STOCKNEW // SCRAPS & SYNTHETIC TRADING MACHINE (STM)

Market-Wide Lagged Cross-Correlation, Golden Clique Discovery, 2006–2026 Decorrelation & Closed-Loop PID Execution

Pipeline: make 1 .. make 9 ✓

Theme: #99CC99

Active Stage: make 9 (Live Incremental Execution)

Total Audited Universe

NASDAQ + NYSE + 2006/2020 Benchmarks

Tradable Targets (A)

Passes Tenure, Price, Vol & Health Gates

Sensor-Only Canaries (B)

"Sick Dogs" & Young IPOs (Intel Only, No Buy)

2006 Golden Cohort

Tracked Across Mergers & 20-Yr Decay

Target Gate Survival

Protected Against Illiquid / Dying Tickers

Min Target Tenure (Trading Days)252d (1.0 yr)

Min Target Price ($)$5.00

Min Volatility Ratio (σ/μ)0.17

Filter Symbol / CohortSearch

Opportunity Landscape: Volatility (σ/μ) vs. Price Drift (Slope)Green = Target (A) // Gold = Canary (B)

2006 & 2020 Golden Pair Decorrelation Audit (2006 → 2026)Click any row to inspect

Leader (B) → Target (A)	Orig r (Lag)	2020 r	2026 Est r	Regime / Decorrelation Status

Asymmetric Symbol Gate Inspector

Symbol	Role Classification	Price ($)	Mkt Cap ($B)	Tenure (Days)	Vol (σ/μ)	Slope (Drift)	Cohorts	Gate & Lineage Intelligence

Aligned .SSV Matrix

505 Trading Days (2018–2020)

Pass-1 Vol Survivors

σ/μ ≥ 0.17 Cutoff

Recovered Short-Tenure IPOs

Pruned by Legacy tally → Now Canaries (B)

Common-Mode Shock Trough

2020-03-23

Vertical Market Crash Band

Daily Dollar Volume

$0B

Aggregate Liquidity Across 471 Stocks

Pass-1 Volatility Cutoff (VTHRESHOLD σ/μ)0.17 (17%)

PRICEIMAGE Normalization ModeShock Filter

Predictor (B) / Target (A) Wave PairOverlay

Filter STATS.txt TableSearch

Pass-1 Volatility Distribution (HISTO.txt — COV = 100ċσ/μ)Muted = Pruned // Green = Active Signal

Normalized PRICEIMAGE Heatmap & Dual-Symbol Price/Volume Waves

Pass-1 STATS.txt & Volume Liquidity Inspector

Wave	COV %	Symbol	Stage 1 Role	Beg ($)	End ($)	Min ($)	Max ($)	Mean (μ)	Sigma (σ)	Slope ($/d)	Return %	Avg Vol (M)	$ Vol ($M/d)

N² × W Window Evals

Native C++17 (-O3) Engine

Discovered Lagged Pairs (d ≥ 1)

Peak r² at Strict Positive Lag

Polarity Split (+r / -r)

0 / 0

Momentum (+r) vs. Inverse Hedge (-r)

Top Target Hub (asTarg)

SPG (4)

Convergent Multi-Predictor Clique Seed

Top Predictor Hub (asPred)

SHOP (2)

Upstream Market Bellwether

Determination Cutoff (r²)0.91

Max Lag Window W (Days)10 business days

Correlation Polarity Track+r / -r

Asymmetric Gate FilterRole

Search Predictor / TargetFilter

Pairwise Lag Profile r(d) (*-e) & Phase-Shifted Wave Overlay B(t - d*) → A(t) (*-s)

Directed Correlation Graph (GRAPH.txt: Predictor B → Target A @ Lag d*)Green Node = Target // Gold = Canary // Red Edge = Inverse (-r)

Discovered Lagged Correlation Pairs (TIPS.txt & TSTATS.txt)

Inspect	Predictor (B)	Role (B)	Target (A)	Role (A)	Peak Lag (d*)	Pearson r	Determination r²	r(0d) Sync	Lag Gain (Δr²)	B-CorrNew TIPS.txt Entry

Qualified Golden Pairs

Passing Score, Stability & Hygiene Gates

All-Weather Structural

Persistent Across Pre-COVID & COVID Windows

Canary-Led Pairs (B → A)

SENSOR_ONLY Predictor → TRADABLE_TARGET

20-Yr Lag Compression

21d → 2d

2006 Wave-Offset vs. 2020–2026 Algorithmic

Mean Golden Score (G)

0.0

Composite of r²(d*), Q1..Q4 Stability & Δr²

Min Golden Score G (0–100)75.0

Min Walk-Forward Mean |r| (Q1..Q4)0.45

Cohort & Regime FilterSubset

2006–2026 Benchmark OverlayEpoch Pair

Search Symbol / RegimeFilter

Walk-Forward Regime Stability (Q1..Q4 Bars & 10-Window Sliding r_t(d*) Trajectory)

2006 → 2012 → 2020 → 2026 Decorrelation & Phase-Lag Compression Curve

Ranked Golden Pairs & Multi-Epoch Persistence Inspector

Rank	Score G	Predictor (B)	Role (B)	Target (A)	Role (A)	Lag d*	Full r (r²)	Q1..Q4 (Pre → COVID)	Mean \|r_Q\|	2026 Est r (Lag)	Regime Classification

Convergent Golden Cliques

Multi-Predictor Cliques (k ≥ 2)

Staggered Countdown Cliques

Sequential Confirmation d_k > .. > d_1

Mean Ensemble R²

0.935

Weighted Superposition Lift

Error Variance Reduction

0.42x

Empirical σ²_ens / σ²_single (1/k Law)

2-Hop Transitive Relays

Verified C → B → A Cascade Paths

Min Clique Size (k Predictors)k ≥ 2

Target Hygiene & Cohort FilterSubset

Active Golden Group Target (T)Inspect Clique

Bottom Table ModeView

Search Target / PredictorFilter

Staggered Countdown Timeline & 1/k Ensemble Predictor Wave Overlay

Convergent Clique DAG (P_1..k → T) & 1/k Error Variance Decay Law

Convergent Golden Groups & Staggered Countdown Sequences

STMA Buffer & Dovetail

512 + 60d

572 Samples (Stockham Mirror FFT)

STMB.FFT Mean Return

+0.0%

Zero-Phase-Lag Spectral Execution

STMB.DIF Mean Return

+0.0%

Causal Backward Avg Phase Penalty

DIF Phase-Lag Erosion

-7.5d

Group Delay Δφ = -S/2 Days

Macro-Shock Veto Alpha

+0.0%

Drawdown Avoided in Vertical Crashes

Active STM Cassette (STMA)Target

STMB.FFT Low-Pass Cutoff (K_cut)16 Harmonics

STMB.DIF Backward Window (S)15d (-7.5d Lag)

Exogenous Macro-Shock GateFilter

Bottom Table ViewMode

Maxwell's Broker: STMB.FFT (Zero-Lag) vs. STMB.DIF (Lagged) & Zero-Crossing Velocity/Acceleration

512-Pt FFT Spectrum (Stockham Dovetail) & Smoothing Window S vs. Trades/Profit Curve

Synthetic Trading Machine (STM) Cassette Performance Ledger

Positive Control (P = T)

+0.0%

Theoretical Oracle Upper Bound

STM Golden FFT Return

+0.0%

Oracle Capture η_QC = 0.0%

Negative Ctrl 2 (Noise)

+0.0%

40-Trial Bounded Random Walk

Negative Ctrl 1 (Anti-Phase)

+0.0%

180° Out-of-Phase Penalty Floor

Signal Significance (Z)

+0.0σ

Certified Cassettes Above Noise

Inspect Cassette QC EnvelopeTarget

Commission & Slippage (bps/trade)5 bps

Min Significance Gate (Z-Score)1.0σ

QC Certification FilterSubset

Search Target / PredictorFilter

5-Track QC Equity Envelope: Pos Ctrl (P=T) vs. STM FFT/DIF vs. Random Walk & Anti-Phase Floors

Walk-Forward Out-of-Sample Split (Train Yr 1 vs. Test Yr 2) & Commission Friction Decay

Back-Trading Quality Control (QC) & Statistical Significance Ledger

Inspect	Target	Joint Cert (1-Π(1-r²))	Pos Ctrl (P=T)	STM FFT	STM DIF	Neg Ctrl 2 (Noise)	Neg Ctrl 1 (Inv)	Capture η_QC	Z-Score	Sharpe (MDD)	WF Train / Test	QC Status

Closed-Loop PID Return

+0.0%

vs Open-Loop Bang-Bang Baseline

Max Drawdown Damping

-0.0%

Cut from Open-Loop MDD

PID Portfolio Sharpe

0.00

Risk-Adjusted Gain Lift

PID Calmar Ratio

0.00

Return / Max Drawdown

Decorr Brake Activations

Auto-Damped When r²_roll < Floor

Active Cassette PID LoopTarget

Proportional Gain K_p (Velocity)1.45

Integral Gain K_i (Persistence)0.35

Derivative Gain K_d (Braking &ddot;p)0.85

Decorrelation Brake Floor (r²_min)0.55

Closed-Loop PID Equity Trajectory vs. Open-Loop & Real-Time S-Curve Allocation w(t)

Spectral Cutoff Calibration (K_cut*) & Drawdown-vs-Return Pareto Frontier Shift

Closed-Loop PID & Spectral Cutoff Calibration Ledger

Load Loop	Target	Tuned K_cut*	Optimal (K_p, K_i, K_d*)	Brake Floor	Open Return	PID Return	Open MDD	PID MDD	Open Sharpe	PID Sharpe	PID Calmar	Controller Profile

Deployed Tranche Capital

$10,000

20 Tranches @ $500 // 60% Cash Reserve

Incremental Portfolio Net

+0.0%

Projected Profit: +$0

Max Portfolio Drawdown

-2.7%

Hard Stop Cap: -1.40%

Incremental Sharpe Ratio

2.42

Staggered Tranche + Cash Reserve

Upstream Canary Alerts

10 Active

SENSOR_ONLY Early-Warning Leads

Total Portfolio Capital ($)$25,000

User Tranche Increment (ΔC $)$500 / step

Max Capital-at-Risk Cap (%)40% (60% Cash)

Per-Tranche Stop-Loss Brake-3.5%

Bottom Ledger ModeView

Incremental Tranche Portfolio Equity Curve vs. All-In Lump-Sum & Cash Reserve Buffer

3-Stage Tranche Countdown Ladder (Scout 20% → Confirm 30% → Conviction 50%)

Staged Low-Risk Incremental Execution Schedule (Click any target row to inspect its 3-Tranche Countdown Ladder)