MOC → 19:00 Strategy Dashboard
Backtest on 12M walk-forward. Validation on 5yr. Built Apr 19 2026.
Equity Curve (12M Walk-Forward)
Per-Quarter Performance
| Quarter | Days | Mean/Day | Sharpe | Total % |
|---|
5yr Validation — Top Findings
Validated on 183K observations 2020-10 → 2026-04. Baseline LONG WR 47.3% — any 55%+ is real edge.
Factor Health — RISING / STABLE / DECAYING
TOP 5 WINNING DAYS (with candlestick examples)
Each card shows top-scored trade of that day. Chart: 13:00-19:30 ET. Entry at 16:00 (MOC), exit at 19:00.
TOP 5 LOSING DAYS (audit — what went wrong)
Check sector concentration and news events on these days.
💰 Trade Days & Earnings Potential
~252 торговых дней в году · После phase gate (SKIP 29%) → ~180 дней/год · 12M actual = 151 активный день
Avg net per trade: +0.94% (после 25bp costs) · Avg 12 трейдов/день
| BP | Поз | Size/поз | Conservative/год | 12M actual/год | Best quarter |
|---|
📊 Pre-Earnings Per-Ticker Statistics
Aggregate: Normal days AH WR = 48.3% · Pre-earnings (d-5 to d-1) AH WR = 56.9% (+8.6pp edge)
Pre-earnings days have enhanced mean-reversion bounce for LONG MOC→19:00.
🟢 Best LONG candidates pre-earnings (WR≥65%, N≥8)
| Ticker | Pattern | N events | Pre cum % | AH N | AH avg | AH WR |
|---|
🔴 AVOID LONG pre-earnings (WR≤35%, N≥8)
| Ticker | Pattern | N events | Pre cum % | AH N | AH avg | AH WR |
|---|
🔺 TOP RUN_UP (растут 5 дней до репорта)
🔻 TOP FADE (продают до репорта → AH bounce)
Q2 2025 Energy Shock (June 23 — Iran/Israel)
4 of 7 high-score losers were Energy sector on single day. Fix: sector concentration cap max 3 per lvl1.
| Date | Ticker | OC% | AH Ret% | Score |
|---|