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momentum-system/docs/research
momentum devandClaude Opus 4.8 4fc02a8c71 Discovery: merge %-gainer movers (the wildcards volume-ranking can't see)
Forensic from the source trader's 2026-07-02 recap: his ENTIRE day (+$8.9k) was CX — a thin
reverse-split name that squeezed $3->$6 on a headline (his "wildcard effect": on dead pre-holiday
days the one mover gets everyone's attention). Our system NEVER SAW IT: zero bars, zero discovery
events. Root cause: discovery ranks by ABSOLUTE SHARE VOLUME (most-actives), and a thin %-squeezer
never cracks a volume-ranked top-N. Every other name he called out we saw and judged the same way
he did (DSY passed/backed-out, CWD too cheap, AHMA rejected) — the gap was pure discovery scope.

- alpaca_paper/client.py: get_movers(top) — /v1beta1/screener/stocks/movers top %-gainers
  (verified working with our keys: CLRO +114%, CWD +73% live).
- discover_active_symbols: wildcard gainers are fetched FIRST (warrants/units filtered:
  '.'-suffixed + 5-char W-endings), deduped with most-actives, same price-band filter.
  Additive + fail-open: a movers failure never breaks the existing actives path.

Discovery/ingestion scope ONLY — every trading gate (confirmation window, quality, VWAP, cap)
still applies unchanged. The immediate value is that shadow tracks + the labeler finally get
BARS for wildcard movers, so the next CX is measurable instead of invisible.

Verified live: universe now leads with gainer-sourced names (CLRO, CWD, USDE, YRD, DSY). 16 tests pass.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-02 13:02:50 -04:00
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