EdgeLedger
Research

What we're testing, what's failing.

Every edge on the catalog started here. Some make it. Some don't. This page is the log — open research, rejected hypotheses, and edges graduating next. Updated as runs complete.

Promoting1 item

Down-Close Bounce (F1)

downclose_bounce_f1
updated 2026-07-08

buy the open after a bottom-quartile close, Mon-Thu — 6/6 walk-forward windows, p=0.001

7-year mine on 1,784 RTH sessions: n=307, 58.6% WR, PF 1.51, +27pt/trade net. Permutation-tested against matched random buy days. Scale-outs and breakeven stops tested and REJECTED — the edge is the fat right tail. Live shadow tracker posting daily since 2026-07-08. Short mirror rejected (bear-window-only).

Validating2 items

Gamma conviction factors (live study)

gamma_factor_study
updated 2026-07-07

which factors predict gamma-level trade outcomes: flow, regime, breadth, SPY agreement

Running on live alerts (n≈50 and growing). Early read: flow strongest single factor; flow+regime cell ≈ 90%+; ≤1 aligned factor = no-trade. Thresholds feed the alert scoring; re-weighting deferred until out-of-sample n≈100.

Post-VIX-spike long / non-OPEX MOC short

deep_mine_watchlist
updated 2026-07-08

two survivors of a 62-variant Bonferroni-gated mechanism campaign — on watch, not shipped

Both passed 5/6 walk-forward folds but carry small samples. Watching live before any catalog entry. 60 sibling variants killed in the same campaign, including the Monday-after-OPEX drift (artifact of Monday drift generally).

Discovery1 item

Absorption → rejection retest

absorption_rejection
updated 2026-07-03

does true holding absorption (tf_* features) predict rejection moves?

Original March study flagged as regime artifact; scheduled for re-test with fresh tick-features data once the live engine relaunches. The absorption polarity booster (SELL+absorption) remains in shadow validation.

Rejected4 items

Weekly volume-profile family

weekly_vp_family
updated 2026-07-08

VAH/VAL/POC location, dynamics, and LVN reactions — all fail placebo-controlled testing

5,864 level touches tested against shifted fake levels. Location effects = placebo-level. Legacy prev-week VAH/VAL sells (once on this site at 69.8%) = generic rally-fade artifact, retracted from the catalog. LVN bounce claims didn't reproduce under clearance-gated first-touch testing; traversal-velocity claim null. Entire family closed — we won't re-test it.

102 popular TradingView mechanisms

tv_mechanism_sweep
updated 2026-07-08

trend-flips, oscillators, squeezes, ICT combos — ~200 walk-forward tests, zero ship

Every popular mechanism family walk-forwarded on MNQ with drift-guard controls and 1m-path fills. 0 of 102 survived. An ML interaction hunt (56 features, 6-fold WF) also died: AUC ~0.55, top decile loses after costs. If it's on every YouTube channel, assume it's priced out.

'Double break' opening-range folklore

double_break
updated 2026-07-08

OR/IB both-sides break setups, 18 variants — all lose to time-matched random entries

Every published version tested (p≈1.0 vs random). The '70% resolve by noon' premise measures ~31-37% on MNQ. One descriptive keeper: IB close-half predicts break side (~80%) — a prior, not a trade.

fade_the_dump rerun

fade_dump_rerun
updated 2026-07-08

30-50pt down impulse + counter ≤15pt — retired from the catalog

Original validation had an outcome-tracker bug; live replay measured ~41% WR at 30/20 brackets — negative expectancy after costs. Removed rather than re-tuned.

Nothing here is a recommendation. Research items are hypotheses until they graduate to the catalog with a verified backtest and live sample.

See live catalog