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Strategy Lab / Day-Trade / BULLSNAP

BULLSNAP BullSnap v2.0 - Oversold Mean Reversion

A stock temporarily oversold on an intraday basis, but with a healthy longer-horizon Swing/Invest score (dip isn't a broken thesis), tends to mean-revert back toward VWAP. Version v1 - status SHADOW.

Equity
$10000.00
Closed Trades
0
Win Rate
n/a
Evidence Status
Insufficient Evidence
N=0 closed trades

Entry window 10:15am-3:00pm ET, extension 1.25-3.50 VU below session VWAP, requiring 2+ independent selling-exhaustion confirmations (no new low, contracting volume, up-close bar).

RE-ENABLED vs the old DT-03 (which was permanently entries_disabled) - this engine's news-driven-extension risk is handled by an explicit gate instead of a blanket disable: requires this app's OWN Swing-or-Invest score (bullyeah_engine.scoring.build_full_score) >= 45 on the shortlisted top-3 candidates, confirming the dip isn't a broken longer-term thesis.

Primary exit is the reversion TARGET itself (price back at session VWAP), not a trailing stop - this is a mean-reversion trade, not a trend trade.

Known limitations:

  • Synthetic bid/ask spread and 5-minute-bar execution resolution, same as BullPulse/BullFlow.
  • The Swing/Invest score check only runs on the shortlisted top-3 candidates per cycle (network cost) - not a rejection of the requirement, a cost-bounding scope decision.

This is a research hypothesis, not a proven profitable methodology. See docs/strategy_lab_day_trade_plan.md for the full repo-impact plan.

Evidence (Insufficient Evidence):

Needs at least 20 closed trades before any read is meaningful (0 so far). No significance testing is applied even above that floor - see module docstring for what's deferred (PBO, deflated Sharpe, bootstrap CIs).