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CSE Bridge 8:00-MOO: Combo Research + Backtest
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[1/5] Loading data...
Loaded 12380 signals, 56 days
  Entry times: ['08:00', '08:15', '08:30', '08:45', '09:00', '09:15', '09:20', '09:24']
  Directions: {'SHORT': 6957, 'LONG': 5423}
  Baseline WR: 33.5%

[2/5] Building factor flags...
Built 53 factor flags

[3/5] Searching combos...

  2-way combos (53 choose 2 = 1378)...
    Checked 1008 combos in 0s, 0 winners, 976 traps

  3-way combos (0 promising factors)...
    Checked 0 combos in 0s, total winners: 0, traps: 976

  TOTAL: 1008 combos checked, 0 winners, 976 traps

[4/5] Walk-forward validation...

  Walk-forward: train=8937 (39d), test=3443 (17d)
  Validated: 0, robust (delta<=5pp, test>=55%): 0

[5/5] Backtest top combos...

  Backtest: cost=0.15% per trade, size=$10,000
  No robust combos for backtest!
Saved 976 traps to cse_8am_traps.csv

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TOP 20 WINNERS (by WR)
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TOP 10 TRAPS (worst WR)
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  WR=  6.5% N=   31 conv=-1.805% | mcap_mega+sec_Utilities
  WR=  6.7% N=   30 conv=-3.313% | pm_low+sec_Consumer_Discretiona
  WR=  8.1% N=   62 conv=-3.008% | mcap_micro+pm_few
  WR=  8.5% N=   47 conv=-1.796% | spread_med+pm_low
  WR=  8.9% N=   45 conv=-1.521% | pm_low+monday
  WR=  9.3% N=   43 conv=-1.274% | spread_med+sigma_1_2
  WR= 10.3% N=   39 conv=-2.458% | pm_few+friday
  WR= 10.5% N=   57 conv=-4.112% | spread_huge+pm_low
  WR= 10.9% N=  128 conv=-2.268% | mcap_small+pm_low
  WR= 11.3% N=  141 conv=-2.591% | entry_0800+pm_low

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DONE
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