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Author SHA1 Message Date
jaxperro e6287c788d research: event_leadlag (T9) — POSITIVE: same-outcome siblings reprice slowly after leader bursts
2,191 episodes (400 highest-volume event/outcome groups, name-matched
semantics only): follower drift +4.12c mean in leader direction at +5m
(43% >+2c vs 17% adverse; p50=0 — thin siblings often don't print).
Tradable leg chain-true: n=2,028 · EV +$9.73/$100 buying the follower at
its last print in the leader's direction. STATED OPTIMISM: stale-print
entry (the T4 lesson — prints are not books); resting asks may have
repriced without printing. Stage-2 = execution realism (live book reads
or a paper scanner leg). Theme with T6: edge lives where repricing is
SLOW — the far side of the requote wall.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 15:16:48 -04:00