SPY
N = 62 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 62.9% | +0.34% |
| T+20 | 72.6% | +1.47% |
| T+60 | 75.8% | +3.12% |
Historical Conditioning Base-Rate Grid (ISA-02)
As of 2026-10-09 (certified series end); ISA-02 grid computed 2026-10-19 over spine data through 2026-10-16.
550 ISA-02 cells meeting N>=100 (status OK)
Template: BASE_UP (80 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| BASE_UP | LOW_VOL | SYM_LOW | 1 | 47.9% | -0.05% | 5148980 |
| BASE_UP | LOW_VOL | SYM_LOW | 5 | 47.1% | -0.05% | 5139706 |
| BASE_UP | LOW_VOL | SYM_LOW | 20 | 45.2% | -0.35% | 5105089 |
| BASE_UP | LOW_VOL | SYM_LOW | 60 | 42.7% | -0.95% | 5053382 |
| BASE_UP | LOW_VOL | SYM_LOW | 120 | 40.7% | -1.95% | 4991772 |
| BASE_UP | LOW_VOL | SYM_HIGH | 1 | 47.4% | -0.05% | 2244692 |
| BASE_UP | LOW_VOL | SYM_HIGH | 5 | 46.5% | -0.25% | 2238976 |
| BASE_UP | LOW_VOL | SYM_HIGH | 20 | 45.1% | -0.65% | 2219355 |
| BASE_UP | LOW_VOL | SYM_HIGH | 60 | 42.0% | -1.85% | 2185878 |
| BASE_UP | LOW_VOL | SYM_HIGH | 120 | 40.7% | -3.45% | 2125220 |
| BASE_UP | LOW_VOL | SYM_UNKNOWN | 1 | 47.8% | -0.05% | 509905 |
| BASE_UP | LOW_VOL | SYM_UNKNOWN | 5 | 46.4% | -0.15% | 508023 |
| BASE_UP | LOW_VOL | SYM_UNKNOWN | 20 | 44.2% | -0.45% | 501706 |
| BASE_UP | LOW_VOL | SYM_UNKNOWN | 60 | 40.5% | -1.55% | 492671 |
| BASE_UP | LOW_VOL | SYM_UNKNOWN | 120 | 38.3% | -2.95% | 481425 |
| BASE_UP | LOW_VOL | ANY | 1 | 47.8% | -0.05% | 7903577 |
| BASE_UP | LOW_VOL | ANY | 5 | 46.9% | -0.15% | 7886705 |
| BASE_UP | LOW_VOL | ANY | 20 | 45.1% | -0.35% | 7826150 |
| BASE_UP | LOW_VOL | ANY | 60 | 42.4% | -1.15% | 7731931 |
| BASE_UP | LOW_VOL | ANY | 120 | 40.6% | -2.35% | 7598417 |
| BASE_UP | HIGH_VOL | SYM_LOW | 1 | 47.7% | -0.05% | 1822386 |
| BASE_UP | HIGH_VOL | SYM_LOW | 5 | 46.2% | -0.25% | 1821143 |
| BASE_UP | HIGH_VOL | SYM_LOW | 20 | 44.3% | -0.75% | 1816814 |
| BASE_UP | HIGH_VOL | SYM_LOW | 60 | 42.0% | -2.05% | 1780481 |
| BASE_UP | HIGH_VOL | SYM_LOW | 120 | 39.9% | -3.85% | 1733536 |
| BASE_UP | HIGH_VOL | SYM_HIGH | 1 | 48.8% | -0.05% | 4089009 |
| BASE_UP | HIGH_VOL | SYM_HIGH | 5 | 47.6% | -0.05% | 4087471 |
| BASE_UP | HIGH_VOL | SYM_HIGH | 20 | 45.8% | -0.35% | 4081948 |
| BASE_UP | HIGH_VOL | SYM_HIGH | 60 | 44.8% | -0.85% | 4033695 |
| BASE_UP | HIGH_VOL | SYM_HIGH | 120 | 43.1% | -1.65% | 3954488 |
| BASE_UP | HIGH_VOL | SYM_UNKNOWN | 1 | 48.0% | -0.05% | 450820 |
| BASE_UP | HIGH_VOL | SYM_UNKNOWN | 5 | 45.7% | -0.25% | 450170 |
| BASE_UP | HIGH_VOL | SYM_UNKNOWN | 20 | 42.9% | -0.85% | 448543 |
| BASE_UP | HIGH_VOL | SYM_UNKNOWN | 60 | 40.6% | -1.95% | 439040 |
| BASE_UP | HIGH_VOL | SYM_UNKNOWN | 120 | 39.2% | -3.35% | 424322 |
| BASE_UP | HIGH_VOL | ANY | 1 | 48.4% | -0.05% | 6362215 |
| BASE_UP | HIGH_VOL | ANY | 5 | 47.1% | -0.15% | 6358784 |
| BASE_UP | HIGH_VOL | ANY | 20 | 45.2% | -0.45% | 6347305 |
| BASE_UP | HIGH_VOL | ANY | 60 | 43.7% | -1.15% | 6253216 |
| BASE_UP | HIGH_VOL | ANY | 120 | 41.9% | -2.25% | 6112346 |
| BASE_UP | UNKNOWN | SYM_LOW | 1 | 39.0% | -0.55% | 236 |
| BASE_UP | UNKNOWN | SYM_LOW | 5 | 60.6% | +1.95% | 236 |
| BASE_UP | UNKNOWN | SYM_LOW | 20 | 56.8% | +1.75% | 236 |
| BASE_UP | UNKNOWN | SYM_LOW | 60 | 47.4% | -0.85% | 234 |
| BASE_UP | UNKNOWN | SYM_LOW | 120 | 50.9% | +0.60% | 234 |
| BASE_UP | UNKNOWN | SYM_HIGH | 1 | 42.5% | -0.55% | 603 |
| BASE_UP | UNKNOWN | SYM_HIGH | 5 | 56.5% | +1.15% | 602 |
| BASE_UP | UNKNOWN | SYM_HIGH | 20 | 54.2% | +1.25% | 600 |
| BASE_UP | UNKNOWN | SYM_HIGH | 60 | 49.2% | -0.45% | 600 |
| BASE_UP | UNKNOWN | SYM_HIGH | 120 | 48.1% | -1.55% | 594 |
| BASE_UP | UNKNOWN | SYM_UNKNOWN | 1 | 46.7% | -0.15% | 193311 |
| BASE_UP | UNKNOWN | SYM_UNKNOWN | 5 | 49.1% | -0.05% | 193285 |
| BASE_UP | UNKNOWN | SYM_UNKNOWN | 20 | 49.7% | -0.05% | 193236 |
| BASE_UP | UNKNOWN | SYM_UNKNOWN | 60 | 48.8% | -0.25% | 193135 |
| BASE_UP | UNKNOWN | SYM_UNKNOWN | 120 | 47.8% | -0.85% | 192983 |
| BASE_UP | UNKNOWN | ANY | 1 | 46.7% | -0.15% | 194150 |
| BASE_UP | UNKNOWN | ANY | 5 | 49.1% | -0.05% | 194123 |
| BASE_UP | UNKNOWN | ANY | 20 | 49.7% | -0.05% | 194072 |
| BASE_UP | UNKNOWN | ANY | 60 | 48.8% | -0.25% | 193969 |
| BASE_UP | UNKNOWN | ANY | 120 | 47.8% | -0.85% | 193811 |
| BASE_UP | ANY | SYM_LOW | 1 | 47.9% | -0.05% | 6971602 |
| BASE_UP | ANY | SYM_LOW | 5 | 46.9% | -0.15% | 6961085 |
| BASE_UP | ANY | SYM_LOW | 20 | 45.0% | -0.35% | 6922139 |
| BASE_UP | ANY | SYM_LOW | 60 | 42.5% | -1.15% | 6834097 |
| BASE_UP | ANY | SYM_LOW | 120 | 40.5% | -2.25% | 6725542 |
| BASE_UP | ANY | SYM_HIGH | 1 | 48.3% | -0.05% | 6334304 |
| BASE_UP | ANY | SYM_HIGH | 5 | 47.3% | -0.15% | 6327049 |
| BASE_UP | ANY | SYM_HIGH | 20 | 45.6% | -0.45% | 6301903 |
| BASE_UP | ANY | SYM_HIGH | 60 | 43.8% | -1.15% | 6220173 |
| BASE_UP | ANY | SYM_HIGH | 120 | 42.3% | -2.15% | 6080302 |
| BASE_UP | ANY | SYM_UNKNOWN | 1 | 47.7% | -0.05% | 1154036 |
| BASE_UP | ANY | SYM_UNKNOWN | 5 | 46.6% | -0.15% | 1151478 |
| BASE_UP | ANY | SYM_UNKNOWN | 20 | 44.6% | -0.55% | 1143485 |
| BASE_UP | ANY | SYM_UNKNOWN | 60 | 42.0% | -1.55% | 1124846 |
| BASE_UP | ANY | SYM_UNKNOWN | 120 | 40.3% | -2.85% | 1098730 |
| BASE_UP | ANY | ANY | 1 | 48.0% | -0.05% | 14459942 |
| BASE_UP | ANY | ANY | 5 | 47.0% | -0.15% | 14439612 |
| BASE_UP | ANY | ANY | 20 | 45.2% | -0.45% | 14367527 |
| BASE_UP | ANY | ANY | 60 | 43.1% | -1.15% | 14179116 |
| BASE_UP | ANY | ANY | 120 | 41.3% | -2.25% | 13904574 |
Template: MOM5_UP (75 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| MOM5_UP | LOW_VOL | SYM_LOW | 1 | 47.6% | -0.05% | 2677376 |
| MOM5_UP | LOW_VOL | SYM_LOW | 5 | 47.1% | -0.05% | 2671991 |
| MOM5_UP | LOW_VOL | SYM_LOW | 20 | 45.7% | -0.25% | 2660230 |
| MOM5_UP | LOW_VOL | SYM_LOW | 60 | 43.2% | -0.75% | 2639389 |
| MOM5_UP | LOW_VOL | SYM_LOW | 120 | 41.0% | -1.75% | 2608888 |
| MOM5_UP | LOW_VOL | SYM_HIGH | 1 | 46.1% | -0.05% | 1098591 |
| MOM5_UP | LOW_VOL | SYM_HIGH | 5 | 45.0% | -0.25% | 1095407 |
| MOM5_UP | LOW_VOL | SYM_HIGH | 20 | 44.1% | -0.75% | 1088413 |
| MOM5_UP | LOW_VOL | SYM_HIGH | 60 | 41.4% | -1.85% | 1073910 |
| MOM5_UP | LOW_VOL | SYM_HIGH | 120 | 40.6% | -3.25% | 1041848 |
| MOM5_UP | LOW_VOL | SYM_UNKNOWN | 1 | 47.5% | -0.05% | 248914 |
| MOM5_UP | LOW_VOL | SYM_UNKNOWN | 5 | 46.3% | -0.15% | 248106 |
| MOM5_UP | LOW_VOL | SYM_UNKNOWN | 20 | 44.7% | -0.45% | 245914 |
| MOM5_UP | LOW_VOL | SYM_UNKNOWN | 60 | 41.3% | -1.25% | 242378 |
| MOM5_UP | LOW_VOL | SYM_UNKNOWN | 120 | 38.7% | -2.55% | 236942 |
| MOM5_UP | LOW_VOL | ANY | 1 | 47.2% | -0.05% | 4024881 |
| MOM5_UP | LOW_VOL | ANY | 5 | 46.5% | -0.15% | 4015504 |
| MOM5_UP | LOW_VOL | ANY | 20 | 45.2% | -0.35% | 3994557 |
| MOM5_UP | LOW_VOL | ANY | 60 | 42.6% | -0.95% | 3955677 |
| MOM5_UP | LOW_VOL | ANY | 120 | 40.8% | -2.05% | 3887678 |
| MOM5_UP | HIGH_VOL | SYM_LOW | 1 | 47.6% | -0.05% | 857465 |
| MOM5_UP | HIGH_VOL | SYM_LOW | 5 | 46.2% | -0.25% | 857034 |
| MOM5_UP | HIGH_VOL | SYM_LOW | 20 | 44.4% | -0.65% | 855336 |
| MOM5_UP | HIGH_VOL | SYM_LOW | 60 | 42.1% | -1.75% | 836772 |
| MOM5_UP | HIGH_VOL | SYM_LOW | 120 | 39.7% | -3.45% | 814221 |
| MOM5_UP | HIGH_VOL | SYM_HIGH | 1 | 48.7% | -0.05% | 2075951 |
| MOM5_UP | HIGH_VOL | SYM_HIGH | 5 | 47.1% | -0.15% | 2075427 |
| MOM5_UP | HIGH_VOL | SYM_HIGH | 20 | 45.4% | -0.35% | 2073256 |
| MOM5_UP | HIGH_VOL | SYM_HIGH | 60 | 44.6% | -0.75% | 2047193 |
| MOM5_UP | HIGH_VOL | SYM_HIGH | 120 | 42.9% | -1.55% | 2007037 |
| MOM5_UP | HIGH_VOL | SYM_UNKNOWN | 1 | 47.7% | -0.05% | 207682 |
| MOM5_UP | HIGH_VOL | SYM_UNKNOWN | 5 | 45.5% | -0.25% | 207553 |
| MOM5_UP | HIGH_VOL | SYM_UNKNOWN | 20 | 42.9% | -0.75% | 207072 |
| MOM5_UP | HIGH_VOL | SYM_UNKNOWN | 60 | 41.2% | -1.65% | 202576 |
| MOM5_UP | HIGH_VOL | SYM_UNKNOWN | 120 | 39.3% | -2.95% | 195720 |
| MOM5_UP | HIGH_VOL | ANY | 1 | 48.3% | -0.05% | 3141098 |
| MOM5_UP | HIGH_VOL | ANY | 5 | 46.8% | -0.15% | 3140014 |
| MOM5_UP | HIGH_VOL | ANY | 20 | 45.0% | -0.45% | 3135664 |
| MOM5_UP | HIGH_VOL | ANY | 60 | 43.7% | -1.05% | 3086541 |
| MOM5_UP | HIGH_VOL | ANY | 120 | 41.8% | -2.05% | 3016978 |
| MOM5_UP | UNKNOWN | SYM_HIGH | 1 | 43.4% | -0.55% | 258 |
| MOM5_UP | UNKNOWN | SYM_HIGH | 5 | 54.3% | +0.75% | 258 |
| MOM5_UP | UNKNOWN | SYM_HIGH | 20 | 54.1% | +1.55% | 257 |
| MOM5_UP | UNKNOWN | SYM_HIGH | 60 | 40.9% | -4.35% | 257 |
| MOM5_UP | UNKNOWN | SYM_HIGH | 120 | 38.2% | -7.65% | 254 |
| MOM5_UP | UNKNOWN | SYM_UNKNOWN | 1 | 47.2% | -0.15% | 87023 |
| MOM5_UP | UNKNOWN | SYM_UNKNOWN | 5 | 49.7% | -0.05% | 87019 |
| MOM5_UP | UNKNOWN | SYM_UNKNOWN | 20 | 52.9% | +0.45% | 87002 |
| MOM5_UP | UNKNOWN | SYM_UNKNOWN | 60 | 50.8% | +0.15% | 86961 |
| MOM5_UP | UNKNOWN | SYM_UNKNOWN | 120 | 49.2% | -0.25% | 86894 |
| MOM5_UP | UNKNOWN | ANY | 1 | 47.1% | -0.15% | 87363 |
| MOM5_UP | UNKNOWN | ANY | 5 | 49.7% | -0.05% | 87359 |
| MOM5_UP | UNKNOWN | ANY | 20 | 52.9% | +0.45% | 87341 |
| MOM5_UP | UNKNOWN | ANY | 60 | 50.7% | +0.15% | 87300 |
| MOM5_UP | UNKNOWN | ANY | 120 | 49.2% | -0.25% | 87230 |
| MOM5_UP | ANY | SYM_LOW | 1 | 47.6% | -0.05% | 3534923 |
| MOM5_UP | ANY | SYM_LOW | 5 | 46.9% | -0.05% | 3529107 |
| MOM5_UP | ANY | SYM_LOW | 20 | 45.4% | -0.35% | 3515648 |
| MOM5_UP | ANY | SYM_LOW | 60 | 43.0% | -0.95% | 3476243 |
| MOM5_UP | ANY | SYM_LOW | 120 | 40.7% | -1.95% | 3423191 |
| MOM5_UP | ANY | SYM_HIGH | 1 | 47.8% | -0.05% | 3174800 |
| MOM5_UP | ANY | SYM_HIGH | 5 | 46.4% | -0.15% | 3171092 |
| MOM5_UP | ANY | SYM_HIGH | 20 | 45.0% | -0.45% | 3161926 |
| MOM5_UP | ANY | SYM_HIGH | 60 | 43.5% | -1.05% | 3121360 |
| MOM5_UP | ANY | SYM_HIGH | 120 | 42.1% | -2.05% | 3049139 |
| MOM5_UP | ANY | SYM_UNKNOWN | 1 | 47.5% | -0.05% | 543619 |
| MOM5_UP | ANY | SYM_UNKNOWN | 5 | 46.5% | -0.15% | 542678 |
| MOM5_UP | ANY | SYM_UNKNOWN | 20 | 45.3% | -0.45% | 539988 |
| MOM5_UP | ANY | SYM_UNKNOWN | 60 | 42.8% | -1.15% | 531915 |
| MOM5_UP | ANY | SYM_UNKNOWN | 120 | 40.7% | -2.45% | 519556 |
| MOM5_UP | ANY | ANY | 1 | 47.7% | -0.05% | 7253342 |
| MOM5_UP | ANY | ANY | 5 | 46.6% | -0.15% | 7242877 |
| MOM5_UP | ANY | ANY | 20 | 45.2% | -0.35% | 7217562 |
| MOM5_UP | ANY | ANY | 60 | 43.2% | -1.05% | 7129518 |
| MOM5_UP | ANY | ANY | 120 | 41.3% | -2.05% | 6991886 |
Template: REV5_DN (80 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| REV5_DN | LOW_VOL | SYM_LOW | 1 | 48.6% | -0.05% | 2147396 |
| REV5_DN | LOW_VOL | SYM_LOW | 5 | 47.5% | -0.05% | 2144317 |
| REV5_DN | LOW_VOL | SYM_LOW | 20 | 45.2% | -0.35% | 2123853 |
| REV5_DN | LOW_VOL | SYM_LOW | 60 | 42.6% | -1.05% | 2097139 |
| REV5_DN | LOW_VOL | SYM_LOW | 120 | 40.8% | -2.05% | 2072111 |
| REV5_DN | LOW_VOL | SYM_HIGH | 1 | 49.2% | -0.05% | 990860 |
| REV5_DN | LOW_VOL | SYM_HIGH | 5 | 48.6% | -0.05% | 988652 |
| REV5_DN | LOW_VOL | SYM_HIGH | 20 | 46.6% | -0.45% | 976999 |
| REV5_DN | LOW_VOL | SYM_HIGH | 60 | 43.0% | -1.65% | 959804 |
| REV5_DN | LOW_VOL | SYM_HIGH | 120 | 41.2% | -3.35% | 934308 |
| REV5_DN | LOW_VOL | SYM_UNKNOWN | 1 | 48.4% | -0.05% | 206529 |
| REV5_DN | LOW_VOL | SYM_UNKNOWN | 5 | 46.9% | -0.15% | 205878 |
| REV5_DN | LOW_VOL | SYM_UNKNOWN | 20 | 44.1% | -0.55% | 202866 |
| REV5_DN | LOW_VOL | SYM_UNKNOWN | 60 | 39.9% | -1.75% | 198690 |
| REV5_DN | LOW_VOL | SYM_UNKNOWN | 120 | 38.2% | -3.25% | 194373 |
| REV5_DN | LOW_VOL | ANY | 1 | 48.8% | -0.05% | 3344785 |
| REV5_DN | LOW_VOL | ANY | 5 | 47.8% | -0.05% | 3338847 |
| REV5_DN | LOW_VOL | ANY | 20 | 45.6% | -0.35% | 3303718 |
| REV5_DN | LOW_VOL | ANY | 60 | 42.5% | -1.25% | 3255633 |
| REV5_DN | LOW_VOL | ANY | 120 | 40.7% | -2.45% | 3200792 |
| REV5_DN | HIGH_VOL | SYM_LOW | 1 | 48.6% | -0.05% | 760374 |
| REV5_DN | HIGH_VOL | SYM_LOW | 5 | 47.5% | -0.15% | 759979 |
| REV5_DN | HIGH_VOL | SYM_LOW | 20 | 45.5% | -0.65% | 758431 |
| REV5_DN | HIGH_VOL | SYM_LOW | 60 | 42.8% | -2.05% | 744750 |
| REV5_DN | HIGH_VOL | SYM_LOW | 120 | 40.5% | -3.95% | 724481 |
| REV5_DN | HIGH_VOL | SYM_HIGH | 1 | 49.3% | -0.05% | 1862078 |
| REV5_DN | HIGH_VOL | SYM_HIGH | 5 | 48.6% | -0.05% | 1861261 |
| REV5_DN | HIGH_VOL | SYM_HIGH | 20 | 46.6% | -0.35% | 1858477 |
| REV5_DN | HIGH_VOL | SYM_HIGH | 60 | 45.3% | -0.75% | 1838261 |
| REV5_DN | HIGH_VOL | SYM_HIGH | 120 | 43.4% | -1.65% | 1801678 |
| REV5_DN | HIGH_VOL | SYM_UNKNOWN | 1 | 48.5% | -0.05% | 193986 |
| REV5_DN | HIGH_VOL | SYM_UNKNOWN | 5 | 46.5% | -0.25% | 193780 |
| REV5_DN | HIGH_VOL | SYM_UNKNOWN | 20 | 43.3% | -0.85% | 193216 |
| REV5_DN | HIGH_VOL | SYM_UNKNOWN | 60 | 40.7% | -2.05% | 189721 |
| REV5_DN | HIGH_VOL | SYM_UNKNOWN | 120 | 39.0% | -3.65% | 183527 |
| REV5_DN | HIGH_VOL | ANY | 1 | 49.0% | -0.05% | 2816438 |
| REV5_DN | HIGH_VOL | ANY | 5 | 48.1% | -0.05% | 2815020 |
| REV5_DN | HIGH_VOL | ANY | 20 | 46.1% | -0.45% | 2810124 |
| REV5_DN | HIGH_VOL | ANY | 60 | 44.3% | -1.15% | 2772732 |
| REV5_DN | HIGH_VOL | ANY | 120 | 42.3% | -2.25% | 2709686 |
| REV5_DN | UNKNOWN | SYM_LOW | 1 | 37.5% | -0.55% | 112 |
| REV5_DN | UNKNOWN | SYM_LOW | 5 | 58.9% | +1.45% | 112 |
| REV5_DN | UNKNOWN | SYM_LOW | 20 | 47.3% | -1.50% | 112 |
| REV5_DN | UNKNOWN | SYM_LOW | 60 | 48.2% | -0.55% | 110 |
| REV5_DN | UNKNOWN | SYM_LOW | 120 | 54.5% | +2.35% | 110 |
| REV5_DN | UNKNOWN | SYM_HIGH | 1 | 41.5% | -0.55% | 299 |
| REV5_DN | UNKNOWN | SYM_HIGH | 5 | 56.0% | +1.20% | 298 |
| REV5_DN | UNKNOWN | SYM_HIGH | 20 | 54.5% | +1.25% | 297 |
| REV5_DN | UNKNOWN | SYM_HIGH | 60 | 56.2% | +2.35% | 297 |
| REV5_DN | UNKNOWN | SYM_HIGH | 120 | 55.6% | +3.05% | 295 |
| REV5_DN | UNKNOWN | SYM_UNKNOWN | 1 | 46.3% | -0.15% | 85470 |
| REV5_DN | UNKNOWN | SYM_UNKNOWN | 5 | 48.8% | -0.05% | 85461 |
| REV5_DN | UNKNOWN | SYM_UNKNOWN | 20 | 47.9% | -0.25% | 85443 |
| REV5_DN | UNKNOWN | SYM_UNKNOWN | 60 | 46.9% | -0.75% | 85407 |
| REV5_DN | UNKNOWN | SYM_UNKNOWN | 120 | 46.3% | -1.55% | 85351 |
| REV5_DN | UNKNOWN | ANY | 1 | 46.3% | -0.15% | 85881 |
| REV5_DN | UNKNOWN | ANY | 5 | 48.9% | -0.05% | 85871 |
| REV5_DN | UNKNOWN | ANY | 20 | 47.9% | -0.25% | 85852 |
| REV5_DN | UNKNOWN | ANY | 60 | 46.9% | -0.75% | 85814 |
| REV5_DN | UNKNOWN | ANY | 120 | 46.3% | -1.55% | 85756 |
| REV5_DN | ANY | SYM_LOW | 1 | 48.6% | -0.05% | 2907882 |
| REV5_DN | ANY | SYM_LOW | 5 | 47.5% | -0.05% | 2904408 |
| REV5_DN | ANY | SYM_LOW | 20 | 45.3% | -0.35% | 2882396 |
| REV5_DN | ANY | SYM_LOW | 60 | 42.6% | -1.25% | 2841999 |
| REV5_DN | ANY | SYM_LOW | 120 | 40.7% | -2.45% | 2796702 |
| REV5_DN | ANY | SYM_HIGH | 1 | 49.2% | -0.05% | 2853237 |
| REV5_DN | ANY | SYM_HIGH | 5 | 48.6% | -0.05% | 2850211 |
| REV5_DN | ANY | SYM_HIGH | 20 | 46.6% | -0.35% | 2835773 |
| REV5_DN | ANY | SYM_HIGH | 60 | 44.5% | -1.05% | 2798362 |
| REV5_DN | ANY | SYM_HIGH | 120 | 42.7% | -2.05% | 2736281 |
| REV5_DN | ANY | SYM_UNKNOWN | 1 | 48.1% | -0.05% | 485985 |
| REV5_DN | ANY | SYM_UNKNOWN | 5 | 47.1% | -0.15% | 485119 |
| REV5_DN | ANY | SYM_UNKNOWN | 20 | 44.5% | -0.65% | 481525 |
| REV5_DN | ANY | SYM_UNKNOWN | 60 | 41.5% | -1.75% | 473818 |
| REV5_DN | ANY | SYM_UNKNOWN | 120 | 40.0% | -3.15% | 463251 |
| REV5_DN | ANY | ANY | 1 | 48.8% | -0.05% | 6247104 |
| REV5_DN | ANY | ANY | 5 | 47.9% | -0.05% | 6239738 |
| REV5_DN | ANY | ANY | 20 | 45.8% | -0.35% | 6199694 |
| REV5_DN | ANY | ANY | 60 | 43.4% | -1.15% | 6114179 |
| REV5_DN | ANY | ANY | 120 | 41.5% | -2.35% | 5996234 |
Template: MOM20_UP (80 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| MOM20_UP | LOW_VOL | SYM_LOW | 1 | 48.1% | -0.05% | 3216518 |
| MOM20_UP | LOW_VOL | SYM_LOW | 5 | 47.5% | -0.05% | 3213081 |
| MOM20_UP | LOW_VOL | SYM_LOW | 20 | 45.9% | -0.25% | 3202616 |
| MOM20_UP | LOW_VOL | SYM_LOW | 60 | 43.5% | -0.75% | 3177010 |
| MOM20_UP | LOW_VOL | SYM_LOW | 120 | 41.2% | -1.55% | 3141613 |
| MOM20_UP | LOW_VOL | SYM_HIGH | 1 | 46.9% | -0.05% | 1264885 |
| MOM20_UP | LOW_VOL | SYM_HIGH | 5 | 46.0% | -0.25% | 1263220 |
| MOM20_UP | LOW_VOL | SYM_HIGH | 20 | 45.0% | -0.55% | 1256619 |
| MOM20_UP | LOW_VOL | SYM_HIGH | 60 | 42.1% | -1.65% | 1238994 |
| MOM20_UP | LOW_VOL | SYM_HIGH | 120 | 41.1% | -3.05% | 1200891 |
| MOM20_UP | LOW_VOL | SYM_UNKNOWN | 1 | 48.1% | -0.05% | 277740 |
| MOM20_UP | LOW_VOL | SYM_UNKNOWN | 5 | 47.0% | -0.15% | 277127 |
| MOM20_UP | LOW_VOL | SYM_UNKNOWN | 20 | 45.1% | -0.35% | 274852 |
| MOM20_UP | LOW_VOL | SYM_UNKNOWN | 60 | 41.9% | -1.05% | 270630 |
| MOM20_UP | LOW_VOL | SYM_UNKNOWN | 120 | 39.3% | -2.25% | 264387 |
| MOM20_UP | LOW_VOL | ANY | 1 | 47.8% | -0.05% | 4759143 |
| MOM20_UP | LOW_VOL | ANY | 5 | 47.1% | -0.05% | 4753428 |
| MOM20_UP | LOW_VOL | ANY | 20 | 45.6% | -0.25% | 4734087 |
| MOM20_UP | LOW_VOL | ANY | 60 | 43.0% | -0.85% | 4686634 |
| MOM20_UP | LOW_VOL | ANY | 120 | 41.1% | -1.85% | 4606891 |
| MOM20_UP | HIGH_VOL | SYM_LOW | 1 | 47.6% | -0.05% | 903330 |
| MOM20_UP | HIGH_VOL | SYM_LOW | 5 | 46.2% | -0.25% | 902798 |
| MOM20_UP | HIGH_VOL | SYM_LOW | 20 | 44.2% | -0.65% | 900826 |
| MOM20_UP | HIGH_VOL | SYM_LOW | 60 | 41.5% | -1.85% | 880289 |
| MOM20_UP | HIGH_VOL | SYM_LOW | 120 | 39.4% | -3.45% | 851697 |
| MOM20_UP | HIGH_VOL | SYM_HIGH | 1 | 48.7% | -0.05% | 1898444 |
| MOM20_UP | HIGH_VOL | SYM_HIGH | 5 | 47.6% | -0.05% | 1897990 |
| MOM20_UP | HIGH_VOL | SYM_HIGH | 20 | 45.7% | -0.35% | 1895931 |
| MOM20_UP | HIGH_VOL | SYM_HIGH | 60 | 44.7% | -0.75% | 1867697 |
| MOM20_UP | HIGH_VOL | SYM_HIGH | 120 | 43.2% | -1.55% | 1819736 |
| MOM20_UP | HIGH_VOL | SYM_UNKNOWN | 1 | 47.8% | -0.05% | 191531 |
| MOM20_UP | HIGH_VOL | SYM_UNKNOWN | 5 | 45.6% | -0.25% | 191438 |
| MOM20_UP | HIGH_VOL | SYM_UNKNOWN | 20 | 42.9% | -0.75% | 190985 |
| MOM20_UP | HIGH_VOL | SYM_UNKNOWN | 60 | 40.9% | -1.65% | 186428 |
| MOM20_UP | HIGH_VOL | SYM_UNKNOWN | 120 | 39.8% | -2.85% | 178531 |
| MOM20_UP | HIGH_VOL | ANY | 1 | 48.3% | -0.05% | 2993305 |
| MOM20_UP | HIGH_VOL | ANY | 5 | 47.0% | -0.15% | 2992226 |
| MOM20_UP | HIGH_VOL | ANY | 20 | 45.1% | -0.45% | 2987742 |
| MOM20_UP | HIGH_VOL | ANY | 60 | 43.5% | -1.15% | 2934414 |
| MOM20_UP | HIGH_VOL | ANY | 120 | 41.8% | -2.15% | 2849964 |
| MOM20_UP | UNKNOWN | SYM_LOW | 1 | 40.8% | -0.45% | 103 |
| MOM20_UP | UNKNOWN | SYM_LOW | 5 | 63.1% | +2.45% | 103 |
| MOM20_UP | UNKNOWN | SYM_LOW | 20 | 57.3% | +1.95% | 103 |
| MOM20_UP | UNKNOWN | SYM_LOW | 60 | 41.7% | -3.15% | 103 |
| MOM20_UP | UNKNOWN | SYM_LOW | 120 | 48.5% | -1.35% | 103 |
| MOM20_UP | UNKNOWN | SYM_HIGH | 1 | 44.0% | -0.55% | 316 |
| MOM20_UP | UNKNOWN | SYM_HIGH | 5 | 57.6% | +1.75% | 316 |
| MOM20_UP | UNKNOWN | SYM_HIGH | 20 | 55.9% | +2.75% | 315 |
| MOM20_UP | UNKNOWN | SYM_HIGH | 60 | 36.8% | -7.95% | 315 |
| MOM20_UP | UNKNOWN | SYM_HIGH | 120 | 36.5% | -11.75% | 310 |
| MOM20_UP | UNKNOWN | SYM_UNKNOWN | 1 | 47.6% | -0.15% | 91110 |
| MOM20_UP | UNKNOWN | SYM_UNKNOWN | 5 | 52.1% | +0.15% | 91108 |
| MOM20_UP | UNKNOWN | SYM_UNKNOWN | 20 | 54.4% | +0.65% | 91092 |
| MOM20_UP | UNKNOWN | SYM_UNKNOWN | 60 | 52.5% | +0.65% | 91046 |
| MOM20_UP | UNKNOWN | SYM_UNKNOWN | 120 | 50.5% | +0.15% | 90960 |
| MOM20_UP | UNKNOWN | ANY | 1 | 47.6% | -0.15% | 91529 |
| MOM20_UP | UNKNOWN | ANY | 5 | 52.2% | +0.15% | 91527 |
| MOM20_UP | UNKNOWN | ANY | 20 | 54.4% | +0.65% | 91510 |
| MOM20_UP | UNKNOWN | ANY | 60 | 52.4% | +0.65% | 91464 |
| MOM20_UP | UNKNOWN | ANY | 120 | 50.4% | +0.15% | 91373 |
| MOM20_UP | ANY | SYM_LOW | 1 | 48.0% | -0.05% | 4119951 |
| MOM20_UP | ANY | SYM_LOW | 5 | 47.2% | -0.05% | 4115982 |
| MOM20_UP | ANY | SYM_LOW | 20 | 45.5% | -0.25% | 4103545 |
| MOM20_UP | ANY | SYM_LOW | 60 | 43.1% | -0.85% | 4057402 |
| MOM20_UP | ANY | SYM_LOW | 120 | 40.8% | -1.85% | 3993413 |
| MOM20_UP | ANY | SYM_HIGH | 1 | 48.0% | -0.05% | 3163645 |
| MOM20_UP | ANY | SYM_HIGH | 5 | 46.9% | -0.15% | 3161526 |
| MOM20_UP | ANY | SYM_HIGH | 20 | 45.5% | -0.45% | 3152865 |
| MOM20_UP | ANY | SYM_HIGH | 60 | 43.7% | -1.05% | 3107006 |
| MOM20_UP | ANY | SYM_HIGH | 120 | 42.4% | -2.05% | 3020937 |
| MOM20_UP | ANY | SYM_UNKNOWN | 1 | 48.0% | -0.05% | 560381 |
| MOM20_UP | ANY | SYM_UNKNOWN | 5 | 47.3% | -0.15% | 559673 |
| MOM20_UP | ANY | SYM_UNKNOWN | 20 | 45.9% | -0.35% | 556929 |
| MOM20_UP | ANY | SYM_UNKNOWN | 60 | 43.3% | -1.05% | 548104 |
| MOM20_UP | ANY | SYM_UNKNOWN | 120 | 41.4% | -2.15% | 533878 |
| MOM20_UP | ANY | ANY | 1 | 48.0% | -0.05% | 7843977 |
| MOM20_UP | ANY | ANY | 5 | 47.1% | -0.15% | 7837181 |
| MOM20_UP | ANY | ANY | 20 | 45.5% | -0.35% | 7813339 |
| MOM20_UP | ANY | ANY | 60 | 43.3% | -0.95% | 7712512 |
| MOM20_UP | ANY | ANY | 120 | 41.5% | -1.95% | 7548228 |
Template: REV20_DN (80 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| REV20_DN | LOW_VOL | SYM_LOW | 1 | 47.9% | -0.05% | 1769846 |
| REV20_DN | LOW_VOL | SYM_LOW | 5 | 46.6% | -0.15% | 1764385 |
| REV20_DN | LOW_VOL | SYM_LOW | 20 | 44.4% | -0.55% | 1741493 |
| REV20_DN | LOW_VOL | SYM_LOW | 60 | 41.6% | -1.45% | 1717585 |
| REV20_DN | LOW_VOL | SYM_LOW | 120 | 40.0% | -2.75% | 1694830 |
| REV20_DN | LOW_VOL | SYM_HIGH | 1 | 48.2% | -0.05% | 920439 |
| REV20_DN | LOW_VOL | SYM_HIGH | 5 | 47.4% | -0.15% | 916476 |
| REV20_DN | LOW_VOL | SYM_HIGH | 20 | 45.3% | -0.65% | 903839 |
| REV20_DN | LOW_VOL | SYM_HIGH | 60 | 42.0% | -2.05% | 888709 |
| REV20_DN | LOW_VOL | SYM_HIGH | 120 | 40.4% | -3.85% | 867302 |
| REV20_DN | LOW_VOL | SYM_UNKNOWN | 1 | 47.4% | -0.05% | 169523 |
| REV20_DN | LOW_VOL | SYM_UNKNOWN | 5 | 45.6% | -0.25% | 168753 |
| REV20_DN | LOW_VOL | SYM_UNKNOWN | 20 | 42.8% | -0.75% | 165889 |
| REV20_DN | LOW_VOL | SYM_UNKNOWN | 60 | 38.5% | -2.45% | 162430 |
| REV20_DN | LOW_VOL | SYM_UNKNOWN | 120 | 37.2% | -4.25% | 158867 |
| REV20_DN | LOW_VOL | ANY | 1 | 47.9% | -0.05% | 2859808 |
| REV20_DN | LOW_VOL | ANY | 5 | 46.8% | -0.15% | 2849614 |
| REV20_DN | LOW_VOL | ANY | 20 | 44.6% | -0.55% | 2811221 |
| REV20_DN | LOW_VOL | ANY | 60 | 41.5% | -1.65% | 2768724 |
| REV20_DN | LOW_VOL | ANY | 120 | 40.0% | -3.15% | 2720999 |
| REV20_DN | HIGH_VOL | SYM_LOW | 1 | 48.2% | -0.05% | 807324 |
| REV20_DN | HIGH_VOL | SYM_LOW | 5 | 47.0% | -0.25% | 806827 |
| REV20_DN | HIGH_VOL | SYM_LOW | 20 | 45.2% | -0.75% | 805109 |
| REV20_DN | HIGH_VOL | SYM_LOW | 60 | 43.0% | -2.15% | 791531 |
| REV20_DN | HIGH_VOL | SYM_LOW | 120 | 40.6% | -4.25% | 775247 |
| REV20_DN | HIGH_VOL | SYM_HIGH | 1 | 49.0% | -0.05% | 2133690 |
| REV20_DN | HIGH_VOL | SYM_HIGH | 5 | 47.9% | -0.05% | 2132637 |
| REV20_DN | HIGH_VOL | SYM_HIGH | 20 | 46.0% | -0.35% | 2129297 |
| REV20_DN | HIGH_VOL | SYM_HIGH | 60 | 45.0% | -0.85% | 2109980 |
| REV20_DN | HIGH_VOL | SYM_HIGH | 120 | 43.0% | -1.75% | 2079673 |
| REV20_DN | HIGH_VOL | SYM_UNKNOWN | 1 | 48.4% | -0.05% | 207416 |
| REV20_DN | HIGH_VOL | SYM_UNKNOWN | 5 | 46.1% | -0.25% | 207239 |
| REV20_DN | HIGH_VOL | SYM_UNKNOWN | 20 | 43.2% | -0.85% | 206698 |
| REV20_DN | HIGH_VOL | SYM_UNKNOWN | 60 | 40.8% | -2.05% | 203126 |
| REV20_DN | HIGH_VOL | SYM_UNKNOWN | 120 | 38.9% | -3.65% | 198048 |
| REV20_DN | HIGH_VOL | ANY | 1 | 48.8% | -0.05% | 3148430 |
| REV20_DN | HIGH_VOL | ANY | 5 | 47.5% | -0.15% | 3146703 |
| REV20_DN | HIGH_VOL | ANY | 20 | 45.6% | -0.45% | 3141104 |
| REV20_DN | HIGH_VOL | ANY | 60 | 44.2% | -1.15% | 3104637 |
| REV20_DN | HIGH_VOL | ANY | 120 | 42.1% | -2.25% | 3052968 |
| REV20_DN | UNKNOWN | SYM_LOW | 1 | 34.9% | -0.55% | 109 |
| REV20_DN | UNKNOWN | SYM_LOW | 5 | 52.3% | +0.15% | 109 |
| REV20_DN | UNKNOWN | SYM_LOW | 20 | 50.5% | +0.65% | 109 |
| REV20_DN | UNKNOWN | SYM_LOW | 60 | 49.5% | -0.15% | 107 |
| REV20_DN | UNKNOWN | SYM_LOW | 120 | 53.3% | +1.45% | 107 |
| REV20_DN | UNKNOWN | SYM_HIGH | 1 | 39.5% | -0.55% | 271 |
| REV20_DN | UNKNOWN | SYM_HIGH | 5 | 54.4% | +0.75% | 270 |
| REV20_DN | UNKNOWN | SYM_HIGH | 20 | 50.6% | +0.05% | 269 |
| REV20_DN | UNKNOWN | SYM_HIGH | 60 | 62.1% | +4.05% | 269 |
| REV20_DN | UNKNOWN | SYM_HIGH | 120 | 61.6% | +5.40% | 268 |
| REV20_DN | UNKNOWN | SYM_UNKNOWN | 1 | 45.2% | -0.25% | 80229 |
| REV20_DN | UNKNOWN | SYM_UNKNOWN | 5 | 48.0% | -0.15% | 80224 |
| REV20_DN | UNKNOWN | SYM_UNKNOWN | 20 | 47.8% | -0.35% | 80209 |
| REV20_DN | UNKNOWN | SYM_UNKNOWN | 60 | 43.7% | -1.65% | 80172 |
| REV20_DN | UNKNOWN | SYM_UNKNOWN | 120 | 44.3% | -2.65% | 80127 |
| REV20_DN | UNKNOWN | ANY | 1 | 45.2% | -0.25% | 80609 |
| REV20_DN | UNKNOWN | ANY | 5 | 48.0% | -0.15% | 80603 |
| REV20_DN | UNKNOWN | ANY | 20 | 47.8% | -0.35% | 80587 |
| REV20_DN | UNKNOWN | ANY | 60 | 43.8% | -1.65% | 80548 |
| REV20_DN | UNKNOWN | ANY | 120 | 44.3% | -2.55% | 80502 |
| REV20_DN | ANY | SYM_LOW | 1 | 48.0% | -0.05% | 2577279 |
| REV20_DN | ANY | SYM_LOW | 5 | 46.7% | -0.15% | 2571321 |
| REV20_DN | ANY | SYM_LOW | 20 | 44.7% | -0.55% | 2546711 |
| REV20_DN | ANY | SYM_LOW | 60 | 42.0% | -1.65% | 2509223 |
| REV20_DN | ANY | SYM_LOW | 120 | 40.2% | -3.15% | 2470184 |
| REV20_DN | ANY | SYM_HIGH | 1 | 48.8% | -0.05% | 3054400 |
| REV20_DN | ANY | SYM_HIGH | 5 | 47.7% | -0.15% | 3049383 |
| REV20_DN | ANY | SYM_HIGH | 20 | 45.8% | -0.45% | 3033405 |
| REV20_DN | ANY | SYM_HIGH | 60 | 44.1% | -1.05% | 2998958 |
| REV20_DN | ANY | SYM_HIGH | 120 | 42.2% | -2.15% | 2947243 |
| REV20_DN | ANY | SYM_UNKNOWN | 1 | 47.4% | -0.05% | 457168 |
| REV20_DN | ANY | SYM_UNKNOWN | 5 | 46.2% | -0.25% | 456216 |
| REV20_DN | ANY | SYM_UNKNOWN | 20 | 43.9% | -0.75% | 452796 |
| REV20_DN | ANY | SYM_UNKNOWN | 60 | 40.5% | -2.15% | 445728 |
| REV20_DN | ANY | SYM_UNKNOWN | 120 | 39.2% | -3.75% | 437042 |
| REV20_DN | ANY | ANY | 1 | 48.3% | -0.05% | 6088847 |
| REV20_DN | ANY | ANY | 5 | 47.2% | -0.15% | 6076920 |
| REV20_DN | ANY | ANY | 20 | 45.2% | -0.55% | 6032912 |
| REV20_DN | ANY | ANY | 60 | 43.0% | -1.35% | 5953909 |
| REV20_DN | ANY | ANY | 120 | 41.2% | -2.65% | 5854469 |
Template: MOM60_UP (80 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| MOM60_UP | LOW_VOL | SYM_LOW | 1 | 48.1% | -0.05% | 3624531 |
| MOM60_UP | LOW_VOL | SYM_LOW | 5 | 47.5% | -0.05% | 3619870 |
| MOM60_UP | LOW_VOL | SYM_LOW | 20 | 45.7% | -0.25% | 3602085 |
| MOM60_UP | LOW_VOL | SYM_LOW | 60 | 43.1% | -0.75% | 3568581 |
| MOM60_UP | LOW_VOL | SYM_LOW | 120 | 41.1% | -1.65% | 3532023 |
| MOM60_UP | LOW_VOL | SYM_HIGH | 1 | 47.2% | -0.05% | 1334574 |
| MOM60_UP | LOW_VOL | SYM_HIGH | 5 | 46.4% | -0.15% | 1332146 |
| MOM60_UP | LOW_VOL | SYM_HIGH | 20 | 45.3% | -0.55% | 1323100 |
| MOM60_UP | LOW_VOL | SYM_HIGH | 60 | 42.3% | -1.55% | 1303512 |
| MOM60_UP | LOW_VOL | SYM_HIGH | 120 | 41.4% | -2.85% | 1267412 |
| MOM60_UP | LOW_VOL | SYM_UNKNOWN | 1 | 48.3% | -0.05% | 245372 |
| MOM60_UP | LOW_VOL | SYM_UNKNOWN | 5 | 47.2% | -0.05% | 244746 |
| MOM60_UP | LOW_VOL | SYM_UNKNOWN | 20 | 45.5% | -0.35% | 242383 |
| MOM60_UP | LOW_VOL | SYM_UNKNOWN | 60 | 42.1% | -1.05% | 238472 |
| MOM60_UP | LOW_VOL | SYM_UNKNOWN | 120 | 39.5% | -2.15% | 233362 |
| MOM60_UP | LOW_VOL | ANY | 1 | 47.9% | -0.05% | 5204477 |
| MOM60_UP | LOW_VOL | ANY | 5 | 47.2% | -0.05% | 5196762 |
| MOM60_UP | LOW_VOL | ANY | 20 | 45.6% | -0.25% | 5167568 |
| MOM60_UP | LOW_VOL | ANY | 60 | 42.8% | -0.95% | 5110565 |
| MOM60_UP | LOW_VOL | ANY | 120 | 41.1% | -1.85% | 5032797 |
| MOM60_UP | HIGH_VOL | SYM_LOW | 1 | 47.8% | -0.05% | 970818 |
| MOM60_UP | HIGH_VOL | SYM_LOW | 5 | 46.6% | -0.15% | 970209 |
| MOM60_UP | HIGH_VOL | SYM_LOW | 20 | 44.5% | -0.65% | 967981 |
| MOM60_UP | HIGH_VOL | SYM_LOW | 60 | 41.3% | -1.95% | 946151 |
| MOM60_UP | HIGH_VOL | SYM_LOW | 120 | 39.3% | -3.65% | 916580 |
| MOM60_UP | HIGH_VOL | SYM_HIGH | 1 | 48.7% | -0.05% | 1815809 |
| MOM60_UP | HIGH_VOL | SYM_HIGH | 5 | 47.5% | -0.05% | 1815377 |
| MOM60_UP | HIGH_VOL | SYM_HIGH | 20 | 45.4% | -0.35% | 1813591 |
| MOM60_UP | HIGH_VOL | SYM_HIGH | 60 | 44.2% | -0.85% | 1785692 |
| MOM60_UP | HIGH_VOL | SYM_HIGH | 120 | 42.8% | -1.65% | 1731158 |
| MOM60_UP | HIGH_VOL | SYM_UNKNOWN | 1 | 48.0% | -0.05% | 159349 |
| MOM60_UP | HIGH_VOL | SYM_UNKNOWN | 5 | 45.9% | -0.15% | 159285 |
| MOM60_UP | HIGH_VOL | SYM_UNKNOWN | 20 | 43.2% | -0.65% | 158961 |
| MOM60_UP | HIGH_VOL | SYM_UNKNOWN | 60 | 40.3% | -1.75% | 155030 |
| MOM60_UP | HIGH_VOL | SYM_UNKNOWN | 120 | 39.6% | -2.85% | 147804 |
| MOM60_UP | HIGH_VOL | ANY | 1 | 48.4% | -0.05% | 2945976 |
| MOM60_UP | HIGH_VOL | ANY | 5 | 47.1% | -0.15% | 2944871 |
| MOM60_UP | HIGH_VOL | ANY | 20 | 45.0% | -0.45% | 2940533 |
| MOM60_UP | HIGH_VOL | ANY | 60 | 43.0% | -1.15% | 2886873 |
| MOM60_UP | HIGH_VOL | ANY | 120 | 41.5% | -2.25% | 2795542 |
| MOM60_UP | UNKNOWN | SYM_LOW | 1 | 40.6% | -0.45% | 138 |
| MOM60_UP | UNKNOWN | SYM_LOW | 5 | 60.1% | +1.40% | 138 |
| MOM60_UP | UNKNOWN | SYM_LOW | 20 | 55.8% | +1.50% | 138 |
| MOM60_UP | UNKNOWN | SYM_LOW | 60 | 43.1% | -2.25% | 137 |
| MOM60_UP | UNKNOWN | SYM_LOW | 120 | 49.6% | -0.05% | 137 |
| MOM60_UP | UNKNOWN | SYM_HIGH | 1 | 46.4% | -0.35% | 334 |
| MOM60_UP | UNKNOWN | SYM_HIGH | 5 | 54.7% | +1.05% | 333 |
| MOM60_UP | UNKNOWN | SYM_HIGH | 20 | 59.3% | +3.70% | 332 |
| MOM60_UP | UNKNOWN | SYM_HIGH | 60 | 37.7% | -6.40% | 332 |
| MOM60_UP | UNKNOWN | SYM_HIGH | 120 | 38.0% | -9.45% | 326 |
| MOM60_UP | UNKNOWN | SYM_UNKNOWN | 1 | 47.9% | -0.05% | 78706 |
| MOM60_UP | UNKNOWN | SYM_UNKNOWN | 5 | 52.0% | +0.15% | 78705 |
| MOM60_UP | UNKNOWN | SYM_UNKNOWN | 20 | 54.6% | +0.65% | 78690 |
| MOM60_UP | UNKNOWN | SYM_UNKNOWN | 60 | 51.1% | +0.25% | 78631 |
| MOM60_UP | UNKNOWN | SYM_UNKNOWN | 120 | 49.7% | -0.15% | 78541 |
| MOM60_UP | UNKNOWN | ANY | 1 | 47.9% | -0.05% | 79178 |
| MOM60_UP | UNKNOWN | ANY | 5 | 52.0% | +0.15% | 79176 |
| MOM60_UP | UNKNOWN | ANY | 20 | 54.6% | +0.65% | 79160 |
| MOM60_UP | UNKNOWN | ANY | 60 | 51.0% | +0.25% | 79100 |
| MOM60_UP | UNKNOWN | ANY | 120 | 49.6% | -0.15% | 79004 |
| MOM60_UP | ANY | SYM_LOW | 1 | 48.1% | -0.05% | 4595487 |
| MOM60_UP | ANY | SYM_LOW | 5 | 47.3% | -0.05% | 4590217 |
| MOM60_UP | ANY | SYM_LOW | 20 | 45.5% | -0.25% | 4570204 |
| MOM60_UP | ANY | SYM_LOW | 60 | 42.7% | -0.95% | 4514869 |
| MOM60_UP | ANY | SYM_LOW | 120 | 40.7% | -1.85% | 4448740 |
| MOM60_UP | ANY | SYM_HIGH | 1 | 48.1% | -0.05% | 3150717 |
| MOM60_UP | ANY | SYM_HIGH | 5 | 47.1% | -0.15% | 3147856 |
| MOM60_UP | ANY | SYM_HIGH | 20 | 45.4% | -0.45% | 3137023 |
| MOM60_UP | ANY | SYM_HIGH | 60 | 43.4% | -1.15% | 3089536 |
| MOM60_UP | ANY | SYM_HIGH | 120 | 42.2% | -2.05% | 2998896 |
| MOM60_UP | ANY | SYM_UNKNOWN | 1 | 48.2% | -0.05% | 483427 |
| MOM60_UP | ANY | SYM_UNKNOWN | 5 | 47.6% | -0.05% | 482736 |
| MOM60_UP | ANY | SYM_UNKNOWN | 20 | 46.2% | -0.35% | 480034 |
| MOM60_UP | ANY | SYM_UNKNOWN | 60 | 43.0% | -1.05% | 472133 |
| MOM60_UP | ANY | SYM_UNKNOWN | 120 | 41.3% | -2.15% | 459707 |
| MOM60_UP | ANY | ANY | 1 | 48.1% | -0.05% | 8229631 |
| MOM60_UP | ANY | ANY | 5 | 47.2% | -0.05% | 8220809 |
| MOM60_UP | ANY | ANY | 20 | 45.5% | -0.35% | 8187261 |
| MOM60_UP | ANY | ANY | 60 | 43.0% | -0.95% | 8076538 |
| MOM60_UP | ANY | ANY | 120 | 41.3% | -1.95% | 7907343 |
Template: REV60_DN (75 cells)
| Template ID | Regime Bucket | Symbol Volatility Bucket | Horizon (Days) | Hit Rate | Median forward excess return | N |
|---|---|---|---|---|---|---|
| REV60_DN | LOW_VOL | SYM_LOW | 1 | 47.5% | -0.05% | 1442198 |
| REV60_DN | LOW_VOL | SYM_LOW | 5 | 46.2% | -0.15% | 1437783 |
| REV60_DN | LOW_VOL | SYM_LOW | 20 | 44.2% | -0.65% | 1421679 |
| REV60_DN | LOW_VOL | SYM_LOW | 60 | 42.1% | -1.75% | 1404634 |
| REV60_DN | LOW_VOL | SYM_LOW | 120 | 40.0% | -3.35% | 1381344 |
| REV60_DN | LOW_VOL | SYM_HIGH | 1 | 47.8% | -0.05% | 873741 |
| REV60_DN | LOW_VOL | SYM_HIGH | 5 | 46.9% | -0.25% | 870511 |
| REV60_DN | LOW_VOL | SYM_HIGH | 20 | 44.9% | -0.75% | 860153 |
| REV60_DN | LOW_VOL | SYM_HIGH | 60 | 41.7% | -2.35% | 846705 |
| REV60_DN | LOW_VOL | SYM_HIGH | 120 | 39.7% | -4.45% | 822790 |
| REV60_DN | LOW_VOL | SYM_UNKNOWN | 1 | 46.9% | -0.05% | 126841 |
| REV60_DN | LOW_VOL | SYM_UNKNOWN | 5 | 45.0% | -0.35% | 126296 |
| REV60_DN | LOW_VOL | SYM_UNKNOWN | 20 | 42.1% | -1.05% | 124271 |
| REV60_DN | LOW_VOL | SYM_UNKNOWN | 60 | 38.2% | -2.95% | 121726 |
| REV60_DN | LOW_VOL | SYM_UNKNOWN | 120 | 37.2% | -5.05% | 118390 |
| REV60_DN | LOW_VOL | ANY | 1 | 47.6% | -0.05% | 2442780 |
| REV60_DN | LOW_VOL | ANY | 5 | 46.4% | -0.25% | 2434590 |
| REV60_DN | LOW_VOL | ANY | 20 | 44.3% | -0.75% | 2406103 |
| REV60_DN | LOW_VOL | ANY | 60 | 41.7% | -1.95% | 2373065 |
| REV60_DN | LOW_VOL | ANY | 120 | 39.8% | -3.75% | 2322524 |
| REV60_DN | HIGH_VOL | SYM_LOW | 1 | 47.8% | -0.05% | 792624 |
| REV60_DN | HIGH_VOL | SYM_LOW | 5 | 46.3% | -0.25% | 792085 |
| REV60_DN | HIGH_VOL | SYM_LOW | 20 | 44.6% | -0.85% | 790267 |
| REV60_DN | HIGH_VOL | SYM_LOW | 60 | 43.2% | -2.15% | 776827 |
| REV60_DN | HIGH_VOL | SYM_LOW | 120 | 40.8% | -4.05% | 760521 |
| REV60_DN | HIGH_VOL | SYM_HIGH | 1 | 49.0% | -0.05% | 2241808 |
| REV60_DN | HIGH_VOL | SYM_HIGH | 5 | 47.8% | -0.15% | 2240725 |
| REV60_DN | HIGH_VOL | SYM_HIGH | 20 | 46.3% | -0.35% | 2237051 |
| REV60_DN | HIGH_VOL | SYM_HIGH | 60 | 45.4% | -0.75% | 2217007 |
| REV60_DN | HIGH_VOL | SYM_HIGH | 120 | 43.3% | -1.65% | 2192801 |
| REV60_DN | HIGH_VOL | SYM_UNKNOWN | 1 | 48.2% | -0.05% | 179259 |
| REV60_DN | HIGH_VOL | SYM_UNKNOWN | 5 | 45.9% | -0.25% | 179122 |
| REV60_DN | HIGH_VOL | SYM_UNKNOWN | 20 | 43.3% | -0.85% | 178647 |
| REV60_DN | HIGH_VOL | SYM_UNKNOWN | 60 | 41.7% | -1.95% | 175772 |
| REV60_DN | HIGH_VOL | SYM_UNKNOWN | 120 | 39.7% | -3.45% | 171917 |
| REV60_DN | HIGH_VOL | ANY | 1 | 48.6% | -0.05% | 3213691 |
| REV60_DN | HIGH_VOL | ANY | 5 | 47.3% | -0.15% | 3211932 |
| REV60_DN | HIGH_VOL | ANY | 20 | 45.7% | -0.45% | 3205965 |
| REV60_DN | HIGH_VOL | ANY | 60 | 44.7% | -1.05% | 3169606 |
| REV60_DN | HIGH_VOL | ANY | 120 | 42.5% | -2.15% | 3125239 |
| REV60_DN | UNKNOWN | SYM_HIGH | 1 | 38.3% | -0.55% | 261 |
| REV60_DN | UNKNOWN | SYM_HIGH | 5 | 58.6% | +1.25% | 261 |
| REV60_DN | UNKNOWN | SYM_HIGH | 20 | 47.7% | -0.25% | 260 |
| REV60_DN | UNKNOWN | SYM_HIGH | 60 | 64.2% | +5.55% | 260 |
| REV60_DN | UNKNOWN | SYM_HIGH | 120 | 60.8% | +5.40% | 260 |
| REV60_DN | UNKNOWN | SYM_UNKNOWN | 1 | 42.7% | -0.35% | 64887 |
| REV60_DN | UNKNOWN | SYM_UNKNOWN | 5 | 46.4% | -0.25% | 64884 |
| REV60_DN | UNKNOWN | SYM_UNKNOWN | 20 | 43.1% | -1.15% | 64876 |
| REV60_DN | UNKNOWN | SYM_UNKNOWN | 60 | 41.2% | -2.85% | 64864 |
| REV60_DN | UNKNOWN | SYM_UNKNOWN | 120 | 41.4% | -4.25% | 64837 |
| REV60_DN | UNKNOWN | ANY | 1 | 42.7% | -0.35% | 65240 |
| REV60_DN | UNKNOWN | ANY | 5 | 46.5% | -0.25% | 65237 |
| REV60_DN | UNKNOWN | ANY | 20 | 43.1% | -1.15% | 65228 |
| REV60_DN | UNKNOWN | ANY | 60 | 41.3% | -2.85% | 65215 |
| REV60_DN | UNKNOWN | ANY | 120 | 41.5% | -4.15% | 65188 |
| REV60_DN | ANY | SYM_LOW | 1 | 47.6% | -0.05% | 2234914 |
| REV60_DN | ANY | SYM_LOW | 5 | 46.2% | -0.25% | 2229960 |
| REV60_DN | ANY | SYM_LOW | 20 | 44.4% | -0.75% | 2212038 |
| REV60_DN | ANY | SYM_LOW | 60 | 42.5% | -1.85% | 2181552 |
| REV60_DN | ANY | SYM_LOW | 120 | 40.3% | -3.55% | 2141956 |
| REV60_DN | ANY | SYM_HIGH | 1 | 48.6% | -0.05% | 3115810 |
| REV60_DN | ANY | SYM_HIGH | 5 | 47.6% | -0.15% | 3111497 |
| REV60_DN | ANY | SYM_HIGH | 20 | 45.9% | -0.45% | 3097464 |
| REV60_DN | ANY | SYM_HIGH | 60 | 44.4% | -1.05% | 3063972 |
| REV60_DN | ANY | SYM_HIGH | 120 | 42.4% | -2.15% | 3015851 |
| REV60_DN | ANY | SYM_UNKNOWN | 1 | 46.8% | -0.05% | 370987 |
| REV60_DN | ANY | SYM_UNKNOWN | 5 | 45.7% | -0.25% | 370302 |
| REV60_DN | ANY | SYM_UNKNOWN | 20 | 42.8% | -0.95% | 367794 |
| REV60_DN | ANY | SYM_UNKNOWN | 60 | 40.5% | -2.45% | 362362 |
| REV60_DN | ANY | SYM_UNKNOWN | 120 | 39.2% | -4.05% | 355144 |
| REV60_DN | ANY | ANY | 1 | 48.1% | -0.05% | 5721711 |
| REV60_DN | ANY | ANY | 5 | 46.9% | -0.15% | 5711759 |
| REV60_DN | ANY | ANY | 20 | 45.1% | -0.55% | 5677296 |
| REV60_DN | ANY | ANY | 60 | 43.4% | -1.45% | 5607886 |
| REV60_DN | ANY | ANY | 120 | 41.4% | -2.75% | 5512951 |
Regime Strip (ISA-08)
As of 2026-10-09
Regime reading as of 2026-10-09: LOW_VOL|UP|B_UP (as of 2026-10-09)
| Regime Cell | T+5 Hit Rate | T+5 Median | T+5 N | T+20 Hit Rate | T+20 Median | T+20 N | T+60 Hit Rate | T+60 Median | T+60 N |
|---|---|---|---|---|---|---|---|---|---|
| HIGH_VOL|DOWN|B_DN | 55.3% | +0.57% | 778 | 60.4% | +1.82% | 778 | 61.4% | +3.93% | 778 |
| HIGH_VOL|DOWN|B_UP | 58.3% | +0.56% | 252 | 69.4% | +2.61% | 252 | 76.6% | +4.97% | 252 |
| HIGH_VOL|MIXED|B_DN | 58.8% | +0.45% | 531 | 59.9% | +1.93% | 531 | 56.5% | +2.05% | 531 |
| HIGH_VOL|MIXED|B_UP | 61.8% | +0.69% | 497 | 72.2% | +2.03% | 497 | 77.0% | +4.95% | 496 |
| HIGH_VOL|UP|B_DN | 61.5% | +0.60% | 231 | 57.6% | +0.94% | 231 | 58.9% | +2.79% | 231 |
| HIGH_VOL|UP|B_UP | 61.5% | +0.42% | 662 | 64.7% | +1.17% | 662 | 74.7% | +4.09% | 643 |
| LOW_VOL|DOWN|B_DN | 54.5% | +0.34% | 112 | 68.8% | +2.37% | 112 | 90.2% | +10.25% | 112 |
| LOW_VOL|DOWN|B_UP | 40.2% | -0.37% | 246 | 47.6% | -0.27% | 246 | 50.8% | +0.12% | 246 |
| LOW_VOL|MIXED|B_DN | 58.5% | +0.70% | 53 | 73.6% | +2.75% | 53 | 75.5% | +2.76% | 53 |
| LOW_VOL|MIXED|B_UP | 58.5% | +0.43% | 617 | 66.6% | +1.39% | 610 | 68.7% | +3.36% | 600 |
| LOW_VOL|UP|B_DN | 40.0% | -0.41% | 50 | 22.0% | -3.16% | 50 | 46.0% | -0.16% | 50 |
| LOW_VOL|UP|B_UP (as of 2026-10-09) | 59.0% | +0.29% | 2668 | 67.0% | +1.18% | 2660 | 72.1% | +3.17% | 2650 |
Historical Analog Shelf (ISA-04)
As of 2026-10-09
QQQ
N = 54 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 66.7% | +0.90% |
| T+20 | 64.8% | +1.36% |
| T+60 | 70.4% | +4.05% |
IWM
N = 21 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 47.6% | -0.04% |
| T+20 | 52.4% | +2.88% |
| T+60 | 66.7% | +4.04% |
DIA
N = 32 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 62.5% | +0.54% |
| T+20 | 62.5% | +2.10% |
| T+60 | 75.0% | +4.39% |
TLT
N = 13 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 46.2% | -0.22% |
| T+20 | 23.1% | -1.08% |
| T+60 | 53.8% | +0.63% |
ACGL
N = 32 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 43.8% | -0.13% |
| T+20 | 50.0% | +0.17% |
| T+60 | 68.8% | +3.53% |
ADI
N = 6 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 100.0% | +3.96% |
| T+20 | 100.0% | +4.86% |
| T+60 | 66.7% | +5.97% |
ADM
N = 10 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 70.0% | +1.44% |
| T+20 | 70.0% | +4.94% |
| T+60 | 70.0% | +5.33% |
ADP
N = 7 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 57.1% | +0.96% |
| T+20 | 42.9% | -0.83% |
| T+60 | 71.4% | +2.84% |
AEE
N = 13 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 69.2% | +0.87% |
| T+20 | 38.5% | -0.42% |
| T+60 | 61.5% | +1.71% |
AEP
N = 10 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 40.0% | -0.48% |
| T+20 | 70.0% | +3.98% |
| T+60 | 60.0% | +5.10% |
AES
N = 20 episodes
| Horizon | Hit Rate | Median |
|---|---|---|
| T+5 | 65.0% | +0.64% |
| T+20 | 45.0% | -1.07% |
| T+60 | 40.0% | -1.48% |
Conditioned vs. Unconditional Baseline Strip (ISA-16)
As of 2026-10-09
ISA-16 Ask-the-Spine Oracle: Sharp Selloff in High Volatility (card1-sharp-selloff)
Condition: *Condition:** SPY 5-session return (ret5) is <= -0.03 (fallen at least 3% over the last 5 sessions) while the ISA-08 volatility regime (isa08_vol_regime) is == HIGH_VOL.
Matched Sample N:
| Horizon | Conditioned Hit Rate | Conditioned Median | Conditioned N | Unconditional Baseline Hit Rate | Unconditional Baseline Median | Unconditional Baseline N |
|---|---|---|---|---|---|---|
| **T+5** | 62.4% | +1.20% | 418 | 58.0% | +0.36% | 6949 |
| **T+20** | 63.6% | +2.22% | 418 | 64.3% | +1.33% | 6934 |
| **T+60** | 69.6% | +5.28% | 418 | 69.0% | +3.32% | 6894 |
ISA-16 Ask-the-Spine Oracle: Quiet Grind in Low Volatility (card2-quiet-grind)
Condition: *Condition:** The ISA-08 volatility regime (isa08_vol_regime) is == LOW_VOL, the ISA-08 trend label (isa08_trend) is == UP, and the 5-session return (ret5) is between [0.01, 0.02] (+1% to +2% over the last 5 sessions).
Matched Sample N:
| Horizon | Conditioned Hit Rate | Conditioned Median | Conditioned N | Unconditional Baseline Hit Rate | Unconditional Baseline Median | Unconditional Baseline N |
|---|---|---|---|---|---|---|
| **T+5** | 55.2% | +0.17% | 703 | 58.0% | +0.36% | 6949 |
| **T+20** | 67.8% | +1.17% | 701 | 64.3% | +1.33% | 6934 |
| **T+60** | 71.4% | +2.97% | 700 | 69.0% | +3.32% | 6894 |
ISA-16 Ask-the-Spine Oracle: Uptrend at 252-Session Highs (card3-new-highs)
Condition: *Condition:** Distance from the 252-session high (dist252) is >= -0.002 (at or within 0.2% of its 252-session high) while the ISA-08 trend label (isa08_trend) is == UP.
Matched Sample N:
| Horizon | Conditioned Hit Rate | Conditioned Median | Conditioned N | Unconditional Baseline Hit Rate | Unconditional Baseline Median | Unconditional Baseline N |
|---|---|---|---|---|---|---|
| **T+5** | 57.7% | +0.23% | 1202 | 58.0% | +0.36% | 6949 |
| **T+20** | 65.6% | +1.01% | 1202 | 64.3% | +1.33% | 6934 |
| **T+60** | 72.1% | +2.86% | 1194 | 69.0% | +3.32% | 6894 |