MOO→11:00 entry-window comparison
Generated 2026-05-06T16:56:51.396561. Source: master_5windows.csv (521 hyps × 5 windows on 2024-04-17…2026-04-17 panel).
Caveats — (1) 2y window only for pre-09:30 entries (pm_1m_v2 coverage limit). (2) Hold-to-11:00 only; TP/SL not simulated outside 0930. (3) Walk-forward, BH-FDR, sign-flip, block-bootstrap NOT yet run — results below are point estimates.
1
STRONG (4/4 acceptable+)
30
IMPROVED pre-0930 (ΔSh ≥ +0.5)
Verdict breakdown per window
| verdict | 0900 | 0915 | 0920 | 0925 | 0930 |
|---|
| ACCEPTABLE | 14 | 11 | 8 | 14 | 31 |
| DEAD | 113 | 109 | 113 | 111 | 70 |
| EMPTY | 140 | 135 | 140 | 135 | 136 |
| ERROR | 121 | 121 | 121 | 121 | 127 |
| HEALTHY | 25 | 26 | 27 | 27 | 54 |
| LOOKAHEAD_BLOCKED | 12 | 12 | 12 | 12 | 0 |
| LOW_N | 1 | 6 | 1 | 6 | 6 |
| WEAK | 95 | 101 | 99 | 95 | 97 |
ELITE intersection (top 30)
| id | name | cat | dir | Sh_0900 | Sh_0915 | Sh_0920 | Sh_0925 | Sh_0930 |
|---|
| V022 | dgs10_chg5d_rise_SHORT | V | SHORT | 24.260 | 16.296 | 17.022 | 17.120 | 19.507 |
| V020 | dgs10_chg5d_fall_SHORT | V | SHORT | 15.426 | 17.607 | 17.021 | 15.950 | 18.680 |
| W006 | vxx_5d_ge15_SHORT | W | SHORT | 4.597 | 6.524 | 7.733 | 7.615 | 9.626 |
| W012 | svxy_1d_le_n3_SHORT | W | SHORT | 6.569 | 6.377 | 6.340 | 6.750 | 7.856 |
| W010 | uvxy_1d_ge5_SHORT | W | SHORT | 6.619 | 6.113 | 6.064 | 6.409 | 7.124 |
| W013 | svxy_1d_ge3_LONG | W | LONG | 6.594 | 5.689 | 5.421 | 5.865 | 6.848 |
| W007 | uvxy_1d_le_n3_LONG | W | LONG | 5.191 | 5.301 | 5.083 | 5.498 | 5.570 |
| I012 | pt_ratio_low_SHORT | I | SHORT | 3.621 | 3.396 | 3.524 | 3.763 | 5.134 |
| F004 | spy_5d_neg_SHORT | F | SHORT | 2.718 | 2.614 | 1.987 | 1.143 | 4.619 |
| G003 | spy_5d_n3_SHORT | G | SHORT | 2.718 | 2.614 | 1.987 | 1.143 | 4.619 |
| G010 | oil_spike_SHORT | G | SHORT | 3.835 | 4.219 | 4.312 | 4.385 | 3.970 |
| G004 | qqq_strong_LONG | G | LONG | 3.424 | 3.930 | 3.307 | 3.686 | 3.893 |
| G006 | tlt_5d_neg_SHORT | G | SHORT | 4.512 | 4.262 | 4.587 | 3.791 | 3.393 |
| U002 | fxi_5d_ge_3_SHORT | U | SHORT | 1.685 | 1.729 | 2.044 | 1.793 | 3.280 |
| X017 | sectors_green_ge7_LONG | X | LONG | 2.396 | 2.850 | 2.542 | 2.210 | 3.028 |
| T024 | ratings_event_yday_SHORT | T | SHORT | 0.463 | 2.800 | 1.607 | 2.188 | 2.391 |
| J015 | pm_high_break_LONG | J | LONG | 4.393 | 4.051 | 3.694 | 3.170 | 2.377 |
| X001 | xlk_fc_green_LONG | X | LONG | 1.969 | 2.406 | 2.244 | 2.260 | 2.176 |
| H012 | earn_d5_drift_LONG | H | LONG | 1.804 | 3.044 | 2.916 | 2.414 | 1.729 |
| J016 | pm_low_break_SHORT | J | SHORT | 4.065 | 2.914 | 2.917 | 2.140 | 1.573 |
STRONG intersection (top 30)
| id | name | cat | dir | Sh_0900 | Sh_0915 | Sh_0920 | Sh_0925 | Sh_0930 |
|---|
| I011 | pt_ratio_high_LONG | I | LONG | 1.093 | 1.258 | 1.171 | 1.435 | 1.607 |
IMPROVED with earlier entry (top 30)
| id | name | dir | Sh_0900 | Sh_0915 | Sh_0920 | Sh_0925 | Sh_0930 | Δ mean |
|---|
| A013 | gap_ge20_LONG | LONG | 3.225 | 2.590 | 3.039 | 3.099 | -2.730 | 5.719 |
| A012 | gap_ge15_LONG | LONG | 3.185 | 2.205 | 2.278 | 1.948 | -2.046 | 4.450 |
| A011 | gap_ge12_LONG | LONG | 3.575 | 2.248 | 1.979 | 2.007 | -1.781 | 4.233 |
| W005 | vxx_5d_ge15_LONG | LONG | -4.597 | -6.524 | -7.733 | -7.615 | -9.626 | 3.008 |
| A010 | gap_ge8_LONG | LONG | 1.323 | 0.489 | 0.231 | 0.126 | -1.862 | 2.404 |
| R028 | days_to_cover_ge10_SHORT | SHORT | 1.738 | 0.619 | 2.992 | 0.502 | -0.465 | 1.928 |
| A009 | gap_ge6_LONG | LONG | 1.158 | 0.392 | 0.271 | 0.006 | -1.413 | 1.870 |
| A001 | gap_ge3_LONG | LONG | 1.232 | 0.398 | 0.218 | -0.160 | -1.092 | 1.514 |
| A002 | gap_ge5_LONG | LONG | 0.994 | 0.103 | -0.112 | -0.281 | -1.302 | 1.478 |
| J015 | pm_high_break_LONG | LONG | 4.393 | 4.051 | 3.694 | 3.170 | 2.377 | 1.450 |
| J016 | pm_low_break_SHORT | SHORT | 4.065 | 2.914 | 2.917 | 2.140 | 1.573 | 1.436 |
| K007 | prev_5d_le-20_LONG | LONG | 1.168 | 1.183 | 1.168 | 1.318 | -0.143 | 1.352 |
| A008 | gap_ge4_LONG | LONG | 0.723 | -0.138 | -0.322 | -0.561 | -1.392 | 1.317 |
| G001 | arkk_qqq_high_LONG | LONG | 0.248 | 0.479 | -0.045 | 0.263 | -1.065 | 1.301 |
| I005 | insider_buy_2_LONG | LONG | 0.771 | 0.926 | 0.919 | 0.990 | -0.356 | 1.258 |
| B010 | pm_vol_to_adv_050_LONG | LONG | 0.647 | 0.702 | 0.760 | 1.326 | -0.292 | 1.151 |
| A007 | gap_ge2_LONG | LONG | 1.409 | 0.576 | 0.392 | 0.029 | -0.396 | 0.998 |
| I001 | insider_buy_cluster_LONG | LONG | 0.864 | 1.045 | 0.812 | 0.845 | -0.066 | 0.957 |
| T003 | insider_buys_30d_ge3_LONG | LONG | 0.864 | 1.045 | 0.812 | 0.845 | -0.066 | 0.957 |
| T007 | insider_buys_yday_ge1_LONG | LONG | 1.344 | 0.306 | 0.854 | 0.771 | -0.108 | 0.926 |
| G006 | tlt_5d_neg_SHORT | SHORT | 4.512 | 4.262 | 4.587 | 3.791 | 3.393 | 0.895 |
| V021 | dgs10_chg5d_rise_LONG | LONG | -24.260 | -16.296 | -17.022 | -17.120 | -19.507 | 0.833 |
| H012 | earn_d5_drift_LONG | LONG | 1.804 | 3.044 | 2.916 | 2.414 | 1.729 | 0.816 |
| X013 | sectors_green_le2_LONG | LONG | 1.315 | 1.650 | 1.348 | 1.519 | 0.751 | 0.707 |
| B022 | pm_dvol_x_gap_ratio | LONG | 0.885 | 0.374 | 0.229 | -0.074 | -0.293 | 0.646 |
| B008 | pm_vol_to_adv_020_LONG | LONG | 0.276 | 0.061 | 0.175 | 0.382 | -0.359 | 0.583 |
| K008 | prev_5d_le-15_LONG | LONG | 0.074 | 0.292 | 0.184 | 0.336 | -0.309 | 0.530 |
| B009 | pm_vol_to_adv_030_LONG | LONG | 0.583 | 0.490 | 0.652 | 0.842 | 0.117 | 0.524 |
| R031 | insider_own_ge40_LONG | LONG | 0.280 | 0.683 | 0.527 | 0.373 | -0.056 | 0.522 |
| U011 | fxi_1d_le_n2_LONG | LONG | -3.244 | -3.021 | -2.931 | -2.712 | -3.485 | 0.508 |
Top-15 HEALTHY at 09:00
| id | name | dir | n | Sh | PnL$ |
|---|
| V022 | dgs10_chg5d_rise_SHORT | SHORT | 737.000 | 24.260 | 5667.114 |
| V020 | dgs10_chg5d_fall_SHORT | SHORT | 482.000 | 15.426 | 10331.456 |
| W010 | uvxy_1d_ge5_SHORT | SHORT | 6173.000 | 6.619 | 31580.249 |
| W013 | svxy_1d_ge3_LONG | LONG | 3392.000 | 6.594 | 12379.849 |
| W012 | svxy_1d_le_n3_SHORT | SHORT | 4313.000 | 6.569 | 23977.739 |
| W007 | uvxy_1d_le_n3_LONG | LONG | 11599.000 | 5.191 | 32390.854 |
| W006 | vxx_5d_ge15_SHORT | SHORT | 976.000 | 4.597 | 3202.421 |
| G006 | tlt_5d_neg_SHORT | SHORT | 3752.000 | 4.512 | 9230.216 |
| J015 | pm_high_break_LONG | LONG | 22956.000 | 4.393 | 48692.816 |
| J016 | pm_low_break_SHORT | SHORT | 23856.000 | 4.065 | 49465.731 |
| G010 | oil_spike_SHORT | SHORT | 1496.000 | 3.835 | 4328.313 |
| I012 | pt_ratio_low_SHORT | SHORT | 2345.000 | 3.621 | 8225.036 |
| A011 | gap_ge12_LONG | LONG | 177.000 | 3.575 | 2054.438 |
| G004 | qqq_strong_LONG | LONG | 6591.000 | 3.424 | 13896.122 |
| A013 | gap_ge20_LONG | LONG | 38.000 | 3.225 | 669.926 |
Top-15 HEALTHY at 09:15
| id | name | dir | n | Sh | PnL$ |
|---|
| V020 | dgs10_chg5d_fall_SHORT | SHORT | 468.000 | 17.607 | 10582.411 |
| V022 | dgs10_chg5d_rise_SHORT | SHORT | 722.000 | 16.296 | 6692.006 |
| W006 | vxx_5d_ge15_SHORT | SHORT | 948.000 | 6.524 | 5127.640 |
| W012 | svxy_1d_le_n3_SHORT | SHORT | 4442.000 | 6.377 | 23296.750 |
| W010 | uvxy_1d_ge5_SHORT | SHORT | 6344.000 | 6.113 | 29090.184 |
| W013 | svxy_1d_ge3_LONG | LONG | 3393.000 | 5.689 | 10404.457 |
| W007 | uvxy_1d_le_n3_LONG | LONG | 11703.000 | 5.301 | 34044.337 |
| G006 | tlt_5d_neg_SHORT | SHORT | 3788.000 | 4.262 | 8262.043 |
| G010 | oil_spike_SHORT | SHORT | 1507.000 | 4.219 | 4470.331 |
| J015 | pm_high_break_LONG | LONG | 23179.000 | 4.051 | 44341.012 |
| G004 | qqq_strong_LONG | LONG | 6635.000 | 3.930 | 15982.669 |
| I012 | pt_ratio_low_SHORT | SHORT | 2349.000 | 3.396 | 7402.409 |
| H012 | earn_d5_drift_LONG | LONG | 195.000 | 3.044 | 758.453 |
| J016 | pm_low_break_SHORT | SHORT | 24125.000 | 2.914 | 36376.124 |
| X017 | sectors_green_ge7_LONG | LONG | 1541.000 | 2.850 | 3146.499 |
Top-15 HEALTHY at 09:20
| id | name | dir | n | Sh | PnL$ |
|---|
| V022 | dgs10_chg5d_rise_SHORT | SHORT | 749.000 | 17.022 | 8405.697 |
| V020 | dgs10_chg5d_fall_SHORT | SHORT | 457.000 | 17.021 | 9903.900 |
| W006 | vxx_5d_ge15_SHORT | SHORT | 994.000 | 7.733 | 6813.003 |
| W012 | svxy_1d_le_n3_SHORT | SHORT | 4573.000 | 6.340 | 23505.726 |
| W010 | uvxy_1d_ge5_SHORT | SHORT | 6535.000 | 6.064 | 29051.555 |
| W013 | svxy_1d_ge3_LONG | LONG | 3517.000 | 5.421 | 10364.211 |
| W007 | uvxy_1d_le_n3_LONG | LONG | 12091.000 | 5.083 | 33367.659 |
| G006 | tlt_5d_neg_SHORT | SHORT | 3917.000 | 4.587 | 9249.167 |
| G010 | oil_spike_SHORT | SHORT | 1563.000 | 4.312 | 5051.759 |
| J015 | pm_high_break_LONG | LONG | 24035.000 | 3.694 | 41367.905 |
| I012 | pt_ratio_low_SHORT | SHORT | 2434.000 | 3.524 | 7571.473 |
| G004 | qqq_strong_LONG | LONG | 6940.000 | 3.307 | 14208.942 |
| A013 | gap_ge20_LONG | LONG | 38.000 | 3.039 | 635.790 |
| R028 | days_to_cover_ge10_SHORT | SHORT | 60.000 | 2.992 | 522.147 |
| J016 | pm_low_break_SHORT | SHORT | 25035.000 | 2.917 | 36413.943 |
Top-15 HEALTHY at 09:25
| id | name | dir | n | Sh | PnL$ |
|---|
| V022 | dgs10_chg5d_rise_SHORT | SHORT | 761.000 | 17.120 | 8212.728 |
| V020 | dgs10_chg5d_fall_SHORT | SHORT | 493.000 | 15.950 | 9486.960 |
| W006 | vxx_5d_ge15_SHORT | SHORT | 1006.000 | 7.615 | 6475.342 |
| W012 | svxy_1d_le_n3_SHORT | SHORT | 4782.000 | 6.750 | 24455.298 |
| W010 | uvxy_1d_ge5_SHORT | SHORT | 6850.000 | 6.409 | 30414.349 |
| W013 | svxy_1d_ge3_LONG | LONG | 3732.000 | 5.865 | 12077.043 |
| W007 | uvxy_1d_le_n3_LONG | LONG | 12827.000 | 5.498 | 37813.078 |
| G010 | oil_spike_SHORT | SHORT | 1668.000 | 4.385 | 5120.549 |
| G006 | tlt_5d_neg_SHORT | SHORT | 4100.000 | 3.791 | 7741.859 |
| I012 | pt_ratio_low_SHORT | SHORT | 2558.000 | 3.763 | 8133.903 |
| G004 | qqq_strong_LONG | LONG | 7381.000 | 3.686 | 15826.970 |
| J015 | pm_high_break_LONG | LONG | 25551.000 | 3.170 | 37153.962 |
| A013 | gap_ge20_LONG | LONG | 40.000 | 3.099 | 682.773 |
| H012 | earn_d5_drift_LONG | LONG | 212.000 | 2.414 | 629.309 |
| X001 | xlk_fc_green_LONG | LONG | 21425.000 | 2.260 | 27274.960 |
Top-15 HEALTHY at 09:30
| id | name | dir | n | Sh | PnL$ |
|---|
| V022 | dgs10_chg5d_rise_SHORT | SHORT | 1633.000 | 19.507 | 16006.578 |
| V020 | dgs10_chg5d_fall_SHORT | SHORT | 1013.000 | 18.680 | 20925.537 |
| W006 | vxx_5d_ge15_SHORT | SHORT | 2369.000 | 9.626 | 14689.273 |
| W012 | svxy_1d_le_n3_SHORT | SHORT | 11643.000 | 7.856 | 62259.059 |
| W010 | uvxy_1d_ge5_SHORT | SHORT | 17169.000 | 7.124 | 78339.325 |
| W013 | svxy_1d_ge3_LONG | LONG | 9410.000 | 6.848 | 16488.979 |
| W007 | uvxy_1d_le_n3_LONG | LONG | 32642.000 | 5.570 | 42375.794 |
| I012 | pt_ratio_low_SHORT | SHORT | 5885.000 | 5.134 | 13295.914 |
| F004 | spy_5d_neg_SHORT | SHORT | 4035.000 | 4.619 | 8640.276 |
| G003 | spy_5d_n3_SHORT | SHORT | 4035.000 | 4.619 | 8640.276 |
| Q003 | opening_cross_dev_SHORT | SHORT | 6271.000 | 4.511 | 15356.389 |
| G010 | oil_spike_SHORT | SHORT | 4268.000 | 3.970 | 9450.048 |
| G004 | qqq_strong_LONG | LONG | 18428.000 | 3.893 | 19153.625 |
| Q004 | opening_cross_dev_LONG | LONG | 7247.000 | 3.856 | 12693.620 |
| K014 | prev_5d_ge015_SHORT | SHORT | 8619.000 | 3.506 | 14998.365 |