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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@@ -851,7 +851,8 @@ def test_population_gate_full_band_semantics():
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assert ok(gap_pct=2.78, rvol=40.0) is None # LHSW: verified squeeze
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assert ok(gap_pct=2.78, rvol=0.4) is not None # split fake: rejected
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assert ok(gap_pct=2.78) is not None # unverified squeeze: rejected
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assert ok(gap_pct=0.20, price=0.98) is not None # SKIN: below $1
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assert ok(gap_pct=0.20, price=0.98) is not None # SKIN: below the floor
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assert ok(gap_pct=0.20, price=1.50) is not None # $1-2 bucket: -0.031R/609 unbiased entries
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assert ok(gap_pct=0.20, price=21.5) is not None # above $20
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assert ok(gap_pct=0.20, price=5.0) is None
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assert ok(gap_pct=None) is None # fail-open on missing gap
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