bounce (#8) — самая рарная, мало overlap.