Point-in-Time Walk-Forward LightGBM & Empirical Calibration Gate

Quantitative S&P 500 outperformance calibration trained on 112,732 point-in-time daily observations + 55 weekly ELO snapshots with a 5-day purge embargo. Live pure-TypeScript booster evaluation.

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Your 30-Second Pre-Trade Equity Workflow (Becker Calibration + Walk-Forward Gate)

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1. Open Walk-Forward Gate

Filter the bottom table to Passing Gate (0 live S&P 500 stocks). Every stock is scored live through all 70 LightGBM trees + Platt calibration.

2. Pick High Maker EV Candidates

Click any candidate with +0.75%+ Expected 5D Maker Excess Return and 51%+ Calibrated Win Rate vs. S&P 500 peers.

3. Verify Anti-Chase & Flow

Confirm the stock is outside the Breakout Chase Lottery Tax Zone (>+6.5% above 50D MA or RSI >66) and check that 5D Sell/Buy Volume Ratio is ≤1.35x.

4. Post Passive Pullback Limit

Post a resting limit buy at Price − 0.35 × ATR₁₄ (78.0% historical 5D fill rate, boosting OOS D10 5D excess return from +0.73% to +1.79%).

Click any stock dot to inspect its Passive Maker Entry Band

Scoring S&P 500 universe through 70 Walk-Forward LightGBM trees...

● Controlled 50D Pullbacks (0): ELO ≥55th %ile, above 200D MA, within −6.5% to +4.5% of 50D MA with calm 5D selling volume (≤1.35x) and no distribution.

● Oversold Capitulation Rebounds (0): High-ELO leaders (e.g. DELL, CRWD, MU) already flushed <−6.5% below 50D MA or after 5 red sessions; bid at the 0.35×ATR intraday limit.

● Breakout Chase Lottery Tax (0): Buying stocks stretched >+6.5% above 50D MA or RSI >66 suffers systematic 5D mean-reversion drag.

Select a stock to inspect its Walk-Forward Calibration & Passive Limit Entry.

Live S&P 500 Stocks Scored by Point-in-Time Walk-Forward LightGBM

Showing 0 of 0 S&P 500 companies · Click any row to load its 17-feature attribution & Passive Maker Limit Band

Ticker	Sector	Last Price	Passive Maker Limit						RSI (14)		Regime & Flow Verdict