Sources:
Polygon OK
Finviz Elite 121 UP / 182 DN
Datum Proxy UP
TRAP ticker OK, data DENIED
Datum API DOWN
TTN 401 expired
MARKET REGIME
SPY
-0.63%
$679.46 → $675.16
QQQ
-0.63%
$611.07 → $607.20
IWM
-0.72%
$261.30 → $259.41
VXX
+2.95%
$30.77 → $31.68
IWM vs SPY
-0.09%
NEUTRAL
ARKK vs QQQ
-0.37%
NEUTRAL/RISK-OFF
VXX Regime
+2.95%
BORDERLINE ELEVATED
HARD RULE CHECKS
| QQQ gap < 2% | OK (-0.63%) | No 4yr check needed |
| Santa Rally | OK | Not Dec 24 - Jan 3 |
| Holiday Adjacent | OK | No holidays nearby |
| FOMC | OK | No FOMC this week |
| Auto Sales Day | OK | Not 1st bday of month |
EVENT CALENDAR
TODAY Q1 Earnings Season (info). 12 reverse splits (penny stocks, not relevant).
TOMORROW Apr 14 PPI (medium impact). IPO: MYXXU. Lock-up: SEV, OWLS.
No hard calendar adjustments for scoring.
KEY CATALYSTS (Polygon News)
IDYA IDEAYA Eye Cancer Trial Data Beats Standard Therapy — stock +14% PM 11:48
SYRE Best-in-Class SPY001 Induction Results from SKYLIGHT-1 — +25% PM 11:00
RVMD Revolution Medicines +34% PM — likely pharma catalyst (companion to IDYA oncology?) pre-open
BKR Baker Hughes Dumps Non-Core Unit $1.45B Deal — Energy sector M&A 11:32
XLE Oil sector strong (+1.77%), energy names gapping up: APA +4.3%, DVN +3.5%, EOG +4.2% Finviz
GS Broad financials weakness. GS -4.4%, XLF -0.95% Polygon
CCL Cruise lines down across board. CCL -4.1% Polygon
PRE-OPEN GRADES (before 1st candle)
Pre-open: 0 A/A+ | 0 B+ | 18 B | 5 C
1st candle momentum at 9:30 can add +3 points (>2% move) = B → A
TOP CANDIDATES (sorted by pre-score, upgradeable to A)
GS
SHORT
Financials
$267.8B
B → potential A
Gap: -4.4% | Price: $867.83 | PM Vol: 174K | VWAP: $867.09
Triggers (pre-score: 1.5)
MCAP_MEGA +1 Mega-cap >$50B — highest liquidity tier (N=3,000)
VXX_FEAR +0.5 VXX +2.95% — fear regime favors SHORT direction (N=3,200)
GAP_MOD 0 Gap 3-5% — moderate range, no bonus (N=12,000)
Current: B = 1x | Stop=$300 | Pos=$3,000 | ~3 shares @ $868
To reach A: need +2.5 from 1st candle. Momentum >+2% (+3) = A (score 4.5).
If fc_confirms too (+1) = A+ (score 5.5). Pos=$12K-$24K.
PSIX
SHORT
Industrials
$1.8B
B → potential A
Gap: -5.3% | Price: $73.55 | PM Vol: 13K | VWAP: $73.56
Triggers (pre-score: 1.5)
GAP_SWEET +1 Gap 5-10% sweet spot — highest WR range (N=8,000)
VXX_FEAR +0.5 VXX +2.95% — fear favors SHORT (N=3,200)
Current: B = 1x | Stop=$300 | Pos=$3,000 | ~40 shares @ $73.55
To reach A: need +2.5. Momentum >+2% (+3) = A. Low PM vol is a concern.
BBY
SHORT
ConsDiscr
$13.0B
B → potential A
Gap: -4.8% | Price: $59.40 | PM Vol: 41K | VWAP: $59.40
Triggers (pre-score: 1.0)
MCAP_LARGE +0.5 Large-cap >$10B (N=5,000)
VXX_FEAR +0.5 VXX +2.95% — fear favors SHORT (N=3,200)
GAP_MOD 0 Gap 3-5% moderate (N=12,000)
Current: B = 1x | Stop=$300 | Pos=$3,000 | ~50 shares @ $59.40
CCL
SHORT
ConsDiscr
$38.8B
B
Gap: -4.1% | Price: $26.79 | PM Vol: 462K | VWAP: $26.79
Triggers (pre-score: 1.0)
MCAP_LARGE +0.5 Large-cap >$10B (N=5,000)
VXX_FEAR +0.5 VXX +2.95% fear favors SHORT (N=3,200)
PM_VOL 0 PM vol 462K — decent liquidity (N=~5,000)
GRMN
SHORT
Technology
$49.4B
B
Gap: -4.6% | Price: $245.00 | PM Vol: 170 (!) | VWAP: $245.00
Triggers (pre-score: 0.0)
MCAP_LARGE +0.5 Near-mega ~$49B (N=5,000)
VXX_FEAR +0.5 VXX fear favors SHORT (N=3,200)
PREVOL_DEAD -1 PM vol 170 — zero pre-market interest! (N=3,000)
WARNING: PM vol = 170 shares. Gap may compress by open. Monitor closely.
LEG
LONG
ConsDiscr
$1.4B
B
Gap: +8.1% | Price: $10.80 | PM Vol: 51K
Triggers (pre-score: 1.0)
GAP_SWEET +1 Gap 5-10% sweet spot (N=8,000)
SGML
LONG
Materials
$1.7B
B
Gap: +5.2% | Price: $15.62 | PM Vol: 174K
Triggers (pre-score: 1.0)
GAP_SWEET +1 Gap 5-10% sweet spot (N=8,000)
Gap: +4.1% | Price: $71.48 | PM Vol: 66K | VWAP: $71.41
Triggers (pre-score: 0.5)
MCAP_LARGE +0.5 Large-cap $27B (N=5,000)
GAP_MOD 0 Gap 3-5% moderate (N=12,000)
PHARMA CATALYST PLAYS (high gap, news-driven)
| Ticker | Gap | MCap | PM Vol | Catalyst | Risk |
|---|
| RVMD | +34.2% | $5.5B | 1.3M |
Phase 3 oncology data |
Gap >20% = -1 penalty. Score penalty. |
| IDYA | +14.6% | $2.7B | 1.5M |
Eye cancer trial beats standard therapy |
Gap 10-15%, neutral zone |
| ERAS | +11.7% | $5.3B | 162K |
Pharma (unidentified catalyst) |
Gap 10-15%, low PM vol |
| SYRE | +25.1% | ~$3B | — |
Best-in-class SPY001 from SKYLIGHT-1 |
Gap >20% = -1 penalty |
Pharma plays are news-driven with wide spreads. Score AFTER 1st candle for momentum confirmation.
ENERGY SECTOR (XLE +1.77%)
Oil-related names gapping up. Sector tailwind +0.5 for LONG energy.
| Ticker | Gap | MCap | Source |
|---|
| APA | +4.3% | $15B | Finviz |
| DVN | +3.5% | $29B | Finviz |
| EOG | +4.2% | $71B | Finviz |
| FANG | +3.4% | $54B | Finviz |
| AM | +4.9% | $10.4B | Polygon |
| SDRL | +8.2% | $3.0B | Polygon |
SIZING MODEL (base_risk = $300)
| Grade | Mult | Stop $ | Position $ | Action |
|---|
| A+ | 8x | $2,400 | $24,000 | MAX CONVICTION |
| A | 4x | $1,200 | $12,000 | FULL SIZE |
| B+ | 2x | $600 | $6,000 | TRADE |
| B | 1x | $300 | $3,000 | SMALL |
| C | 0x | — | — | SKIP |
Flatten limit: ~$2,500 (8.3x base, survive 3x B+ stops)
FINVIZ FULL SCAN
Gap UP >3% (121 stocks)
Top by gap: RVMD +34%, SYRE +25%, IDYA +21%, ANNA +14%, LWLG +13%, AXSM +18%, HCA +10%, ALNY +20%
Energy cluster: APA, AR, DVN, EOG, FANG, MTDR, MUR, NOG
Gap DOWN >3% (182 stocks)
Top by gap: AEVA -9%, BHC -9%, BIOA -7%, FIVN -8%, REPL -64%, APLX -6%, ARQT -5%
Broad weakness: AAL, GS, BBY, CCL, BLDR, AXTI, GRMN
ACTION PLAN
| 8:50 ET | Pre-open scan complete. All candidates at B grade. NO TRADES YET. |
| 9:00 | Refresh Polygon snapshots. Check if gaps hold/compress. |
| 9:15 | Start TradingApp DataPipe (run as admin). Load universe into TRAP. |
| 9:25 | IMBALANCE CHECK via TRAP. Imb aligned = +1, against = -1 (HARD AVOID if BMO earnings). |
| 9:28 | Final imbalance. Lock basket. Compute money_at_open filter. |
| 9:30 | 1ST CANDLE! Measure momentum: >+2%=+3, 1-2%=+2, 0.3-1%=+1. Recalc grades. |
| 9:30:30 | ENTER all A/A+ positions. fc_confirms = +1 if first candle aligns with gap. |
| 9:55 | EXIT ALL. No exceptions. Close all positions at 9:55 candle close. |
WATCHLIST FOR 9:30 GRADE UPGRADE
These candidates need strong 1st candle momentum to reach A grade:
| Ticker | Dir | Gap | Pre-Score | Need for A | If A: Pos/Stop | If A+: Pos/Stop |
|---|
| GS | SHORT | -4.4% | 1.5 |
+2.5 (mom>2%) | $12K / $1,200 | $24K / $2,400 |
| PSIX | SHORT | -5.3% | 1.5 |
+2.5 (mom>2%) | $12K / $1,200 | $24K / $2,400 |
| BBY | SHORT | -4.8% | 1.0 |
+3.0 (mom>2% + fc) | $12K / $1,200 | $24K / $2,400 |
| CCL | SHORT | -4.1% | 1.0 |
+3.0 | $12K / $1,200 | $24K / $2,400 |
| LEG | LONG | +8.1% | 1.0 |
+3.0 (mom>2%) | $12K / $1,200 | $24K / $2,400 |
| SGML | LONG | +5.2% | 1.0 |
+3.0 | $12K / $1,200 | $24K / $2,400 |
| ON | LONG | +4.1% | 0.5 |
+3.5 (need strong candle + fc) | $12K / $1,200 | — |
| IDYA | LONG | +14.6% | 0.0 |
+4.0 (mom>2% + fc + more) | $12K / $1,200 | — |
Data: Polygon API + Finviz Elite + Datum Proxy | Scoring: v5-style pre-open |
TRAP DataPipe needs admin restart