5-Track Research — Apr 2026

Immediate Scoring Additions

vix_low + IWM<SPY-1 SHORT → +2 score (WR 73.5%, N=1613, PF 4.82)
earnings_season + ARKK>QQQ+2 → +2 score (WR 74.7%, N=2687, PF 3.54)
friday + ARKK>QQQ+2 → +1 score (WR 70.7%, N=2312)
rel_auction 1.5-3x + IWM<SPY-1 → +1 score (WR 65.1%, N=849)
float_rotation 0.05-0.5% + regime → +1 score (WR 62-69%)
guidance news SHORT → +1 score (WR 75%, N=20)

Immediate Skip/Penalty Rules

vix_low=F + IWM<SPY-1 SHORT → -3 score (WR 28.1%, N=604)
auto_sales_day + vix_low → SKIP (WR 30.7%, N=3172)
eps_4beats + float>1% SHORT → -2 score (WR 30.2%, N=53)
santa_rally LONG → SKIP (WR 33.6%, N=2199)
holiday_adjacent + vix_high → -2 score (WR 31.1%, N=2572)
news_type=macro → -1 score (WR 31.2%, N=32)

Track 1: Auction Money 10 finds

Setup	N	WR	PF
rel_auc=1.5-3x+IWM<SPY SHORT	705	68.5%	3.85
rel_auc=<0.3x+ARKK>QQQ LONG	265	66.4%	3.32
rel_auc=3-10x+IWM<SPY SHORT	238	65.5%	2.70
rel_auc=1.5-3x+IWM<SPY (both)	849	65.1%	2.97
rel_auc=3-10x+IWM<SPY (both)	391	63.2%	2.52

TRAP: rel_auc=<0.3x+IWM<SPY SHORT → WR 30.6% (N=49)

Track 2: VIX Regime 18 finds

Setup	N	WR	PF
vix_low+IWM<SPY SHORT	1613	73.5%	4.82
vix_low+IWM<SPY (both)	1785	70.5%	3.30
vix_low+ARKK>QQQ LONG	1152	67.0%	2.55
uvxy<-5%+ARKK>QQQ LONG	2015	66.8%	2.66
vxx=-5..-2%+ARKK LONG	3958	64.2%	2.36

TRAP: vix_low=F+IWM<SPY SHORT → WR 28.1% (N=604)

Track 3: Earnings+Float 10 finds

Setup	N	WR	PF
float_rot=0.2-0.5%+IWM LONG	16	68.8%	1.48
float_rot=0.5-1%+ARKK LONG	35	68.6%	2.39
float_rot=0.05-0.2%+IWM LONG	41	68.3%	1.65
float_rot=0.05-0.2%+IWM (all)	174	62.1%	2.06
float_rot=0.2-0.5%+ARKK (all)	132	61.4%	1.98

TRAP: eps_4+beats+float>1% SHORT → WR 30.2% (N=53)

Track 4: News Velocity 14 finds

Setup	N	WR	PF
guidance SHORT	20	75.0%	2.66
has_news+ARKK LONG	42	69.0%	1.30
guidance (both)	34	67.6%	1.73
product SHORT	43	65.1%	1.03
product LONG	48	62.5%	1.83

TRAP: news_type=macro → WR 31.2% (N=32)

Track 5: Event Calendar Cross 8 finds

Setup	N	WR	PF	Delta vs BL
earnings_season+ARKK>QQQ+2	2687	74.7%	3.54	+26.4pp
friday+ARKK>QQQ+2	2312	70.7%	2.97	+22.4pp
quad_witching+vix_low	889	69.9%	3.74	+21.6pp
nfp_day+mcap>50B	4566	64.3%	2.04	+16.0pp
jackson_hole LONG	717	62.8%	1.78	+14.5pp
nfp_day SHORT	4742	61.8%	1.68	+13.5pp

TRAPS: santa_rally LONG 33.6% | holiday_adj+vix_high 31.1% | auto_sales+vix_low 30.7%

TTN Status

API: только storybasket (83 текущих story). Исторический endpoint не найден (search, headlines/ticker = error/empty).
Запущен ежедневный snapshot collection → enrichment_data/ttn_daily_snapshots.csv (95 headlines).
Для полноценного backtest нужно 2-3 месяца ежедневного сбора.

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