ADX + DI trend strategy on the four majors, 1-hour bars (spec adx_spec.md). Run 2026-10-21T12:38:38.495Z; 500 control runs per pair-variant. Results in pips per trade after 1.0 pip a round trip (1.2 on USDJPY). ##### EURUSD: 8326700 minutes, 141042 hourly bars; price 1.2593 -> 1.13685 === EURUSD ADX-20 === DEV n= 860 net -737.10 pips avg -0.86 PF 0.97 t -0.28 VAL n= 681 net -1739.70 pips avg -2.55 PF 0.87 t -1.29 HOLDOUT n= 666 net -366.80 pips avg -0.55 PF 0.97 t -0.31 ALL n=2207 net -2843.60 pips avg -1.29 (gross -0.29); PF 0.94 t -0.89; at x1.5 cost -1.79, x2.5 -2.79; swap stress -1.99 pips a trade winners 34.0% (95% 32.0-36.0%); hours held median 20.00; time in the market 36.8%; without the 10 best -7636.00 pips longs n=1124 net -2975.20 gross -1851.20 | shorts n=1083 net 131.60 gross 1214.60 by year (n, net pips): 2004 84 -148.00 | 2005 98 -605.00 | 2006 87 -469.00 | 2007 101 -65.00 | 2008 88 328.00 | 2009 109 94.40 | 2010 97 -384.40 | 2011 92 264.80 | 2012 104 247.10 | 2013 99 -1138.30 | 2014 102 -511.50 | 2015 100 87.30 | 2016 86 -255.40 | 2017 102 44.40 | 2018 98 -269.90 | 2019 94 303.70 | 2020 95 -321.70 | 2021 103 -73.50 | 2022 99 183.40 | 2023 99 -175.40 | 2024 102 -113.20 | 2025 95 -113.30 | 2026 73 246.90 control (shifted holdings, 500 runs, 2 s): mean trades 2206.61, median avg -1.05, 5-95% -3.39 .. 1.40; real avg -1.29 at percentile 42.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.87 [PASS] 2 >= 50 trades in each period: 860 / 681 / 666 [FAIL] 3 t >= 2.5 on development: DEV t -0.28 [FAIL] 4 above 95th pct of the control: percentile 42.80 [FAIL] 5 positive without top-10 trades: -7636.00 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -366.80 pips PF 0.97 VERDICT Buried (1/6 gates) rule 3: 52 trades open across a suspect gap; without them avg -2.24, gates 1/6 -> Buried (verdict unchanged) === EURUSD ADX-25 === DEV n= 863 net -688.30 pips avg -0.80 PF 0.97 t -0.27 VAL n= 671 net -1699.90 pips avg -2.53 PF 0.87 t -1.23 HOLDOUT n= 637 net -1064.00 pips avg -1.67 PF 0.90 t -0.91 ALL n=2171 net -3452.20 pips avg -1.59 (gross -0.59); PF 0.93 t -1.10; at x1.5 cost -2.09, x2.5 -3.09; swap stress -2.35 pips a trade winners 33.3% (95% 31.4-35.4%); hours held median 22.00; time in the market 39.7%; without the 10 best -8119.10 pips longs n=1107 net -2695.80 gross -1588.80 | shorts n=1064 net -756.40 gross 307.60 by year (n, net pips): 2004 86 -690.00 | 2005 103 -816.00 | 2006 88 455.00 | 2007 93 -227.00 | 2008 92 1262.00 | 2009 97 -278.70 | 2010 101 -396.80 | 2011 92 480.80 | 2012 111 -477.60 | 2013 94 -972.60 | 2014 95 -406.70 | 2015 87 703.40 | 2016 101 -751.00 | 2017 98 -141.30 | 2018 103 -83.10 | 2019 93 -48.60 | 2020 91 -172.80 | 2021 100 -412.10 | 2022 90 712.80 | 2023 95 -373.20 | 2024 94 -738.70 | 2025 96 -337.10 | 2026 71 257.10 control (shifted holdings, 500 runs, 2 s): mean trades 2170.60, median avg -1.05, 5-95% -3.27 .. 1.51; real avg -1.59 at percentile 36.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.87 [PASS] 2 >= 50 trades in each period: 863 / 671 / 637 [FAIL] 3 t >= 2.5 on development: DEV t -0.27 [FAIL] 4 above 95th pct of the control: percentile 36.20 [FAIL] 5 positive without top-10 trades: -8119.10 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1064.00 pips PF 0.90 VERDICT Buried (1/6 gates) rule 3: 61 trades open across a suspect gap; without them avg -2.43, gates 1/6 -> Buried (verdict unchanged) ##### GBPUSD: 8297247 minutes, 141014 hourly bars; price 1.7858 -> 1.32572 === GBPUSD ADX-20 === DEV n= 892 net -3356.80 pips avg -3.76 PF 0.89 t -1.22 VAL n= 652 net 404.20 pips avg 0.62 PF 1.03 t 0.24 HOLDOUT n= 677 net -1306.50 pips avg -1.93 PF 0.91 t -0.76 ALL n=2221 net -4259.10 pips avg -1.92 (gross -0.92); PF 0.93 t -1.16; at x1.5 cost -2.42, x2.5 -3.42; swap stress -2.63 pips a trade winners 34.3% (95% 32.3-36.3%); hours held median 21.00; time in the market 36.9%; without the 10 best -8681.40 pips longs n=1103 net -2040.10 gross -937.10 | shorts n=1118 net -2219.00 gross -1101.00 by year (n, net pips): 2004 89 485.00 | 2005 103 -1000.00 | 2006 87 851.00 | 2007 95 -431.00 | 2008 93 233.00 | 2009 98 -1137.30 | 2010 122 -1800.40 | 2011 106 -672.80 | 2012 99 115.70 | 2013 87 454.80 | 2014 93 -1206.70 | 2015 91 666.10 | 2016 89 -118.90 | 2017 108 -315.80 | 2018 92 3.40 | 2019 92 921.30 | 2020 95 -200.70 | 2021 108 -113.30 | 2022 102 1000.40 | 2023 107 -1164.80 | 2024 104 -705.10 | 2025 93 -112.90 | 2026 68 -10.10 control (shifted holdings, 500 runs, 2 s): mean trades 2219.62, median avg -0.99, 5-95% -3.76 .. 2.22; real avg -1.92 at percentile 30.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.03 [PASS] 2 >= 50 trades in each period: 892 / 652 / 677 [FAIL] 3 t >= 2.5 on development: DEV t -1.22 [FAIL] 4 above 95th pct of the control: percentile 30.40 [FAIL] 5 positive without top-10 trades: -8681.40 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1306.50 pips PF 0.91 VERDICT Buried (1/6 gates) rule 3: 65 trades open across a suspect gap; without them avg -3.46, gates 1/6 -> Buried (verdict unchanged) === GBPUSD ADX-25 === DEV n= 837 net 1740.10 pips avg 2.08 PF 1.06 t 0.60 VAL n= 663 net -164.60 pips avg -0.25 PF 0.99 t -0.09 HOLDOUT n= 604 net -1180.90 pips avg -1.96 PF 0.92 t -0.73 ALL n=2104 net 394.60 pips avg 0.19 (gross 1.19); PF 1.01 t 0.10; at x1.5 cost -0.31, x2.5 -1.31; swap stress -0.61 pips a trade winners 35.5% (95% 33.5-37.6%); hours held median 23.00; time in the market 39.2%; without the 10 best -4620.70 pips longs n=1022 net -1741.80 gross -719.80 | shorts n=1082 net 2136.40 gross 3218.40 by year (n, net pips): 2004 90 1290.00 | 2005 84 725.00 | 2006 88 1424.00 | 2007 101 -53.00 | 2008 90 1400.00 | 2009 101 -654.20 | 2010 91 -1000.70 | 2011 96 -1350.70 | 2012 96 -40.30 | 2013 98 419.50 | 2014 85 -742.80 | 2015 97 205.60 | 2016 93 467.60 | 2017 100 -354.30 | 2018 100 -235.60 | 2019 90 75.40 | 2020 94 -558.80 | 2021 99 -213.10 | 2022 87 564.60 | 2023 86 -1276.70 | 2024 89 -459.70 | 2025 83 297.40 | 2026 66 465.40 control (shifted holdings, 500 runs, 2 s): mean trades 2103.61, median avg -0.90, 5-95% -3.96 .. 2.72; real avg 0.19 at percentile 71.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.99 [PASS] 2 >= 50 trades in each period: 837 / 663 / 604 [FAIL] 3 t >= 2.5 on development: DEV t 0.60 [FAIL] 4 above 95th pct of the control: percentile 71.20 [FAIL] 5 positive without top-10 trades: -4620.70 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1180.90 pips PF 0.92 VERDICT Buried (1/6 gates) rule 3: 68 trades open across a suspect gap; without them avg -1.24, gates 1/6 -> Buried (verdict unchanged) ##### USDJPY: 8311500 minutes, 140969 hourly bars; price 107.22 -> 157.393 === USDJPY ADX-20 === DEV n= 955 net 539.60 pips avg 0.57 PF 1.03 t 0.27 VAL n= 721 net -76.10 pips avg -0.11 PF 0.99 t -0.05 HOLDOUT n= 673 net 704.50 pips avg 1.05 PF 1.05 t 0.39 ALL n=2349 net 1168.00 pips avg 0.50 (gross 1.70); PF 1.03 t 0.38; at x1.5 cost -0.10, x2.5 -1.30; swap stress -0.19 pips a trade winners 34.3% (95% 32.4-36.3%); hours held median 20.00; time in the market 37.5%; without the 10 best -3024.90 pips longs n=1141 net 2564.90 gross 3934.10 | shorts n=1208 net -1396.90 gross 52.70 by year (n, net pips): 2004 101 -101.20 | 2005 109 -277.80 | 2006 102 -187.40 | 2007 109 685.20 | 2008 109 1191.20 | 2009 107 -215.50 | 2010 94 147.70 | 2011 117 -635.80 | 2012 107 -66.80 | 2013 93 529.30 | 2014 112 698.00 | 2015 96 -96.10 | 2016 89 -483.10 | 2017 110 -385.20 | 2018 115 168.10 | 2019 106 -507.10 | 2020 99 1059.40 | 2021 104 -308.30 | 2022 96 955.20 | 2023 100 -633.30 | 2024 108 -453.90 | 2025 94 580.50 | 2026 72 -495.10 control (shifted holdings, 500 runs, 2 s): mean trades 2348.62, median avg -1.44, 5-95% -3.56 .. 0.88; real avg 0.50 at percentile 90.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.99 [PASS] 2 >= 50 trades in each period: 955 / 721 / 673 [FAIL] 3 t >= 2.5 on development: DEV t 0.27 [FAIL] 4 above 95th pct of the control: percentile 90.80 [FAIL] 5 positive without top-10 trades: -3024.90 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 704.50 pips PF 1.05 VERDICT Buried (2/6 gates) rule 3: 60 trades open across a suspect gap; without them avg -1.09, gates 1/6 -> Buried (verdict unchanged) === USDJPY ADX-25 === DEV n= 870 net -1063.90 pips avg -1.22 PF 0.94 t -0.56 VAL n= 674 net 594.00 pips avg 0.88 PF 1.05 t 0.38 HOLDOUT n= 645 net 166.90 pips avg 0.26 PF 1.01 t 0.08 ALL n=2189 net -303.00 pips avg -0.14 (gross 1.06); PF 0.99 t -0.10; at x1.5 cost -0.74, x2.5 -1.94; swap stress -0.88 pips a trade winners 35.7% (95% 33.7-37.8%); hours held median 22.00; time in the market 38.1%; without the 10 best -4935.80 pips longs n=1061 net 159.40 gross 1432.60 | shorts n=1128 net -462.40 gross 891.20 by year (n, net pips): 2004 98 -684.60 | 2005 102 20.60 | 2006 91 -80.20 | 2007 91 752.80 | 2008 93 -53.60 | 2009 101 34.40 | 2010 98 -665.70 | 2011 99 -516.30 | 2012 97 128.70 | 2013 91 1238.50 | 2014 89 695.90 | 2015 90 -224.70 | 2016 97 -59.10 | 2017 108 -858.10 | 2018 103 375.50 | 2019 96 -574.00 | 2020 89 807.30 | 2021 98 -256.10 | 2022 102 727.20 | 2023 103 -834.10 | 2024 95 -543.90 | 2025 90 -265.70 | 2026 68 532.20 control (shifted holdings, 500 runs, 2 s): mean trades 2187.63, median avg -1.30, 5-95% -3.69 .. 1.06; real avg -0.14 at percentile 79.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.05 [PASS] 2 >= 50 trades in each period: 870 / 674 / 645 [FAIL] 3 t >= 2.5 on development: DEV t -0.56 [FAIL] 4 above 95th pct of the control: percentile 79.80 [FAIL] 5 positive without top-10 trades: -4935.80 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 166.90 pips PF 1.01 VERDICT Buried (2/6 gates) rule 3: 62 trades open across a suspect gap; without them avg -1.65, gates 1/6 -> Buried (verdict unchanged) ##### AUDUSD: 8181339 minutes, 139969 hourly bars; price 0.7534 -> 0.70195 === AUDUSD ADX-20 === DEV n= 924 net 1092.70 pips avg 1.18 PF 1.06 t 0.58 VAL n= 725 net -4331.20 pips avg -5.97 PF 0.66 t -4.01 HOLDOUT n= 726 net -3566.10 pips avg -4.91 PF 0.70 t -2.90 ALL n=2375 net -6804.60 pips avg -2.87 (gross -1.87); PF 0.84 t -2.72; at x1.5 cost -3.37, x2.5 -4.37; swap stress -3.51 pips a trade winners 32.6% (95% 30.7-34.5%); hours held median 20.00; time in the market 36.8%; without the 10 best -10478.40 pips longs n=1141 net -2556.60 gross -1415.60 | shorts n=1234 net -4248.00 gross -3014.00 by year (n, net pips): 2004 83 670.00 | 2005 117 -117.00 | 2006 117 77.00 | 2007 93 287.00 | 2008 89 -1411.00 | 2009 112 -276.90 | 2010 108 762.80 | 2011 92 1281.00 | 2012 113 -180.20 | 2013 92 -889.20 | 2014 105 -837.60 | 2015 108 -678.30 | 2016 105 -1187.80 | 2017 107 -448.10 | 2018 112 -175.00 | 2019 96 -115.20 | 2020 106 495.70 | 2021 113 -402.80 | 2022 116 -396.00 | 2023 114 -1285.10 | 2024 97 -972.30 | 2025 108 -637.30 | 2026 72 -368.30 control (shifted holdings, 500 runs, 2 s): mean trades 2374.61, median avg -0.99, 5-95% -3.07 .. 0.81; real avg -2.87 at percentile 6.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.66 [PASS] 2 >= 50 trades in each period: 924 / 725 / 726 [FAIL] 3 t >= 2.5 on development: DEV t 0.58 [FAIL] 4 above 95th pct of the control: percentile 6.60 [FAIL] 5 positive without top-10 trades: -10478.40 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -3566.10 pips PF 0.70 VERDICT Buried (1/6 gates) rule 3: 69 trades open across a suspect gap; without them avg -4.23, gates 1/6 -> Buried (verdict unchanged) === AUDUSD ADX-25 === DEV n= 872 net -846.60 pips avg -0.97 PF 0.96 t -0.39 VAL n= 716 net -3217.20 pips avg -4.49 PF 0.75 t -2.85 HOLDOUT n= 657 net -2378.20 pips avg -3.62 PF 0.78 t -1.96 ALL n=2245 net -6442.00 pips avg -2.87 (gross -1.87); PF 0.85 t -2.36; at x1.5 cost -3.37, x2.5 -4.37; swap stress -3.58 pips a trade winners 34.2% (95% 32.2-36.2%); hours held median 21.00; time in the market 37.7%; without the 10 best -10880.60 pips longs n=1091 net -4750.60 gross -3659.60 | shorts n=1154 net -1691.40 gross -537.40 by year (n, net pips): 2004 83 869.00 | 2005 103 -277.00 | 2006 93 31.00 | 2007 95 -398.00 | 2008 97 -890.00 | 2009 98 -533.60 | 2010 101 -169.40 | 2011 93 762.10 | 2012 109 -240.70 | 2013 91 -285.50 | 2014 106 -1215.60 | 2015 114 -315.70 | 2016 109 -1271.90 | 2017 101 -80.90 | 2018 90 158.00 | 2019 105 -205.60 | 2020 109 -339.30 | 2021 96 15.20 | 2022 103 -17.00 | 2023 105 -773.60 | 2024 94 -504.00 | 2025 94 -533.90 | 2026 56 -225.60 control (shifted holdings, 500 runs, 2 s): mean trades 2244.58, median avg -0.98, 5-95% -2.96 .. 0.99; real avg -2.87 at percentile 5.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.75 [PASS] 2 >= 50 trades in each period: 872 / 716 / 657 [FAIL] 3 t >= 2.5 on development: DEV t -0.39 [FAIL] 4 above 95th pct of the control: percentile 5.80 [FAIL] 5 positive without top-10 trades: -10880.60 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -2378.20 pips PF 0.78 VERDICT Buried (1/6 gates) rule 3: 67 trades open across a suspect gap; without them avg -4.08, gates 1/6 -> Buried (verdict unchanged) ##### Cross-market rule (a variant is supported only if it passes every gate on at least 3 of the 4 pairs) ADX-20: passed every gate on 0 of 4 pairs (none) -> not supported ADX-25: passed every gate on 0 of 4 pairs (none) -> not supported