Not supported · Filters · 2026-10-01; timeframe gap fill 2026-10-11
Does the Fib-zone idea work on mega caps only?
What this means
Restricted to stocks worth $100B or more, in-zone setups won less often on daily (38% vs 49%) and slightly more often on 4h and 1h. The samples are small (42 daily setups), the 1h gain's range includes zero, and market cap was estimated with today's share counts. The numbers should not be relied on; they give no support to the Fib-zone idea for mega caps.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not supported | 3,226 | in-zone win 42.6% (n=465) vs 42.4%; +0.021R (-0.099, +0.151), q=0.84 gap fill G15, 2026-10-11 (price data) |
| 1-hour | Inconclusive | 216 | 52.3% vs 45.7% win, +0.18R (-0.01, +0.37) |
| 4-hour | Not supported | 69 | 43.5% vs 41.2% win |
| Daily | Not supported | 42 | 38.1% vs 49.1% win |
- Hypothesis
- For stocks >= $100B market cap at the signal date, in-zone setups do better.
- Method
- Same as filter-fibzone, restricted by signal-date market cap (close x current shares).
- Result
- 24m windows: daily in-zone win 38.1% (n=42) vs 49.1%; 4h 43.5% (n=69) vs 41.2%; 1h 52.3% (n=216) vs 45.7%, +0.18R (-0.01, +0.37). 15m gap fill: mega caps in zone 42.6% win (n = 465) vs 42.4% out, +0.021R (-0.099, +0.151).
- How much to trust it
- Low: small samples; market cap approximated with current share counts
- Did it change the live rule?
- No.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).