Pumps Low-Price 2y — Pattern Dashboard
4,428 events · 1,230 tickers · 2024-04-21 → 2026-04-20 · prev_close $0.50–$5 · mcap $10–300M · vol ≥2M · spike ≥5× avg_vol_20d
🎯 KEY PATTERN #1 — Pump start timing predicts D+1
RULE: Если пампы стартует на RTH-открытии → D+1 +4.98% mean (continuation).
Если уже пропампил в PM → D+1 −2.52% mean (fade).
AH предыдущего дня = нейтраль (+0.12%).
| pump_start | N | day ret | WR day | D+1 mean | D+1 med | D+5 mean | signal |
|---|
| no_bars | 66 | +29.6% | 71.2% | +4.87% | -0.16% | +15.29% | 🟢 LONG-follow |
| pm | 1673 | +28.5% | 72.0% | -2.52% | -4.26% | -2.71% | 🔴 SHORT-fade |
| prev_ah | 345 | +12.0% | 60.3% | +0.12% | -1.91% | -1.13% | ⚪ neutral |
| rth_early | 2344 | +23.6% | 74.6% | +4.98% | -0.70% | +6.22% | 🟢 LONG-follow |
📈 KEY PATTERN #2 — Spike magnitude curve (non-monotonic)
RULE: Умеренные спайки (5–100×) → D+5 +3-5%. Мегаспайки 500×+ → D+5 −0.65% (выгорают).
By spike tier
| spike | N | day ret | WR day | D+1 | D+5 |
|---|
| 5-10x | 1280 | +9.1% | 66.5% | +1.90% | +4.73% |
| 10-25x | 1064 | +13.7% | 66.2% | +0.49% | +1.39% |
| 25-100x | 1030 | +23.2% | 72.1% | +3.04% | +3.60% |
| 100-500x | 724 | +42.6% | 83.3% | +2.26% | -0.51% |
| 500x+ | 330 | +84.8% | 92.7% | +0.25% | -0.65% |
By mcap tier (inverse effect)
| mcap | N | day ret | WR day | D+1 | D+5 |
|---|
| 10-30M | 1285 | +33.4% | 76.6% | +3.23% | +3.32% |
| 30-75M | 1201 | +28.9% | 75.2% | +1.33% | +1.75% |
| 75-150M | 1014 | +18.9% | 70.3% | +0.91% | +2.31% |
| 150-300M | 928 | +13.1% | 65.4% | +1.22% | +2.10% |
🔥 COMBO: spike_tier × pump_start — D+1 mean return
| spike \ start | no_bars | pm | prev_ah | rth_early |
|---|
| 5-10x | +4.60% | +2.03% | +0.11% | +2.02% |
| 10-25x | -8.68% | -2.07% | -1.13% | +2.62% |
| 25-100x | +22.79% | -2.76% | -2.56% | +9.54% |
| 100-500x | +6.77% | -3.72% | +31.79% | +8.93% |
| 500x+ | +5.74% | -7.39% | -9.78% | +9.82% |
🏭 Sector breakdown
| sector | N | day ret | WR day | D+1 mean |
|---|
| Health Care | 1610 | +21.1% | 68.3% | +1.09% |
| Technology | 607 | +28.2% | 74.6% | +3.84% |
| Consumer Discretionary | 442 | +26.4% | 73.1% | +1.75% |
| Industrials | 421 | +24.3% | 73.9% | +0.19% |
| Communications | 285 | +25.4% | 73.3% | +2.52% |
| Financials | 268 | +34.7% | 76.1% | +1.12% |
| Energy | 231 | +24.6% | 76.2% | +2.44% |
| Materials | 204 | +23.9% | 80.9% | +3.20% |
| Consumer Staples | 196 | +20.4% | 72.5% | +3.37% |
| Real Estate | 59 | +23.8% | 79.7% | +1.23% |
| Utilities | 33 | +20.1% | 63.6% | +5.74% |
📊 Example 1m charts per pump type
Зелёный = следующий день LONG-continuation (RTH start). Красный = D+1 FADE (PM/AH start).
🟢 RTH-early START → D+1 CONTINUATION
DFNS 20241217 · prev $1.39 · spike 1651× · day +754.7% · D+1 +327.5%
WKEY 20241212 · prev $2.40 · spike 51× · day +36.7% · D+1 +139.0%
QMCO 20241122 · prev $4.02 · spike 294× · day +127.1% · D+1 +138.4%
🔴 PM START (pre-open exhaustion) → D+1 FADE
VERO 20250409 · prev $2.92 · spike 116× · day +205.8% · D+1 -54.5%
MIRA 20240722 · prev $0.69 · spike 94× · day +627.4% · D+1 -48.9%
ASNS 20240605 · prev $4.70 · spike 64× · day +691.5% · D+1 -47.0%
🔴 PREV-AH START (overnight pump) → D+1 FADE
ZKIN 20250128 · prev $4.76 · spike 54× · day +20.4% · D+1 -40.7%
ATON 20260113 · prev $0.91 · spike 52× · day +42.9% · D+1 -29.5%
EPOW 20250926 · prev $1.12 · spike 67× · day +9.8% · D+1 -26.9%