Rejected thesis
Meta-finding: chart pattern survey, take 2
This batch of seven new pattern + two context-conditioning experiments extends the meta-lesson from earlier in this file:
- Unconditional new chart geometries (VCP, pocket pivot, rectangle, ascending/descending triangle, Wyckoff spring, NR-cluster) all reject. Five of the seven are flat-to-negative even before adding selection, well-powered (n ≥ 1k each, pocket_pivot at 134k).
- Context-conditioning is where the wins live. Two real ones
surfaced in this batch:
bull_flag× elevated VIX (0.5 ≤ z < 1.5): +7.9 %/20d, +11.8 %/40d (n=202).coil_breakout× Stage-2 trend: +4.7 %/20d (n=408). Lifts VCP from null to +1.25 %/20d too.
- Failed-pattern fade confirms the asymmetry already implied
by
failed_breakdown: onlycoil_failedworks as a short (−1.7 %/20d, n=184). The H&S / double-pattern mirrors don't.
The rule continues to hold: context is the signal, the pattern is the trigger. Geometry without a regime overlay gives at most the average; the regime is what splits "average" into "edge" and "anti-edge."
| Sample | 202 |
|---|---|
| Verdict | Rejected |
Every result here is reproducible from the script named above. Reports are in the repository.
- Volatility squeeze
- Pre-FOMC drift
- Uptrend pullback
- Momentum continuation
- Industry-relative momentum (at 4-week lookback)
- Earnings-reaction reversal (anti-PEAD)
- Beat-persistence pre-earnings drift
- Sector ETF mean-reversion
- 52-week-high breakout
- Volume accumulation (above-200DMA +...
- Cross-sector momentum
- Analyst-upgrade cluster