Все 14 setups дышат одним TP/SL/cutoff. Engine — это plugin scorer который параллельно оценивает каждый setup на каждом ticker'е, sizing берётся из weighted edge multiplier и ortho‑groups.
| # | Name | Type | Dir | Catalyst | Universe | WR% | Sh (daily) | $/yr | N/yr | Status | Source |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | organic_pump v1 sub5_pump (M14 Tier 1) | live | SHORT | gap≥+10%, px<$5, vol≥3× | ADV 2M+ | ~38% | 5–7 | $8–11K | ~80 | LIVE | M14 Apr 27 |
| 2 | organic_pump v2.5 v2 + A6 ORB + A7 sweep + B 500K univ | research | SHORT | gap≥+10%, px<$10, vol≥3×, ORB‑filter, sweep bonus | ADV 500K+ | ~40% | ~7 | $15–19K | ~140 | RESEARCH | asym_v2_4streams |
| 3 | g3a SHORT ATR‑stretch volatility‑normalized | research | SHORT | open ≥ +2 ATR vs prev close | ADV 2M+ | ~37% | 8–9 | ~$13K | ~70 | RESEARCH | asym_v2_4streams |
| 4 | v3 hedge stack LONG dump‑bounce + SHORT pump‑fade | paper | L+S | L: gap−10..−5 × pmd−5..−2; S: gap≥10 × px<$5 | ADV 2M+ | ~37% | 8.0 | ~$15K | ~120 | PAPER | asym v3 Apr 26 |
| 5 | org_dump engine plugin LONG bounce | paper | LONG | gap≤−10%, organic dump, no halt | ADV 2M+ | ~30% | 4–6 | ~$5–7K | ~50 | PAPER | v2 plugin Apr 27 |
| 6 | reports_pump engine plugin SHORT (news‑driven) | paper | SHORT | news/PR pump gap≥+10% | ADV 2M+ | ~35% | 4–6 | ~$5–7K | ~40 | PAPER | v2 plugin Apr 27 |
| 7 | reports_dump engine plugin LONG (news‑driven) | paper | LONG | news‑dump gap≤−10%, bounce setup | ADV 2M+ | ~28% | 4–5 | ~$4–6K | ~30 | PAPER | v2 plugin Apr 27 |
| 8 | v5 layered stacked indicator overlays | blocked | L+S | v3 + DXY/VIX/MACD layers | ADV 2M+ | — | — | — | — | BLOCKED | audit Apr 26 — 0/12 perm |
| — Дополнительно найденные setups (catalogue expansion) — | |||||||||||
| 9 | first5_directional flat‑open then 1st 5min momentum | research | L+S | gap ±1%, then 5‑min move ≥2% | ADV 2M+ | ~50% | ~5 | ~$8K | ~90 | RESEARCH | asym_v2_4streams Stream C |
| 10 | BREAK_UP proximity LONG tiny break of 52w/HOD | LONG | price 0–0.5% above prev_day_high, mag| SP500‑heavy | ~83% | 14.85* | ~$5–8K | ~110 | LIVE in M11/12 | moo955_breakup_proximity | | |
| 11 | Q sector laggard LONG stock gap‑up while sector flat/down | LONG | ticker_pm − sector_pm ≥ +0.3% | ADV 2M+ | ~70% | 7.23* | part of M11 | ~350 | LIVE in M11 | moo955_exotic_JS | |
| 12 | P twist LONG PM up + sector down convergence | LONG | ticker‑sector PM divergence flip | ADV 2M+ | ~65% | ~5 | part of M11 | ~200 | PAPER | moo955_FINAL_SYNTH | |
| 13 | S RSI continuation LONG rsi14>70 LONG (NOT fade) | LONG | rsi14>70, anti‑intuitive momentum | ADV 2M+ | ~68% | 6.7* | — | ~250 | RESEARCH | moo955_exotic_JS | |
| 14 | TP‑only no‑SL overlay remove hard −1% SL, keep TP +7% | all | any pump‑fade SHORT | any | — | +50% Sh | +$4–6K | — | RESEARCH | moo955_sltp_overlay Apr 27 | |
| — Stack combinations (новые связки) — | |||||||||||
| S1 | v2.5 SHORT × BREAK_UP LONG pump‑fade + structural break micro‑hedge | stack | L+S | 2 + 10 (orthogonal catalysts) | 2M+ / SP500 | — | 6.5–8.5 | $25–28K | ~250 | RESEARCH | new combo |
| S2 | g3a × first5_directional vol‑exhaust SHORT + momentum filter | stack | L+S | 3 + 9 (anti‑correlated trigger) | ADV 2M+ | — | 5–7 | $18–22K | ~160 | RESEARCH | new combo |
| S3 | v3 hedge × Q laggard boost v3 LONG leg amplified by sector laggard | stack | L+S | 4 + 11 (Q boosts LONG ×0.5) | ADV 2M+ | — | 8.5–9.5 | $18–20K | ~150 | RESEARCH | new combo |
Rationale: Catalysts orthogonal — small‑cap pump exhaustion vs large‑cap resistance break. Time windows non‑overlapping (v2.5 sharp 09:30‑10:00 fade vs BREAK_UP 10:00‑10:30 rebound). Negative‑correlation hypothesis: tech‑strong day → BREAK_UP regime; small‑cap pumps fade independently.
Expected: Sh 6.5–8.5 daily (vs v2.5 baseline 3–4), aggregate $25–28K/yr capacity, MaxDD est −$4–6K.
Rationale: Different signal layers: g3a — overnight vol setup; first5 — intraday microstructure breakout. Anti‑correlation gate: if g3a fires SHORT but first5 prints UP‑breakout → skip (don't fight FOMO‑rip). If no g3a signal — first5 standalone бидирекциональный.
Expected: Sh 5–7 daily, $18–22K/yr aggregate. g3a stable ~8 само‑по‑себе, first5 directional чуть снижает Sh но добавляет capacity.
Rationale: Mechanical synergy: LONG leg of v3 (gap‑down + PM drift down = capitulation) STRENGTHENS когда сектор flat/down но stock alone bounces. Q laggard fires only ~15% LONG opportunities — soft boost не пересекается с SHORT leg.
Expected: Sh 8.5–9.5 daily (v3 baseline 8.0 + Q +0.3 на overlapping days), $18–20K/yr.
Capital: $15K BP · Active: #1 organic_pump v1 · Status: LIVE M14
Stop‑loss per trade ~1% BP = $150 · Target $/yr ~$8–11K
Add #2 v2.5 (replace v1) + #3 g3a + #5 org_dump · paper #6 #7
Target: $25–35K/yr на $15K BP, Sh 6–8
Enable S3 (v3 × Q laggard) — lowest risk first, then S1 · S2 last (impl complexity)
Target: $45–60K/yr на $25K BP, Sh 7–9
Capital ramp $50K → $100K → $250K (cap @ $500K dilution wall)
Target: $100–200K/yr engine‑level gross
| Task | Setups affected | Effort | Priority |
|---|---|---|---|
| Build cache for ADV 500K+ universe (3y) | #2, all v2.5 deriv | ~6h | P0 |
| Verify 7:1 TP/SL across all 8 base on 500K+ cache | #1–8 | ~3h | P1 |
| Backtest S1 (v2.5 × BREAK_UP) full 3y | S1 | ~2h | P1 |
| Implement first5 logic (cancel‑replace order) | #9, S2 | ~4h | P2 |
| Re‑audit perm tests on g3a + v2.5 ortho‑groups | #2, #3 | ~2h | P1 |
| Production scorer integration (engine plugin) | all | ~6h | P1 |
| TP‑only overlay (#14) A/B vs baseline TP+SL | #1, #2, #3 | ~2h | P2 |
MOO — Market‑on‑Open ordering at 09:30 ET auction · R:R — risk/reward ratio (here 7:1) · WR — Win Rate · Sh — annualized Sharpe ratio · ATR — Average True Range volatility · ORB — Opening Range Breakout · PM — Pre‑Market 04:00–09:30 · HOD — High of Day · ADV — Average Daily Volume (20‑day) · BP — Buying Power · BMO/AMC — Before/After Market hours earnings · MaxDD — Maximum Drawdown.