######## A. Snapshots — 654 stock-days over 22 days (63 big winners) --- at 10:00: 543 stock-days; rising to the close 264 measure AUC rise 1st half 2nd half | AUC big | median rose median fell move_norm 0.47 0.44 0.50 | 0.80 | -0.20 -0.13 r2_30 0.48 0.52 0.44 | 0.79 | -0.03 -0.01 r2_15 0.48 0.47 0.49 | 0.67 | -0.02 0.00 eff15 0.48 0.45 0.51 | 0.67 | -0.05 -0.01 acc15 0.41 0.43 0.38 | 0.42 | -0.07 0.04 <- consistent acc5 0.51 0.50 0.52 | 0.49 | -0.05 -0.06 vrel15 0.49 0.47 0.51 | 0.61 | 0.98 0.99 rvol 0.49 0.47 0.50 | 0.60 | 0.96 0.99 vwap_pct 0.46 0.48 0.45 | 0.79 | -0.26 -0.10 room_pct 0.53 0.54 0.52 | 0.62 | 1.40 1.20 pos14 0.49 0.49 0.48 | 0.72 | 37.20 36.60 --- at 10:30: 651 stock-days; rising to the close 312 measure AUC rise 1st half 2nd half | AUC big | median rose median fell move_norm 0.51 0.48 0.54 | 0.83 | -0.10 -0.17 r2_30 0.52 0.48 0.55 | 0.68 | -0.00 -0.01 r2_15 0.51 0.48 0.54 | 0.63 | -0.00 -0.00 eff15 0.52 0.48 0.56 | 0.63 | 0.00 -0.03 acc15 0.47 0.44 0.50 | 0.49 | -0.08 -0.02 acc5 0.52 0.53 0.52 | 0.50 | 0.05 0.01 vrel15 0.49 0.47 0.52 | 0.66 | 0.98 0.96 rvol 0.48 0.45 0.49 | 0.65 | 1.01 1.03 vwap_pct 0.52 0.49 0.55 | 0.76 | -0.16 -0.22 room_pct 0.53 0.56 0.50 | 0.73 | 1.40 1.11 pos14 0.48 0.46 0.51 | 0.72 | 36.55 39.40 --- at 11:00: 654 stock-days; rising to the close 321 measure AUC rise 1st half 2nd half | AUC big | median rose median fell move_norm 0.48 0.45 0.51 | 0.85 | -0.20 -0.16 r2_30 0.46 0.45 0.48 | 0.62 | -0.03 -0.00 r2_15 0.45 0.43 0.47 | 0.63 | -0.02 0.02 eff15 0.45 0.43 0.48 | 0.63 | -0.02 0.03 acc15 0.51 0.58 0.44 | 0.50 | 0.05 0.02 acc5 0.51 0.50 0.51 | 0.52 | -0.07 -0.10 vrel15 0.42 0.41 0.43 | 0.63 | 0.89 1.03 <- consistent rvol 0.43 0.40 0.45 | 0.66 | 0.94 1.07 vwap_pct 0.47 0.44 0.51 | 0.77 | -0.22 -0.07 room_pct 0.54 0.60 0.48 | 0.67 | 1.38 1.29 pos14 0.49 0.48 0.50 | 0.73 | 37.50 37.20 --- at 12:00: 654 stock-days; rising to the close 302 measure AUC rise 1st half 2nd half | AUC big | median rose median fell move_norm 0.49 0.51 0.46 | 0.87 | -0.15 -0.10 r2_30 0.51 0.51 0.51 | 0.59 | 0.01 -0.00 r2_15 0.51 0.55 0.47 | 0.58 | 0.00 -0.00 eff15 0.52 0.57 0.48 | 0.62 | 0.04 0.00 acc15 0.47 0.50 0.44 | 0.47 | -0.01 0.02 acc5 0.50 0.50 0.50 | 0.50 | 0.02 0.05 vrel15 0.43 0.39 0.48 | 0.67 | 0.87 1.02 rvol 0.42 0.38 0.46 | 0.67 | 0.90 1.07 vwap_pct 0.47 0.48 0.46 | 0.79 | -0.13 -0.05 room_pct 0.53 0.56 0.50 | 0.65 | 1.44 1.33 pos14 0.50 0.47 0.52 | 0.74 | 40.65 37.05 ######## B. Signals (first per stock-day, 9:45-15:15) — to close vs all stocks at the same minute signal events big W rose% avg to close vs base 1st/2nd half vs base best60 worst60 S1 move>=2x + smooth + <=2% over VWAP + room>=1% 70 23 39% -0.96% -0.62% -1.27/+0.20% +1.20% -1.17% S2 move>=2x + smooth 135 52 37% -2.35% -2.00% -2.99/-0.97% +2.30% -2.06% S3 move>=2x + smooth + <=2% over VWAP 78 23 38% -0.98% -0.63% -1.09/-0.01% +1.14% -1.21% S4 move>=2x only 153 54 38% -2.04% -1.69% -2.39/-0.96% +2.52% -2.10% S5 smooth only (R2_30>=0.8) 520 60 48% -0.33% +0.00% -0.16/+0.17% +1.50% -1.13% S6 AGEN TURN (acc, straight, vol>=2x, <=2% VWAP) 43 5 40% -0.45% -0.16% +0.80/-0.62% +0.78% -0.79% S7 smooth + into resistance (room < 1%) 225 29 44% -0.39% -0.04% -0.26/+0.18% +1.19% -0.82% CLIMAX (acc5>=1.5, vol>=5x, >=4% VWAP, move>=3x) 5 3 20% -21.52% -21.22% -31.75/-5.41% +3.84% -9.28%