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momentum-system/runtime
momentum devandClaude Opus 5.5 81e505b845 fix: verify squeezes on a median volume baseline and ingest from the premarket
KITT on 2026-09-25 (+557%, 9.3M shares, the day's biggest mover) was benched
as "gap 557% squeeze unverified (rvol 1.54)". Two separate faults:

1. The rvol baseline was the 20-day MEAN, and two 11-14M-share days on
   09-01/09-02 put it at 1.66M against a 333k median. Squeeze verification
   (gap >= 150% needs rvol >= 5) now takes the stronger of the mean-baseline
   reading and the median-baseline one. Both are cumulative volume over a
   full day's baseline, not prorated, so they share the units the rvol >= 5
   boundary was calibrated in. A reverse-split fake still reads ~0.01 on
   both. This applies in the watcher pre-filter, the trigger book's squeeze
   exception and the fast-path population gate. The ranking and the tod-rvol
   arm signal are unchanged.

2. A name's first ingest reached back only to ~09:15 (09:30 + 15 min, or
   the 20-minute refresh floor). KITT was found at 09:35, so its stored day
   began at 09:13 and missed the 09:00 squeeze and ~6M premarket shares.
   The first pass now covers the session from 04:00 ET.

With both fixed, KITT's volume at 09:35 is ~20x its median day.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-09-25 12:08:13 -05:00
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