Sweeper — volume cohorts
DB: /database/signals.db
For each cohort, three maturity windows side by side: day 0 (alert-day only),
day 1 (alert day + next session — only counts alerts that have a next-day bar),
settled (only alerts with all 5 days complete).
Comparing them tells you whether alerts hold up over time or fade. Empty rows = no alerts in that bucket yet.
"hit@+2%" = % of alerts in the bucket that reached at least +2% high during the window.
By sector
| sector ETF |
day 0 |
day 1 |
settled (5d) |
| n | avg-gain | hit@+2% |
n | avg-gain | hit@+2% |
n | avg-gain | avg-dd | hit@+2% |
| XLK |
10 |
+2.5% |
50% |
10 |
+3.6% |
60% |
— |
— |
— |
— |
| XLV |
19 |
+2.8% |
68% |
19 |
+3.6% |
84% |
— |
— |
— |
— |
| XLF |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| XLY |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| XLC |
4 |
+3.1% |
100% |
4 |
+3.1% |
100% |
— |
— |
— |
— |
| XLI |
2 |
+2.5% |
50% |
2 |
+3.2% |
100% |
— |
— |
— |
— |
| XLP |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| XLE |
10 |
+1.6% |
30% |
8 |
+1.5% |
25% |
— |
— |
— |
— |
| XLU |
1 |
+0.2% |
0% |
1 |
+0.2% |
0% |
— |
— |
— |
— |
| XLRE |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| XLB |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| unknown |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
By RVAT bucket
| RVAT |
day 0 |
day 1 |
settled (5d) |
| n | avg-gain | hit@+2% |
n | avg-gain | hit@+2% |
n | avg-gain | avg-dd | hit@+2% |
| 1.5–2x |
23 |
+2.2% |
43% |
21 |
+2.9% |
57% |
— |
— |
— |
— |
| 2–3x |
13 |
+3.0% |
85% |
13 |
+3.7% |
92% |
— |
— |
— |
— |
| 3–5x |
7 |
+2.1% |
43% |
7 |
+2.6% |
57% |
— |
— |
— |
— |
| 5x+ |
3 |
+2.2% |
67% |
3 |
+2.6% |
67% |
— |
— |
— |
— |
By time of day
| fired (ET) |
day 0 |
day 1 |
settled (5d) |
| n | avg-gain | hit@+2% |
n | avg-gain | hit@+2% |
n | avg-gain | avg-dd | hit@+2% |
| 09:30–10:00 |
39 |
+2.3% |
54% |
37 |
+2.8% |
65% |
— |
— |
— |
— |
| 10:00–10:30 |
3 |
+2.1% |
33% |
3 |
+2.9% |
67% |
— |
— |
— |
— |
| 10:30–11:00 |
3 |
+3.0% |
100% |
3 |
+3.0% |
100% |
— |
— |
— |
— |
| 11:00–11:30 |
1 |
+5.3% |
100% |
1 |
+12.3% |
100% |
— |
— |
— |
— |
By weekday
| weekday |
day 0 |
day 1 |
settled (5d) |
| n | avg-gain | hit@+2% |
n | avg-gain | hit@+2% |
n | avg-gain | avg-dd | hit@+2% |
| Mon |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
| Tue |
28 |
+2.4% |
61% |
28 |
+3.0% |
71% |
— |
— |
— |
— |
| Wed |
6 |
+2.9% |
50% |
6 |
+4.7% |
67% |
— |
— |
— |
— |
| Thu |
10 |
+2.2% |
50% |
10 |
+2.3% |
60% |
— |
— |
— |
— |
| Fri |
2 |
+2.3% |
50% |
— |
— |
— |
— |
— |
— |
— |