| score | status | space | name | why |
|---|---|---|---|---|
| 5.6 | stub | equity.dip_cm | CrackingMarkets event dip | BML saturated on QS/tactical; not a live space yet; already in default book as equity_dip_cm; runner exists — stub then wrap; already stubbed in spaces.yaml |
| 5.6 | stub | equity.ma_slope | Cross-sectional MA-slope top-N | BML saturated on QS/tactical; not a live space yet; already in default book as ma_slope; runner exists — stub then wrap; already stubbed in spaces.yaml |
| 5.6 | stub | equity.sector_mom | SPDR 12-1 sector rotation | BML saturated on QS/tactical; not a live space yet; already in default book as sector_momentum; runner exists — stub then wrap; already stubbed in spaces.yaml |
| 5.6 | stub | equity.ride_rockets | Ride-rockets 50/50 (near-high + ten-bagger) | BML saturated on QS/tactical; not a live space yet; already in default book as ride_rockets; runner exists — stub then wrap; already stubbed in spaces.yaml |
| 5.05 | stub | equity.vol_edge | Volatility-edge ETN (S3) | BML saturated on QS/tactical; not a live space yet; already in default book as vol_edge_s3; runner exists — stub then wrap; Many equity_vol rows are fail/weak — require new spec, not a replay. |
| 5.0 | stub | equity.bond_trend | Pure bond trend (TLT / SHY) | BML saturated on QS/tactical; not a live space yet; runner exists — stub then wrap; already stubbed in spaces.yaml |
| 4.65 | stub | equity.ema_vcp | First-valid 8/20 EMA VCP breakout | BML saturated on QS/tactical; not a live space yet; runner exists — stub then wrap; already stubbed in spaces.yaml; Author claims +50% CAGR since 1995 on 13k hand-approved of 400k charts. Mechanic |
| 4.65 | stub | equity.rates_carry | Rates carry (curve / roll-down) | BML saturated on QS/tactical; not a live space yet; runner exists — stub then wrap |
| 4.65 | stub | options.macro_aw | Macro All-Weather options book | BML saturated on QS/tactical; not a live space yet; already in default book as macro_aw; runner exists — stub then wrap; Many options_macro rows are fail — promote only equal-weight canonical, not a ne |
| 3.95 | ideation | equity.breadth | Market internals / breadth-thrust gate | BML saturated on QS/tactical; not a live space yet; needs a data loader / adapter |
| 0.15 | already_live | equity.tsmom | Time-series momentum / managed futures | already a live Research OS space — optimize *after* other field turns |
| 0.15 | already_live | equity.johansen | Johansen ETF triplet stat-arb | already a live Research OS space — optimize *after* other field turns |
equity.dip_cm−3% day + SMA200 up + ATR% filter, limit at close−0.9×ATR, 10d / prior-high / +0.5 ATR exits. Event-driven, not calendar and not slow AW gates.
Why not QS/Tactical. Sparse crisis convexity. QS is weekday/month rules; tactical is always-on macro beta with SMA. Dip is a third axis (left-tail harvest).
equity.ma_slopeRank names by moving-average slope; hold top-N monthly (plus the existing intraday confirm4b cousin). Stock-selection momentum, not ETF calendar.
Why not QS/Tactical. Single-name cross-section vs 1-ticker QS rules vs 5-ETF AW. Already a book sleeve; BML should own top-N / cap / confirm knobs.
equity.sector_momTop-3 SPDR sectors on 12-1 momentum, monthly. High SPY beta — useful as a risk-on overlay, not a diversifier.
Why not QS/Tactical. Cross-sectional sector bets vs QS timing vs AW multi-asset gates.
equity.ride_rocketsPIT S&P near-52w-high top25 blended with ten-rockets top10, monthly. Convex growth sleeve already in Best Ideas at ~6%.
Why not QS/Tactical. Name-level trend continuation with PIT universe — not weekday effects and not macro AW.
equity.vol_edgeSSRN 5316487 vol-of-vol / term-structure edge on vol ETNs. A vol risk premium cousin that is not VRP options and not QS VIX SIDs.
Why not QS/Tactical. Different data plane (vol ETNs) and different premium (vol-of-vol). QS discouraged_families already includes volatility — this is the place to study it on purpose.
equity.bond_trendMonth-end TLT vs SMA → long TLT else SHY. Optional SPY SMA gate. Rates sleeve without the equity/commodity mix of Tactical AW.
Why not QS/Tactical. Isolates the 2019/2020 rates-bull and 2022 rates-bear that AW blends away. Negative/low ρ(SPY). Not a QS SID.
equity.ema_vcpTrade the first VCP-style consolidation at the 8/20 EMAs after a first leg off a 50-EMA trend reset. Early-cycle momentum + volatility contraction, not late-stage 2nd/3rd flags.
Why not QS/Tactical. Single-name chart-pattern continuation with a first-valid-only gate. QS is calendar/ETF; tactical is 5-ETF SMA+mom. Ledger ATR/Nasdaq breakouts are a different trigger (range/MA daytrade) and mostly failed without mega-cap + VIX filters.
equity.rates_carryHarvest Treasury curve carry / roll-down with a trend or steepness gate. Distinct from bond *trend* (price SMA) and from AW's static TLT/IEF mix.
Why not QS/Tactical. Carry is a third rates factor (level trend vs carry vs AW blend).
options.macro_aw8-sleeve TLT/USO/DBC/GLD options (PMCC, butterflies, ICs, putwrite). Already a Best Ideas options sleeve; not a Research OS space yet.
Why not QS/Tactical. Options on non-SPY underlyings. Complements VRP/lit, orthogonal to stock QS/AW.
equity.breadthZweig-style breadth thrust or NYSE A/D as a risk-on gate in front of SPY or the AW book. New *information*, not a new SMA window.
Why not QS/Tactical. Internals are a different data plane than close-to-close ETF rules.
equity.tsmomMoskowitz–Ooi–Pedersen CTA: 8-asset L/S trend, 3/6/12m blend, vol-norm, monthly rebalance. Complementary to QS (calendar, long-only, sparse) and Tactical AW (long-only SMA+mom gates, cash when off). β≈0.02 in the book.
Why not QS/Tactical. Different payoff: shorts and vol-targeting. Makes money in 2008/2022 when QS seasonality and AW long-bonds both struggle. Optimization here is lookback mix / universe / long-only — not SID combos or SMA200 jitter.
equity.johansenCointegrated ETF triplets (metals, energy, sectors, Chan EWA-EWC-IGE). Mean-reversion residual vs QS calendar and AW trend-following.
Why not QS/Tactical. Entirely different residual process. Book sleeve already has low |ρ| vs the rest of the stack; BML should explore sleeve set / lookback / z-entry — not more Turnaround-Tuesday combos.
Generated by research_os.cli ideate-approaches. Not a live deploy.