The pre-registration log: declared before it was computed

The stock opened at least 2% above yesterday's close, on a day when it was already trading above its 20-day average price.

The same condition, written as a rule.

open[t] / close[t-1] - 1 >= 0.02
AND close[t-1] > sma(close, 20)[t-1]

The stock opened at least 2% below yesterday's close, on a day when it was already trading below its 20-day average price.

The same condition, written as a rule.

open[t] / close[t-1] - 1 <= -0.02
AND close[t-1] < sma(close, 20)[t-1]

The stock closed back above its 20-day average price after having spent at least five of the previous ten sessions below it.

The same condition, written as a rule.

close[t] > sma(close, 20)[t]
AND close[t-1] <= sma(close, 20)[t-1]
AND count(close < sma(close, 20) over t-10..t-1) >= 5

The stock closed at its highest level in sixty sessions, on volume at least equal to its own twenty-day average.

The same condition, written as a rule.

close[t] = max(close over t-59..t)
AND volume[t] >= 1.0 * avg(volume, 20)[t]

Volume was at least three times the stock's own twenty-day average while the closing price barely moved — under 1% either way.

The same condition, written as a rule.

volume[t] >= 3.0 * avg(volume, 20)[t]
AND abs(close[t] / close[t-1] - 1) <= 0.01

The day's high-to-low range was the narrowest of the last seven sessions, and under 2% of the closing price.

The same condition, written as a rule.

(high[t] - low[t]) / close[t] = min((high - low) / close over t-6..t)
AND (high[t] - low[t]) / close[t] <= 0.02

The stock closed lower three sessions running while still trading above its fifty-day average price.

The same condition, written as a rule.

close[t] < close[t-1] < close[t-2] < close[t-3]
AND close[t] > sma(close, 50)[t]

The third trading session of a calendar month, for a stock trading above its hundred-day average price.

The same condition, written as a rule.

t is the third trading session of its calendar month (session_offset = 2)
AND close[t] > sma(close, 100)[t]

A note from the day it was written down. Registered deliberately as the clearest demonstration of effective sample size on the site: a calendar condition fires on every eligible security on the same day, so a raw count in the hundreds of thousands collapses to roughly the number of distinct dates.

A session on which the median eligible security fell at least 2%, for a stock trading above its hundred-day average price.

The same condition, written as a rule.

median(log return of all eligible securities)[t] <= -0.02
AND close[t] > sma(close, 100)[t]

The sessions following a quarterly results announcement, split by whether the stock rose or fell on the announcement day itself.

The same condition, written as a rule.

t = the first session after a quarterly results announcement
AND sign(close[t] / close[t-1] - 1) determines the arm

A note from the day it was written down. NOT COMPUTED. It needs a point-in-time announcement date for every result between 2011 and 2026, stamped by filing date rather than period end. The daily bhavcopy carries no such field and no free public archive reconstructs it back to 2011. Registered rather than dropped, and it stays here unanswered until that dataset exists.

A single session's percentage change in a stock's futures open interest, split by direction.

The same condition, written as a rule.

open_interest[t] / open_interest[t-1] - 1 crosses a declared threshold

A note from the day it was written down. NOT COMPUTED. It needs the derivatives bhavcopy rather than the cash one, and a futures-eligible point-in-time universe to go with it. Registered now, at the same time as everything else, so that whatever it eventually shows was declared before it was seen.

The sessions around a security being added to a broad index at a scheduled reconstitution.

The same condition, written as a rule.

t = the announcement session of an index inclusion

A note from the day it was written down. NOT COMPUTED. It needs as-of index membership back to 2011. Today's constituent list cannot answer it — using it would be the reconstitution survivorship channel the method section warns about, measured instead of controlled for.