📐 PUMP SETUPS — Schematic Patterns

Все production-ready setups с визуальными схемами и статистикой. Apr 22, 2026.

🕐 ТОРГОВЫЙ ДЕНЬ — Timeline по сетапам

04:00 07:00 08:30 09:00 09:25 09:30 OPEN 09:35 09:45 10:00 11:00 16:00 PRE-MARKET RTH PHASE 1 v2 GRADE A+/A/B/C decision SETUP 1: LONG (D-1 rally + quiet PM) BUY @ MOO, exit 11:00, stop -7% — WR 82% mean +14% SETUP 2: SHORT (PM stretch >+20%) MOO → 09:45, stop +20% — WR 80% mean +2.2% SETUP 3: LONG (PM V-recovery) MOO → 11:00, stop -7% — WR 68% mean +8% SETUP 4: SHORT (>10% above PM VWAP) MOO → 10:00, stop +20% — WR 79% mean +2.06% SETUP 5 CHECK @ 09:35 Broke PM HIGH? → CANCEL all SHORT, LONG (88%) SETUP 6: GRADED SHORT (Phase 1 v2 A+/A/B/C) MOO → 09:45 (best Sh), stop +20%/-7% — A+ WR 94% edge закончен

⏰ Активные окна: 09:25 (grading), 09:30-09:35 (entries), 09:45-11:00 (exits). Между 11:00-16:00 — нет торговли по этим setups.

🧬 ТИПЫ ПАМПОВ — что мы трейдаем

PUMP TYPE TAXONOMY → Strategy mapping 📈 TYPE 1: D-1 Rally Continuation Yesterday closed strong, today PM consolidates near pc, no panic → SETUP 1: BUY @ MOO WR 82% • +14% mean Examples: real news catalysts, earnings beats, contract wins 📉 TYPE 2: PM Parabolic Stretch Last 30m PM rally >+20%, opening rejected below PM HIGH → SETUP 2: SHORT @ MOO WR 80% • +2.21% mean Examples: pump-and-dump schemes, retail FOMO peaks, social media P&D 📈 TYPE 3: PM V-Recovery PM opened BELOW pc, recovered ABOVE pc by 09:30 (smart buyers) → SETUP 3: BUY @ MOO WR 68% • +8.0% mean Examples: overnight FUD reversal, institutional dip-buying 📉 TYPE 4: VWAP Stretch Open >10% above PM VWAP = mean reversion target VWAP → SETUP 4: SHORT @ MOO WR 79% • +2.06% mean Examples: overheated open prints 📉 TYPE 5: Hyper PM Spike (graded) PM-spike ≥25× от 20d PM avg vol + 32 features → A+/A/B/C grade → SETUP 6: SHORT @ MOO graded A+ WR 94% • +6.31% mean Examples: classic SPAC/biotech pumps ⚠️ TYPE 6: True Breakout (NEVER SHORT) Broke PM HIGH в первые 5 мин, price green = institutional buying PM HIGH → SETUP 5: LONG (or SKIP all SHORT) LONG WR 88% • +10.79% mean Examples: M&A, real news, sector rotation

💰 PROFIT EXPECTATION (по сетапам)

SetupN/yearSizeMean per trade$/trade$/yearConfidence
SETUP 1 v2 LONG (D-1 rally + quiet PM)~110$20K+14.2%+$2,840+$312KHIGH ✅
SETUP 6 SHORT A+ (Phase 1 v2 graded)30$20K+6.31%+$1,262+$37,860HIGH ✅
SETUP 6 SHORT A30$15K+4.81%+$722+$21,645HIGH ✅
SETUP 6 SHORT B28$10K+5.17%+$517+$14,476HIGH ✅
SETUP 4 SHORT (PM VWAP >10%)~40$10K+2.06%+$206+$8,240MEDIUM
SETUP 3 LONG (PM V-recovery)~60$10K+8.01%+$801+$48,060DECAYING ⚠️
SETUP 2 SHORT (PM stretch >20%)~30$10K+2.21%+$221+$6,6302024 BAD ⚠️
TOTAL (HIGH-conf only)~270~$70K active——+$394K/yrHIGH
TOTAL (with HOLD setups)~340~$80K active——+$449K/yrMIXED
📌 Caveats:
  • Все cifры — раздельные backtest на 2-3y (1m bars 2024-04 → 2026-04 для большинства setups)
  • SETUP 1 v2 = ROCK SOLID per-year stability (WR 79-86% во ВСЕ 3 года)
  • SETUP 6 graded — отдельно validated (Phase 1 v2, OOS test N=63)
  • SETUP 3 — WR падает 63% → 47% → 44% per year (DECAY!)
  • SETUP 2 — 2024 mean был -0.15% (CI пересекает 0)
  • Не учтены: borrow costs, slippage, missed fills, locate availability
  • Real expected: 60-80% от показанного = $240-360K/yr realistic

📅 PER-YEAR STABILITY (5y validation in progress)

SETUP 1 v2 — 2024
86.4%
+18.74% mean (N=22)
SETUP 1 v2 — 2025
78.9%
+13.49% mean (N=71)
SETUP 1 v2 — 2026 YTD
81.0%
+8.58% mean (N=21)
SETUP 2 — 2024
-0.15%
unstable year
SETUP 3 — WR decay
63→47→44%
deprecate?
SETUP 6 — 2024-2026
67-69%
stable
🔄 5y backfill in progress: Сейчас 2y данных (2024-04 → 2026-04). Скачиваем 1m bars для $1-50 spike≥5x пампов 2021-2024 (~5K events) → расширим backtest до полных 5 лет.

📊 КОЛИЧЕСТВО СДЕЛОК / ДЕНЬ

Avg pumps/day (2025-2026)
17.8
vs 5y avg 11.5
Setup 1 candidates
~1-2/day
strict filters
Setup 2 candidates
~0-2/day
PM parabolic rare
Setup 3 candidates
~0-1/day
V-recovery rare
Setup 4 candidates
~1-2/day
VWAP overext common
Setup 6 graded
~0-1/day
PM-spike >=25x
TOTAL trades/day
~2-5
across all setups
Trades/year (eligible)
~500-700
all setups combined

Summary Metrics

Best LONG (Setup 1 v2)
WR 82%
+14.2% mean, Sh 9+
Best SHORT (Setup 2)
WR 80%
+2.21% mean, N=88
Phase 1 v2 SHORT A+
WR 94%
+6.31%/trade graded
PM VWAP overext
WR 79%
+2.06% mean
Broke PM HIGH = LONG
WR 88%
+10.79% LONG mean
Optimal LONG stop
-7%
tighter kills via noise
Optimal SHORT stop
+20-30%
wide for squeeze room
Monday LONG
WR 77%
+13.4% best DOW

🏆 SETUP 1 v2 — D-1 Rally + Quiet PM Consol → LONG (Sh 9+)

📈 Pattern

Yesterday closed green intraday >5%. Today PM stays QUIET and consolidates around prev_close (within +0..+5%). Smart money holds, no panic. Open continues UP.

TRIGGER:
  • D-1 intraday return > +5%
  • PM_close в [prev_close .. prev_close × 1.05]
  • PM_range < 15% (quiet, не дёргается)
  • PM_volume < 2× normal (нет panic/FOMO)
TRADE:
  • BUY @ MOO 09:30
  • Stop -7% (fixed, NOT trailing)
  • Exit 11:00 ET (after 11:00 plateau)
N~120
WR82%
Mean+14.2%
Sharpe9+
Best DOWMon (77% WR)
D-1 RTH Today PM Today RTH prev_close D-1 rally +5-15% PM quiet, near pc range <15%, vol <2x BUY SELL +14% → +14% by 11:00 -7% stop
prev_close
price action
stop level

🥈 SETUP 2 — PM Parabolic Stretch → SHORT (WR 80%)

📉 Pattern

PM rallied parabolic в последние 30 минут (>+20%). Opening print BELOW PM HIGH = rejection. Smart money раздаёт ритейл-FOMO purchases.

TRIGGER:
  • Last 30 min PM rally >+20%
  • OR last 60 min rally >+30%
  • Opening print BELOW PM HIGH (rejection)
  • PM HOD НЕ в 09:15-09:30 (не live momentum!)
TRADE:
  • SHORT @ MOO 09:30
  • Stop +20-30% (wide! pumps need squeeze room)
  • Exit 09:45-10:00
N (30m>20)88
WR80.7%
Mean+2.21%
N (30m>30)61, WR 85%
PM (early & late) Today RTH prev_close PM early PM HIGH last 30m: +20% SHORT below PM HIGH (reject) COVER +20% stop (wide)

🥉 SETUP 3 — PM V-Recovery (open below pc, close above) → LONG

📈 Pattern

PM открылся НИЖЕ prev_close (-1..-10%), но к 09:30 восстановился ВЫШЕ prev_close. Smart money скупила provals.

TRIGGER:
  • pm_open в (prev_close × 0.90, prev_close × 0.99)
  • pm_close > prev_close (recovered!)
TRADE:
  • BUY @ MOO 09:30, stop -7%, exit 11:00
N (raw)60
WR68.3%
Mean+8.01%
Sharpe5+
PM RTH prev_close PM open -3% V-shape recovery BUY +8% -7%

🎯 SETUP 4 — Above PM VWAP Overextension → SHORT

📉 Pattern

Цена открывается >10% ВЫШЕ PM VWAP — экстремальная overextension. VWAP = "fair price" PM. >10% above = stretching.

TRIGGER:
  • p_open > PM_VWAP × 1.10
  • (или Z>5σ above MA20 + below PM VWAP)
TRADE: SHORT @ MOO, stop +20%, exit 10:00
N114
WR78.9%
Mean+2.06%
PM RTH PM VWAP SHORT >10% above VWAP COVER stretch

🚦 SETUP 5 — Broke PM HIGH First 5min → NEVER SHORT (LONG)

📊 Pattern (Decision Rule)

Подождать 5 мин после open. Если цена сломала PM HIGH — это true breakout, НЕ шорти! Если осталась ниже PM HIGH — fade в работе.

DECISION @ 09:35 ET:
  • broke PM HIGH AND green → LONG (WR 88%, +10.79%)
  • broke PM HIGH (any) → NEVER SHORT (WR for SHORT = 26%)
  • stayed BELOW PM HIGH → SHORT OK (WR 61%, +0.41%)
LONG WR87.8%
LONG mean+10.79%
N614
PM RTH PM HIGH OPEN LONG → +10% SHORT OK @ 09:35 — check if PM HIGH broken

🏛️ SETUP 6 — Phase 1 v2 Graded SHORT @ MOO

📉 Pattern

Logistic regression на 32 features → grade A+/A/B/C. SHORT MOO с stop+20/-7, exit 09:45 (best Sharpe).

TRIGGER:
  • PM-spike ≥ 25× от 20d avg PM volume
  • Phase 1 v2 logit @ 09:25 → A+/A/B/C grade
TRADE:
  • SHORT @ MOO, stop +20%, target -7%
  • Exit @ 09:45 (best Sharpe per OOS test)
GradeWRMeanSharpe
A+93.8%+6.31%52.2
A87.5%+4.81%12.7
B86.7%+5.17%18.4
C81.2%+2.22%3.5
PM (4:00-9:30) RTH 9:30-9:45 prev_close gap +25-50% PM spike >25× 09:25 GRADE SHORT MOO EXIT 09:45 target -7%

🆕 SETUP 7 — PM HOD Rejection → SHORT (Sh 5.02, N=783)

📉 Pattern

В последние 30 мин PM сделал HIGH, но к 09:25 откатился >3% от HIGH = rejection. Smart money продаёт у топа.

TRIGGER @09:25:
  • last30 PM made HIGH
  • p_925 < last30_high × 0.97 (откат >3%)
  • slope_30m < 0 (general direction down)
TRADE: SHORT @ 09:25 PM → exit 10:00 (NOT at open!)
N783 (huge!)
WR65.9%
Mean+5.06%
Sharpe5.02
PM (last 30 min focus) RTH→10:00 09:00 last30 HIGH SHORT @09:25 +5%

🆕 SETUP 8 — Clean PM Breakdown → SHORT (Sh 8.07!)

📉 Pattern

Цена сломала pre-09:00 LOW + slope_30m < -5% (clean breakdown). Strong fade signal.

TRIGGER @09:25:
  • p_925 < pre9_low (broke prior support)
  • slope_30m < -5% (down direction)
TRADE: SHORT @ 09:25 PM → exit 09:45 RTH
N61
WR67.2%
Mean+7.44%
Sharpe8.07 🔥
pre-09 LOW 09:00 SHORT @09:25 slope -5..-10% +7.4%

🆕 SETUP 9 — PM Accumulation → LONG @09:25 (Sh 3.53)

📈 Pattern

Last 30min slope -2..+5% (TIGHT, not parabolic) + late_volume > 50% от total PM (volume building, smart money loading).

TRIGGER @09:25:
  • slope_30m в (-2%, +5%) — tight, не parabolic
  • last30_vol > pre9_vol × 0.5 (volume builds в last 30min)
TRADE: BUY @ 09:25 PM → exit 10:00
N133
WR54.1%
Mean+2.82%
Sharpe3.53
low vol PM 09:00 tight, slope ~+2% vol building BUY @09:25 +2.8%

⏰ TIMING WARNINGS — НЕ повторяй ошибок

❌ КАТАСТРОФА: SHORT @09:00 (slope>15%):
  • WR 10.3%, mean -16.58%, Sharpe -18.19 (N=78)
  • Раннее entry — пампы ещё растут к open
  • ПРАВИЛО: НЕ shortить раньше 09:25
❌ ОШИБКА: SHORT exit @ open (09:30):
  • Open = squeeze point — последний всплеск перед fade
  • Mean -1.46% если exit @ open vs +1.95% если до 10:00
  • ПРАВИЛО: держать SHORT минимум до 09:35, оптимум 09:45-10:00

⚠️ SETUP 10 (был 7) — PM HOD Timing Filter (CRITICAL)

📊 Critical Filter

Если PM HOD сделан в 09:15-09:30 = LIVE momentum к open = SQUEEZE risk. Не шорти!

HOD timingSHORT WRSHORT meanVerdict
04:00-07:0055.9%-1.01%OK
07:00-08:3055.3%-1.09%OK
08:30-09:0056.2%-1.29%OK
09:00-09:3049.7%-2.65%❌ AVOID
EARLY HOD (OK to short) LATE HOD (DO NOT short) HOD @ 06:00 SHORT WR ~56% HOD @ 09:25 SHORT WR ~50% (squeeze!)

📋 PER-TICKER WHITELIST / BLACKLIST

🥇 PURE SHORT FADE (always shortable, WR 80-100%)

EZRA MBOT OSRH KOPN

Validated on N=5-9 each. Treat as priority SHORT candidates.

💀 NEVER SHORT (WR 0-25%, pumps continue UP)

CCCC INVZ SPCE OTLK QMMM GXAI AREC SOPA CDLX

Hard blacklist. LONG instead if setup matches.

Biased LONG (avoid SHORT): SLNH GPRO VUZI WOLF GOSS ABVE
Biased SHORT: BURU UAVS

🛡️ STOP-LOSS OPTIMIZATION (KEY FINDING)

LONG OPTIMAL STOP = -7%

StopWRSharpe%stop_hit
-2%28.8%5.1770.8%
-3%35.0%5.1763.8%
-5%44.9%5.3449.8%
-7%50.2%5.43 ✅41.6%
-10%54.3%5.1432.1%
-15%56.8%4.9920.6%
-20%57.2%4.6416.0%

SHORT OPTIMAL STOP = +20-30%

StopWRSharpe%stop_hit
+3%27.8%1.6670.7%
+5%37.3%1.5258.2%
+7%44.2%1.5348.4%
+10%50.4%1.4437.8%
+15%56.7%1.7423.5%
+20%59.4%1.7216.7%
+30%61.6%1.77 ✅8.9%
⚠️ КЛЮЧЕВОЙ ПРИНЦИП:
  • Tight stops (-2..-3% LONG, +3..+5% SHORT) убивают 70% позиций — это ШУМ, не actual stops
  • Pumps требуют WIDE stops для swing room
  • Trailing stops НЕ помогают — съедают upside (см. SETUP 1)

🎯 LIVE DECISION TREE @ 09:25 ET

1. На скрин: PM-spike ≥ 10× и gap >+5% → CANDIDATE

2. Check WHITELIST/BLACKLIST:
   ├─ В blacklist (CCCC,INVZ,SPCE,OTLK,QMMM,...) → SKIP SHORT, consider LONG
   └─ В whitelist (EZRA,MBOT,OSRH,KOPN) → priority SHORT

3. Check PM HOD timing:
   ├─ HOD в 09:00-09:30 (LIVE momentum) → SKIP (squeeze)
   └─ HOD раньше 08:30 → continue

4. Check D-1 RALLY:
   ├─ D-1 closed +5% intraday + PM consolidates near pc + PM_range <15% + PM_vol <2x
   │   → SETUP 1 v2: BUY @ MOO, stop -7%, exit 11:00 (WR 82%, +14%)
   └─ continue

5. Check PM STRETCH:
   ├─ Last 30m PM rallied >+20% AND open BELOW PM HIGH
   │   → SETUP 2: SHORT @ MOO, stop +20%, exit 09:45 (WR 80%, +2.2%)
   └─ continue

6. Check PM VWAP:
   ├─ Open >10% above PM VWAP
   │   → SETUP 4: SHORT @ MOO, stop +20%, exit 10:00 (WR 79%, +2.1%)
   └─ continue

7. Check PM RECOVERY:
   ├─ pm_open <prev_close AND pm_close >prev_close
   │   → SETUP 3: BUY @ MOO, stop -7%, exit 11:00 (WR 68%, +8%)
   └─ continue

8. Default — Phase 1 v2 GRADED SHORT (if PM-spike >25x):
   ├─ Grade A+ → SHORT $20K, exit 09:45 (WR 94%, +6.3%)
   ├─ Grade A → SHORT $15K (WR 88%, +4.8%)
   ├─ Grade B → SHORT $10K (WR 87%, +5.2%)
   └─ Grade C → SHORT $5K (WR 81%, +2.2%)

9. POST-OPEN @ 09:35 confirmation:
   ├─ Price BROKE PM HIGH + green → CANCEL all SHORT (LONG WR 88%)
   └─ Price stayed below PM HIGH → SHORT confirmed