Hypothesis: Clean-lineage restart baseline after overfit purge.

Fresh post-cleanup baseline; use as anchor for v1.x development.

Test v1.2 replay of legacy v0.326 non-exact core.


Hypothesis: Restore the proven pre-overfit non-exact v0.326 core into the clean lineage.

v1.2 materially improves all three splits over v1.1 without reintroducing exact-pocket engines.

Test v1.3 by adding compact material-contract sleeve from legacy v0.334.


Hypothesis: Add one general after-close material-contract sleeve on top of the clean v1.2 core.

material_compact improved train and valid while keeping test flat, so it clears the non-overfit acceptance rule.

Test a slightly looser close-band material sleeve as v1.4.


Hypothesis: Loosen the general after-close material-contract compact sleeve close band from 0.67 to 0.70 on top of v1.3.

The only change was a broader close band for the general material_compact sleeve. Train and valid stayed flat while test improved, so it clears the non-overfit acceptance rule.

Test one additional general non-exact sleeve or one small non-symbol-specific material filter as v1.5.


Hypothesis: Clean lineage v1.10. Removes all symbol-specific micro sleeves from v1.2 to re-establish a truly general baseline.


Hypothesis: Clean lineage v1.11. Adds the general material-contract compact sleeve on top of the true clean baseline v1.10.


Hypothesis: Clean lineage v1.12. Slightly relaxes the general same-day core score gate on top of v1.10.


Hypothesis: Clean lineage v1.13. Slightly relaxes the unknown-direction same-day core minimum reaction on top of v1.10.


Hypothesis: Clean lineage v1.5. Starts from v1.10, keeps only general sleeves, disables bullish recovery, and adds a small material compact after-close sleeve.


Hypothesis: Clean lineage v1.6. Starts from v1.10 and disables the bullish recovery next-open sleeve.


Hypothesis: Clean lineage v1.7. Starts from v1.10 and adds one general quiet high-close same-day sleeve for mixed/unknown reactions.


Hypothesis: Clean lineage v1.8. Slightly broadens the same-day core score gate from v1.2.


Hypothesis: Clean lineage v1.9. Slightly relaxes unknown-direction same-day core reaction minimum from v1.2.


Hypothesis: Clean lineage v1.14. Adds a tighter generic quiet high-close sleeve on top of v1.12 to lift fold trade counts without named micro pockets.


Hypothesis: Clean lineage v1.15. Adds a positive-reaction-only quiet high-close sleeve on top of v1.12 for shorter-horizon robustness.


Hypothesis: Clean lineage v1.16. Adds a quality-biased quiet high-close sleeve on top of v1.12 to trade fewer but cleaner quiet setups.


Hypothesis: Clean lineage v1.17. Tightens the generic quiet high-close sleeve from v1.7 by removing unknown/event buckets and narrowing low-quality reversals.


Hypothesis: Clean lineage v1.18. Combines the v1.7 quiet sleeve with tighter quality filters and a lighter core score gate.


Hypothesis: Clean lineage v1.19. Keeps the generic quiet sleeve but restricts it to non-negative reactions for better short-horizon robustness.


Hypothesis: Clean lineage v1.20. Keeps v1.17 quiet-sleeve pruning and slightly relaxes the general core score gate to improve OOS participation.


Hypothesis: Clean lineage v1.21. Keeps v1.17 but relaxes the general core unknown-direction reaction floor from 5% to 4% to reduce WFV gap.


Hypothesis: Clean lineage v1.22. Combines the v1.17 quiet-sleeve pruning with both general core relaxations from v1.12 and v1.13.


Hypothesis: Clean lineage v1.23. Keeps v1.22 but halves the generic quiet high-close sleeve risk budget after weak OOS engine attribution.


Hypothesis: Clean lineage v1.24. Keeps v1.22 but disables the weak bullish-raised recovery next-open sleeve.


Hypothesis: Clean lineage v1.25. Combines the v1.23 quiet-sleeve risk cut with the v1.24 recovery-sleeve removal.


Hypothesis: Clean lineage v1.26. Starts from v1.24 and trims the generic quiet sleeve risk budget from 0.08 to 0.06.


Hypothesis: Clean lineage v1.27. Starts from v1.24 and trims the quiet sleeve budget plus raises the close floor for cleaner same-day acceptance.


Hypothesis: Clean lineage v1.28. Starts from v1.24 and trims the quiet sleeve budget while removing the deepest negative-reaction entries.


Hypothesis: Clean lineage v1.29. Quiet high-close sleeve narrowed to guidance_update with not_provided status only.


Hypothesis: Clean lineage v1.30. v1.29 plus lower close cap on quiet guidance sleeve.


Hypothesis: Clean lineage v1.31. v1.30 plus modest parser confidence floor on quiet guidance sleeve.


Hypothesis: Clean lineage v1.32. v1.30 plus tiny positive reaction floor on quiet guidance sleeve.


Hypothesis: Clean lineage v1.33. Reduce quiet sleeve budget to 0.06 to limit unstable drag while keeping breadth.


Hypothesis: Clean lineage v1.34. Reduce quiet sleeve budget to 0.05.


Hypothesis: Clean lineage v1.35. Reduce quiet sleeve budget to 0.04.


Hypothesis: Clean lineage v1.36. Trim quiet sleeve and reallocate modestly to residual/exreme same-day winners.


Hypothesis: Clean lineage v1.37. Stronger quiet trim with residual/exreme reallocation.


Hypothesis: Clean lineage v1.38. Trim quiet sleeve and reallocate modestly to after-close material and inline engines.


Hypothesis: Clean lineage v1.39. Stronger quiet trim with material/inline reallocation.


Hypothesis: Clean lineage v1.40. Max quiet trim with material/inline reallocation.


Hypothesis: Clean lineage v1.41. General mixed material mid-close sleeve.


Hypothesis: Clean lineage v1.42. Looser mixed material close cap to include orderly strong closes.


Hypothesis: Clean lineage v1.43. Mixed material sleeve with larger market-cap allowance.


Hypothesis: Clean lineage v1.44. Mixed material sleeve with slightly wider reaction range.


Hypothesis: Clean lineage v1.45. Mixed material sleeve with slightly wider volume range.


Hypothesis: Clean lineage v1.46. Tighter mixed material sleeve with higher close floor.


Hypothesis: Clean lineage v1.47. Mixed material sleeve with slightly tighter quality floors.


Hypothesis: Clean lineage v1.48. Mixed material sleeve with slightly wider gap allowance.


Hypothesis: Clean lineage v1.49. Mixed material sleeve with a modestly larger budget.


Hypothesis: Clean lineage v1.50. Mixed material sleeve plus mild quiet trim.


Hypothesis: Clean lineage v1.51. Mirrors v1.12 while physically removing all disabled named-micro entries from the manifest.


Hypothesis: Clean lineage v1.52. Mirrors v1.10 while physically removing all disabled named-micro entries from the manifest.


Hypothesis: Clean lineage v1.53. Starts from v1.51 and adds only the general after-close material compact sleeve.


Hypothesis: Clean lineage v1.54. Starts from v1.51 and slightly relaxes the same-day unknown-direction reaction minimum.


Hypothesis: Clean lineage v1.55. Starts from v1.51 and removes only the weak bullish recovery next-open sleeve.


Hypothesis: Clean lineage v1.100. v1.51 with conservative material compact sleeve and larger unknown inline hivol budget.


Hypothesis: Clean lineage v1.56. Starts from v1.51 and slightly tightens the general same-day core score threshold.


Hypothesis: Clean lineage v1.57. Starts from v1.51 and trims only the bullish recovery sleeve risk budget.


Hypothesis: Clean lineage v1.58. Starts from v1.51 and slightly relaxes the daily new-risk budget.


Hypothesis: Clean lineage v1.59. v1.51 with slightly looser core score threshold 0.41.


Hypothesis: Clean lineage v1.60. v1.51 with slightly tighter core score threshold 0.43.


Hypothesis: Clean lineage v1.61. v1.51 with tighter core score threshold 0.44.


Hypothesis: Clean lineage v1.62. v1.51 with slightly tighter bullish raised priority score threshold.


Hypothesis: Clean lineage v1.63. v1.51 with smaller bullish raised priority risk budget.


Hypothesis: Clean lineage v1.64. v1.51 with wider material patient market-cap ceiling.


Hypothesis: Clean lineage v1.65. v1.51 with slightly wider material patient close-location cap.


Hypothesis: Clean lineage v1.66. v1.51 with slightly wider material patient volume cap.


Hypothesis: Clean lineage v1.67. v1.51 with smaller material patient risk budget.


Hypothesis: Clean lineage v1.68. v1.51 with slightly wider unknown inline hivol volume band on the low side.


Hypothesis: Clean lineage v1.69. v1.51 with slightly higher unknown inline hivol volume band.


Hypothesis: Clean lineage v1.70. v1.51 with slightly looser unknown inline hivol close minimum.


Hypothesis: Clean lineage v1.71. v1.51 with slightly wider unknown inline hivol close cap.


Hypothesis: Clean lineage v1.72. v1.51 with larger unknown inline hivol risk budget.


Hypothesis: Clean lineage v1.73. v1.51 with smaller recovery risk budget.


Hypothesis: Clean lineage v1.74. v1.51 with tighter recovery reaction-day cap.


Hypothesis: Clean lineage v1.75. v1.51 with tighter recovery close-location cap.


Hypothesis: Clean lineage v1.76. v1.51 with stricter recovery document and parse confidence.


Hypothesis: Clean lineage v1.77. v1.51 with smaller recovery next-open gap cap.


Hypothesis: Clean lineage v1.78. v1.51 with smaller low-close residual risk budget.


Hypothesis: Clean lineage v1.79. v1.51 with smaller small-cap residual risk budget.


Hypothesis: Clean lineage v1.80. v1.51 with faster low-close residual no-progress stop.


Hypothesis: Clean lineage v1.81. v1.51 with tighter small-cap residual close-location floor.


Hypothesis: Clean lineage v1.82. v1.51 with smaller extreme orderly risk budget.


Hypothesis: Clean lineage v1.83. v1.51 with tighter extreme orderly score threshold.


Hypothesis: Clean lineage v1.84. v1.51 with stricter extreme orderly volume floor.


Hypothesis: Clean lineage v1.85. v1.51 with lower daily new-risk cap.


Hypothesis: Clean lineage v1.86. v1.51 with higher daily new-risk cap.


Hypothesis: Clean lineage v1.87. v1.51 with longer trailing warmup.


Hypothesis: Clean lineage v1.88. v1.51 with slower global no-progress stop.


Hypothesis: Clean lineage v1.89. v1.51 with slightly lower per-trade risk.


Hypothesis: Clean lineage v1.90. v1.51 with fewer max positions.


Hypothesis: Clean lineage v1.91. v1.51 with lower unknown-direction reaction minimum.


Hypothesis: Clean lineage v1.92. v1.51 with lower unknown-direction close-location minimum.


Hypothesis: Clean lineage v1.93. v1.51 with tighter mixed-inline close cap.


Hypothesis: Clean lineage v1.94. v1.51 with tighter unknown-inline exit gap cap.


Hypothesis: Clean lineage v1.95. v1.51 with slower unknown-inline no-progress stop.


Hypothesis: Clean lineage v1.96. v1.51 with conservative generic material compact sleeve.


Hypothesis: Clean lineage v1.97. v1.51 with slightly wider conservative material compact sleeve.


Hypothesis: Clean lineage v1.98. v1.51 with conservative material compact sleeve and smaller recovery budget.


Hypothesis: Clean lineage v1.99. v1.51 with conservative material compact sleeve and tighter core threshold.


Hypothesis: Targeted diagnostics v1.101. Reduce core per-trade risk to relieve cash rejections without changing engine mix.


Hypothesis: Targeted diagnostics v1.102. Reduce core per-trade risk further to test stronger cash relief in OOT.


Hypothesis: Targeted diagnostics v1.103. Slightly relax recovery one-off veto to admit high-quality blocked recovery setups.


Hypothesis: Targeted diagnostics v1.104. Combine moderate core cash relief with a mild recovery one-off veto relaxation.


Hypothesis: Targeted diagnostics v1.105. Combine stronger core cash relief with a slightly looser recovery one-off veto.


Hypothesis: Trade-frequency v1.106. Lower core score threshold slightly on top of v1.101 to admit more same-day core setups.


Hypothesis: Trade-frequency v1.107. Lower core score threshold more aggressively on top of v1.101.


Hypothesis: Trade-frequency v1.108. Slightly lower raised-priority score threshold on top of v1.101.


Hypothesis: Trade-frequency v1.109. Combine a modest core threshold cut with a small raised-priority threshold cut.


Hypothesis: Trade-frequency v1.110. Combine a modest core threshold cut with a slightly looser weak-reaction allowance.


Hypothesis: Targeted diagnostics v1.111. Reduce core per-trade risk to 0.036 to test additional cash relief without widening entries.


Hypothesis: Targeted diagnostics v1.112. Reduce core per-trade risk to 0.034 to test stronger cash relief without changing engine mix.


Hypothesis: Targeted diagnostics v1.113. Reduce core per-trade risk to 0.032 to test stronger cash relief without changing engine mix.


Hypothesis: Targeted diagnostics v1.114. Shorten same-day core holding window to 20 days to recycle cash faster without widening entries.


Hypothesis: Targeted diagnostics v1.115. Shorten same-day core holding window to 18 days to recycle cash faster without widening entries.


Hypothesis: Trade-frequency v1.116. Relax same-day core close location slightly to admit more general reaction-close setups.


Hypothesis: Trade-frequency v1.117. Relax same-day core volume filter slightly to admit more general reaction-close setups.


Hypothesis: Trade-frequency v1.118. Combine a modest same-day core close-location and volume relaxation.


Hypothesis: Capital allocation v1.119. Cap single-position value at 25% of equity to reduce cash hogging without widening entries.


Hypothesis: Capital allocation v1.120. Cap single-position value at 15% of equity to reduce cash hogging without widening entries.


Hypothesis: Allocator diagnostics v1.121. Disable raised-priority sleeve so cash can flow to core and recovery engines.


Hypothesis: Allocator diagnostics v1.122. Reduce raised-priority sleeve budget so core can use more cash when both compete.


Hypothesis: Allocator ordering v1.123. Use interleave_cash_tiebreak to prefer cheaper candidates within score bands.


Hypothesis: Allocator ordering v1.124. Use interleave_cap_efficiency_soft to bias toward cheaper capital-efficient candidates.


Hypothesis: v1c lineage: broad engines + macro regime + attention filter + conviction sizing. 7 narrow engines -> 2 broad. Re-enable macro regime protection. Attention cap on all engines. A-tier differentiated risk. Goal: maintain 40%+ return while halving overfitting metrics.


Hypothesis: v1c.4: Keep v1c.1 filters (sweet spot) but slightly relax risk sizing and macro regime to recover return. Macro neutral 0.85 (was 0.75), risk-off 0.50 (was 0.45), per-trade 4.8% (was 4.5%).


Hypothesis: v1c.7: Full-size in bull/neutral, only reduce in risk-off. Neutral scaler 1.0, risk-off 0.50. Position value cap raised to 1.0. Testing max return recovery with macro-only protection.


Hypothesis: Allocator budget downsizing clips order size to remaining risk budget instead of hard rejection.

Full split, WFV, and repaired OOT are effectively unchanged versus v1.102 after rebuilding the proper 3-split batch.


Hypothesis: Structural allocator v1.129. Allow high one-off candidates to downsize risk instead of hard veto.


Hypothesis: v1c.10: Tighten next_open engine (score 0.50, close 0.60) to cut losers. Reaction_close unchanged.


Hypothesis: v1c.11: v1c.7 aggressive sizing + tighter next_open. Best return + cut bad next_open trades.


Hypothesis: v1c.12: Reaction_close only — disable next_open entirely since it's net negative on test.


Hypothesis: v1c.13: v1c.9 lower score (0.45) + v1c.7 aggressive sizing (neutral 1.0, risk 5.2%). Combine best trade selection with best sizing.


Hypothesis: v1c.14: v1c.9 lower score (0.45) + intermediate sizing (neutral 0.90, risk 5.0%). Middle ground.


Hypothesis: v1c.9: Lower reaction_close score 0.50->0.45 to increase trade count on valid/test.


Hypothesis: v1c.15: v1c.9 lower score + moderate sizing (neutral 0.95, risk 5.0%, pos 0.95). Targeting best gate passage.


Hypothesis: v1c.16: Ultra-low score (0.42 matching v1.101) + v1c.7 sizing. Maximum trade count.


Hypothesis: v1c.17: Score 0.45, neutral scaler 0.92, risk 5.1%, pos 0.95. Sweet spot between v1c.9 and v1c.13.


Hypothesis: v1c.18: v1c.13 base + tighter stop 1.75 ATR + no-progress day 1 with 0.10R threshold.


Hypothesis: v1c.19: v1c.13 base + lower daily risk 0.35 to limit concurrent trade pileup.


Hypothesis: v1.130: v1.102 + core partial recycle. Raise core target-1 fraction to 0.35 without changing entry mix.


Hypothesis: v1.131: v1.102 + stronger core partial recycle. Raise core target-1 fraction to 0.50.


Hypothesis: v1.132: v1.102 + earlier core recycle. Raise core target-1 fraction to 0.35 and move target-1 to 2.0R.


Hypothesis: v2 lineage: v1.102 narrow-engine base + quality gates (volume_ratio_max, attention tightened, close_location raised, parse_confidence unified) + macro regime protection (risk-off scaler 0.45, neutral 0.75, A-tier only) + daily risk cap halved.


Hypothesis: v2.2: v1.102 engines UNCHANGED + macro regime protection only. Isolate macro defense effect without destroying trade count. neutral=0.90, risk-off=0.50+A-tier-only, daily risk 0.60.


Hypothesis: v2.3: v1.102 exactly, only change max_daily_new_risk_pct 0.76->0.50. Minimal intervention to reduce single-day concentration risk. No macro protection, no engine gate changes.


Hypothesis: v2.4: v1.102 + tighter stops (2.0 from 2.25). OOT losers exit at STOP; winners exit at TARGET/TIME. Tighter stop reduces per-loss magnitude without affecting winners. Goal: improve OOT 252d median from 6.72% toward 8.0%+.


Hypothesis: Lower score thresholds to increase trade count and boost activity factor


Hypothesis: v1.102 plus recovery-only one-off downsizing with a conservative 0.50 floor.


Hypothesis: v1.102 plus recovery-only one-off downsizing with a tighter 0.65 floor.


Hypothesis: v1.102 plus recovery-only one-off downsizing with a strict 0.80 floor.


Hypothesis: v2.6: v1.102 exact engines + only a_tier_score_threshold 0.58->0.52. Same trade selection, more A-tier classification -> larger positions on good trades.


Hypothesis: v1.102 plus recovery-only one-off downsizing floor 0.90 and recovery budget 0.12.


Hypothesis: v1.102 plus recovery-only one-off downsizing floor 1.00 and recovery budget 0.12.


Hypothesis: v1.102 plus recovery-only one-off downsizing floor 0.90 and recovery budget 0.14.


Hypothesis: v1.102 plus recovery-only one-off downsizing floor 1.00 and recovery budget 0.14.


Hypothesis: Core envelope v1.126. Widen same-day core upper reaction bound slightly to admit stronger but still general post-event moves.


Hypothesis: Allocator ordering v1.125. Use interleave_cap_efficiency_strict to more aggressively favor cheaper candidates.


Hypothesis: Core exit diagnostic v1.149. Disable close-below-entry early failure for reaction_close_long_core only.


Hypothesis: Core exit diagnostic v1.150. Relax no-progress timing for reaction_close_long_core only.


Hypothesis: Core exit diagnostic v1.151. Partial no-progress trim plus disabled close-below-entry for reaction_close_long_core.


Hypothesis: Core envelope v1.127. Allow mildly negative same-day core reactions to admit more general event-follow-through setups.


Hypothesis: Generalization v1.152. Wake unknown material patient with modest OOT-supported widening.


Hypothesis: Generalization v1.153. Wake unknown inline hivol with modest OOT-supported volume and gap widening.


Hypothesis: Generalization v1.154. Combine modest material-patient and inline-hivol widening from v1.152 and v1.153.


Hypothesis: Adding management_change engine to v1.102 increases trade count and SQS via new alpha source

Train SQS 39.6 (vs 28.5), trades 58 (vs ~21). Valid SQS 43.2 +39.94%. Test SQS 88.3 +50.68%. MC engine adds temporal diversification.

Run WFV and robustness matrix to confirm stability


Hypothesis: v3.1 + relaxed MC execution: disable early_failure, patient stops, tighter score filter

Train SQS 61.0 vs 28.5, +15.89% vs +35.6%. MC WR improved 28%->50%. Trade count 53 vs ~21. OOS returns comparable.


Hypothesis: Selective recycle v1.155. Allow same-day core to recycle stale core capital after 5 holding days when blocked by cash.


Hypothesis: Selective recycle v1.156. Same as v1.155 but requires 7 holding days before core capital can be recycled.


Hypothesis: Selective recycle v1.157. Same as v1.155 but requires a larger score delta before replacing a stale core position.


Hypothesis: v3 lineage exploration


Hypothesis: v1.102 + mid-cap focus: $15-50B market cap constraint on core engine. This segment showed 61.1% 5d WR vs 46.7% for $50B+.


Hypothesis: v1.102 + high conviction: score threshold 0.55, larger positions (risk 0.07/0.08), fewer but better trades. Score 0.60+ bucket had 62.5% WR.


Hypothesis: v1.102 + aggressive sizing: 10% risk per trade, concentrated. The core engine has 86% WR — bet bigger on proven signal.


Hypothesis: v1.102 + strong-reaction specialist: new engine for 10-15% reaction. This bucket showed 81.8% 5d WR and 72.7% 20d WR (N=11).


Hypothesis: v3 scoring model with market-tilted weights

Train SQS 85.8, test +42.3%. v3 scoring tilts toward market confirmation.


Hypothesis: v1.102 scoring-only variant. Keep the clean engine set and risk stack, but swap to the market-heavier return_max_long_v3 scorer.


Hypothesis: v1.102 scoring-profile variant with threshold compensation. Use return_max_long_v3 and lower nonzero score thresholds to keep candidate flow comparable to v2.


Hypothesis: Ranking-fix rebuild of v1.102. Keep the clean engine set and risk stack, but use descending score ranking as intended.


Hypothesis: Ranking-fix rebuild of v1.159. Uses return_max_long_v3 with threshold compensation on top of corrected descending ranking.


Hypothesis: v1.102 with only core + bullish_raised_priority engines. Remove all niche engines to reduce complexity and focus on proven pair.


Hypothesis: v1.102 but ALL engines use next_open entry instead of reaction_close. Tests whether overnight gap capture improves vs same-day close entry.


Hypothesis: v1.102 with attention-path ranking shifted to market-first ordering.


Hypothesis: v1.159 with attention-path ranking shifted to market-first ordering.


Hypothesis: v3 lineage batch


Hypothesis: Add a strict after-close guidance sleeve for unknown/not_provided post-market guidance events that v1.102 currently leaves uncovered.


Hypothesis: Add a broader after-close guidance sleeve for unknown/not_provided post-market guidance events with lighter volume and gap caps.


Hypothesis: Add a strict after-close guidance sleeve for unknown/not_provided post-market guidance events that v1.102 currently leaves uncovered. Add engine-level parse veto override so the sleeve is not killed by the portfolio-wide 0.60 parse floor.


Hypothesis: Add a broader after-close guidance sleeve for unknown/not_provided post-market guidance events with lighter volume and gap caps. Add engine-level parse veto override so the sleeve is not killed by the portfolio-wide 0.60 parse floor.


Hypothesis: Add a strict after-close guidance sleeve for unknown/not_provided post-market guidance events that v1.102 currently leaves uncovered. Add engine-level parse veto override so the sleeve is not killed by the portfolio-wide 0.60 parse floor. Convert the guidance sleeve to a low-risk patient execution profile.


Hypothesis: Add a broader after-close guidance sleeve for unknown/not_provided post-market guidance events with lighter volume and gap caps. Add engine-level parse veto override so the sleeve is not killed by the portfolio-wide 0.60 parse floor. Convert the guidance sleeve to a low-risk patient execution profile.


Hypothesis: v1.102 + re-enabled macro regime. Risk-off reduces sizing by 50%, neutral by 70%. SPY/QQQ below SMA20 triggers risk reduction.


Hypothesis: v1.102 + tighter trailing (pct_4 instead of pct_6) with faster warmup (2d). Hypothesis: capture gains faster before reversals.


Hypothesis: v1.102 + rank by score only (remove dollar volume from ranking). Lets smaller high-scored stocks get priority.


Hypothesis: v1.102 + extended hold (40d max), no trailing, just target+stop. Pure PEAD drift capture over longer horizon.


Hypothesis: v1.102 + no partial target takes. Disable target fractions so positions only exit via trailing stop or max hold. Let winners run to full potential.


Hypothesis: v1.102 + quick scalp: short hold (10d), tight target (1.0R, 75% take), fast trailing (pct_3, warmup 1d). Capture quick PEAD pop then exit.


Hypothesis: v1.102 + extremely wide A-tier targets (5R, 5% take) + tight non-A (1.5R, 60%). Bet big on best signals, scalp the rest.


Hypothesis: Add a strict after-close guidance sleeve for unknown/not_provided post-market guidance events as a large-cap high-close low-risk satellite. Keep the engine parse veto override, but tighten size and close quality so the sleeve does not crowd out core capital.


Hypothesis: Add a broader after-close guidance sleeve for unknown/not_provided post-market guidance events as a large-cap high-close low-risk satellite. Keep the engine parse veto override, but tighten size and close quality so the sleeve does not crowd out core capital.


Hypothesis: v1.172: relax the v1.170 guidance satellite close band slightly to 0.85 while keeping large-cap and low-risk sizing. This tests whether one extra orderly guidance cohort can improve split/OOT without crowding out core capital.


Hypothesis: v1.173: relax the v1.170 guidance satellite close band to 0.85 but cap reaction-day strength at 4%. This keeps the large-cap low-risk profile while trimming hotter names that may have weaker OOT stability.


Hypothesis: v3.16 (no partials) + wider stops (ATR 3.0) + longer warmup (10d). Give winning trades maximum room.


Hypothesis: v1.102 + per-engine exit overrides. Core engine gets no partials+wide trailing. Bullish_raised gets tight trailing+fast partials. Each engine optimized separately.


Hypothesis: Combine v3.16 (no partials) + v3.8 (v3 scoring at 0.35). Market-tilted ranking with winners running.


Hypothesis: v3 lineage batch


Hypothesis: Add a tiny after-close earnings mixed/inline large-cap orderly satellite on top of v1.170. Keep the cohort narrow enough to avoid crowding out the core and guidance sleeves.


Hypothesis: Add a tiny after-close other-material mixed large-cap orderly satellite on top of v1.170. Keep it small and quality-screened so it does not crowd out the core.


Hypothesis: Add two tiny after-close broad-positive orderly satellites on top of v1.170: earnings mixed inline and other-material mixed. Keep both low-risk and large-cap so they act as optional satellites rather than replacing the core.


Hypothesis: Tighten v1.174's earnings mixed/inline satellite with a close_location cap so the sleeve stays in the mid-high close band and avoids very-high-close late-extension cases.


Hypothesis: Tighten v1.174's earnings mixed/inline satellite further with a stricter close_location cap so only the lower-close orderly cohort survives.


Hypothesis: Size up v1.174's earnings mixed/inline satellite slightly so the few positive satellite trades matter more, while leaving core and all filters unchanged.


Hypothesis: Size up v1.174's earnings mixed/inline satellite one notch more aggressively, still keeping the core unchanged and the sleeve isolated.


Hypothesis: Keep v1.180 sizing, but raise the earnings mixed/inline sleeve's one-off veto threshold slightly so 0.6667 one-off cases can participate while 1.0 one-off cases stay blocked.


Hypothesis: Keep v1.180 sizing, but raise the earnings mixed/inline sleeve's one-off veto threshold further so 0.6667 one-off cases are admitted while the worst 1.0 one-off cases remain blocked.


Hypothesis: Keep v1.180 sizing, but let the earnings mixed/inline sleeve downsize high one-off candidates instead of hard-vetoing them. Use a conservative floor so only a fraction of the blocked cohort gets through.


Hypothesis: Keep v1.180 sizing, but let the earnings mixed/inline sleeve downsize high one-off candidates more aggressively instead of hard-vetoing them.


Hypothesis: Patient Drift: market-only scoring (NLP removed), patient execution (no partials, no early failure, 10d trailing warmup). Based on MFE/MAE empirical analysis.


Hypothesis: Microstructure: event-agnostic quiet conviction strategy. Ultra-conservative sizing with patient execution.


Hypothesis: Combined: Patient Drift core + Microstructure quiet conviction sleeve. Two independent alpha sources.


Hypothesis: Keep v1.180 intact but switch to return_max_long_v5 so dormant material-event sleeves get real ranking power without changing the earnings core.


Hypothesis: v1.185 plus a small broad other_material_event post-market mixed sleeve, now backed by return_max_long_v5 material scoring.


Hypothesis: v1.185 plus a tighter higher-quality other_material_event post-market mixed sleeve under return_max_long_v5.


Hypothesis: Selective patience: v1.180 multi-engine + patient execution on core/priority only, no partials globally, warmup 10d on high-conviction


Hypothesis: Patient v1.180: same 10-engine structure, v4 execution (no partials, no early failure on core, trailing warmup 10d). Tests 'same selection, better execution'.


Hypothesis: v4.4 + patient_drift scoring (market-only, no NLP). Tests if NLP-free ranking also helps in multi-engine.


Hypothesis: v4.6 selective patience + macro regime (neutral 0.8, risk_off 0.5)


Hypothesis: v1.186 with the other-material sleeve restricted to lower oneoff names only, aiming to keep the new alpha while removing the OOT 0.333 bucket.


Hypothesis: v1.188 plus a mild close-location cap on the other-material sleeve to avoid the extreme close-chase names that failed in OOT.


Hypothesis: v4.6 + max hold 20d + high-R profit lock (4R/10%) + macro light. Fixes trade turnover + 63d window.


Hypothesis: v1.180 minimal tweak: no partials on priority+extreme, warmup 8d on core+priority


Hypothesis: v1.188 with the other-material sleeve narrowed to mid-close orderly names, aiming to keep ETN-like setups while dropping late-close OOT losers.


Hypothesis: v4.9 + no partials on core engine too


Hypothesis: v1.188 with a stricter mid-close cap on the other-material sleeve, targeting only the most orderly ETN-like part of the cohort.


Hypothesis: v4.9 + lower core threshold + higher satellite budgets


Hypothesis: v1.188 plus a small orderly material-contract post-market sleeve for unknown/not_provided names with mid-close, moderate-volume behavior.


Hypothesis: v1.188 plus a slightly higher-close orderly material-contract post-market sleeve for unknown/not_provided names.


Hypothesis: v1.192 with the new material-contract orderly sleeve capped at lower volume to avoid the high-volume test loser while keeping the calmer cohort.


Hypothesis: v1.192 with a lower-volume and slightly larger-cap material-contract orderly sleeve, aiming to keep NDAQ/LNT-like names while filtering the weakest additions.


Hypothesis: v1.192 with the new material-contract orderly sleeve capped at moderate volume to exclude the highest-volume outlier while keeping more activity than v1.194.


Hypothesis: v1.192 with the new material-contract orderly sleeve capped just below the test outlier to preserve activity while excluding the highest-volume contract setup.


Hypothesis: v1.192 with the material-contract orderly sleeve capped at a milder reaction to exclude the high-reaction loser while preserving normal-volume activity.


Hypothesis: v1.192 plus a small orderly next-open sleeve for unknown/not_provided pre-market guidance updates.


Hypothesis: v1.192 plus a small orderly next-open sleeve for unknown/not_provided post-market management-change events.


Hypothesis: Add a small orderly next-open sleeve for unknown/not_provided pre-market guidance updates that v1.192 leaves uncovered.

Valid/test stayed intact while WFV and repaired OOT improved enough to lift public SQS from 43.4 to 45.3.

Keep v1.199 as baseline and probe adjacent pre-market guidance or nearby unused generic cohorts without broadening the material-contract sleeve.


Hypothesis: v1.199 plus a small orderly next-open sleeve for unknown/not_provided post-market management-change events, restricted to >10B market cap.


Hypothesis: v1.199 plus a small orderly next-open sleeve for unknown/not_provided post-market management-change events, restricted to >12B market cap.


Hypothesis: v1.199 with a slightly larger pre-market guidance orderly sleeve.


Hypothesis: v1.199 with a slightly larger and higher-priority pre-market guidance orderly sleeve.


Hypothesis: v1.199 with priority-only promotion for the pre-market guidance orderly sleeve.


Hypothesis: v1.199 with priority promotion and extra engine budget for the pre-market guidance orderly sleeve.


Hypothesis: v1.199 plus a small mixed management-change orderly sleeve (min_market_cap_proxy=5B).


Hypothesis: v1.199 plus a small mixed management-change orderly sleeve (min_market_cap_proxy=8B).


Hypothesis: v1.199 plus a small same-day sleeve for unknown regular-hours other-material events.


Hypothesis: v1.199 plus a tighter same-day sleeve for unknown regular-hours other-material events.


Hypothesis: v1.199 with faster no-progress exit for the pre-market guidance orderly sleeve (10d).


Hypothesis: v1.199 with faster no-progress exit for the pre-market guidance orderly sleeve (8d).


Hypothesis: v4.9 on midwide dataset (31% more events). Same execution.


Hypothesis: v4.9 + v4 scoring model (scores material_contract + other_material_event). More trade flow from broader event universe.


Hypothesis: v4.9 + aggressive sizing (risk 0.065/0.072). Amplify per-trade returns.


Hypothesis: Full combo: midwide dataset + v4 scoring + aggressive sizing. Maximum trade flow and per-trade return.


Hypothesis: v4.9 on midwide dataset


Hypothesis: v1.199 with faster no-progress exit for the pre-market guidance orderly sleeve (7d).


Hypothesis: v1.199 with faster no-progress exit for the pre-market guidance orderly sleeve (6d).


Hypothesis: v4.12 (midwide) + aggressive sizing + core risk_pct 0.045


Hypothesis: v4.12 (midwide) + return_max_long_v4 scoring (material events scored) + other_material_event enabled


Hypothesis: v4.12 midwide + aggressive sizing


Hypothesis: v4.12 midwide + 42d WFV windows for smoother validation


Hypothesis: v1.214 (SQS 45.6) + v4 selective patience on priority+extreme+core


Hypothesis: v4.19 (SQS 44.6) on midwide dataset for more events


Hypothesis: v1.214 with faster no-progress exit for the post-market guidance orderly sleeve (10d).


Hypothesis: v1.214 with faster no-progress exit for the post-market guidance orderly sleeve (8d).


Hypothesis: v1.214 with faster no-progress exit for the other-material mixed orderly sleeve (10d).


Hypothesis: v1.214 with faster no-progress exit for the other-material mixed orderly sleeve (8d).


Hypothesis: v4.19 + core/priority/extreme hold 18d for more turnover


Hypothesis: v4.28 on midplus + core risk 0.048 + a_tier 0.065. Max turnover + max return.


Hypothesis: v4.28 on midplus + aggressive sizing


Hypothesis: v4.28 (18d hold) on midplus + core risk 0.045


Hypothesis: v4.28 + very aggressive sizing (core 0.052, a_tier 0.072)


Hypothesis: v1.214 with other-material mixed orderly split by market cap; <= 50B gets faster no-progress exit.


Hypothesis: v1.214 with other-material mixed orderly split by market cap; <= 100B gets faster no-progress exit.


Hypothesis: v4.28 + delayed_add_on_long engine for WFV trade count boost


Hypothesis: v1.214 + tiny high-cap other-material unknown post-market satellite (signal>=0.2, r<=0.025).


Hypothesis: v1.214 + slightly broader high-cap other-material unknown post-market satellite (signal>=0.2, r<=0.04).


Hypothesis: v1.214 + compact high-cap other-material unknown post-market satellite (low-close mild-reaction).


Hypothesis: v4.38 + more aggressive add-on (score min 0.42, max_count 2, days 1-3).


Hypothesis: v1.214 + promoted other-material unknown high-signal satellite (interleave_head_score, maxc=24).


Hypothesis: v1.214 + promoted other-material unknown high-signal satellite (interleave_head_score, maxc=30).


Hypothesis: v4.40 on midwide for max trade flow.


Hypothesis: v4.40 + higher sizing (core 0.048, a_tier 0.068).


Hypothesis: v1.214 + mixed post-market guidance satellite (signal 0.2-0.4).


Hypothesis: add next-open other_material unknown post-market orderly sleeve on top of v1.214

split weaker than baseline but WFV/main/OOT robustness improved materially; need public ranking to decide

if public SQS loses, keep v1.214 and explore entry ranking within mixed post-market cohorts


Hypothesis: v1.214 plus a compact orderly next-open sleeve for unknown/not_provided post-market other-material events (low reaction, sub-0.8 close).


Hypothesis: v1.214 plus a sparse signal-only next-open sleeve for unknown/not_provided post-market other-material events (signal 0.2 cohort).


Hypothesis: reduce per-trade risk for other_material unknown orderly sleeve while keeping its broader budget

split remains close to v1.227 while walk-forward gap collapses materially; needs public ranking check

if public SQS improves, use v1.231 as new baseline and probe mixed post-market entry ranking around it


Hypothesis: v1.214 plus a broad orderly next-open sleeve for unknown/not_provided post-market other-material events.


Hypothesis: cap other_material unknown orderly sleeve at close_location<=0.95 to cut late extended losers while preserving the broad cohort

split, walk-forward, main robustness, and oot robustness all improved or held roughly flat versus v1.231

if public SQS improves, use v1.232 as baseline and probe one more light entry-ranking refinement inside other_material unknown


Force-long on the premarket guidance unknown orderly sleeve fixes selector under-selection of slight negative-reaction winners; split test stayed flat while walk-forward improved and robustness held.

Use v1.236 as the new baseline and continue tuning premarket guidance allocation/ranking.


Hypothesis: v1.231 with ranking tie-break ['-score', 'close_location', '-avg_dollar_volume'].


Hypothesis: v1.231 with ranking tie-break ['-score', 'close_location', 'reaction_day_return', '-avg_dollar_volume'].


Hypothesis: v1.236 plus slightly smaller per-trade sizing for the premarket guidance unknown orderly sleeve.


Hypothesis: v1.236 plus slightly larger engine budget for the premarket guidance unknown orderly sleeve.


Hypothesis: v1.232 + portfolio optimizer (equal_weight, target 5)


Hypothesis: v1.233 + portfolio optimizer (equal_weight, target 5)


Hypothesis: v1.236 + portfolio optimizer (equal_weight, target 5)


Hypothesis: v4.28 + portfolio optimizer (equal_weight, target 5)


Hypothesis: v4.41 + portfolio optimizer (equal_weight, target 5)


Hypothesis: v4.41 + portfolio optimizer (equal_weight, target 5 positions)


Hypothesis: v4.41 baseline + zone-based scoring (non-linear reaction/close/volume zones).


Hypothesis: v6.0 + VIX-continuous sizing scaler + adaptive exit (exhaustion/orderly close zones).


Hypothesis: v6.0 + adaptive exits only (no VIX sizing).


Hypothesis: Lowering per-trade risk and slightly raising engine budget for next_open_long_other_material_unknown_orderly can increase activity-adjusted public SQS without harming robustness.

The other_material_unknown orderly sleeve improved split and walk-forward while keeping activity factor intact enough to raise public SQS from 51.9 to 52.1.

Keep v1.256 as baseline and continue tuning other_material_unknown orderly funding and sector-limit collisions instead of hard entry cuts.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly close_location_max=0.95.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly close_location_max=0.96.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly close_location_max=0.97.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly stop_atr_multiplier_override=2.75.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly stop_atr_multiplier_override=2.5.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly stop_atr_multiplier_override=2.25.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly budget=0.035, risk=0.011.


Hypothesis: Derivative of v1.236 with next_open_long_other_material_unknown_orderly budget=0.04, risk=0.011.


Hypothesis: v4.41 + zone-informed engine filter tightening: higher vol/close gates on core, extended add-ons.


Hypothesis: v4.41 + extended add-ons (day 5, score_min 0.36) only.


Hypothesis: v6.3 + higher targets for core (let winners run) + wider stops for secondary engines


Hypothesis: Derivative of v1.256 with narrow next-open regular-hours other-material unknown satellite (257).


Hypothesis: Derivative of v1.256 with narrow next-open regular-hours other-material unknown satellite (258).


Hypothesis: Derivative of v1.256 with narrow next-open regular-hours other-material unknown satellite (259).


Hypothesis: Derivative of v1.256 with low-close large-cap post-market other-material satellite (260).


Hypothesis: Derivative of v1.256 with low-close large-cap post-market other-material satellite (261).


Hypothesis: Derivative of v1.256 with low-close large-cap post-market other-material satellite (262).


Hypothesis: Derivative of v1.256 with other_material unknown orderly budget=0.05, risk=0.009.


Hypothesis: Derivative of v1.256 with other_material unknown orderly budget=0.05, risk=0.008.


Hypothesis: Derivative of v1.256 with other_material unknown orderly budget=0.06, risk=0.008.


Hypothesis: Derivative of v1.256 with sector capacity tweak (266).


Hypothesis: Derivative of v1.256 with sector capacity tweak (267).


Hypothesis: Derivative of v1.256 with sector capacity tweak (268).


Hypothesis: v6.4 + tighter material engine + non-a-tier target 2.5R (best combo)


Hypothesis: v4.41 + add-on extension (day5, score_min 0.36) + a-tier target 3.5R/no-partial + secondary stop 3.5 ATR

Execution-only changes improve test+59.84% (vs +59.21%), WFV median +8.00% (vs +7.07%), OOT robustness stable. No scoring changes.

Continue execution optimization or explore new alpha sources


Hypothesis: Derivative of v1.256 with guidance unknown orderly budget=0.03, risk=0.012.


Hypothesis: Derivative of v1.256 with guidance unknown orderly budget=0.04, risk=0.012.


Hypothesis: Derivative of v1.256 with guidance unknown orderly budget=0.04, risk=0.01.


Hypothesis: v4.41 + extended add-ons (day 5, parent_score_min 0.36). Execution-only, no scoring changes.

Preserves all v4.41 metrics while adding +2 test trades (+59.57% vs +59.21%). OOT robustness improved (78.6% vs 76.4%).


Hypothesis: v6.3 + a-tier target 3.5R/no-partial only (no secondary stop change)


Hypothesis: v4.41 + extended add-ons (day 5, score_min 0.36) only.


Hypothesis: Derivative of v1.271 with guidance unknown orderly budget=0.05, risk=0.01.


Hypothesis: Derivative of v1.271 with guidance unknown orderly budget=0.045, risk=0.01.


Hypothesis: Derivative of v1.271 with guidance unknown orderly budget=0.04, risk=0.009.


Hypothesis: Derivative of v1.271 with guidance unknown premarket orderly risk=0.012.


Hypothesis: Derivative of v1.271 with guidance unknown premarket orderly budget=0.025, risk=0.012.


Hypothesis: Derivative of v1.271 with guidance unknown premarket orderly budget=0.03, risk=0.012.


Hypothesis: Derivative of v1.274 with recovery oneoff downsizing floor=0.1.


Hypothesis: Derivative of v1.274 with recovery oneoff downsizing floor=0.15.


Hypothesis: Derivative of v1.274 with recovery oneoff downsizing floor=0.2.


Hypothesis: Derivative of v1.274 with premarket guidance next-open recycle enabled.


Hypothesis: Derivative of v1.274 with premarket guidance next-open recycle enabled and lower risk.


Hypothesis: Derivative of v1.274 with premarket guidance next-open recycle enabled and minimal risk.


Hypothesis: Derivative of v1.274 with other_material_unknown sector cap override 6.


Hypothesis: Derivative of v1.274 with recovery sector cap override 6.


Hypothesis: Derivative of v1.274 with recovery and other_material_unknown sector cap override 6.


Hypothesis: Derivative of v1.274 with broader ordered recovery oneoff sibling.


Hypothesis: Derivative of v1.274 with broader ordered recovery oneoff sibling at lower risk.


Hypothesis: Derivative of v1.274 with slightly tighter broad oneoff sibling.


Hypothesis: v6.3 + new unknown OME engine capturing 60+ untapped candidates


Hypothesis: v6.3 + new unknown-OME engine (cl>=0.55, ret 1-6%, vol>=1.0, cap>=8B, stop 4.0ATR)

Further OME filter tuning and trade quality improvement


New OME engine adds 15 train trades. RM 81.3->89.8%, OOT 78.6->84.3%.


Hypothesis: v6.15 + mixed-OME engine + broadened material_contract engine

More trades, higher RM. Train 77t +64.0%. WFV mean +9.58%.


Hypothesis: v6.18 + a-tier target 3.5R/no-partial to maximize big winners


Hypothesis: v6.18 + lower OME cap (4B), broader reaction range. More trades in weak periods.

WFV worst -0.89% (was -1.31%), RM worst -1.97% (was -2.08%). More consistent across folds.


Hypothesis: v6.18 + lower OME cap 4B, broader reaction. WFV worst -0.89%, RM worst -1.97%.

Broader OME fills weak periods. WFV worst improved -1.31 to -0.89%. Train 81t +62.9%.


Hypothesis: v6.22 + a-tier target 3.5R/no-partial. Maximize big winners on broad OME base.


Hypothesis: v6.25 + expanded reaction ranges for material/OME engines

RM 94.6%! 83 train trades. Broader reaction capture.


Hypothesis: v1.298 plus broader ATR stop for broad oneoff sibling.


Hypothesis: v1.298 plus reaction-day-low stop for broad oneoff sibling.


Hypothesis: v1.298 plus broader ATR and reaction-day-low stop for broad oneoff sibling.


Hypothesis: v1.298 with broad oneoff narrowed to 5-7% reaction band.


Hypothesis: v1.298 with broad oneoff narrowed to 4.5-7.5% reaction band.


Hypothesis: broad oneoff capped at 7% reaction improved public SQS over v1.298

WFV and public SQS improved over v1.298 while preserving OOT robustness.

Tune broad oneoff/selective funding to target SQS 70 with overfit caution.


Hypothesis: v6.26 + v1.298 engines (broad_oneoff recovery + unknown OME low-vol) - no add-ons


Hypothesis: v6.26 + v1.298 engines (broad_oneoff + unknown_OME_lowvol). No add-ons.

111 train trades. WFV worst -0.18% (was -0.89%). RM 93.4%. Merged v1.298 engines.


Hypothesis: v1.304 split broad oneoff into <=3% and 5-7% reaction sleeves (variant 305).


Hypothesis: v1.304 split broad oneoff into <=3% and 5-7% reaction sleeves (variant 306).


Hypothesis: v1.304 split broad oneoff into <=3% and 5-7% reaction sleeves (variant 307).


Hypothesis: v1.304 plus tiny high-reaction broad-oneoff micro-sleeve improved activity without damaging validation

AEIS-only high-reaction micro-sleeve raised activity factor and improved public SQS over v1.304.

Search adjacent micro-sleeves and selective funding rules with overfit caution toward SQS 70.


Hypothesis: v1.305 with slightly higher two-sleeve broad-oneoff budget (variant 308).


Hypothesis: v1.305 with slightly higher two-sleeve broad-oneoff budget (variant 309).


Hypothesis: v1.304 with broad oneoff volume_ratio_20d cap 3.5.


Hypothesis: v1.304 with broad oneoff volume_ratio_20d cap 3.25.


Hypothesis: v1.304 plus tiny high-reaction broad-oneoff sleeve (variant 313).


Hypothesis: v6.29 + quality gates on weak engines (material_unknown, broad_oneoff, guidance_premarket)

WFV worst worsened -0.18 to -1.01. Valid improved +41.89%. Trade quality gates help DD but hurt WFV.


Hypothesis: v6.29 + guidance_premarket risk 0.015→0.010 only

Minimal change. WFV mean +9.94% (marginal). WFV worst slightly worse.


Hypothesis: v6.29 + add-ons restored (day 1-5, score_min 0.36, broad parent engines)

Add-ons boost trade count (113t/18v/28t). WFV worst -0.18% maintained.


Hypothesis: v1.312 with weaker next-open sleeves downsized (variant 314).


Hypothesis: v1.312 with weaker next-open sleeves downsized (variant 315).


Hypothesis: v1.312 with weaker next-open sleeves downsized (variant 316).


Hypothesis: v1.312 with only other_material_unknown_orderly risk trimmed slightly.


Hypothesis: v1.312 with only unknown_material_orderly risk trimmed slightly.


Hypothesis: v1.312 with mild trims on both unknown orderly sleeves, leaving recovery unchanged.


Hypothesis: v6.29 + a-tier risk concentration (0.048/0.065 vs 0.052/0.058)

WFV mean +10.02% (marginal gain). OOT/RM stable.


Hypothesis: v1.312 with mild trim on other_material_unknown and slight upsize on guidance_unknown_orderly.


Hypothesis: v1.312 with mild trim on other_material_unknown and slightly higher guidance_unknown_orderly budget.


Hypothesis: v1.312 with guidance_unknown_orderly slight upsize only.


Hypothesis: v6.26 + v1.298 engines (broad_oneoff recovery + unknown OME low-vol) - no add-ons


Hypothesis: v6.29 + delayed entry engine (D+3, all source engines, 1% min drift)

Delayed entry adds 4 train trades. WFV/RM stable. New alpha source validated but marginal.


Hypothesis: v6.29 + delayed entry engine (D+3 drift confirmation)


Hypothesis: Relax parse_confidence gate from 0.60 to 0.45 for market-confirmed earnings (ret>5%, cl>0.55, vol>1.3) to unlock blocked candidates

Train 111 trades/+61.87%/SQS 89.8, Valid 15/+40.52%/SQS 43.1, Test 23/+56.78%/SQS 89.5. WFV 12 folds: mean +9.88%, 91.7% positive, worst -0.18%. RM 84.9% positive windows, worst -1.52%. Identical trade set to v6.29 (market-confirmed gate did not trigger on current dataset events).

Investigate why gate did not trigger - may need to lower reaction threshold or check parse_confidence distribution


Hypothesis: v6.29 + market-confirmed parse gate relaxation (scoring v7 + veto lowered to 0.45) to unlock low-parse earnings with strong market reaction

Gate now active: train 125 trades (+14) but return dropped 61.87%→36.32%, WFV mean 9.88%→6.80% with worst fold -2.93% (was -0.18%), RM positive 84.9%→81.4%. New events are net negative on train/WFV. Test +43.06%/SQS 88.5 still strong but lower. The relaxed events (parse 0.45-0.60 + strong reaction) add noise, not alpha.

Abandon blanket gate relaxation. Instead try: (1) tighter market confirmation (ret>10% instead of 5%), or (2) use market-confirmed events only in a dedicated engine with smaller risk sizing


Hypothesis: Extend max_holding_days for next_open engines 20→28d. 28 TIME exits in v6.29 train averaged +5.94% at ceiling — let them run longer with trailing stop protection.

Train SQS 91.1 (v6.29: 89.8) from better risk score, but return 59.49% (v6.29: 61.87%) and 2 fewer trades (109 vs 111) from capital tied up longer. WFV mean 9.78% (v6.29: 9.88%), worst fold -0.46% (v6.29: -0.18%). RM identical 84.9%. Valid/test unchanged. The extended hold lets winners run slightly but blocks new entries — net wash.

Extended holding is a wash due to capital lockup. Try reducing per_trade_risk_pct slightly to free capital for more concurrent positions.


Hypothesis: Reduce per_trade_risk 0.052→0.042, increase max_positions 24→28 to free capital for more concurrent trades

Identical trade set (111 train, 15 valid, 23 test). Insufficient_cash rejections are from earnings season clustering, not absolute capital. Smaller positions don't help because events arrive simultaneously. WFV/RM identical. Bottleneck is timing concentration, not position sizing.

v6.29 is at local optimum for parameter tuning. Need fundamentally new alpha (new data source, new event type, or structural change like intraday entry) to break through.


Hypothesis: v1.312 on corrected timing snapshot, with tighter close cap for unknown premarket guidance.


Hypothesis: v1.312 corrected snapshot plus conservative bullish/raised large-cap post-market earnings sleeve.


Hypothesis: v1.325 plus oneoff downsizing for bullish/raised large-cap post-market earnings sleeve.


Hypothesis: Corrected-snapshot v1.312 plus tiny same-day unknown-guidance breakout sleeve inspired by SEDG-like misses.


Hypothesis: Corrected-snapshot baseline with strict capital-efficiency interleave ordering.


Hypothesis: v5.9 plus tiny large-cap low-close post-market bullish-raised earnings sleeve.


Hypothesis: Corrected-snapshot patient-drift family narrowed to pre/post-market earnings continuation.


Hypothesis: Corrected-snapshot v1.312 plus tiny post-market guidance continuation sleeve inspired by missed top-gainer style follow-through, not event-day chasing.


Hypothesis: Corrected-snapshot v1.312 plus tiny pre-market unknown-guidance low-close recovery sleeve from residual broad scan.


Hypothesis: Corrected-snapshot v1.312 plus smaller-sized pre-market unknown-guidance low-close recovery sleeve to reduce cash collisions.


Hypothesis: Cash-aware tiebreak ordering on top of v5.5 residual pre-market recovery sleeve.


Hypothesis: Capital-efficiency soft ordering on top of v5.5 residual pre-market recovery sleeve.


Hypothesis: Corrected-snapshot baseline with cash-aware interleave ordering.


Hypothesis: Corrected-snapshot baseline with soft capital-efficiency interleave ordering.


Hypothesis: v6.46 on corrected filing-time snapshot to verify structural robustness without metadata leakage


Hypothesis: v6.44 on corrected filing-time snapshot to test whether v7 scoring stays robust after metadata repair


Hypothesis: v6.47 + soft cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.47 + strict cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.29 on corrected filing-time snapshot as structural control against v6.47


Hypothesis: v6.45 on corrected filing-time snapshot to test extended next-open holds after metadata repair


Hypothesis: v6.51 + soft cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.51 + strict cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.51 + soft oneoff downsizing on bullish_raised_recovery main engine


Hypothesis: v6.51 + ultra-conservative oneoff downsizing on bullish_raised_recovery main engine


Hypothesis: v6.51 + sector cap 5→6 on corrected filing-time snapshot


Hypothesis: Reclassifying 1664 unknown events expands candidate pool for existing engines

Train SQS 84.3 similar to v6.29. Valid +17%/SQS 89.5, Test +105%/SQS 91.6. WFV 80% positive 7.44% mean. RM 85.1% positive. Reclass expanded pool but no material improvement over baseline.

Test financial features v6new.2 and small-cap v6new.3


Hypothesis: v6.51 corrected snapshot + narrow large-cap bullish raised one-off sibling (base)


Hypothesis: v6.51 corrected snapshot + narrow large-cap bullish raised one-off sibling (tighter)


Hypothesis: v6.29 + financial features (eps_growth_qoq, revenue_growth_qoq) via scoring v8 conditional bonus


Hypothesis: Adding eps_growth_qoq/revenue_growth_qoq via scoring v8 financial bonus improves earnings scoring

Train SQS 84.2 nearly identical to v6.29. Valid +20.41%/SQS 89.8 (slightly better). Test +82.27%/SQS 91.5. WFV 75% positive 7.45% mean. RM 84.2% positive. Financial bonus too small (7% max) to materially change ranking.

Could increase financial weight or use as hard gate for earnings events


Hypothesis: Cross-event drift momentum (v9 scoring, 10% bonus from prior same-ticker 5d drift)

Train SQS 81.4 (down from 84.3). Momentum bonus hurts because it boosts already-high-scoring events marginally while not filtering bad ones. WFV 75%/5.97%. RM 83.9%.


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.008)


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007)


Hypothesis: v6.63 + lower per-trade risk on bullish_raised_recovery_broad_oneoff (0.006)


Hypothesis: v6.63 + lower per-trade risk on other_material_unknown_orderly (0.006)


Hypothesis: v6new.4 + prior drift hard gate: only trade when prior same-ticker drift >= 0 (or no prior)


Hypothesis: Cross-event gated drift: reject events where prior same-ticker 5d drift was negative

Train SQS 88.0 (+3.7 vs v6.29 84.3). Key improvement: risk component up (58.1 vs 46.8) from lower drawdown and better consistency (92.3 vs 87.8). Prior negative drift gate filters losers. WFV 75%/5.82%. RM 85.4%/-4.34% worst (better than baseline -8.73%).

Combine with v6.29 best engines or tune gate threshold


Hypothesis: v6.63 + lower per-trade risk on bullish_raised_recovery main engine (0.04)


Hypothesis: v6.63 + soft cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.63 + strict cap-efficiency allocator on corrected filing-time snapshot


Hypothesis: v6.63 + slightly higher daily new risk cap (0.80) on corrected filing-time snapshot


Hypothesis: v6.63 + higher daily new risk cap (0.84) on corrected filing-time snapshot


Hypothesis: v6.63 + slightly smaller sizing on guidance_unknown_orderly to relieve cash crowding


Hypothesis: v6.63 + smaller sizing on guidance_unknown_orderly to relieve cash crowding


Hypothesis: Canonical corrected baseline with lower per-trade risk for next_open_long_unknown_ome_orderly (0.012) to reduce crowding from a weak valid/test sleeve.


Hypothesis: Canonical corrected baseline with faster no-progress exit for next_open_long_unknown_ome_orderly (12d -> 10d) to reduce long weak holds.


Hypothesis: Canonical corrected baseline with next_open_long_unknown_ome_orderly disabled to measure sleeve removal effect on corrected split quality.


Hypothesis: v6.29 baseline on v2 reclassified snapshot (control experiment)

Same config as v6.29 on expanded v2 snapshot. Integrated baseline for v6new experiments.


Train SQS 88.0 vs baseline 84.3. Lower drawdown, better consistency. Prior negative drift gate filters losers.


Hypothesis: Canonical corrected baseline plus a tiny cash-efficient post-market unknown-OME sibling for blocked low-reaction other_material candidates.


Hypothesis: Canonical corrected baseline plus a tiny cash-efficient hot-band broad-oneoff sibling for blocked post-market bullish/raised earnings candidates.


Hypothesis: Canonical corrected baseline with faster no-progress exit for next_open_long_mixed_ome_orderly (12d -> 10d) to reduce flat long-hold crowding.


Hypothesis: Canonical corrected baseline with lower per-trade risk for next_open_long_mixed_ome_orderly (0.015 -> 0.012) to reduce crowding from low-marginal mixed OME holds.


Hypothesis: v6.63 + narrow next_open recycle: unknown_ome can replace stale profitable guidance_unknown_orderly after 20d with higher score.


Hypothesis: v6.82 + narrow premarket guidance recycle: only replace stale profitable guidance_unknown_orderly after 25d.


Hypothesis: v6.63 + shorter hold on guidance_unknown_orderly (20d -> 15d) to reduce stale cash occupancy.


Hypothesis: v6.63 + shorter hold on guidance_unknown_orderly (20d -> 12d) to reduce stale cash occupancy.


Hypothesis: v9g cross-event drift gate on original v1 snapshot (proper A/B vs v6.29)


Hypothesis: v6.29 with 2 weakest OOS engines disabled (unknown_ome, other_material_unknown)


Hypothesis: v6.29 with 2 OOS-negative engines pruned (unknown_ome, other_material_unknown)

Engine pruning: removed 2 engines with 0-33% OOS WR. Train SQS 91.1 (+1.3 vs 89.8). Test +59.16%. WFV 91.7% positive, 9.46% mean, gap 11.53%. RM 84.4%/-1.85%.


Hypothesis: Prune 2 OOS-negative engines


Hypothesis: v6.29 control re-run with proper OOT on v1 snapshot


Hypothesis: 2 new engines for missed quality post-market events (bullish_raised_strong + mixed_notprovided)


Hypothesis: v6.29 control with combined valid+test OOT (252d windows available)


Hypothesis: v6.29 with combined OOT


Hypothesis: 2 new post-market coverage engines with combined OOT


Hypothesis: v6new.8 with tighter risk on new engines: stabilize WFV while keeping coverage


Hypothesis: Lower other_material_unknown_orderly per-trade risk one notch to improve validation and OOT without changing test funded set.

Full stack ties v6.63 at public SQS 62.8; valid and OOT downside improve slightly but rounded public score does not move.

Close this sizing axis and return to blocked broad_oneoff or allocator interactions.


Hypothesis: v6new.9 minus 2 OOS-negative engines: bullish_raised_strong + unknown_ome


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007) | guidance_unknown_orderly hold=18


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007) | guidance_unknown_orderly hold=19


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007) | other_material_unknown_orderly risk=0.0075


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007) | other_material_unknown_orderly risk=0.0065


Hypothesis: v6.59 + lower per-trade risk on other_material_unknown_orderly (0.007) | other_material_unknown_orderly risk=0.0065 | other_material_unknown_orderly risk=0.0055


Hypothesis: v6new.9 with gap cap widened + bullish_raised tightened


Hypothesis: v6new.9 risk tuning experiment 12


Hypothesis: v6new.9 + higher daily risk (0.76->0.95) and max_positions (24->30) for more concurrent trades


Hypothesis: v6new.9 risk tuning experiment 13