Selection refinements from clean-universe replay of the trader's criteria

Tested the source trader's numeric selection playbook on the unbiased
(open-knowable) year universe, n=2,643 point-in-time ORB entries:
- Dead band RE-CONFIRMED on clean data (35-75% +0.006, 75-150% -0.066)
  — CLRO/VTAK were anecdotes; band exclusion + squeeze exception stand.
- His $5-10 price sweet spot inverts for our system: edge RISES with
  price ($10-20 best at +0.143); the $1-2 bucket is negative (-0.031,
  n=609). SHIPPED: price floor $1->$2 (population gate band now
  env-driven TRADING_PRICE_MIN/MAX; watcher floor raised to match).
- His rvol>=5 floor is backwards for us: rvol 2-5x at entry +0.346R vs
  >=10x -0.047 (n=818) — crowded spotlight names hurt our entries.
  NOT shipped (conflicts with the squeeze exception's rvol needs;
  logged for forward validation via the new per-signal relative_volume).
- SHIPPED: buyout/merger headlines never rank-boost (price is pegged —
  the CRNX class); keyword suppression in the catalyst multiplier.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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momentum devandClaude Opus 4.8 committed 2026-07-08 18:09:54 -04:00
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@@ -851,7 +851,8 @@ def test_population_gate_full_band_semantics():
assert ok(gap_pct=2.78, rvol=40.0) is None # LHSW: verified squeeze
assert ok(gap_pct=2.78, rvol=0.4) is not None # split fake: rejected
assert ok(gap_pct=2.78) is not None # unverified squeeze: rejected
assert ok(gap_pct=0.20, price=0.98) is not None # SKIN: below $1
assert ok(gap_pct=0.20, price=0.98) is not None # SKIN: below the floor
assert ok(gap_pct=0.20, price=1.50) is not None # $1-2 bucket: -0.031R/609 unbiased entries
assert ok(gap_pct=0.20, price=21.5) is not None # above $20
assert ok(gap_pct=0.20, price=5.0) is None
assert ok(gap_pct=None) is None # fail-open on missing gap