The pre-registered premarket hypothesis H3 (the source trader's actual
entry) made executable: both legs run per symbol-day over the year of
labeled gapper sessions, sharing the deployed exit engine (config parity)
and +1-tick adverse fills so the paired delta isolates ENTRY choice.
Comparison metric locked in the module docstring before the first run:
paired mean R delta (H3-ORB) where both fire, pass at >= +0.05R with
n >= 300 pairs, plus a stop-unit guard (median stop-distance % and
captured-move % printed for both legs — R parity from a tighter stop is
a fail, the vwap-reclaim lesson).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
