Making uncertainty bands more honest on gap days
Widening ranges on non-earnings gap days improved coverage in the held-out test. More later outcomes fit inside the range, at the cost of a wider range.
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16 of 16 studies · Most recently decided first
Widening ranges on non-earnings gap days improved coverage in the held-out test. More later outcomes fit inside the range, at the cost of a wider range.
Matching the event type did not produce narrower ranges at equal coverage. The test also exposed weak coverage on event days, which Study 103 investigated.
Weighting closer examples failed the primary test. Inverse-rank weighting narrowed the raw band but lost 5.2 percentage points of coverage; it did not establish narrower bands at equal coverage. Direction was not measured.
Closer historical matches had less spread among their later outcomes. This does not establish a narrower forecast band for the stock being examined or predict its direction. Study 101 tested the weighting follow-up.
One study arm was completed and its score remained sealed. The study is parked without a final result; the second arm has not been run.
Large price moves did not establish a reliable continuation signal under the study's tests. None of the 64 tested combinations passed the required checks.
On the same records used by Study 90, analog spread was positively associated with absolute excess moves at one and ten observed bars. Both separately reported primaries passed. The secondary difference versus shape-only excluded zero only at ten bars. This was a horizon extension on a reused sample, not an independent replication or proof of an advantage at every horizon.
Across 383 successful historical cases, wider analog spreads were associated with larger later absolute excess moves. A positive partial association remained after controlling for trailing volatility. The five-bar comparison with shape-only analogs was inconclusive: its reported interval included zero. This passed the original association test; it did not establish directional accuracy or better future forecasts.
Software backlog data did not pass the test for improving historical comparisons. The source records remain available; the signal was not added to ranking.
Adding earnings context changed which examples were selected without improving the consistency of their later outcomes. This context remains visible but does not control ranking.
The discovery test failed all required checks. A duplicate version of the same idea was also stopped, so the failed test could not be renamed and retried.
The source review found no dates that met the preset definition. The study stopped before inspecting returns or opening an outcome test.
The research family was retired because the historical evidence and implementation costs did not support continuing it.
A promising headline result did not survive the checks. The evidence was weak, and much of the move appeared to precede the filing.
The idea failed on the population selected before the test. It was not promoted or retuned after seeing the result.
The financing signal failed on its fixed 30-signal sample. Later versions also exhausted their tests, and the research line is closed.
The study met its stated criteria on the evaluated sample. That is not proof of trading profitability, universal validity, or future performance.
The hypothesis did not clear its decision criteria. The result remains visible, with the original question and the reasons it did not pass.
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