| # | Name | Verdict | Dir | Honest Sh | $/yr | Lookahead | Perm test | Reason |
|---|---|---|---|---|---|---|---|---|
| 1 | organic_pump v1 sub5_pump M14 LIVE | KEEP | SHORT | 5–7 | $10–12K | PASS | PASS | Anchor: pre-period 2023 PF 2.17. Только setup с 4y validation. |
| 2 | organic_pump v2.5 A6+A7+B universe | MERGE→#1 | SHORT | ? | +$8–13K incremental | PARTIAL | NOT-DONE | A1 (exit 10:00) DROPPED per 11:00 directive. A6/A7 — same class что v5 (0/12 perm). Universe expansion (B) safe. |
| 3 | g3a SHORT ATR-stretch ≥+2 ATR | KEEP* | SHORT | 2–4 | ~$13K | PASS | NOT-DONE | * Gate: run perm test + isolated 2023 PF before live. Single-feature → lower v5-class risk. |
| 4 | v3 hedge stack | SHORT=#1; LONG paper | L+S | 5–7 | — | PASS | SHORT yes; LONG no | SHORT leg = duplicate #1. LONG leg paper-only до 2023 PF rebuild + isolated audit. |
| 5 | org_dump plugin LONG bounce | RESEARCH | LONG | ? | ? | PASS code, dirty deps | NOT-DONE | Plugin engine never ran (pm_history parquet not built). Direction orthogonal к #1, но deps на снапшот flags (is_spac, float). |
| 6 | reports_pump plugin SHORT news | DROP | SHORT | — | — | FAIL | v5 family failed | SI/float snapshot trap (recurring). v3 уже отверг earnings overlay (Δmax +0.055). Дублирует #1 catalyst. |
| 7 | reports_dump plugin LONG news | DROP | LONG | — | — | FAIL | NOT-DONE | RSI14 lookahead recurrence risk. Earnings overlay — DEAD per v3 audit. |
| 8 | v5 layered stacks | DROP | L+S | — | — | FAIL (7 dirty) | FAIL 12/12 | Within-ticker shuffle preserves Sh ~14 — edge в payoff distribution shape, не layer specificity. |
| 9 | first5_directional | DROP | L+S | — | — | PASS | NOT-DONE | Spec violation: entry @ 09:35 (требует first 5min observation). Не MOO 09:30. |
| 10 | BREAK_UP proximity | KEEP | LONG | 5–7 | $3–6K | PASS | M11 stack OK | Sh 14.85 reported per-trade — реальный daily 5–7 (deflated 2.11×). LIVE в M11, прошёл 5audits. |
| 11 | Q sector laggard | DROP | LONG | — | −$11.5K! | PASS | FAIL (LOO −2.69) | 5audits LOO: removing Q ULUCHILA strategy на Sh +2.69. "Edge" был interaction artifact в M10R basket. |
| 12 | P twist | DROP | LONG | — | ~$0 | PASS | FAIL (Δ≈0) | 5audits LOO: removal Δ≈0. Indistinguishable от random в M11. |
| 13 | S RSI continuation | DROP | LONG | — | — | FAIL | contaminated | RSI14 lookahead — same class что M13 v5/v6 BLOCKED. Sh 6.70 measured ДО .shift(1) cache fix Apr 26. |
| 14 | TP-only no-SL overlay | all | +50% Sh | +30–50% mult | PASS | grid sweep | Не standalone, мета-overlay. Drop hard −1% SL, keep TP +7%, force exit 11:00. | |
| — Stack combinations — | ||||||||
| S1 | v2.5 SHORT × BREAK_UP LONG | RESEARCH-MORE | L+S | 5–6.5 | $22–28K | A: pass; B: pass | NOT-DONE on combo | Orthogonality HIGH (~3–5% trade overlap). Gate: backtest BREAK_UP @ 11:00 exit (currently только 09:55 validated). |
| S2 | g3a × first5_directional | DROP | — | — | — | — | — | Component B (#9) spec-incompatible. Не лезет в MOO 09:30 family. |
| S3 | v3 hedge × Q laggard boost | DROP | — | — | — | — | — | Component B (#11) — REMOVED по 5audits. Q laggard hurts strategy −$11.5K/yr. |
Engine v1 expected: Sh 5–7 daily · $25–35K/yr Phase 1 ($15K BP) · MaxDD est −$3–5K · 3 setups + 1 overlay
Reason buckets:
4 × lookahead/snapshot trap (#6, #7, #13, S3 by ricochet)
2 × spec violation 09:30 entry (#9, S2)
2 × LOO removed/noise (#11, #12)
1 × perm test 12/12 fail (#8)
.shift(1) per-ticker. M13 v5/v6 уже забанены навсегда. Любой новый setup с RSI14 / SI / earnings AMC = красный флаг до прохождения cache audit.| Step | Task | Affects | Effort | Priority |
|---|---|---|---|---|
| 1 | P0 fix: TradingApp MOO routing (session=OPG не EXT) | ALL | 1d manual | P0 BLOCKER |
| 2 | Run perm test (within-ticker shuffle) на g3a #3 | #3 | ~2h | P1 |
| 3 | Build pre-period 2023 isolated PF for #3, #4-LONG | #3, #4 | ~3h | P1 |
| 4 | Build pm_history parquet → run org_dump audit | #5 | ~6h | P2 |
| 5 | Backtest BREAK_UP @ 11:00 exit (vs 09:55) | #10, S1 | ~2h | P1 |
| 6 | Apply TP-only no-SL overlay #14 на #1 → A/B vs current | #1+#14 | ~2h | P1 |
| 7 | Build cache for ADV 500K+ universe (3y) | v2.5 deriv | ~6h | P2 |
| 8 | Code: remove dropped setups из scorer (cleanup) | codebase | ~1h | P3 |
Все эти можно проверять только когда P0 routing fix + pre-period cache extension сделано.
feedback_moo1100_unified_tpsl.md (7:1 + 11:00 spec)research_asymmetric_moo1100_apr26.md (v3 PF 2.17, v5 0/12 perm fail)research_asym_v2_4streams_apr27.md (v2.5, g3a, first5)research_moo955_5audits_apr26.md (Q laggard −2.69, P twist noise)research_moo955_M13v5_5audits_apr26.md (rsi14/atr14 lookahead)research_moo955_3auditors_apr26.md (per-trade Sh inflation 2-3×)broker/strategies/moo_1100_asym/plugins/*.py (4 plugins)research_results/asymmetric_moo1100_v5/lookahead_audit/2_permutation/verdict.csv (12/12 fail)research_results/asymmetric_moo1100_v3/4_regime_3y/pre_period_validation.csv (#1 PF 2.17)