distinct phenomena326
patterns that survived the locked holdout1,389,574
The strongest repeatable behaviours
Breadth is how many stock-and-timeframe combinations show the same behaviour — the closest thing to proof that it is not a fluke of one chart.
| behaviour | breadth | edge | holdout hit-rate |
|---|---|---|---|
| when oscillator and volatility together, the gap tends to CLOSE — holds across 1106 stock×timeframe combos (median edge +0.037, holdout hit 16.9%). | 1106 | 0.037 | 16.9% |
| when volatility and volatility together, the gap tends to CLOSE — holds across 1036 stock×timeframe combos (median edge +0.052, holdout hit 23.3%). | 1036 | 0.052 | 23.3% |
| when price-level and volatility together, the gap tends to CLOSE — holds across 1035 stock×timeframe combos (median edge +0.034, holdout hit 19.7%). | 1035 | 0.034 | 19.7% |
| when volume-flow and volatility together, the gap tends to CLOSE — holds across 1032 stock×timeframe combos (median edge +0.034, holdout hit 16.0%). | 1032 | 0.034 | 16.0% |
| when volatility and ZSCORE together, the gap tends to CLOSE — holds across 965 stock×timeframe combos (median edge +0.034, holdout hit 14.9%). | 965 | 0.034 | 14.9% |
| when oscillator and volatility together, the next move is BIGGER than usual — holds across 951 stock×timeframe combos (median edge +0.079, holdout hit 61.4%). | 951 | 0.079 | 61.4% |
| when volatility and volatility together, the next move is BIGGER than usual — holds across 937 stock×timeframe combos (median edge +0.081, holdout hit 61.3%). | 937 | 0.081 | 61.3% |
| when price-level and volatility together, the next move is BIGGER than usual — holds across 936 stock×timeframe combos (median edge +0.072, holdout hit 60.4%). | 936 | 0.072 | 60.4% |
| when trend-strength (ADX) and volatility together, the gap tends to CLOSE — holds across 919 stock×timeframe combos (median edge +0.039, holdout hit 19.4%). | 919 | 0.039 | 19.4% |
| when volatility is in a given band, the next move is BIGGER than usual — holds across 916 stock×timeframe combos (median edge +0.089, holdout hit 60.3%). | 916 | 0.089 | 60.3% |
| when oscillator and volatility together, the next move is SMALLER than usual — holds across 916 stock×timeframe combos (median edge +0.051, holdout hit 58.1%). | 916 | 0.051 | 58.1% |
| when trend-strength (ADX) and volatility together, the next move is BIGGER than usual — holds across 894 stock×timeframe combos (median edge +0.081, holdout hit 61.2%). | 894 | 0.081 | 61.2% |
| when volatility and ZSCORE together, the next move is BIGGER than usual — holds across 890 stock×timeframe combos (median edge +0.075, holdout hit 60.5%). | 890 | 0.075 | 60.5% |
| when volume-flow and volatility together, the next move is BIGGER than usual — holds across 886 stock×timeframe combos (median edge +0.079, holdout hit 61.0%). | 886 | 0.079 | 61.0% |
| when trend-strength (ADX) and volatility together, the next move is SMALLER than usual — holds across 882 stock×timeframe combos (median edge +0.052, holdout hit 57.8%). | 882 | 0.052 | 57.8% |
| when volatility and VWAP together, the next move is BIGGER than usual — holds across 869 stock×timeframe combos (median edge +0.078, holdout hit 61.0%). | 869 | 0.078 | 61.0% |
| when moving-average and volatility together, the next move is BIGGER than usual — holds across 868 stock×timeframe combos (median edge +0.079, holdout hit 61.1%). | 868 | 0.079 | 61.1% |
| when volatility is in a given band, the next move is SMALLER than usual — holds across 868 stock×timeframe combos (median edge +0.057, holdout hit 57.5%). | 868 | 0.057 | 57.5% |
| when volatility and volatility together, the next move is SMALLER than usual — holds across 858 stock×timeframe combos (median edge +0.054, holdout hit 58.8%). | 858 | 0.054 | 58.8% |
| when volume-flow and volatility together, the next move is SMALLER than usual — holds across 848 stock×timeframe combos (median edge +0.051, holdout hit 58.1%). | 848 | 0.051 | 58.1% |
| when price-level and volatility together, the next move is SMALLER than usual — holds across 831 stock×timeframe combos (median edge +0.05, holdout hit 58.1%). | 831 | 0.05 | 58.1% |
| when volatility and ZSCORE together, the next move is SMALLER than usual — holds across 809 stock×timeframe combos (median edge +0.052, holdout hit 58.5%). | 809 | 0.052 | 58.5% |
| when price-level and oscillator together, the gap tends to CLOSE — holds across 807 stock×timeframe combos (median edge +0.038, holdout hit 17.5%). | 807 | 0.038 | 17.5% |
| when oscillator and ZSCORE together, the next move is BIGGER than usual — holds across 803 stock×timeframe combos (median edge +0.051, holdout hit 58.2%). | 803 | 0.051 | 58.2% |
| when oscillator and oscillator together, the next move is BIGGER than usual — holds across 797 stock×timeframe combos (median edge +0.06, holdout hit 59.7%). | 797 | 0.06 | 59.7% |