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"2025-08-22", "2025-08-25", "2025-08-26", "2025-08-27", "2025-08-28", "2025-08-29", "2025-09-02", "2025-09-03", "2025-09-04", "2025-09-05", "2025-09-08", "2025-09-10", "2025-09-11", "2025-09-12", "2025-09-15", "2025-09-16", "2025-09-18", "2025-09-19", "2025-09-22", "2025-09-23", "2025-09-24", "2025-09-25", "2025-09-26", "2025-09-29", "2025-09-30", "2025-10-01", "2025-10-02", "2025-10-03", "2025-10-06", "2025-10-07", "2025-10-08", "2025-10-09", "2025-10-10", "2025-10-13", "2025-10-14", "2025-10-15", "2025-10-16", "2025-10-17", "2025-10-20", "2025-10-21", "2025-10-22", "2025-10-23", "2025-10-24", "2026-02-18", "2026-02-19", "2026-02-20", "2026-02-23", "2026-02-24", "2026-02-25", "2026-02-26", "2026-02-27" ], "gamma_p5": 33156260.0, "gamma_p95": 360725857.59999996, "reach_threshold": 60, "hold_threshold": 60, "rvol_low": 0.96, "rvol_high": 1.06, "notes": [ "WALL type is mathematically impossible with current scoring formulas.", "Proof: WALL requires hold >= 60 AND reach < 60.", "hold >= 60 implies bms >= 60 + 15*s.", "Substituting into reach < 60: (60 + 15*s) + 20*s^2 < 60 => 15*s + 20*s^2 < 0.", "Since s in [0,1], this is always False. WALL can never occur.", "Consider revising thresholds: lower HOLD threshold to 50, or adjust formula weights.", "MAGNET is rare (N=3) due to requiring high dte0_share with moderate bms.", "Most clusters are WEAK because gamma magnitude (bms) is typically low.", "Bounce rate (1.0%) is low \u2014 5pt reversal in 30 min window may be too strict.", "RVOL multiplier partially validated: LOW shows 0.86x (expected 0.69x), HIGH shows flat (expected 1.63x).", "RVOL HIGH does not show the 1.63x edge \u2014 may need more data or different metric." ] }, "overall": { "n": 204, "reach_rate": 0.4853, "bounce_rate": 0.0049, "bounce_if_reached": 0.0101 }, "by_cluster_type": { "FORTRESS": { "n": 15, "reach_rate": 0.5333, "bounce_rate": 0.0667, "bounce_if_reached": 0.125 }, "MAGNET": { "n": 3, "reach_rate": 0.6667, "bounce_rate": 0.3333, "bounce_if_reached": 0.5 }, "WALL": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null }, "WEAK": { "n": 186, "reach_rate": 0.4785, "bounce_rate": 0.0054, "bounce_if_reached": 0.0112 } }, "by_rvol_tier": { "LOW": { "n": 62, "reach_rate": 0.4355, "bounce_rate": 0.0161, "bounce_if_reached": 0.037 }, "MID": { "n": 71, "reach_rate": 0.507, "bounce_rate": 0.0141, "bounce_if_reached": 0.0278 }, "HIGH": { "n": 71, "reach_rate": 0.507, "bounce_rate": 0.0141, "bounce_if_reached": 0.0278 } }, "by_type_x_rvol": { "FORTRESS\u00d7LOW": { "n": 2, "reach_rate": 1.0, "bounce_rate": 0.5, "bounce_if_reached": 0.5 }, "FORTRESS\u00d7MID": { "n": 8, "reach_rate": 0.5, "bounce_rate": 0.125, "bounce_if_reached": 0.25 }, "FORTRESS\u00d7HIGH": { "n": 5, "reach_rate": 0.4, "bounce_rate": 0.2, "bounce_if_reached": 0.5 }, "MAGNET\u00d7LOW": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null }, "MAGNET\u00d7MID": { "n": 1, "reach_rate": 0.0, "bounce_rate": 0.0, "bounce_if_reached": null }, "MAGNET\u00d7HIGH": { "n": 2, "reach_rate": 1.0, "bounce_rate": 0.5, "bounce_if_reached": 0.5 }, "WALL\u00d7LOW": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null }, "WALL\u00d7MID": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null }, "WALL\u00d7HIGH": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null }, "WEAK\u00d7LOW": { "n": 60, "reach_rate": 0.4167, "bounce_rate": 0.0167, "bounce_if_reached": 0.04 }, "WEAK\u00d7MID": { "n": 62, "reach_rate": 0.5161, "bounce_rate": 0.0161, "bounce_if_reached": 0.0312 }, "WEAK\u00d7HIGH": { "n": 64, "reach_rate": 0.5, "bounce_rate": 0.0156, "bounce_if_reached": 0.0312 } }, "by_distance": { "0-10": { "n": 35, "reach_rate": 0.9429, "bounce_rate": 0.0286, "bounce_if_reached": 0.0303 }, "10-20": { "n": 55, "reach_rate": 0.5818, "bounce_rate": 0.0182, "bounce_if_reached": 0.0312 }, "20-30": { "n": 39, "reach_rate": 0.3846, "bounce_rate": 0.0256, "bounce_if_reached": 0.0667 }, "30-50": { "n": 75, "reach_rate": 0.2533, "bounce_rate": 0.0133, "bounce_if_reached": 0.0526 }, "50+": { "n": 0, "reach_rate": null, "bounce_rate": null, "bounce_if_reached": null } }, "v3_comparison": { "A": { "n": 51, "reach_rate": 0.5098, "bounce_rate": 0.0196, "bounce_if_reached": 0.0385 }, "B": { "n": 51, "reach_rate": 0.4314, "bounce_rate": 0.0196, "bounce_if_reached": 0.0455 }, "C": { "n": 51, "reach_rate": 0.4706, "bounce_rate": 0.0196, "bounce_if_reached": 0.0417 }, "D": { "n": 51, "reach_rate": 0.5294, "bounce_rate": 0.0196, "bounce_if_reached": 0.037 } }, "cluster_type_stats": { "FORTRESS": { "n": 15, "reach_score_mean": 81.1892879234863, "hold_score_mean": 71.03573273524758, "dte0_share_mean": 0.4240855050034162 }, "MAGNET": { "n": 3, "reach_score_mean": 65.5344895749202, "hold_score_mean": 54.14303430932652, "dte0_share_mean": 0.46741054832880274 }, "WALL": { "n": 0, "reach_score_mean": null, "hold_score_mean": null, "dte0_share_mean": null }, "WEAK": { "n": 186, "reach_score_mean": 17.001311100472623, "hold_score_mean": 8.363188327694072, "dte0_share_mean": 0.3647600688914005 } }, 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