{"factors":[{"key":"tf","lift":-0.009266193364585909,"name":"Timeframes agree","rule":"3 or more of 5m / 15m / 1h / prior-day ratings are Buy or Strong buy (our rebuild of a public method)","w":0},{"key":"rvol","lift":0.0536310948568549,"name":"Heavy relative volume","rule":"relative volume 5x or more at the signal","w":1},{"key":"vwap","lift":null,"name":"Above VWAP","rule":"the signal bar closed above the session VWAP","w":0},{"key":"htf","lift":0.024670390772489947,"name":"Higher-timeframe trend up","rule":"1-hour close above the 1-hour EMA 20 and the prior daily close above its 50-day average","w":0},{"key":"cat","lift":null,"name":"Catalyst / news tag","rule":"a company headline in the last 36 h (live only: no free news history, so never scored)","w":0},{"key":"float","lift":null,"name":"Low float or high short float","rule":"float 50M shares or less, or short interest 15%+ of float","w":0},{"key":"liq","lift":-0.04606650096066557,"name":"Liquid","rule":"$10M+ traded today by the signal and price $2+ (spread proxy: free data has no historical quotes)","w":0},{"key":"tod","lift":0.03284591123857793,"name":"Outside lunch chop","rule":"signal not between 11:30 and 14:00 ET","w":1},{"key":"mkt","lift":-0.027126768158556497,"name":"Market with the trade","rule":"SPY above its VWAP and SPY's 15-min rating not Sell / Strong sell","w":0}],"rating":{"debounce":{"15m":4,"1D":5,"1h":4,"1m":10,"5m":6},"status":"Describes the chart, not a tested edge \u2014 watch only","tested":{"cross":"Not predictive across stocks: on the training years Strong sell names beat Strong buy names (interval excludes zero).","daily":{"avg":0.0059,"cagr":0.062,"hi":0.015,"lo":-0.0042,"maxdd":-0.2,"n":1144,"pos_years":"4/5","rule":"E20","sharpe":0.56,"spy_sharpe":0.73},"intraday":{"avg":-0.002,"n_1h":49898,"n_5m":60229,"note":"1h and 5m: about zero before costs, about -0.2%/trade after"}}},"setups":[{"key":"scalp","label":"Failed backtest (Oct 23) \u2014 watch only","name":"Scalp","tested":{"avg":-0.09606133787774752,"days":59,"n":1551,"oos_avg":0.03233445312711702,"oos_n":309,"verdict":"not credible","win":0.375886524822695}},{"key":"gap","label":"Failed backtest (Oct 23) \u2014 watch only","name":"Gap-up","tested":{"avg":-0.09137354086815355,"days":59,"n":905,"oos_avg":-0.16423903197518055,"oos_n":171,"verdict":"failed","win":0.2729281767955801}},{"key":"squeeze","label":"Not proven (Oct 23) \u2014 watch only","name":"Squeeze","tested":{"avg":0.6157615650970489,"days":59,"n":2,"oos_avg":null,"oos_n":0,"verdict":"not enough","win":1.0}},{"key":"momentum","label":"Failed backtest (Oct 23) \u2014 watch only","name":"Momentum","tested":{"avg":-0.13212942600786878,"days":59,"n":6151,"oos_avg":-0.1357341252488445,"oos_n":1878,"verdict":"failed","win":0.30352788164526096}}],"swing":{"closest":"Closest to passing: +3.5%/trade on 2022-26 test, Sharpe 0.69 vs SPY 0.73","key":"pead","name":"Earnings gap-up (60-day hold)","status":"Watch only","tested":{"bias":"Earnings dates exist only for today's S&P 500 members (survivorship).","config":"PEAD_g3_60d","fails":"Sharpe below SPY on 2022-2026 test","spy":{"maxdd":-0.24,"sharpe":0.73},"test":{"avg":0.0352,"hi":0.0674,"lo":0.0013,"maxdd":-0.2,"n":380,"pos_years":"4/5","sharpe":0.69,"win":0.58},"train":{"avg":0.0405,"n":1275}}},"window":{"days":59,"from":"2026-07-31","generated":"2026-10-23","test":19,"to":"2026-10-22","train":40}}
