====================================================================== ZAPAS: Direction Prediction Research ====================================================================== Loaded 12380 signals, 56 days [1] Building PM features... Ticker-days: 2530 Follow wins: 40.6% Fade wins: 27.7% [2] Building prediction factors... 42 factor flags [3] Searching FOLLOW direction combos (WR >= 62%)... 2-way: 47 winners, 125 traps Total FOLLOW winners: 226 [4] Searching FADE direction combos (WR >= 50%)... Total FADE winners: 85 [5] KEY: Gap direction + PM trend analysis... gap_up + pm_rising N= 572 FOLLOW WR= 55.2% avg=+0.230% | FADE WR= 41.8% avg=-0.230% -> FOLLOW gap_up + pm_falling N= 157 FOLLOW WR= 59.2% avg=+0.272% | FADE WR= 38.2% avg=-0.272% -> FOLLOW gap_up + pm_flat N= 181 FOLLOW WR= 60.2% avg=+0.335% | FADE WR= 35.9% avg=-0.335% -> FOLLOW gap_dn + pm_rising N= 88 FOLLOW WR= 52.3% avg=+0.238% | FADE WR= 44.3% avg=-0.238% -> FOLLOW gap_dn + pm_falling N= 537 FOLLOW WR= 56.4% avg=+0.174% | FADE WR= 40.6% avg=-0.174% -> FOLLOW gap_dn + pm_flat N= 102 FOLLOW WR= 62.7% avg=+0.448% | FADE WR= 35.3% avg=-0.448% -> FOLLOW ====================================================================== TOP 15 FOLLOW WINNERS ====================================================================== WR= 93.3% N= 15 conv=+1.1560% | gap_dn_pm_fall+sec_Energy+sigma_1p WR= 88.2% N= 17 conv=+1.0273% | pm_falling+sec_Energy+sigma_1p WR= 87.5% N= 16 conv=+1.1096% | mega+sec_Technology+sigma_1p WR= 86.7% N= 15 conv=+0.6839% | gap_down+late_flat+monday WR= 86.7% N= 15 conv=+0.7266% | spread_5_10+mega+sigma_1p WR= 86.7% N= 15 conv=+0.8688% | pm_strong_fall+sec_Energy+sigma_1p WR= 84.2% N= 19 conv=+0.6754% | mega+gap_dn_pm_fall+sec_Technology WR= 83.3% N= 18 conv=+0.6680% | mega+late_falling+thursday WR= 82.4% N= 17 conv=+0.7814% | gap_down+pm_strong_fall+sec_Energy WR= 82.4% N= 17 conv=+0.7814% | pm_strong_fall+gap_dn_pm_fall+sec_Energy WR= 81.6% N= 38 conv=+0.7884% | mega+sigma_1p WR= 81.6% N= 38 conv=+0.7884% | spread_2p+mega+sigma_1p WR= 81.2% N= 16 conv=+0.4659% | spread_5_10+late_falling+narrow_range WR= 81.2% N= 16 conv=+0.6288% | mega+gap_dn_pm_fall+sigma_1p WR= 81.2% N= 16 conv=+0.9499% | narrow_range+gap_dn_pm_flat+monday ====================================================================== TOP 15 FADE WINNERS (WR >= 50% = beating baseline) ====================================================================== WR= 76.7% N= 30 conv=+0.7035% | pm_strong_fall+thursday+sec_Materials WR= 73.3% N= 15 conv=+0.1235% | spread_3_5+pm_strong_rise+thursday WR= 71.4% N= 28 conv=+0.5466% | large+pm_strong_fall+sec_Materials WR= 70.0% N= 30 conv=+0.4039% | mid+gap_up_pm_rise+sec_Health_Care WR= 69.7% N= 33 conv=+0.1779% | mid+pm_rising+sec_Health_Care WR= 69.0% N= 29 conv=+0.5777% | large+pm_strong_fall+thursday WR= 68.4% N= 19 conv=+0.4620% | spread_3_5+large+pm_strong_rise WR= 68.2% N= 22 conv=+0.5167% | mid+pm_strong_rise+sec_Health_Care WR= 66.7% N= 15 conv=+0.4108% | mid+pm_rising+sigma_2p WR= 66.7% N= 18 conv=+0.1384% | late_flat+wide_range+sec_Materials WR= 65.9% N= 44 conv=+0.3248% | spread_3_5+pm_strong_rise+wide_range WR= 65.9% N= 44 conv=+0.5629% | late_falling+wide_range+sec_Materials WR= 64.7% N= 17 conv=-0.2814% | mid+late_flat+gap_up_pm_flat WR= 64.6% N= 48 conv=+0.2488% | spread_3_5+pm_rising+wide_range WR= 64.6% N= 48 conv=+0.2318% | pm_strong_fall+late_rising+wide_range Saved: cse_follow_winners.csv (226), cse_fade_winners.csv (85) DONE