Pattern Library
Active and candidate gap-up prediction patterns
Active Patterns (8)
| Pattern | Type | Lift | Hist. Count | Avg Gap | Live Fires | Live Hit Rate |
|---|---|---|---|---|---|---|
| News + Volume Breakout | Hybrid | 51.8x | 229 | 42.6% | 0 | - |
| Multi-Day Momentum Run | Price-only | 41.1x | 220 | 32.7% | 3 | 66.7% |
| Earnings Filing Combo | SEC-catalyst | 27.7x | 329 | 19.1% | 1 | 100.0% |
| Extreme Volume Spike | Price-only | 22.4x | 1,018 | 36.7% | 15 | 53.3% |
| Thin-Float Breakout | Price-only | 15.8x | 107 | 40.7% | 0 | - |
| Quiet Catalyst Filing | SEC-catalyst | 12.2x | 330 | 17.1% | 2 | 100.0% |
| Oversold Reversal | Price-only | 10.0x | 621 | 27.0% | 8 | 25.0% |
| Unprocessed Filing Activity | SEC-catalyst | 2.1x | 2,885 | 20.0% | 19 | 57.9% |
News + Volume Breakout | Hybrid | Lift: 51.8x | Live: 0 fires, N/A
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Multi-Day Momentum Run | Price-only | Lift: 41.1x | Live: 3 fires, 66.7%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Earnings Filing Combo | SEC-catalyst | Lift: 27.7x | Live: 1 fires, 100.0%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Extreme Volume Spike | Price-only | Lift: 22.4x | Live: 15 fires, 53.3%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Thin-Float Breakout | Price-only | Lift: 15.8x | Live: 0 fires, N/A
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Quiet Catalyst Filing | SEC-catalyst | Lift: 12.2x | Live: 2 fires, 100.0%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Oversold Reversal | Price-only | Lift: 10.0x | Live: 8 fires, 25.0%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Insufficient data for drift assessment (need >= 10 fires)
Unprocessed Filing Activity | SEC-catalyst | Lift: 2.1x | Live: 19 fires, 57.9%
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
Discovery method: ai_analysis
Live Performance (Confirmed)
Candidate Patterns (4) — inactive, monitoring for threshold
| Pattern | Type | Lift | Count | Avg Gap | Why Inactive |
|---|---|---|---|---|---|
| 52-Week High Breakout | Price-only | 61.5x | 43 | 31.6% | Count < 50 (need 7 more) |
| FDA/Regulatory Catalyst | SEC-catalyst | 14.8x | 31 | 28.2% | Count < 50 (need 19 more) |
| Earnings + Momentum | SEC-catalyst | 12.9x | 42 | 18.7% | Count < 50 (need 8 more) |
| Insider Activity Signal | SEC-catalyst | 4.5x | 47 | 15.6% | 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
Live Performance
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
Live Performance
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
Live Performance
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
Live Performance
Candidate patterns will be re-evaluated when their sample count reaches 50. They still fire and are tracked but do not contribute to predictions.