Every conclusion so far -- including the LIVE confirmation gate -- rests on 19-26 days of
history; the weakest link in the whole evidence base. The paid plan's 9+ years of SIP data
fixes it surgically: pull ~1yr of DAILY bars for the full listed universe (11,693 symbols
after junk filtering, via new client.get_assets), reconstruct each day's TOP-20 gappers
(gap>=10%, open $1-20, vol>=300k) into historical_gappers, pull SIP minute bars
(premarket included) for JUST those ~4-5k gapper symbol-days, then replay the ORB across
the year: conversion by CONFIRMATION-MINUTE bucket + month-by-month consistency.
PRE-REGISTERED BAR (locked before the data): the gate generalizes if the early(<=15min)
bucket beats late by >= +0.25R expectancy AND wins >= 70% of months. Steps are individually
resumable (minutes skips already-present symbol-days).
Side-effect handled: labeler._preload_daily now scoped to symbols with minute bars (the
whole-market daily universe would balloon the unscoped preload to ~3M dict entries).
Bonus: the historical gapper minute bars (incl premarket) massively grow the pm1 premarket
track's future sample.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
