# QUEUE-11 — Standalone 5-day reversal signal net of costs (unisolated)

**Status:** QUEUED · **Priority:** P2 · **Effort:** dataset study + backtest

## Hypothesis (prove)
5-day momentum strongly reverses on this panel (pooled regression:
`sp_trend_slope_5` β = −0.53, t = −24; VR < 1 at 5–20d for ~32/72 assets —
chat-derived, pre-clean-lake idea material). The reversal has never been tested
as a **standalone tradable strategy net of costs**. If it clears the 20bp
round-trip cost, it is an independent alpha source that can be blended with (or
replace) the model book.
Source: `book/ch01` "Timeline" + `chat-ideas.md`
(`TODO(evidence-needed: standalone 5d-reversal strategy net of costs)`).

## Change vs exp-26 reference
- This is NOT a model-construction variant — it isolates a SINGLE-FEATURE
  signal: a model trained on `sp_trend_slope_5` (plus raw OHLCV) alone, or a
  mechanical reversal book (rank by −`sp_trend_slope_5`, buy the most-reverted
  topk), backtested net of costs over the exp-26 window.
- Control: exp-26 compact reference on the same window.

## Acceptance
- Standalone reversal `net_ann_return > 0` (clears 20bp round-trip) — proves
  the claim "reversal is tradable net of costs". Secondary: excess vs the
  model book is the blend decision for a future round.

## Execution prerequisites
1. `rd_train`/workflow with `feature_fields = $open,$high,$low,$close,$vwap,$volume,sp_trend_slope_5`
   (single feature) OR a mechanical rank backtest via `rd_backtest` on a
   hand-built pred (pred = −rank(sp_trend_slope_5)).
2. Trace + run + record as a standalone study (dataset-study status, not
   necessarily a traced model experiment).