Distills each gapper's premarket tape (first-hit price/time, pm high/low,
run %, open-vs-pm-high, VWAP distance, jackknife count) into a
premarket_structure table for entry-conversion analysis. Motivated by
FCUV 2026-07-31: our DB captured the full $1.98->$10.49 premarket ramp
while the ORB entered at $11.89 into the reversal.
Pre-registered hypotheses H1-H3 locked in the module docstring before any
data was examined; report command prints descriptive buckets only, with
n>=30/bucket floor and Phase-2 shadow bar required for promotion. Gates
nothing, trades nothing.
Wired into the nightly scheduler after premarket_eval. One session scan
per build (per-symbol queries were ~100x slower); partial session index
created post-close only (mid-market CONCURRENTLY build deadlocked against
live ingest).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
