Post-earnings-announcement drift (Ball & Brown 1968; Bernard & Thomas 1989; Chan, Jegadeesh & Lakonishok 1996): after a large information shock, prices under-react, so the move CONTINUES for weeks. We have no earnings calendar, but an earnings release shows up in the tape as an abnormally large overnight gap on abnormally heavy volume. This hypothesis trades that proxy on US large caps, with SPY as a beta hedge so the bet is on the stock's own drift, not the market. Prior art: 'Earnings-Gap Continuation (PEAD Proxy)' (run 441e153d) was abandoned with infrastructure=1. It hit the Layer-3 sandbox 300 s timeout because of O(n) per-bar work, so it says nothing about the idea, and it never produced a backtest. This version changes the design to avoid the timeout and to fix three validity gaps. (1) Every rolling statistic is an O(1) deque or running-sum update. Nothing rescans history per bar. (2) The universe is pre-registered point-in-time to avoid survivorship bias. It is the 15 largest S&P 500 members by market cap at 2015-12-31: AAPL, GOOGL, MSFT, BRK-B, XOM, AMZN, META (then FB), GE, JNJ, WFC, JPM, T, PG, VZ, WMT. The list was chosen from information available on that date, not from today's survivors. Trading starts 2016-01-04 (earlier bars are warm-up only), and a name trades only while index_member() says it is in the S&P 500. (3) The gap is market-adjusted (stock gap minus SPY gap), so macro gaps such as CPI or FOMC days do not fire. A 'gap held' filter keeps only shocks the regular session did not reverse. Execution: USEQ is a session venue, so a decision taken on the event day's close fills at the NEXT session's open (platform rule next_open_fill, supported). Exits fill the same way. Diversity: USEQ is 9.2% of the corpus. Long/short (23%) and market-neutral are under-represented. None of the 15 names is in the over-concentrated BTC/Binance set. The mechanism differs from the factory's dead families (momentum confluence, short-term reversal, calendar OPEX).