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.
20
HEALTHY 0930 ∩ ≥3 new
1
STRONG (4/4 acceptable+)
30
IMPROVED pre-0930 (ΔSh ≥ +0.5)

Verdict breakdown per window

verdict09000915092009250930
ACCEPTABLE141181431
DEAD11310911311170
EMPTY140135140135136
ERROR121121121121127
HEALTHY2526272754
LOOKAHEAD_BLOCKED121212120
LOW_N16166
WEAK95101999597

ELITE intersection (top 30)

idnamecatdirSh_0900Sh_0915Sh_0920Sh_0925Sh_0930
V022dgs10_chg5d_rise_SHORTVSHORT24.26016.29617.02217.12019.507
V020dgs10_chg5d_fall_SHORTVSHORT15.42617.60717.02115.95018.680
W006vxx_5d_ge15_SHORTWSHORT4.5976.5247.7337.6159.626
W012svxy_1d_le_n3_SHORTWSHORT6.5696.3776.3406.7507.856
W010uvxy_1d_ge5_SHORTWSHORT6.6196.1136.0646.4097.124
W013svxy_1d_ge3_LONGWLONG6.5945.6895.4215.8656.848
W007uvxy_1d_le_n3_LONGWLONG5.1915.3015.0835.4985.570
I012pt_ratio_low_SHORTISHORT3.6213.3963.5243.7635.134
F004spy_5d_neg_SHORTFSHORT2.7182.6141.9871.1434.619
G003spy_5d_n3_SHORTGSHORT2.7182.6141.9871.1434.619
G010oil_spike_SHORTGSHORT3.8354.2194.3124.3853.970
G004qqq_strong_LONGGLONG3.4243.9303.3073.6863.893
G006tlt_5d_neg_SHORTGSHORT4.5124.2624.5873.7913.393
U002fxi_5d_ge_3_SHORTUSHORT1.6851.7292.0441.7933.280
X017sectors_green_ge7_LONGXLONG2.3962.8502.5422.2103.028
T024ratings_event_yday_SHORTTSHORT0.4632.8001.6072.1882.391
J015pm_high_break_LONGJLONG4.3934.0513.6943.1702.377
X001xlk_fc_green_LONGXLONG1.9692.4062.2442.2602.176
H012earn_d5_drift_LONGHLONG1.8043.0442.9162.4141.729
J016pm_low_break_SHORTJSHORT4.0652.9142.9172.1401.573

STRONG intersection (top 30)

idnamecatdirSh_0900Sh_0915Sh_0920Sh_0925Sh_0930
I011pt_ratio_high_LONGILONG1.0931.2581.1711.4351.607

IMPROVED with earlier entry (top 30)

idnamedirSh_0900Sh_0915Sh_0920Sh_0925Sh_0930Δ mean
A013gap_ge20_LONGLONG3.2252.5903.0393.099-2.7305.719
A012gap_ge15_LONGLONG3.1852.2052.2781.948-2.0464.450
A011gap_ge12_LONGLONG3.5752.2481.9792.007-1.7814.233
W005vxx_5d_ge15_LONGLONG-4.597-6.524-7.733-7.615-9.6263.008
A010gap_ge8_LONGLONG1.3230.4890.2310.126-1.8622.404
R028days_to_cover_ge10_SHORTSHORT1.7380.6192.9920.502-0.4651.928
A009gap_ge6_LONGLONG1.1580.3920.2710.006-1.4131.870
A001gap_ge3_LONGLONG1.2320.3980.218-0.160-1.0921.514
A002gap_ge5_LONGLONG0.9940.103-0.112-0.281-1.3021.478
J015pm_high_break_LONGLONG4.3934.0513.6943.1702.3771.450
J016pm_low_break_SHORTSHORT4.0652.9142.9172.1401.5731.436
K007prev_5d_le-20_LONGLONG1.1681.1831.1681.318-0.1431.352
A008gap_ge4_LONGLONG0.723-0.138-0.322-0.561-1.3921.317
G001arkk_qqq_high_LONGLONG0.2480.479-0.0450.263-1.0651.301
I005insider_buy_2_LONGLONG0.7710.9260.9190.990-0.3561.258
B010pm_vol_to_adv_050_LONGLONG0.6470.7020.7601.326-0.2921.151
A007gap_ge2_LONGLONG1.4090.5760.3920.029-0.3960.998
I001insider_buy_cluster_LONGLONG0.8641.0450.8120.845-0.0660.957
T003insider_buys_30d_ge3_LONGLONG0.8641.0450.8120.845-0.0660.957
T007insider_buys_yday_ge1_LONGLONG1.3440.3060.8540.771-0.1080.926
G006tlt_5d_neg_SHORTSHORT4.5124.2624.5873.7913.3930.895
V021dgs10_chg5d_rise_LONGLONG-24.260-16.296-17.022-17.120-19.5070.833
H012earn_d5_drift_LONGLONG1.8043.0442.9162.4141.7290.816
X013sectors_green_le2_LONGLONG1.3151.6501.3481.5190.7510.707
B022pm_dvol_x_gap_ratioLONG0.8850.3740.229-0.074-0.2930.646
B008pm_vol_to_adv_020_LONGLONG0.2760.0610.1750.382-0.3590.583
K008prev_5d_le-15_LONGLONG0.0740.2920.1840.336-0.3090.530
B009pm_vol_to_adv_030_LONGLONG0.5830.4900.6520.8420.1170.524
R031insider_own_ge40_LONGLONG0.2800.6830.5270.373-0.0560.522
U011fxi_1d_le_n2_LONGLONG-3.244-3.021-2.931-2.712-3.4850.508

Top-15 HEALTHY at 09:00

idnamedirnShPnL$
V022dgs10_chg5d_rise_SHORTSHORT737.00024.2605667.114
V020dgs10_chg5d_fall_SHORTSHORT482.00015.42610331.456
W010uvxy_1d_ge5_SHORTSHORT6173.0006.61931580.249
W013svxy_1d_ge3_LONGLONG3392.0006.59412379.849
W012svxy_1d_le_n3_SHORTSHORT4313.0006.56923977.739
W007uvxy_1d_le_n3_LONGLONG11599.0005.19132390.854
W006vxx_5d_ge15_SHORTSHORT976.0004.5973202.421
G006tlt_5d_neg_SHORTSHORT3752.0004.5129230.216
J015pm_high_break_LONGLONG22956.0004.39348692.816
J016pm_low_break_SHORTSHORT23856.0004.06549465.731
G010oil_spike_SHORTSHORT1496.0003.8354328.313
I012pt_ratio_low_SHORTSHORT2345.0003.6218225.036
A011gap_ge12_LONGLONG177.0003.5752054.438
G004qqq_strong_LONGLONG6591.0003.42413896.122
A013gap_ge20_LONGLONG38.0003.225669.926

Top-15 HEALTHY at 09:15

idnamedirnShPnL$
V020dgs10_chg5d_fall_SHORTSHORT468.00017.60710582.411
V022dgs10_chg5d_rise_SHORTSHORT722.00016.2966692.006
W006vxx_5d_ge15_SHORTSHORT948.0006.5245127.640
W012svxy_1d_le_n3_SHORTSHORT4442.0006.37723296.750
W010uvxy_1d_ge5_SHORTSHORT6344.0006.11329090.184
W013svxy_1d_ge3_LONGLONG3393.0005.68910404.457
W007uvxy_1d_le_n3_LONGLONG11703.0005.30134044.337
G006tlt_5d_neg_SHORTSHORT3788.0004.2628262.043
G010oil_spike_SHORTSHORT1507.0004.2194470.331
J015pm_high_break_LONGLONG23179.0004.05144341.012
G004qqq_strong_LONGLONG6635.0003.93015982.669
I012pt_ratio_low_SHORTSHORT2349.0003.3967402.409
H012earn_d5_drift_LONGLONG195.0003.044758.453
J016pm_low_break_SHORTSHORT24125.0002.91436376.124
X017sectors_green_ge7_LONGLONG1541.0002.8503146.499

Top-15 HEALTHY at 09:20

idnamedirnShPnL$
V022dgs10_chg5d_rise_SHORTSHORT749.00017.0228405.697
V020dgs10_chg5d_fall_SHORTSHORT457.00017.0219903.900
W006vxx_5d_ge15_SHORTSHORT994.0007.7336813.003
W012svxy_1d_le_n3_SHORTSHORT4573.0006.34023505.726
W010uvxy_1d_ge5_SHORTSHORT6535.0006.06429051.555
W013svxy_1d_ge3_LONGLONG3517.0005.42110364.211
W007uvxy_1d_le_n3_LONGLONG12091.0005.08333367.659
G006tlt_5d_neg_SHORTSHORT3917.0004.5879249.167
G010oil_spike_SHORTSHORT1563.0004.3125051.759
J015pm_high_break_LONGLONG24035.0003.69441367.905
I012pt_ratio_low_SHORTSHORT2434.0003.5247571.473
G004qqq_strong_LONGLONG6940.0003.30714208.942
A013gap_ge20_LONGLONG38.0003.039635.790
R028days_to_cover_ge10_SHORTSHORT60.0002.992522.147
J016pm_low_break_SHORTSHORT25035.0002.91736413.943

Top-15 HEALTHY at 09:25

idnamedirnShPnL$
V022dgs10_chg5d_rise_SHORTSHORT761.00017.1208212.728
V020dgs10_chg5d_fall_SHORTSHORT493.00015.9509486.960
W006vxx_5d_ge15_SHORTSHORT1006.0007.6156475.342
W012svxy_1d_le_n3_SHORTSHORT4782.0006.75024455.298
W010uvxy_1d_ge5_SHORTSHORT6850.0006.40930414.349
W013svxy_1d_ge3_LONGLONG3732.0005.86512077.043
W007uvxy_1d_le_n3_LONGLONG12827.0005.49837813.078
G010oil_spike_SHORTSHORT1668.0004.3855120.549
G006tlt_5d_neg_SHORTSHORT4100.0003.7917741.859
I012pt_ratio_low_SHORTSHORT2558.0003.7638133.903
G004qqq_strong_LONGLONG7381.0003.68615826.970
J015pm_high_break_LONGLONG25551.0003.17037153.962
A013gap_ge20_LONGLONG40.0003.099682.773
H012earn_d5_drift_LONGLONG212.0002.414629.309
X001xlk_fc_green_LONGLONG21425.0002.26027274.960

Top-15 HEALTHY at 09:30

idnamedirnShPnL$
V022dgs10_chg5d_rise_SHORTSHORT1633.00019.50716006.578
V020dgs10_chg5d_fall_SHORTSHORT1013.00018.68020925.537
W006vxx_5d_ge15_SHORTSHORT2369.0009.62614689.273
W012svxy_1d_le_n3_SHORTSHORT11643.0007.85662259.059
W010uvxy_1d_ge5_SHORTSHORT17169.0007.12478339.325
W013svxy_1d_ge3_LONGLONG9410.0006.84816488.979
W007uvxy_1d_le_n3_LONGLONG32642.0005.57042375.794
I012pt_ratio_low_SHORTSHORT5885.0005.13413295.914
F004spy_5d_neg_SHORTSHORT4035.0004.6198640.276
G003spy_5d_n3_SHORTSHORT4035.0004.6198640.276
Q003opening_cross_dev_SHORTSHORT6271.0004.51115356.389
G010oil_spike_SHORTSHORT4268.0003.9709450.048
G004qqq_strong_LONGLONG18428.0003.89319153.625
Q004opening_cross_dev_LONGLONG7247.0003.85612693.620
K014prev_5d_ge015_SHORTSHORT8619.0003.50614998.365