FULL: 43217 signals, 119 days H1 (Oct-Jan OOS): 14849 signals, 63 days H2 (Jan-Apr IS): 28368 signals, 56 days ================================================================================ H1 (OOS): 2996 ticker-days ================================================================================ BUY 9:24 | at HIGH N= 722 WR= 50.8% BUY 9:24 | at LOW N= 660 WR= 42.6% BUY 9:24 | at HIGH + gap>10% N= 115 WR= 53.0% * BUY 9:24 | at HIGH + gap>5% N= 431 WR= 52.7% BUY 9:24 | at HIGH + z>1.5 N= 49 WR= 55.1% * BUY 9:24 | at HIGH + mega N= 61 WR= 54.1% * BUY 9:24 | at HIGH + tight grind N= 678 WR= 52.7% BUY 9:24 | at LOW + midcap N= 256 WR= 42.6% BUY 9:24 | at LOW + small N= 208 WR= 42.3% BUY 9:24 | MID (should be SKIP) N= 1686 WR= 23.3% BUY 8:00 | at HIGH N= 722 WR= 81.6% *** BUY 8:00 | at HIGH + mega N= 61 WR= 95.1% *** BUY 8:00 | at HIGH + gap>5% N= 431 WR= 83.5% *** BUY 9:24 | HIGH + Technology N= 158 WR= 52.5% BUY 9:24 | HIGH + Health Care N= 123 WR= 55.3% * BUY 9:24 | HIGH + Industrials N= 101 WR= 47.5% BUY 9:24 | HIGH + Energy N= 37 WR= 56.8% * BUY 9:24 | HIGH + Financials N= 100 WR= 54.0% * BUY 9:24 | HIGH + Materials N= 103 WR= 44.7% BUY 9:24 | HIGH + ConsDiscr N= 45 WR= 46.7% BUY 9:24 | HIGH + pm_bars>30 (liquid) N= 448 WR= 47.8% BUY 9:24 | HIGH + pm_bars 10-20 N= 104 WR= 52.9% BUY 9:24 | HIGH + pm_bars<5 (thin) N= 40 WR= 62.5% ** BUY 9:24 | HIGH + spread 2-3% N= 41 WR= 48.8% BUY 9:24 | HIGH + spread 3-5% N= 240 WR= 47.9% BUY 9:24 | HIGH + spread 5-8% N= 251 WR= 51.8% BUY 9:24 | HIGH + spread 8%+ N= 180 WR= 53.9% * BUY 9:24 | HIGH + <1B micro N= 133 WR= 48.1% BUY 9:24 | HIGH + 1-5B small N= 279 WR= 50.9% BUY 9:24 | HIGH + 5-20B mid N= 173 WR= 52.6% BUY 9:24 | HIGH + 20-100B large N= 98 WR= 48.0% BUY 9:24 | HIGH + >100B mega N= 39 WR= 59.0% ** BUY 9:24 | HIGH + Thursday N= 120 WR= 58.3% ** BUY 8:00 | at HIGH (all) N= 722 WR= 81.6% *** BUY 8:00 | HIGH + gap>3% N= 671 WR= 82.4% *** BUY 8:00 | HIGH + gap>5% N= 431 WR= 83.5% *** BUY 8:00 | HIGH + mega N= 61 WR= 95.1% *** BUY 8:00 | HIGH + mega + gap>3% N= 56 WR= 96.4% *** BUY 8:00 | HIGH + midcap N= 281 WR= 82.9% *** BUY 8:00 | HIGH + tight grind N= 678 WR= 80.5% *** BUY 8:00 | HIGH + z>1.5 N= 49 WR= 89.8% *** BUY 8:00 | HIGH + Tech N= 158 WR= 82.9% *** BUY 8:00 | HIGH + Industrials N= 101 WR= 83.2% *** BUY 8:00 | HIGH + Energy N= 37 WR= 86.5% *** BUY 8:00 | at LOW N= 660 WR= 12.4% BUY 8:30 | at HIGH N= 722 WR= 44.3% BUY 8:30 | HIGH + gap>5% N= 431 WR= 48.7% BUY 8:30 | HIGH + mega N= 61 WR= 62.3% ** BUY 8:30 | HIGH + tight N= 678 WR= 43.5% BUY 8:30 | HIGH + z>1.5 N= 49 WR= 71.4% *** BUY 8:30 | HIGH + Tech N= 158 WR= 48.1% BUY 8:30 | HIGH + Industrials N= 101 WR= 41.6% BUY 8:30 | at LOW N= 660 WR= 4.8% BUY 9:00 | at HIGH N= 722 WR= 41.6% BUY 9:00 | HIGH + gap>5% N= 431 WR= 46.4% BUY 9:00 | HIGH + mega N= 61 WR= 63.9% ** BUY 9:00 | HIGH + tight N= 678 WR= 41.9% BUY 9:00 | HIGH + z>1.5 N= 49 WR= 61.2% ** BUY 9:00 | HIGH + Tech N= 158 WR= 46.8% BUY 9:00 | HIGH + Industrials N= 101 WR= 40.6% BUY 9:00 | at LOW N= 660 WR= 9.8% BUY 9:15 | at HIGH N= 722 WR= 43.4% BUY 9:15 | HIGH + gap>5% N= 431 WR= 46.2% BUY 9:15 | HIGH + mega N= 61 WR= 63.9% ** BUY 9:15 | HIGH + tight N= 678 WR= 44.0% BUY 9:15 | HIGH + z>1.5 N= 49 WR= 59.2% ** BUY 9:15 | HIGH + Tech N= 158 WR= 46.8% BUY 9:15 | HIGH + Industrials N= 101 WR= 46.5% BUY 9:15 | at LOW N= 660 WR= 13.2% ================================================================================ H2 (IS): 5218 ticker-days ================================================================================ BUY 9:24 | at HIGH N= 1269 WR= 56.7% * BUY 9:24 | at LOW N= 612 WR= 65.0% *** BUY 9:24 | at HIGH + gap>10% N= 70 WR= 70.0% *** BUY 9:24 | at HIGH + gap>5% N= 306 WR= 60.8% ** BUY 9:24 | at HIGH + z>1.5 N= 78 WR= 70.5% *** BUY 9:24 | at HIGH + mega N= 262 WR= 58.8% ** BUY 9:24 | at HIGH + tight grind N= 1122 WR= 58.3% ** BUY 9:24 | at LOW + midcap N= 194 WR= 70.6% *** BUY 9:24 | at LOW + small N= 121 WR= 67.8% *** BUY 9:24 | MID (should be SKIP) N= 3429 WR= 16.7% BUY 8:00 | at HIGH N= 1269 WR= 80.7% *** BUY 8:00 | at HIGH + mega N= 262 WR= 87.8% *** BUY 8:00 | at HIGH + gap>5% N= 306 WR= 85.6% *** BUY 9:24 | HIGH + Technology N= 299 WR= 57.5% * BUY 9:24 | HIGH + Health Care N= 128 WR= 56.2% * BUY 9:24 | HIGH + Industrials N= 111 WR= 63.1% ** BUY 9:24 | HIGH + Energy N= 154 WR= 53.9% * BUY 9:24 | HIGH + Financials N= 143 WR= 46.2% BUY 9:24 | HIGH + Materials N= 199 WR= 51.3% BUY 9:24 | HIGH + ConsDiscr N= 79 WR= 72.2% *** BUY 9:24 | HIGH + pm_bars 10-20 N= 878 WR= 53.6% * BUY 9:24 | HIGH + pm_bars<5 (thin) N= 166 WR= 65.7% *** BUY 9:24 | HIGH + spread 1-2% N= 207 WR= 56.0% * BUY 9:24 | HIGH + spread 2-3% N= 293 WR= 53.2% * BUY 9:24 | HIGH + spread 3-5% N= 404 WR= 56.7% * BUY 9:24 | HIGH + spread 5-8% N= 196 WR= 56.6% * BUY 9:24 | HIGH + spread 8%+ N= 110 WR= 68.2% *** BUY 9:24 | HIGH + <1B micro N= 127 WR= 55.9% * BUY 9:24 | HIGH + 1-5B small N= 351 WR= 61.5% ** BUY 9:24 | HIGH + 5-20B mid N= 334 WR= 49.1% BUY 9:24 | HIGH + 20-100B large N= 293 WR= 57.0% * BUY 9:24 | HIGH + >100B mega N= 164 WR= 61.6% ** BUY 9:24 | HIGH + Thursday N= 276 WR= 59.4% ** BUY 8:00 | at HIGH (all) N= 1269 WR= 80.7% *** BUY 8:00 | HIGH + gap>3% N= 710 WR= 84.2% *** BUY 8:00 | HIGH + gap>5% N= 306 WR= 85.6% *** BUY 8:00 | HIGH + mega N= 262 WR= 87.8% *** BUY 8:00 | HIGH + mega + gap>3% N= 99 WR= 93.9% *** BUY 8:00 | HIGH + midcap N= 407 WR= 80.3% *** BUY 8:00 | HIGH + tight grind N= 1122 WR= 78.9% *** BUY 8:00 | HIGH + z>1.5 N= 78 WR= 88.5% *** BUY 8:00 | HIGH + Tech N= 299 WR= 89.6% *** BUY 8:00 | HIGH + Industrials N= 111 WR= 79.3% *** BUY 8:00 | HIGH + Energy N= 154 WR= 79.2% *** BUY 8:00 | at LOW N= 612 WR= 26.3% BUY 8:30 | at HIGH N= 1269 WR= 59.7% ** BUY 8:30 | HIGH + gap>5% N= 306 WR= 66.3% *** BUY 8:30 | HIGH + mega N= 262 WR= 71.0% *** BUY 8:30 | HIGH + tight N= 1122 WR= 59.4% ** BUY 8:30 | HIGH + z>1.5 N= 78 WR= 73.1% *** BUY 8:30 | HIGH + Tech N= 299 WR= 67.9% *** BUY 8:30 | HIGH + Industrials N= 111 WR= 62.2% ** BUY 8:30 | at LOW N= 612 WR= 17.3% BUY 9:00 | at HIGH N= 1269 WR= 57.8% * BUY 9:00 | HIGH + gap>5% N= 306 WR= 65.7% *** BUY 9:00 | HIGH + mega N= 262 WR= 69.5% *** BUY 9:00 | HIGH + tight N= 1122 WR= 58.3% ** BUY 9:00 | HIGH + z>1.5 N= 78 WR= 73.1% *** BUY 9:00 | HIGH + Tech N= 299 WR= 66.9% *** BUY 9:00 | HIGH + Industrials N= 111 WR= 58.6% ** BUY 9:00 | at LOW N= 612 WR= 21.7% BUY 9:15 | at HIGH N= 1269 WR= 56.2% * BUY 9:15 | HIGH + gap>5% N= 306 WR= 61.8% ** BUY 9:15 | HIGH + mega N= 262 WR= 68.7% *** BUY 9:15 | HIGH + tight N= 1122 WR= 56.6% * BUY 9:15 | HIGH + z>1.5 N= 78 WR= 80.8% *** BUY 9:15 | HIGH + Tech N= 299 WR= 61.9% ** BUY 9:15 | HIGH + Industrials N= 111 WR= 60.4% ** BUY 9:15 | at LOW N= 612 WR= 32.0% ================================================================================ FULL 6M: 8214 ticker-days ================================================================================ BUY 9:24 | at HIGH N= 1991 WR= 54.5% * BUY 9:24 | at LOW N= 1272 WR= 53.4% * BUY 9:24 | at HIGH + gap>10% N= 185 WR= 59.5% ** BUY 9:24 | at HIGH + gap>5% N= 737 WR= 56.0% * BUY 9:24 | at HIGH + z>1.5 N= 127 WR= 64.6% ** BUY 9:24 | at HIGH + mega N= 323 WR= 57.9% * BUY 9:24 | at HIGH + tight grind N= 1800 WR= 56.2% * BUY 9:24 | at LOW + midcap N= 450 WR= 54.7% * BUY 9:24 | at LOW + small N= 329 WR= 51.7% BUY 9:24 | MID (should be SKIP) N= 5115 WR= 18.9% BUY 8:00 | at HIGH N= 1991 WR= 81.0% *** BUY 8:00 | at HIGH + mega N= 323 WR= 89.2% *** BUY 8:00 | at HIGH + gap>5% N= 737 WR= 84.4% *** BUY 9:24 | HIGH + Technology N= 457 WR= 55.8% * BUY 9:24 | HIGH + Health Care N= 251 WR= 55.8% * BUY 9:24 | HIGH + Industrials N= 212 WR= 55.7% * BUY 9:24 | HIGH + Energy N= 191 WR= 54.5% * BUY 9:24 | HIGH + Financials N= 243 WR= 49.4% BUY 9:24 | HIGH + Materials N= 302 WR= 49.0% BUY 9:24 | HIGH + ConsDiscr N= 124 WR= 62.9% ** BUY 9:24 | HIGH + pm_bars>30 (liquid) N= 448 WR= 47.8% BUY 9:24 | HIGH + pm_bars 10-20 N= 982 WR= 53.6% * BUY 9:24 | HIGH + pm_bars<5 (thin) N= 206 WR= 65.0% *** BUY 9:24 | HIGH + spread 1-2% N= 217 WR= 55.8% * BUY 9:24 | HIGH + spread 2-3% N= 334 WR= 52.7% BUY 9:24 | HIGH + spread 3-5% N= 644 WR= 53.4% * BUY 9:24 | HIGH + spread 5-8% N= 447 WR= 53.9% * BUY 9:24 | HIGH + spread 8%+ N= 290 WR= 59.3% ** BUY 9:24 | HIGH + <1B micro N= 260 WR= 51.9% BUY 9:24 | HIGH + 1-5B small N= 630 WR= 56.8% * BUY 9:24 | HIGH + 5-20B mid N= 507 WR= 50.3% BUY 9:24 | HIGH + 20-100B large N= 391 WR= 54.7% * BUY 9:24 | HIGH + >100B mega N= 203 WR= 61.1% ** BUY 9:24 | HIGH + Thursday N= 396 WR= 59.1% ** BUY 8:00 | at HIGH (all) N= 1991 WR= 81.0% *** BUY 8:00 | HIGH + gap>3% N= 1381 WR= 83.3% *** BUY 8:00 | HIGH + gap>5% N= 737 WR= 84.4% *** BUY 8:00 | HIGH + mega N= 323 WR= 89.2% *** BUY 8:00 | HIGH + mega + gap>3% N= 155 WR= 94.8% *** BUY 8:00 | HIGH + midcap N= 688 WR= 81.4% *** BUY 8:00 | HIGH + tight grind N= 1800 WR= 79.5% *** BUY 8:00 | HIGH + z>1.5 N= 127 WR= 89.0% *** BUY 8:00 | HIGH + Tech N= 457 WR= 87.3% *** BUY 8:00 | HIGH + Industrials N= 212 WR= 81.1% *** BUY 8:00 | HIGH + Energy N= 191 WR= 80.6% *** BUY 8:00 | at LOW N= 1272 WR= 19.1% BUY 8:30 | at HIGH N= 1991 WR= 54.1% * BUY 8:30 | HIGH + gap>5% N= 737 WR= 56.0% * BUY 8:30 | HIGH + mega N= 323 WR= 69.3% *** BUY 8:30 | HIGH + tight N= 1800 WR= 53.4% * BUY 8:30 | HIGH + z>1.5 N= 127 WR= 72.4% *** BUY 8:30 | HIGH + Tech N= 457 WR= 61.1% ** BUY 8:30 | HIGH + Industrials N= 212 WR= 52.4% BUY 8:30 | at LOW N= 1272 WR= 10.8% BUY 9:00 | at HIGH N= 1991 WR= 51.9% BUY 9:00 | HIGH + gap>5% N= 737 WR= 54.4% * BUY 9:00 | HIGH + mega N= 323 WR= 68.4% *** BUY 9:00 | HIGH + tight N= 1800 WR= 52.1% BUY 9:00 | HIGH + z>1.5 N= 127 WR= 68.5% *** BUY 9:00 | HIGH + Tech N= 457 WR= 60.0% ** BUY 9:00 | HIGH + Industrials N= 212 WR= 50.0% BUY 9:00 | at LOW N= 1272 WR= 15.6% BUY 9:15 | at HIGH N= 1991 WR= 51.5% BUY 9:15 | HIGH + gap>5% N= 737 WR= 52.6% BUY 9:15 | HIGH + mega N= 323 WR= 67.8% *** BUY 9:15 | HIGH + tight N= 1800 WR= 51.8% BUY 9:15 | HIGH + z>1.5 N= 127 WR= 72.4% *** BUY 9:15 | HIGH + Tech N= 457 WR= 56.7% * BUY 9:15 | HIGH + Industrials N= 212 WR= 53.8% * BUY 9:15 | at LOW N= 1272 WR= 22.2% ================================================================================ WALK-FORWARD VALIDATION: H1 (OOS) vs H2 (IS) ================================================================================ BUY 9:24 | at HIGH H1= 50.8% H2= 56.7% D=+5.9pp ROBUST BUY 9:24 | at LOW H1= 42.6% H2= 65.0% D=+22.4pp UNSTABLE BUY 9:24 | at HIGH + mega H1= 54.1% H2= 58.8% D=+4.7pp ROBUST BUY 9:24 | at HIGH + z>1.5 H1= 55.1% H2= 70.5% D=+15.4pp UNSTABLE BUY 9:24 | at HIGH + tight grind H1= 52.7% H2= 58.3% D=+5.6pp ROBUST BUY 9:24 | at LOW + midcap H1= 42.6% H2= 70.6% D=+28.0pp UNSTABLE BUY 8:00 | at HIGH H1= 81.6% H2= 80.7% D=-0.9pp ROBUST BUY 8:00 | at HIGH + mega H1= 95.1% H2= 87.8% D=-7.3pp ROBUST BUY 9:24 | MID (should be SKIP) H1= 23.3% H2= 16.7% D=-6.6pp ROBUST Saved: zapas_6m_validation.csv (208 rows) DONE