Pattern Library

Active and candidate gap-up prediction patterns

Active Patterns (4)

Pattern Type Lift Hist. Count Avg Gap Live Fires Live Hit Rate
Multi-Day Momentum Run Price-only 41.1x 220 32.7% 20
65.0%
[43.3, 81.9]
n=20 (13 hit)
Extreme Volume Spike Price-only 22.4x 1,018 36.7% 85
56.5%
[45.9, 66.5]
n=85 (48 hit)
Oversold Reversal Price-only 10.0x 621 27.0% 55
47.3%
[34.7, 60.2]
n=55 (26 hit)
Unprocessed Filing Activity SEC-catalyst 2.1x 2,885 20.0% 68
33.8%
[23.7, 45.7]
n=68 (23 hit)
Multi-Day Momentum Run  |  Price-only  |  Lift: 41.1x  |  Live: 20 fires, 65.0%

Description

Multi-day parabolic runs create self-reinforcing feedback loops: short covering, FOMO, social media amplification. Stock separated from SMA in momentum regime. Price-only type.

Conditions

  • Baseline volatility (20d): >= 0.1
  • Volume ratio (vs 20d avg): >= 5.0
  • Price vs 20-day SMA (%): >= 20.0
  • Prior day return (%): >= 15.0
  • Consecutive up days: >= 3

Historical Performance

Lift vs Baseline
41.1x
Sample Count
220
Avg Gap Magnitude
32.7%
Frequency
0.462%

Discovery method: ai_analysis

Live Performance (Confirmed)

Confirmed Fires
20
Hits
13
Precision
65.0%
[43.3, 81.9] · n=20 (13 hit)
Avg Actual Gap
23.5%
Extreme Volume Spike  |  Price-only  |  Lift: 22.4x  |  Live: 85 fires, 56.5%

Description

High-volatility stocks with extreme volume explosions (8x+) and large prior-day moves are in microstructure breakdown. Normal market-making overwhelmed, creating overnight gaps. Price-only type.

Conditions

  • Baseline volatility (20d): >= 0.08
  • Volume ratio (vs 20d avg): >= 8.0
  • |Prior day return (%)|: >= 10.0

Historical Performance

Lift vs Baseline
22.4x
Sample Count
1,018
Avg Gap Magnitude
36.7%
Frequency
2.138%

Discovery method: ai_analysis

Live Performance (Confirmed)

Confirmed Fires
85
Hits
48
Precision
56.5%
[45.9, 66.5] · n=85 (48 hit)
Avg Actual Gap
20.2%
Oversold Reversal  |  Price-only  |  Lift: 10.0x  |  Live: 55 fires, 47.3%

Description

Extreme selling exhausts natural sellers. Short covering + contrarian buying creates oversold reversal. Lower lift but captures a distinct gap-up mechanism. Price-only type.

Conditions

  • Baseline volatility (20d): >= 0.06
  • Volume ratio (vs 20d avg): >= 2.0
  • Price vs 20-day SMA (%): <= -30.0
  • Prior day return (%): <= -15.0
  • Consecutive up days: == 0

Historical Performance

Lift vs Baseline
10.0x
Sample Count
621
Avg Gap Magnitude
27.0%
Frequency
1.304%

Discovery method: ai_analysis

Live Performance (Confirmed)

Confirmed Fires
55
Hits
26
Precision
47.3%
[34.7, 60.2] · n=55 (26 hit)
Avg Actual Gap
20.3%
Unprocessed Filing Activity  |  SEC-catalyst  |  Lift: 2.1x  |  Live: 68 fires, 33.8%

Description

SEC filings with material information that take 17-72 hours to propagate. Information processing delay in small-cap stocks with limited analyst coverage. SEC-catalyst high-magnitude specialist.

Conditions

  • Close: < 5
  • Filing Types: any_in ['8-K', 'S-1', 'S-1/A', '424B4', '10-K/A', 'SC 13D']
  • Baseline volatility (20d): <= 0.1
  • Hours since most recent filing: 17 to 72
  • News article count: <= 1

Historical Performance

Lift vs Baseline
2.1x
Sample Count
2,885
Avg Gap Magnitude
20.0%
Frequency
6.059%

Discovery method: ai_analysis

Live Performance (Confirmed)

Confirmed Fires
68
Hits
23
Precision
33.8%
[23.7, 45.7] · n=68 (23 hit)
Avg Actual Gap
10.3%

Marginal Contribution by Pattern × Tier

Within each tier, does this pattern's presence change precision? Compare With to Without in the same window. A larger gap means the pattern is doing real selection work at that tier; similar numbers mean it isn't moving the needle. Cells show: precision% [Wilson 95% CI] (n=fires, k hits). green = n≥30 and CI<25pp, yellow = useful but noisy, red = n<10 or CI>40pp.

Pre-PM (all resolved live predictions)

Counts every resolved live prediction regardless of pre-market filter status — isolates what the patterns alone select, before the 7 AM directional filter touches anything. Tiers recomputed from composite_score (HIGH ≥ 6.0, MEDIUM ≥ 3.0, LOW < 3.0). Excludes dirty periods Mar 30–Apr 7 and Apr 14–19. Bucketed on target_date. Total resolved: 2452.

Pattern Tier 30d 60d All-Live
With Without With Without With Without
Multi-Day Momentum Run
MULTI_DAY_PARABOLIC_CONTINUATION 		HIGH
5.3%
[0.9, 24.6]
n=19 (1 hit)
0.0%
[0.0, 65.8]
n=2 (0 hit)
12.5%
[5.9, 24.7]
n=48 (6 hit)
0.0%
[0.0, 43.4]
n=5 (0 hit)
9.7%
[4.8, 18.7]
n=72 (7 hit)
0.0%
[0.0, 9.6]
n=36 (0 hit)
MEDIUM
14.3%
[2.6, 51.3]
n=7 (1 hit)
11.8%
[7.8, 17.6]
n=169 (20 hit)
22.7%
[10.1, 43.4]
n=22 (5 hit)
12.2%
[9.4, 15.6]
n=435 (53 hit)
19.4%
[9.8, 35.0]
n=36 (7 hit)
8.1%
[6.4, 10.2]
n=801 (65 hit)
LOW n/a
5.9%
[3.7, 9.2]
n=288 (17 hit)
 n/a
4.7%
[3.4, 6.6]
n=695 (33 hit)
 n/a
3.2%
[2.4, 4.2]
n=1507 (48 hit)
Extreme Volume Spike
VOLATILITY_EXPLOSION 		HIGH
4.8%
[0.8, 22.7]
n=21 (1 hit)
 n/a
11.8%
[5.5, 23.4]
n=51 (6 hit)
0.0%
[0.0, 65.8]
n=2 (0 hit)
7.4%
[3.7, 14.6]
n=94 (7 hit)
0.0%
[0.0, 21.5]
n=14 (0 hit)
MEDIUM
12.5%
[8.2, 18.7]
n=152 (19 hit)
8.3%
[2.3, 25.8]
n=24 (2 hit)
13.8%
[10.6, 17.8]
n=348 (48 hit)
9.2%
[5.1, 16.1]
n=109 (10 hit)
11.5%
[9.0, 14.6]
n=503 (58 hit)
4.2%
[2.5, 6.9]
n=334 (14 hit)
LOW n/a
5.9%
[3.7, 9.2]
n=288 (17 hit)
 n/a
4.7%
[3.4, 6.6]
n=695 (33 hit)
 n/a
3.2%
[2.4, 4.2]
n=1507 (48 hit)
Oversold Reversal
DEAD_CAT_BOUNCE_REVERSAL 		HIGH
0.0%
[0.0, 65.8]
n=2 (0 hit)
5.3%
[0.9, 24.6]
n=19 (1 hit)
0.0%
[0.0, 56.1]
n=3 (0 hit)
12.0%
[5.6, 23.8]
n=50 (6 hit)
0.0%
[0.0, 39.0]
n=6 (0 hit)
6.9%
[3.4, 13.5]
n=102 (7 hit)
MEDIUM
17.6%
[8.3, 33.5]
n=34 (6 hit)
10.6%
[6.5, 16.7]
n=142 (15 hit)
15.9%
[9.1, 26.3]
n=69 (11 hit)
12.1%
[9.2, 15.7]
n=388 (47 hit)
11.8%
[6.9, 19.4]
n=102 (12 hit)
8.2%
[6.4, 10.4]
n=735 (60 hit)
LOW
26.9%
[16.8, 40.3]
n=52 (14 hit)
1.3%
[0.4, 3.7]
n=236 (3 hit)
17.3%
[11.7, 24.8]
n=127 (22 hit)
1.9%
[1.1, 3.4]
n=568 (11 hit)
12.0%
[8.3, 17.0]
n=217 (26 hit)
1.7%
[1.1, 2.6]
n=1290 (22 hit)
Unprocessed Filing Activity
FILING_BOMB_DELAYED_PROCESSING 		HIGH
0.0%
[0.0, 65.8]
n=2 (0 hit)
5.3%
[0.9, 24.6]
n=19 (1 hit)
0.0%
[0.0, 43.4]
n=5 (0 hit)
12.5%
[5.9, 24.7]
n=48 (6 hit)
0.0%
[0.0, 16.1]
n=20 (0 hit)
8.0%
[3.9, 15.5]
n=88 (7 hit)
MEDIUM
0.0%
[0.0, 27.8]
n=10 (0 hit)
12.7%
[8.4, 18.6]
n=166 (21 hit)
13.0%
[4.5, 32.1]
n=23 (3 hit)
12.7%
[9.9, 16.1]
n=434 (55 hit)
6.8%
[2.7, 16.2]
n=59 (4 hit)
8.7%
[7.0, 10.9]
n=778 (68 hit)
LOW
1.4%
[0.5, 4.0]
n=218 (3 hit)
20.0%
[12.3, 30.8]
n=70 (14 hit)
2.3%
[1.3, 4.0]
n=487 (11 hit)
10.6%
[7.1, 15.5]
n=208 (22 hit)
2.0%
[1.3, 3.0]
n=1103 (22 hit)
6.4%
[4.4, 9.3]
n=404 (26 hit)
Confirmed-only view (186 resolved confirmed predictions) — same structure, restricted to prediction_status = confirmed

Precision the user actually experiences after the PM filter passes a prediction through. Conflates pattern selection with PM-filter selection — use the pre-PM table above for clean marginal-contribution reads.

Pattern Tier 30d 60d All-Live
With Without With Without With Without
Multi-Day Momentum Run
MULTI_DAY_PARABOLIC_CONTINUATION 		HIGH
25.0%
[4.6, 69.9]
n=4 (1 hit)
 n/a
60.0%
[31.3, 83.2]
n=10 (6 hit)
 n/a
63.6%
[35.4, 84.8]
n=11 (7 hit)
 n/a
MEDIUM
0.0%
[0.0, 79.3]
n=1 (0 hit)
52.4%
[32.4, 71.7]
n=21 (11 hit)
66.7%
[30.0, 90.3]
n=6 (4 hit)
61.1%
[47.8, 73.0]
n=54 (33 hit)
71.4%
[35.9, 91.8]
n=7 (5 hit)
56.0%
[44.7, 66.7]
n=75 (42 hit)
LOW n/a
56.5%
[36.8, 74.4]
n=23 (13 hit)
 n/a
37.5%
[26.0, 50.6]
n=56 (21 hit)
 n/a
33.3%
[24.6, 43.4]
n=93 (31 hit)
Extreme Volume Spike
VOLATILITY_EXPLOSION 		HIGH
25.0%
[4.6, 69.9]
n=4 (1 hit)
 n/a
60.0%
[31.3, 83.2]
n=10 (6 hit)
 n/a
63.6%
[35.4, 84.8]
n=11 (7 hit)
 n/a
MEDIUM
50.0%
[29.9, 70.1]
n=20 (10 hit)
50.0%
[9.5, 90.5]
n=2 (1 hit)
59.2%
[45.2, 71.8]
n=49 (29 hit)
72.7%
[43.4, 90.3]
n=11 (8 hit)
54.5%
[42.6, 66.0]
n=66 (36 hit)
68.8%
[44.4, 85.8]
n=16 (11 hit)
LOW n/a
56.5%
[36.8, 74.4]
n=23 (13 hit)
 n/a
37.5%
[26.0, 50.6]
n=56 (21 hit)
 n/a
33.3%
[24.6, 43.4]
n=93 (31 hit)
Oversold Reversal
DEAD_CAT_BOUNCE_REVERSAL 		HIGH n/a
25.0%
[4.6, 69.9]
n=4 (1 hit)
 n/a
60.0%
[31.3, 83.2]
n=10 (6 hit)
 n/a
63.6%
[35.4, 84.8]
n=11 (7 hit)
MEDIUM
50.0%
[21.5, 78.5]
n=8 (4 hit)
50.0%
[26.8, 73.2]
n=14 (7 hit)
57.1%
[32.6, 78.6]
n=14 (8 hit)
63.0%
[48.6, 75.5]
n=46 (29 hit)
52.9%
[31.0, 73.8]
n=17 (9 hit)
58.5%
[46.3, 69.6]
n=65 (38 hit)
LOW
68.8%
[44.4, 85.8]
n=16 (11 hit)
28.6%
[8.2, 64.1]
n=7 (2 hit)
53.8%
[35.5, 71.2]
n=26 (14 hit)
23.3%
[11.8, 40.9]
n=30 (7 hit)
47.1%
[31.5, 63.3]
n=34 (16 hit)
25.4%
[16.1, 37.8]
n=59 (15 hit)
Unprocessed Filing Activity
FILING_BOMB_DELAYED_PROCESSING 		HIGH n/a
25.0%
[4.6, 69.9]
n=4 (1 hit)
 n/a
60.0%
[31.3, 83.2]
n=10 (6 hit)
 n/a
63.6%
[35.4, 84.8]
n=11 (7 hit)
MEDIUM n/a
50.0%
[30.7, 69.3]
n=22 (11 hit)
50.0%
[9.5, 90.5]
n=2 (1 hit)
62.1%
[49.2, 73.4]
n=58 (36 hit)
50.0%
[15.0, 85.0]
n=4 (2 hit)
57.7%
[46.6, 68.0]
n=78 (45 hit)
LOW
28.6%
[8.2, 64.1]
n=7 (2 hit)
68.8%
[44.4, 85.8]
n=16 (11 hit)
24.1%
[12.2, 42.1]
n=29 (7 hit)
51.9%
[34.0, 69.3]
n=27 (14 hit)
26.8%
[17.0, 39.6]
n=56 (15 hit)
43.2%
[28.7, 59.1]
n=37 (16 hit)

Candidate Patterns (8) — inactive, monitoring for threshold

Pattern Type Lift Count Avg Gap Live Precision Why Inactive
52-Week High Breakout Price-only 61.5x 43 31.6% n/a Count < 50 (need 7 more)
News + Volume Breakout Hybrid 51.8x 229 42.6% n/a Under review
Earnings Filing Combo SEC-catalyst 27.7x 329 19.1%
83.3%
[43.6, 97.0]
n=6 (5 hit)
 Under review
Thin-Float Breakout Price-only 15.8x 107 40.7% n/a Under review
FDA/Regulatory Catalyst SEC-catalyst 14.8x 31 28.2% n/a Count < 50 (need 19 more)
Earnings + Momentum SEC-catalyst 12.9x 42 18.7% n/a Count < 50 (need 8 more)
Quiet Catalyst Filing SEC-catalyst 12.2x 330 17.1%
42.9%
[15.8, 75.0]
n=7 (3 hit)
 Under review
Insider Activity Signal SEC-catalyst 4.5x 47 15.6% n/a Count < 50 (need 3 more)
52-Week High Breakout — candidate

Description

Stocks breaking to new highs on extreme volume in high-volatility environment. No overhead resistance creates supply vacuum. Price-only type.

Conditions

  • Baseline volatility (20d): >= 0.08
  • Volume ratio (vs 20d avg): >= 8.0
  • Prior day return (%): > 0
  • Price vs 52-week high (%): >= 90.0

Historical Performance

Lift vs Baseline
61.5x
Sample Count
43
Avg Gap Magnitude
31.6%
Frequency
0.09%

Live Performance

Fires
0
Precision
-
n/a
News + Volume Breakout — candidate

Description

News coverage with extreme volume in already-volatile stock above SMA. Multi-factor convergence: fundamental catalyst + technical positioning + sentiment alignment. Hybrid type.

Conditions

  • Baseline volatility (20d): >= 0.08
  • Volume ratio (vs 20d avg): >= 8.0
  • Price vs 20-day SMA (%): > 0
  • Prior day return (%): > 0
  • News article count: >= 1

Historical Performance

Lift vs Baseline
51.8x
Sample Count
229
Avg Gap Magnitude
42.6%
Frequency
0.481%

Live Performance

Fires
0
Precision
-
n/a
Earnings Filing Combo — candidate

Description

After-hours earnings release filed as 8-K creates a structured information event. Low prior volatility means genuine new information. Volume confirms institutional repositioning. SEC-catalyst type.

Conditions

  • 8-K filing present: Yes
  • Baseline volatility (20d): <= 0.06
  • Volume ratio (vs 20d avg): >= 2.0
  • Hours since most recent filing: 12 to 24
  • Earnings mentioned in news: Yes

Historical Performance

Lift vs Baseline
27.7x
Sample Count
329
Avg Gap Magnitude
19.1%
Frequency
0.691%

Live Performance

Fires
6
Precision
83.3%
[43.6, 97.0] · n=6 (5 hit)
Thin-Float Breakout — candidate

Description

Low-float, low-liquidity stocks where hidden information flows overwhelm thin order books. Absence of news IS the signal. Price-only high-magnitude specialist.

Conditions

  • Avg daily volume (20d): < 500000
  • Baseline volatility (20d): >= 0.08
  • Volume ratio (vs 20d avg): >= 15.0
  • News article count: <= 1

Historical Performance

Lift vs Baseline
15.8x
Sample Count
107
Avg Gap Magnitude
40.7%
Frequency
0.225%

Live Performance

Fires
0
Precision
-
n/a
FDA/Regulatory Catalyst — candidate

Description

FDA decisions represent binary high-stakes regulatory outcomes. Positive FDA news with 8-K filing confirms materiality. Extreme volume (6x+) filters rumor-based moves. SEC-catalyst type.

Conditions

  • 8-K filing present: Yes
  • Baseline volatility (20d): >= 0.05
  • FDA/regulatory mentioned in news: Yes
  • Volume ratio (vs 20d avg): >= 6.0

Historical Performance

Lift vs Baseline
14.8x
Sample Count
31
Avg Gap Magnitude
28.2%
Frequency
0.065%

Live Performance

Fires
0
Precision
-
n/a
Earnings + Momentum — candidate

Description

Earnings beat while stock is near 52-week high confirms fundamental trajectory. Institutional investors waiting for confirmation pile in simultaneously. Hybrid type combining SEC data with momentum signals.

Conditions

  • Volume ratio (vs 20d avg): >= 2.5
  • Hours since most recent filing: <= 72
  • Price vs 52-week high (%): >= 85.0
  • Earnings mentioned in news: Yes

Historical Performance

Lift vs Baseline
12.9x
Sample Count
42
Avg Gap Magnitude
18.7%
Frequency
0.088%

Live Performance

Fires
0
Precision
-
n/a
Quiet Catalyst Filing — candidate

Description

SEC filings mentioning catalysts in previously quiet stocks represent material information not yet broadly disseminated. Low news + low volatility = high information surprise. SEC-catalyst type.

Conditions

  • Baseline volatility (20d): <= 0.06
  • Volume ratio (vs 20d avg): 1.5 to 4.0
  • Hours since most recent filing: <= 72
  • News article count: <= 2
  • Any of: Earnings mentioned in news, FDA/regulatory mentioned in news, Merger/acquisition mentioned in news

Historical Performance

Lift vs Baseline
12.2x
Sample Count
330
Avg Gap Magnitude
17.1%
Frequency
0.693%

Live Performance

Fires
7
Precision
42.9%
[15.8, 75.0] · n=7 (3 hit)
Insider Activity Signal — candidate

Description

Clustered insider purchases (2+ buys) with zero selling represents strong conviction from those with best information. Volume confirms other informed participants accumulating. Hybrid type.

Conditions

  • Baseline volatility (20d): >= 0.04
  • Volume ratio (vs 20d avg): >= 1.5
  • Hours since most recent filing: <= 72
  • Insider buy transactions: >= 2
  • Insider sell transactions: == 0

Historical Performance

Lift vs Baseline
4.5x
Sample Count
47
Avg Gap Magnitude
15.6%
Frequency
0.099%

Live Performance

Fires
0
Precision
-
n/a

Candidate patterns will be re-evaluated when their sample count reaches 50. They still fire and are tracked but do not contribute to predictions.