================================================================================ ZAPAS MEGA BATCH RESEARCH — Autonomous 1-hour run ================================================================================ [LOAD] Loading data... Data: 8214 ticker-days, 119 days ================================================================================ [1/10] CONSECUTIVE GAP DAYS ================================================================================ BUY 8:00 | HIGH + prev gap same dir (momentum) N=1001 WR= 81.2% avg=+2.031% ** BUY 8:00 | HIGH + prev gap opposite (reversal) N= 895 WR= 81.5% avg=+2.061% ** BUY 8:00 | HIGH + prev gap UP + today UP (consec) N= 713 WR= 83.0% avg=+1.892% ** BUY 8:00 | HIGH + prev gap DN + today UP (bounce) N= 644 WR= 84.6% avg=+2.157% ** BUY 8:00 | HIGH + prev day ret>3% + gap UP N= 390 WR= 84.6% avg=+1.916% ** BUY 8:00 | HIGH + prev day ret<-3% + gap UP N= 341 WR= 84.8% avg=+2.706% ** BUY 9:15 | HIGH + prev gap same dir N=1001 WR= 52.4% avg=+0.753% BUY 9:15 | HIGH + prev day ret<-3% + gap UP N= 341 WR= 56.0% avg=+0.923% ================================================================================ [2/10] ATR-NORMALIZED SPREAD (gap / ATR14) ================================================================================ BUY 8:00 | HIGH + gap/ATR < 0.5 (small vs vol) N= 250 WR= 86.8% avg=+1.328% *** BUY 8:00 | HIGH + gap/ATR 0.5-1.0 N= 215 WR= 83.7% avg=+1.564% ** BUY 8:00 | HIGH + gap/ATR 1.0-2.0 N= 333 WR= 81.1% avg=+1.477% ** BUY 8:00 | HIGH + gap/ATR 2.0-3.0 N= 251 WR= 78.1% avg=+1.911% ** BUY 8:00 | HIGH + gap/ATR > 3.0 (huge vs vol) N= 914 WR= 79.2% avg=+2.658% ** BUY 9:15 | HIGH + gap/ATR 1.0-2.0 N= 333 WR= 52.9% avg=+0.502% ================================================================================ [3/10] FOREIGN MARKET IMPACT (adapted from MOO 9:55) ================================================================================ BUY 8:00 | HIGH + TLT dn (<-0.3%) N= 458 WR= 81.9% avg=+2.245% ** BUY 8:00 | HIGH + TLT up (>0.3%) N= 354 WR= 79.7% avg=+2.167% ** BUY 8:00 | HIGH + HYG up (>0.2%) N= 229 WR= 77.7% avg=+2.033% ** BUY 8:00 | HIGH + HYG dn (<-0.2%) N= 133 WR= 74.4% avg=+1.619% * BUY 8:00 | HIGH + FXY up (yen strong) N= 311 WR= 75.6% avg=+1.613% ** BUY 8:00 | HIGH + FXY dn (yen weak) N= 530 WR= 79.6% avg=+2.092% ** BUY 8:00 | HIGH + UUP dn ($ weak) N= 479 WR= 79.3% avg=+1.817% ** BUY 8:00 | HIGH + UUP up ($ strong) N= 520 WR= 78.7% avg=+1.817% ** BUY 8:00 | HIGH + foreign peer >1% N= 76 WR= 88.2% avg=+1.170% *** BUY 9:15 | HIGH + UUP dn N= 479 WR= 50.7% avg=+0.605% BUY 9:15 | HIGH + foreign peer >1% N= 76 WR= 72.4% avg=+0.425% * ================================================================================ [4/10] PM PRICE ACTION PATTERNS ================================================================================ BUY 8:00 | HIGH + V-shape PM N= 388 WR= 78.1% avg=+1.011% ** BUY 8:00 | HIGH + inverted V PM N= 56 WR= 83.9% avg=+1.083% ** BUY 8:00 | HIGH + staircase UP N= 361 WR= 98.6% avg=+3.161% *** BUY 8:00 | HIGH + flat PM (<0.5%) N= 301 WR= 45.5% avg=+0.467% BUY 8:00 | HIGH + spike and hold N= 95 WR=100.0% avg=+3.029% *** BUY 9:15 | HIGH + staircase UP N= 361 WR= 72.0% avg=+0.642% * BUY 9:15 | HIGH + V-shape N= 388 WR= 66.0% avg=+0.763% * ================================================================================ [5/10] IMBALANCE (adapted from MOO 9:55 research) ================================================================================ BUY 8:00 | HIGH + sector ETF aligned N=1211 WR= 81.8% avg=+2.099% ** BUY 8:00 | HIGH + sector ETF NOT aligned N= 752 WR= 79.3% avg=+2.008% ** BUY 8:00 | HIGH + aligned + mega N= 195 WR= 92.3% avg=+1.417% *** BUY 8:00 | HIGH + NOT aligned + mega N= 125 WR= 84.0% avg=+1.010% ** BUY 9:15 | HIGH + sector ETF aligned N=1211 WR= 52.3% avg=+0.723% ================================================================================ [6/10] MCAP x SECTOR x ENTRY TIME CROSS-COMBOS ================================================================================ BUY 8:00 | HIGH + mega + Tech N= 106 WR= 95.3% avg=+1.415% *** BUY 9:15 | HIGH + mega + Tech N= 106 WR= 78.3% avg=+0.523% ** BUY 8:00 | HIGH + mega + Energy N= 67 WR= 85.1% avg=+0.759% *** BUY 9:15 | HIGH + mega + Energy N= 67 WR= 65.7% avg=+0.236% * BUY 8:00 | HIGH + mega + Industrials N= 15 WR= 80.0% avg=+2.294% ** BUY 9:15 | HIGH + mega + Industrials N= 15 WR= 66.7% avg=+0.332% * BUY 8:00 | HIGH + mega + Health N= 20 WR= 90.0% avg=+1.233% *** BUY 9:15 | HIGH + mega + Health N= 20 WR= 70.0% avg=+0.347% * BUY 8:00 | HIGH + mega + Materials N= 23 WR= 95.7% avg=+1.466% *** BUY 9:15 | HIGH + mega + Materials N= 23 WR= 60.9% avg=+0.410% BUY 8:00 | HIGH + mid2-10B + Tech N= 126 WR= 85.7% avg=+2.141% *** BUY 8:00 | HIGH + mid2-10B + Energy N= 49 WR= 83.7% avg=+1.912% ** BUY 8:00 | HIGH + mid2-10B + Industrials N= 86 WR= 83.7% avg=+2.532% ** BUY 8:00 | HIGH + mid2-10B + Health N= 95 WR= 68.4% avg=+4.283% * BUY 8:00 | HIGH + mid2-10B + Materials N= 122 WR= 84.4% avg=+1.795% ** BUY 8:00 | HIGH + small<2B + Tech N= 83 WR= 81.9% avg=+2.069% ** BUY 8:00 | HIGH + small<2B + Energy N= 46 WR= 80.4% avg=+2.976% ** BUY 8:00 | HIGH + small<2B + Industrials N= 77 WR= 80.5% avg=+2.366% ** BUY 8:00 | HIGH + small<2B + Health N= 114 WR= 74.6% avg=+3.150% * BUY 8:00 | HIGH + small<2B + Materials N= 73 WR= 75.3% avg=+1.567% ** ================================================================================ [7/10] REGIME COMBOS (adapted from MOO 9:55) ================================================================================ BUY 8:00 | HIGH + ARKK>QQQ+1 (risk on) N= 191 WR= 87.4% avg=+2.474% *** BUY 8:00 | HIGH + ARKKQQQ+1 N= 191 WR= 51.8% avg=+0.656% ================================================================================ [8/10] OPTIONS / PUT SKEW ================================================================================ BUY 8:00 | HIGH + put skew overextended N= 29 WR= 75.9% avg=+1.878% ** BUY 8:00 | HIGH + NO put skew N=1934 WR= 80.9% avg=+2.067% ** BUY 9:15 | HIGH + put skew overextended N= 29 WR= 48.3% avg=+0.918% ================================================================================ [9/10] 3-WAY EXHAUSTIVE COMBO SEARCH (BUY 8:00 at HIGH) ================================================================================ 28 factors for 3-way search Searched 3276 combos in 0s, found 785 with WR>=88% WR=100.0% N= 36 avg=+2.389% | BUY 8:00 HIGH + mega+gap3p+stairs_up WR=100.0% N= 26 avg=+3.597% | BUY 8:00 HIGH + mega+gap5p+range2p WR=100.0% N= 32 avg=+1.976% | BUY 8:00 HIGH + mega+gap5p+tech WR=100.0% N= 18 avg=+2.319% | BUY 8:00 HIGH + mega+gap5p+thu WR=100.0% N= 25 avg=+2.381% | BUY 8:00 HIGH + mega+gap5p+prevDN WR=100.0% N= 16 avg=+2.549% | BUY 8:00 HIGH + mega+gap5p+earn_day WR=100.0% N= 37 avg=+2.636% | BUY 8:00 HIGH + mega+gap5p+aligned WR=100.0% N= 15 avg=+3.328% | BUY 8:00 HIGH + mega+gap5p+stairs_up WR=100.0% N= 45 avg=+3.166% | BUY 8:00 HIGH + mega+range2p+bars16p WR=100.0% N= 25 avg=+2.921% | BUY 8:00 HIGH + mega+range2p+tech WR=100.0% N= 17 avg=+3.218% | BUY 8:00 HIGH + mega+range2p+thu WR=100.0% N= 22 avg=+2.552% | BUY 8:00 HIGH + mega+range2p+spy_up WR=100.0% N= 19 avg=+3.298% | BUY 8:00 HIGH + mega+range2p+prevDN WR=100.0% N= 18 avg=+2.770% | BUY 8:00 HIGH + mega+range2p+prevUP WR=100.0% N= 21 avg=+3.626% | BUY 8:00 HIGH + mega+range2p+stairs_up WR=100.0% N= 17 avg=+1.664% | BUY 8:00 HIGH + mega+bars16p+materials WR=100.0% N= 21 avg=+2.530% | BUY 8:00 HIGH + mega+bars16p+earn_day WR=100.0% N= 64 avg=+1.833% | BUY 8:00 HIGH + mega+bars16p+stairs_up WR=100.0% N= 22 avg=+1.838% | BUY 8:00 HIGH + mega+tech+thu WR=100.0% N= 49 avg=+1.592% | BUY 8:00 HIGH + mega+tech+spy_up WR=100.0% N= 29 avg=+2.043% | BUY 8:00 HIGH + mega+tech+stairs_up WR=100.0% N= 16 avg=+1.312% | BUY 8:00 HIGH + mega+energy+stairs_up WR=100.0% N= 15 avg=+1.892% | BUY 8:00 HIGH + mega+materials+aligned WR=100.0% N= 24 avg=+1.501% | BUY 8:00 HIGH + mega+thu+spy_up WR=100.0% N= 18 avg=+1.589% | BUY 8:00 HIGH + mega+thu+prevUP WR=100.0% N= 24 avg=+1.933% | BUY 8:00 HIGH + mega+thu+stairs_up WR=100.0% N= 18 avg=+1.907% | BUY 8:00 HIGH + mega+spy_up+stairs_up WR=100.0% N= 28 avg=+1.058% | BUY 8:00 HIGH + mega+spy_dn+prevUP WR=100.0% N= 20 avg=+1.648% | BUY 8:00 HIGH + mega+spy_dn+stairs_up WR=100.0% N= 29 avg=+1.024% | BUY 8:00 HIGH + mega+vxx_up+prevUP ================================================================================ [10/10] 4-WAY FROM TOP 3-WAY ================================================================================ 24 factors from top 3-way Found 2354 4-way combos with WR>=90% in 1s WR=100.0% N= 26 avg=+3.597% | BUY 8:00 HIGH + mega+gap3p+gap5p+range2p WR=100.0% N= 32 avg=+1.976% | BUY 8:00 HIGH + mega+gap3p+gap5p+tech WR=100.0% N= 18 avg=+2.319% | BUY 8:00 HIGH + mega+gap3p+gap5p+thu WR=100.0% N= 10 avg=+2.409% | BUY 8:00 HIGH + mega+gap3p+gap5p+vxx_up WR=100.0% N= 25 avg=+2.381% | BUY 8:00 HIGH + mega+gap3p+gap5p+prevDN WR=100.0% N= 16 avg=+2.549% | BUY 8:00 HIGH + mega+gap3p+gap5p+earn_day WR=100.0% N= 37 avg=+2.636% | BUY 8:00 HIGH + mega+gap3p+gap5p+aligned WR=100.0% N= 15 avg=+3.328% | BUY 8:00 HIGH + mega+gap3p+gap5p+stairs_up WR=100.0% N= 37 avg=+3.242% | BUY 8:00 HIGH + mega+gap3p+range2p+bars16p WR=100.0% N= 19 avg=+3.061% | BUY 8:00 HIGH + mega+gap3p+range2p+tech WR=100.0% N= 15 avg=+3.014% | BUY 8:00 HIGH + mega+gap3p+range2p+thu WR=100.0% N= 20 avg=+2.609% | BUY 8:00 HIGH + mega+gap3p+range2p+spy_up WR=100.0% N= 10 avg=+3.029% | BUY 8:00 HIGH + mega+gap3p+range2p+nq_up WR=100.0% N= 16 avg=+3.432% | BUY 8:00 HIGH + mega+gap3p+range2p+prevDN WR=100.0% N= 14 avg=+2.746% | BUY 8:00 HIGH + mega+gap3p+range2p+prevUP WR=100.0% N= 17 avg=+3.744% | BUY 8:00 HIGH + mega+gap3p+range2p+stairs_up WR=100.0% N= 11 avg=+1.856% | BUY 8:00 HIGH + mega+gap3p+bars16p+materials WR=100.0% N= 30 avg=+1.955% | BUY 8:00 HIGH + mega+gap3p+bars16p+thu WR=100.0% N= 12 avg=+1.692% | BUY 8:00 HIGH + mega+gap3p+bars16p+spy_dn WR=100.0% N= 18 avg=+2.116% | BUY 8:00 HIGH + mega+gap3p+bars16p+vxx_up ================================================================================ MEGA BATCH SUMMARY ================================================================================ Total hypotheses tested: 66 WR >= 85%: 13 WR >= 75%: 46 WR >= 65%: 57 WR < 50%: 2 TOP 30 ALL HYPOTHESES: WR=100.0% N= 95 avg=+3.029% *** | BUY 8:00 | HIGH + spike and hold WR= 98.6% N= 361 avg=+3.161% *** | BUY 8:00 | HIGH + staircase UP WR= 95.7% N= 23 avg=+1.466% *** | BUY 8:00 | HIGH + mega + Materials WR= 95.3% N= 106 avg=+1.415% *** | BUY 8:00 | HIGH + mega + Tech WR= 92.3% N= 195 avg=+1.417% *** | BUY 8:00 | HIGH + aligned + mega WR= 91.8% N= 184 avg=+2.519% *** | BUY 8:00 | HIGH + ES up + ARKK lead WR= 90.1% N= 202 avg=+1.331% *** | BUY 8:00 | HIGH + VIX low + mega WR= 90.0% N= 20 avg=+1.233% *** | BUY 8:00 | HIGH + mega + Health WR= 88.2% N= 76 avg=+1.170% *** | BUY 8:00 | HIGH + foreign peer >1% WR= 87.4% N= 191 avg=+2.474% *** | BUY 8:00 | HIGH + ARKK>QQQ+1 (risk on) WR= 86.8% N= 250 avg=+1.328% *** | BUY 8:00 | HIGH + gap/ATR < 0.5 (small vs vol) WR= 85.7% N= 126 avg=+2.141% *** | BUY 8:00 | HIGH + mid2-10B + Tech WR= 85.1% N= 67 avg=+0.759% *** | BUY 8:00 | HIGH + mega + Energy WR= 84.8% N= 341 avg=+2.706% ** | BUY 8:00 | HIGH + prev day ret<-3% + gap UP WR= 84.6% N= 644 avg=+2.157% ** | BUY 8:00 | HIGH + prev gap DN + today UP (bounce) WR= 84.6% N= 390 avg=+1.916% ** | BUY 8:00 | HIGH + prev day ret>3% + gap UP WR= 84.4% N= 122 avg=+1.795% ** | BUY 8:00 | HIGH + mid2-10B + Materials WR= 84.0% N= 125 avg=+1.010% ** | BUY 8:00 | HIGH + NOT aligned + mega WR= 83.9% N= 56 avg=+1.083% ** | BUY 8:00 | HIGH + inverted V PM WR= 83.7% N= 215 avg=+1.564% ** | BUY 8:00 | HIGH + gap/ATR 0.5-1.0 WR= 83.7% N= 49 avg=+1.912% ** | BUY 8:00 | HIGH + mid2-10B + Energy WR= 83.7% N= 86 avg=+2.532% ** | BUY 8:00 | HIGH + mid2-10B + Industrials WR= 83.0% N= 713 avg=+1.892% ** | BUY 8:00 | HIGH + prev gap UP + today UP (consec) WR= 81.9% N= 458 avg=+2.245% ** | BUY 8:00 | HIGH + TLT dn (<-0.3%) WR= 81.9% N= 83 avg=+2.069% ** | BUY 8:00 | HIGH + small<2B + Tech WR= 81.8% N=1211 avg=+2.099% ** | BUY 8:00 | HIGH + sector ETF aligned WR= 81.5% N= 895 avg=+2.061% ** | BUY 8:00 | HIGH + prev gap opposite (reversal) WR= 81.2% N=1001 avg=+2.031% ** | BUY 8:00 | HIGH + prev gap same dir (momentum) WR= 81.1% N= 333 avg=+1.477% ** | BUY 8:00 | HIGH + gap/ATR 1.0-2.0 WR= 80.9% N=1934 avg=+2.067% ** | BUY 8:00 | HIGH + NO put skew Total time: 0.1 min DONE