05 · SIGNAL MINE
S01 · Multi-day price streak
streak · regime-enhanced
SUCCEEDED · 2026-10-24 06:58 ET
← ALL STUDIESSUCCEEDED · 2026-10-24 06:58 ET
Hypothesis. Consecutive same-direction daily moves above a per-day threshold produce measurable drift over the forward horizon, conditioned on regime. 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.
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