05 · SIGNAL MINE
Study results
18 studies reported · 147 mined signals
battery as of 2026-10-24
RESEARCH UNIVERSE · SIGNAL MINING
Mining is the expensive stage in this system by a wide margin — eighteen studies over a parameter grid, against per-ticker measurements that are arithmetic once the bars are in hand — and it exists to research names you do not hold yet. So it has its own list. The nightly collects volatility, a regime fit and a beta for every name here, but does not mine them — RUN STUDIES does. Removing a name takes its signals off this page.
reading the research universe…
STUDIES — ALL EIGHTEEN UNLESS NARROWED
designate at least one name first
Every ticker mined enlarges the family each other ticker’s FDR correction is computed against, so this list is capped and meant to stay short. Spec §13 says to take two or three studies end to end before trusting the rest — S01 · S08 · S14 is the suggested set, and deliberately not S13, which fires on a quarter of all sessions.
MINED UNIVERSE · REGIME & STATE
TICKER
REGIME
SPOT
YZ VOL 22D
PCTL
BETA
SIGNALS
BEST
MINED
COST
—
1005.16
19.7%
40
-0.18
1
8.5
—
GLD
—
367.82
20.9%
11
0.81
0
—
—
IWM
—
276.99
14.9%
20
1.15
0
—
—
PG
—
159.92
22.0%
67
-0.08
1
8.6
—
SPY
—
765.37
10.6%
28
1.00
1
8.5
—
TLT
—
81.68
14.1%
99
0.22
1
8.6
—
XLE
—
69.64
24.0%
43
-0.41
0
—
—
XLP
—
87.96
15.9%
71
-0.09
0
—
—
XLU
—
42.55
16.5%
63
0.12
8
8.5
—
every name this interface has data for, mined or not. Regime is the argmax of that ticker’s own latest posterior — not the market’s — and volatility, percentile and beta are the same stored figures Market and Ticker read. A name marked not mined has bars, volatility and a regime fit collected for it by the nightly and has never been through a study: designate it above and dispatch a run, and it will have signals after the next battery.
ADJUSTED p
MIN SCORE
TICKER
WINDOW
BEST REGIME
6 of 12 shown
SCORE
STUDY
SIGNAL
TICKER
DIR
HOR
EFFECTIVE
EDGE BPS
t
n EFF (RAW)
ADJ p
BATT BH
BATT BY
BEST REGIME
AS OF
8.5
S13
touch top-5 volume area of the trailing 252d (±0.5%)
XLU
LONG
1m
10-22 → 11-20 · 19d
+82
3.19
58 (1,742)
0.015
0.011
0.058
Bull correction
10-24
8.5
S01
2d down streak ≥ 0.5%/d
SPY
LONG
1w
10-23 → 10-30 · 4d
+53
3.63
338 (535)
0.028
0.005
0.028
Bull market
10-24
8.4
S13
touch top-5 volume area of the trailing 252d (±0.25%)
XLU
LONG
1m
10-22 → 11-20 · 19d
+74
2.95
66 (921)
0.015
0.012
0.065
Bull correction
10-24
8.4
S13
touch top-3 volume area of the trailing 252d (±0.5%)
XLU
LONG
2w
10-22 → 11-05 · 8d
+49
2.92
105 (1,059)
0.015
0.012
0.065
Bull correction
10-24
8.4
S13
touch top-3 volume area of the trailing 252d (±0.25%)
XLU
LONG
3m
09-02 → 11-30 · 25d
+240
3.58
26 (583)
0.015
0.010
0.055
Bull market
10-24
8.4
S13
touch top-3 volume area of the trailing 252d (±0.5%)
XLU
LONG
3m
10-22 → 2027-01-19 · 61d
+242
3.44
25 (1,052)
0.015
0.011
0.058
Bull market
10-24
HOR is the forward horizon the edge is measured over. EFFECTIVE is the window the most recent trigger’s claim covers — trigger date to trigger plus that horizon in sessions — green with the sessions remaining while it is open, measured against the last closed session. WINDOW · LIVE hides every row whose window has run out. Weekends are skipped and holidays are not, so a window closes a day early rather than late. Score is a continuous, monotone function of the robust t-statistic, the winsorized edge and the effective sample size, with every threshold a study parameter rather than a global — so a score means the same thing whichever study produced it. It is deliberately not colour-banded: read it beside the t and the adjusted p in the same row, which are the quantities it is derived from. A candidate whose measured edge points against its own stated direction carries no score at all — the test is two-sided and can return one, and it is evidence against the rule rather than a weaker version of it. Those rows sort last rather than being hidden. Edge is a winsorized (5/95) mean against a matched baseline; significance by Welch t and Mann–Whitney U; p-values Benjamini–Hochberg corrected across each study's parameter grid; overlapping events de-duplicated before statistics. Every signal carries per-regime success counts and its own fitted forward-return distribution.
n EFF is the independent-equivalent sample size. The raw trigger count in brackets is larger because forward windows overlap; every statistic in this table is computed against the effective count, and event-study OLS, Newey–West lag 84 is what the t is built on.
AS OF is when that signal was last genuinely evaluated. A run skips a study/ticker pair whose inputs hash identical to the previous run, so a date behind the newest one means the result still stands on the same data — not that it was recomputed and agreed.
ADJ p is Benjamini–Hochberg across every test the study performed for that ticker — the family a trade is decided within, and the bar the filter above applies. BATT BH and BATT BY correct across the whole battery instead: eighteen unrelated studies over a shared universe have an arbitrary dependence structure, which is the case BH’s guarantee is not built for and Benjamini–Yekutieli is. Both sit on the row rather than behind a toggle, because a signal that clears BH and fails BY is telling you how much of its significance rests on that assumption.
SELECTED SIGNAL
touch top-5 volume area of the trailing 252d (±0.5%)
S13 · XLU · LONG · horizon 1m
SCORE
8.5
EDGE / TRADE
+82 bps
t · event-study OLS, Newey–West lag 84
3.19
ADJ p · STUDY×TICKER
0.015
n EFFECTIVE
58
n RAW
1,742
BATTERY · BH
0.011
BATTERY · BY
0.058
ADJ p is corrected across the 48 tests in this study’s grid for this ticker, failures included. BATTERY · BH and BY correct across every test the whole battery performed — a larger family, and not this count.
EDGE BY REGIME · BPS
Bear market
+107
155/273
Bear rally
—
—
Bull correction
+289
21/26
Bull market
+174
44/57
dependence: Moderate · last trigger 2026-10-22 · forward window still open
STUDY BATTERY
S01 Multi-day price streak
SUCCEEDED
7s
S02 Price/volume signals
SUCCEEDED
14s
S03 Yang–Zhang volatility signals
SUCCEEDED
4s
S04 Trend + countertrend
SUCCEEDED
5s
S05 Single-day spike/drop
SUCCEEDED
5s
S06 Volatility shock
SUCCEEDED
3s
S07 Gaps off high/low + all gaps
SUCCEEDED
4s
S08 Cumulative gain/loss over N days
SUCCEEDED
5s
S09 Vol regime extremes + volume
SUCCEEDED
4s
S10 ADX + volume reversal
SUCCEEDED
8s
S11 Price/momentum divergence
SUCCEEDED
4s
S12 Rolling correlation & volatility window
SUCCEEDED
4s
S13 Volume area touch
SUCCEEDED
10s
S14 MA touch-breakout
SUCCEEDED
5s
S15 Swing high/low touch
SUCCEEDED
5s
S16 Candlestick patterns
SUCCEEDED
3s
S17 USD correlation → SPX/NDX
SUCCEEDED
3s
S18 S&P/VIX correlation
SUCCEEDED
3s
runs take minutes to tens of minutes · results land when they land, and this page shows the ledger tail rather than streaming
STUDIES · 18 DEFINED, 18 WITH A RECORDED RUN
ID
STUDY
CLASS
SIGNALS
EVENTS
LAST RUN
STATUS
S01
Multi-day price streak
streak · regime-enhanced
6
17,551
2026-10-24 06:58 ET
SUCCEEDED
S02
Price/volume signals
volume · regime-enhanced
1
69,995
2026-10-24 06:58 ET
SUCCEEDED
S03
Yang–Zhang volatility signals
volatility · regime-enhanced
0
43,300
2026-10-24 06:58 ET
SUCCEEDED
S04
Trend + countertrend
trend · regime-enhanced
0
19,225
2026-10-24 06:59 ET
SUCCEEDED
S05
Single-day spike/drop
volume/price · event
0
2,172
2026-10-24 06:59 ET
SUCCEEDED
S06
Volatility shock
volatility · event
0
8,817
2026-10-24 06:59 ET
SUCCEEDED
S07
Gaps off high/low + all gaps
gap · two sub-studies
1
15,108
2026-10-24 06:59 ET
SUCCEEDED
S08
Cumulative gain/loss over N days
reversion · regime-enhanced
0
8,956
2026-10-24 06:59 ET
SUCCEEDED
S09
Vol regime extremes + volume
volatility · confirmation
1
6,355
2026-10-24 06:59 ET
SUCCEEDED
S10
ADX + volume reversal
trend exhaustion
4
8,550
2026-10-24 06:59 ET
SUCCEEDED
S11
Price/momentum divergence
momentum · confirmation
5
73,282
2026-10-24 06:59 ET
SUCCEEDED
S12
Rolling correlation & volatility window
cross-asset · regime-enhanced
0
30,985
2026-10-24 06:59 ET
SUCCEEDED
S13
Volume area touch
volume profile
41
104,446
2026-10-24 06:59 ET
SUCCEEDED
S14
MA touch-breakout
moving average
22
25,858
2026-10-24 06:59 ET
SUCCEEDED
S15
Swing high/low touch
structure · continuation/reversal
36
49,357
2026-10-24 07:00 ET
SUCCEEDED
S16
Candlestick patterns
pattern · pre/post window edge
8
20,261
2026-10-24 07:00 ET
SUCCEEDED
S17
USD correlation → SPX/NDX
cross-asset · macro
2
29,438
2026-10-24 07:00 ET
SUCCEEDED
S18
S&P/VIX correlation
vol complex · regime-enhanced
0
19,574
2026-10-24 07:00 ET
SUCCEEDED
the study count is provisional. Whether every study earns its place under autocorrelation-robust statistics and full multiple-testing correction is settled by running them, not by assuming: a study with no surviving signal is a result.