NR-cluster breakout (consecutive narrow-range days)

Thesis (rejected): Single-day NR7 was previously null/contrarian. Hypothesis: a cluster of ≥2 consecutive NR7 days (today's range narrower than each of the prior 6) is a stronger compression signal because it requires sustained range contraction. Breakout day: close > rolling 7+cluster-day high on volume ≥ 1.2×.

Code: research/nr_cluster.py Report: research/nr_cluster_report.json (n=2,900)

Longer clusters flatten the edge toward zero rather than turning it positive. The single-day NR7 null result generalises to the cluster version — sustained compression alone does not predict forward returns once we condition on the breakout-on-volume trigger that everything else in the survivor list also has.

Verdict: Reject. Compression-then-breakout works in coil_breakout and bull_flag; adding the NR7-stack requirement doesn't add lift.