trading / confluences / b_pmor

b_pmor — pre-market opening-range break DEAD

Corpus lane — SW-36 / c02267 · Scored and did not clear its own noise floor.

What it asks

Is price beyond the 09:00–09:15 ET pre-market range in the trade's direction at the decision?

Exact definition · verbatim docstring from backtests/conf_lab/bits.py (sha1 5473adbbf694)

SW-36 / c02267 pre-market opening range. 1 iff the last CLOSED 1m close
at the decision is strictly beyond the 09:00-09:15 ET range of the decision
day in the signal direction (long: > window high; short: < window low).

Window = CLOSED 1m bars whose OPEN time-of-day is in [09:00, 09:15); fewer
than 10 such bars -> 0. NY execution is untouched; this is a confluence read
only. Window and the 10-bar minimum fixed a priori.

Fixed parameters & provenance

Every parameter below was fixed in the design document before any candidate value was computed. No sweep, no tuning: a bit that needs tuning to pass has failed.

Screen analytics — screen-2026-08-07

Conditional association on mean solo R, stratified on the count of the OTHER live bits, against a per-bit prevalence-matched null (50,000 i.i.d. Bernoulli draws at this bit's own prevalence, scored on its own strata). Population: 2,882 candidates, 2,289 filled, MES, 2019-06-04 → 2026-07-31.

Per era · reported separately, never pooled into a verdict — each cell is a smaller sample than the headline

Funnel & fill conditioning · a bit that mostly predicts whether a limit FILLS is not the same discovery as a bit that predicts whether a trade WINS

Novelty vs the six live bits · high agreement means the bit is mostly restating a gate that is already in the stack

By stratum — does it work where the method actually trades? · the live A/B take rule is count >= 4, so the count>=4 rows are the only ones that could change a live trade

Status — DEAD

The best of the losers and still dead: pooled +0.101 R, matched p=0.126 (87.4th percentile), q=0.441 — above q=0.25, so it does not survive the correction for having looked at fifteen bits. It is also fill-conditioned (77.5% vs 86.7%), which is the same construction problem b_onbreak has: a bit that says 'price already went' partly predicts whether your limit ever fills, not whether the trade wins. Reporting it as a near-miss rather than a miss would be exactly the self-deception the FDR gate exists to prevent.

Retest path

If a future screen has a smaller declared family (fewer bits = a less punishing correction) this is a defensible candidate to re-declare — as a NEW registration citing this one, so the attempt count stays visible.

Standing caveats

• Fill model optimistic: touch fills, zero net slippage, entry-bar SL/TP not checked inside the fill minute.
• Not a holdout — 2019-2026 was selected on, tuned on and reported on before this lab existed. A good number here means 'worth pre-registering', nothing more.
• MES only; the P1 edge is MES-centric and recent-regime.
• Masters miss four Sunday-evening blocks (May-Jun 2026); data ends 2026-07-31.
• Mean solo R is an average per candidate. The solo ledger is not a book and is never summed (PROTOCOL.md §0).
• Per-era cells are reported separately and are NOT pooled into a verdict; each is a smaller sample than the headline.
• Nothing on this page is TV-verified. A backtest number becomes actionable only after an independent TradingView Pine port reproduces entries AND per-trade PnL on a Deep Backtest export.
• Screening is not certification. Promotion requires all seven PROTOCOL gates, ending in a forward paired evaluation and a Pine referee.

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