- A RSI(2)<10 exit>70/5d: OOS ret +26.7%, SR 0.40, maxDD -17.3%, boot-p 0.091
- B RSI(2)<5 exit>70/5d: OOS ret +14.6%, SR 0.28, maxDD -15.4%, boot-p 0.174
- C RSI(2)<10 + IBS<0.3: OOS ret +35.6%, SR 0.54, maxDD -11.5%, boot-p 0.040
- D IBS<0.1 entry, >priorHi exit: OOS ret +44.3%, SR 0.57, maxDD -16.2%, boot-p 0.031
Rule: long SPY on entry, 10bps/switch, IS<2016<=OOS.
ALL DONE
Intraday-bar discrimination: after IBS<0.1 closures, next-day SR 2.17 (n=246, OOS) vs 0.72 on all other days - the oversold-bar-strength signal is REAL. But the rule-wrapped version with 10bps/flip lands at SR 0.57 vs SPY B&H 0.89 OOS - no excess over beta. Same channel as EOM: a timing prior, not a sleeve. Parked.