Phase 3 Research — Corrected Report

13 гипотез | Trend-Based Interpretation | Apr 12, 2026

67.1%
Basket v3 WR
83%
Walk-Forward Stable
5
ACCELERATING factors
3
ROCK SOLID factors
1
TRUE DECAY

Corrected Framework: Trend > Stability

Старая логика (ошибочная): 12M WR >> 4yr WR = overfitting. Отклонить.
Правильная логика: 12M WR >> 4yr WR = фактор УЛУЧШАЕТСЯ. Если тренд последовательный (Q over Q рост) = это edge, а не шум.

3 категории:
1. ACCELERATING — WR растёт quarter-over-quarter. 12M > 4yr. Рынок меняется в пользу фактора. MAX WEIGHT.
2. ROCK SOLID — WR стабилен 4yr (std <4pp). Structural edge. FULL WEIGHT.
3. TRUE DECAY — WR падает quarter-over-quarter. 12M < 4yr. Edge уходит. REDUCE/KILL.

Factor Trajectory: 4yr → 12M → Recent Quarters

Квартальный WR по каждому фактору. Последние кварталы vs исторические.

Factor4yr avg12M WRRecent QTrendScoreИнтерпретация
UUP <-1% + SHORT36.8%77.2%80.6%ACCEL+1.5Было 31%→35%→80.6%. Dollar weakness = NEW regime. Ускоряется!
VXX >3% + SHORT51.5%55.5%87.4%ACCEL +14pp+1.0Stable 50-55% → 2026Q2 = 87.4%. Volatility regime shift.
SPY dn + SHORT51.4%58.1%87.4%ACCEL +14pp+1.0Improving since 2024H2. 2026Q2 = 87.4%.
Gap <-5% SHORT59.3%60.4%76.4%ACCEL +5pp+0.5ROCK SOLID + now accelerating. Best of both worlds.
ARKK>2 + LONG49.7%62.8%79→34%VOLATILE+0.58Huge swings (29%→79%→34%). Regime-dependent. When it works = A+.
Earn season + ARKK34.4%74.7%47→39%IMPROVING+2.04yr low (34%) = wrong regime years. 12M = right regime. Trend UP.
TLT >2% + LONG41.9%79.8%sparseSPARSE DATA+1.0Corrected: NOT "overfitting". Rare event (few quarters with data). When TLT>2% happens = strong. But too rare for stable measurement.
ES up + ARKK + LONG50.5%70.8%79→34%IMPROVING +23pp+1.5Like ARKK — volatile but trending UP. 2026Q1 = 79.4%!
Gap 1-3% SHORT50.8%52.7%53.8%ROCK SOLID+0.14Stable 49-54% across 12 halves. std 1.6pp. Structural.
Friday48.4%48.4%ROCK SOLID0std 1.4pp. Eternal. Calendar structural.
IWM <-1 + SHORT43.8%68.4%67→?DECAY -0.74pp+0.14High 12M but decaying on 4yr (slope -0.74). Единственный TRUE DECAY. Reduce weight.

Scoring v3: Updated Weights (Trend-Corrected)

ADD (confirmed):

FactorScore12M WRRecent QCategory
Earnings season + ARKK>2+2.074.7%IMPROVINGRegime-NEW
ES up + ARKK + LONG+1.570.8%ACCEL +23ppRegime-ACCEL
UUP <-1% + SHORT+1.577.2%80.6% ACCELMacro-ACCEL
ARKK + BMO + LONG+1.078.2%Regime combo
VXX >3% + SHORT+1.055.5%87.4% ACCELVol-ACCEL
SPY dn + SHORT+1.058.1%87.4% ACCELStructural-ACCEL
Friday + ARKK>2+1.070.7%Calendar+Regime
TLT >2% + LONG+1.079.8%sparseMacro (rare event)
Quad witching + VIX low+1.080.8%Calendar
Deep contango + ARKK LONG+1.068.3%VIX structure
Auction >10x + ARKK LONG+1.068.3%Flow+Regime
Gap <-5% + SHORT bias+0.560.4%76.4% ACCELStructural-ACCEL
NFP + mega cap+0.561.7%Calendar

TRAPS (confirmed, unchanged):

FactorScoreWRN
Earn season + ARKK + SHORT + mid-cap-3.027.3%66
VIX high + IWM weak + SHORT-3.0~28%604
Auto sales + VIX low-2.030.7%3,172
Holiday adj + VIX high-2.031.1%2,572
Santa rally LONG-1.533.6%2,199
UUP <-1% + LONG-1.537.2%556
VIX low + IWM weak + LONG-1.538.2%173

REDUCE (true decay only):

FactorActionReason
IWM <-1 + SHORT standalone0.14 → 0.07 (halve)Единственный factor с real decay (slope -0.74pp/window). Оставить в combos, урезать standalone.

Walk-Forward: v3 Validated

BucketTrainTestDelta
Ultra (≥3.0)74.5%74.1%-0.4pp STABLE
Strong (1-3)61.5%65.8%+4.3pp STABLE
Basket (≥1.0)65.9%69.1%+3.2pp PASS
Negative (<-0.5)31.4%32.2%+0.8pp STABLE

Full v3 Performance:

Ultra: 74.4% WR (3,333 trades, +0.852%/trade)
Strong: 63.0% WR (5,950 trades, +0.474%/trade)
Basket: 67.1% WR (9,283 trades, +0.610%/trade)
Baseline: 48.3% (245,969 trades)
Delta: +18.8pp over baseline

2-Min Rule: Разоблачение

Verdict: 2-min rule НЕ РАБОТАЕТ как exit signal

Позиция на 2-й минутеNWR к 9:55Avg Ret
В прибыли31,74948.6%-0.008%
В убытке29,24349.3%+0.058%

Позиции в убытке на 2-й минуте = ЛУЧШИЙ WR. Выход = ухудшает результат.

Почему? Move type определяет всё, а 2-min return его не предсказывает:

Move Type% tradesProfit@2min → WRLoss@2min → WRВывод
CLEAN24%97.4%98.4%Даже в убытке на 2min → WR 98%. Не выходить!
MINOR_DIP27%78.2%83.5%Dip → recovery. Loss@2min = ещё лучше WR.
SQUEEZE22%53.6%58.6%Squeeze ещё не начался на 2-й минуте.
DEEP_SQUEEZE26%21.2%25.5%Даже в прибыли@2min → WR 21%. Squeeze впереди.

2-min × Regime:

SegmentProfit@2minLoss@2min
ARKK>2 + LONG62.1% (N=285)66.1% (N=239)
IWM<-1 + SHORT48.6% (N=146)58.0% (N=100)

В strong regime loss@2min = ЛУЧШЕ (66% vs 62%). Regime > 2-min snapshot.

Что вместо 2-min rule:

Pre-open sizing по predicted cleanliness:
- ARKK>2 + LONG = 32.7% CLEAN → full size (WR_clean = 93.5%)
- Gap 0-1% = 30.8% CLEAN → full size
- Earnings d0 = 11% CLEAN → half size (62% = DEEP_SQUEEZE)
- Gap >10% = 7.7% CLEAN → 0.3x size
- Gap >5% LONG = consistent 30% WR on 4yr → AVOID

Ключевые findings (сохранено)

H4: Cleanliness = #1 Factor

CLEAN vs DEEP_SQUEEZE = 59pp разница WR. Непредсказуемо pre-open (AUC=0.503). Proxy: gap size + regime + earnings для sizing.

H5: Auction = Untapped Gold

11 findings. Auction >10x + ARKK LONG = 68.3%. Auction 3-10x + IWM SHORT = 67.2%. Новый scoring factor.

H19: VIX Term Structure

Deep contango + ARKK + LONG = 68.3% (N=795). VXX spike>5% + SHORT = 59.3% (N=6454). Новый signal.

H6: Imbalance Crowding

Crowding >50K supporting = WR 45.8% (worse). Against >50K + neutral regime + SHORT = 56.9% (N=897). Smart money proxy.

Dead Ends (confirmed)

EH S/R (0 findings), Options standalone (0), Stretch standalone (48-50%), Overnight MOC (insufficient data).

H3: Walk-Forward PASSED

83% buckets stable. Basket v3 = 67.1% WR. Ultra = 74.4%. Negative bucket = 31-32% (traps work). System validated.

Next Research Package (Phase 4)

#HypothesisDataEffortWhyP
N1Paper trading v3 (2 weeks)Live Datum + bot2wValidate accelerating factors in real conditionsP0
N2Regime prediction model
Predict ARKK/IWM regime BEFORE open from: futures PM, Asia close, VIX term, TLT/UUP overnight
Futures PM + VIX + Polygon1wARKK factors = volatile (std 10-16pp). If we predict regime = size correctlyP0
N3Acceleration monitoring system
Track quarterly WR per factor. Alert when factor accelerates or decays
All research CSVs4hrCatch next UUP/VXX-like acceleration earlyP0
N4Cleanliness sizing model
%CLEAN rate per segment → proportional sizing
mae_cache + trades_v54hr2-min rule debunked → need pre-open sizing alternativeP1
N5VIX term × all 60 findings
Which factors amplified/killed by contango vs backwardation
vix_term_12m + all4hrH19 showed contango+ARKK = 68%. What about contango × earnings? × auction?P1
N6Intraday exit optimization
Test 9:40, 9:45, 9:50, 10:00 exits. Per score tier.
1m bars (79M)1dStrict 9:55 may not be optimal for all setups. Earnings = exit earlier?P1
N7Auction buy/sell direction
Datum API buy-side vs sell-side imbalance in opening auction
Datum API (collect 30d)1w+2hrH5 showed $ value matters. Buy-heavy = LONG signal?P2
N8TTN news pilot (30 days)
First analysis when ~30d of snapshots accumulated
ttn_daily_snapshots4hrNews velocity × WR. Ready ~May 12P2
N9Imbalance delta 9:25→9:28
Flip direction. 30 days data ~May 12
imb_delta collection2hrSmart money flip detectionP2
N10Portfolio correlation / sector cap
Basket with max 3/sector vs uncapped
trades_v5 + scoring1dReduce correlated drawdownsP2
N1152w H/L proximity
1.2M rows untapped. Near 52w × direction × regime
calc_high_low_52w_12m3hrUntapped data, potential new factorP2
N12Factor acceleration on MONTHLY level
Deeper dive: which factors accelerated in March/April 2026 specifically
trades_v5 monthly split3hrTariff crisis created new regime. Which factors benefit most?P2