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momentum devandClaude Opus 5.5 0c8a27e23f feat: switch to turn off the >=150% gap squeeze exception (default on)
TRADING_GAP_SQUEEZE_ENABLED=0 rejects >=150% gappers in the population gate
(watcher pre-filter and entry gate) and zeroes the trigger book's squeeze
arm. One switch covers all three paths.

Why: while testing the trader's "trade the leading gainers" idea on 1,093
live-band v1 ORB breaks (Jun-Sep 2026, current exits), top-3 gainers at the
break did WORSE (diff -0.48R Jun-Jul, -0.40R Aug-Sep, 90% CIs excluding 0).
That turned out to be almost entirely the >=150% squeeze-exception names:

  gap 10-35%   Jun-Jul +0.27R (n=342)   Aug-Sep +0.13R (n=327)
  gap >=150%   Jun-Jul -0.21R (n=65)    Aug-Sep -0.30R (n=53)

Our own squeeze fills: -0.31R / -0.33R realized (n=16). By the time a squeeze
name breaks its opening range the move has happened; the trader catches these
names premarket, which the bot does not. This finding was post-hoc (not the
pre-registered direction), but it held in both halves and in the real fills.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01E3S5EFKThFVrjmN4HHsHMN
2026-09-28 09:45:51 -05:00
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