MOC -> 19:00 ET T+1 — per-ticker T-color preference study
Anchor T = 2026-04-10 · 6m window shown · Stage-2 gate ON · earnings(T-1..T+1) excluded · raw PnL, no slippage
Methodology: for each ticker, stratify last 126 trading days by (gap_color × intraday_color) and separately by T_ret-strength bin.
Outcome = ret_1900 on T+1 (MOC -> 19:00 ET AH close).
Stats: Sharpe = mean/std * sqrt(252); sign-flip permutation 5000; block-bootstrap (block=10, n=1000) CI95.
STRONG = Sharpe≥0.5 & p<0.05 & CI95 excludes 0 & N≥5. BH-FDR q=0.05 applied per window.
282
Total cells (all windows)
Top 60 STRONG cells (6m, by |Sharpe|)
| Ticker | Cut | Cell | Side | N |
Mean% | WR% | Sh_adj | Sh_raw | p_sf | CI95 | BH | Verdict |
Generated by research/moc1900_color_preference/run_study.py · per_ticker_results.parquet for full data