DAX trend pullback to the Fibonacci 61.8% level (spec dfib_spec.md). Run 2026-11-09T07:23:46.393Z; 500 control runs per variant
data: 3105 trading days 2011-01-03 .. 2026-10-30 (Frankfurt cash session); cost 2 points a round trip (scenarios 1 and 3); stop 50, target 100 points

=== DFIB-L: long only (as in the video) ===
  days: {"daily trend against":1206,"no trigger":946,"filled":327,"not filled":140,"1-hour trend against":86,"no range":1}; triggers 554, orders 467, filled 327 (70.02% of orders)
  DEV      n=  193 net -1358.13 points  avg -7.037  PF 0.68 t -2.23
  VAL      n=   42 net -339.97 points  avg -8.094  PF 0.65 t -1.23
  HOLDOUT  n=   92 net -40.93 points  avg -0.445  PF 0.99 t -0.06
  ALL      n=327; net -1739.03 points, avg -5.318 (gross -3.318, cost 2); PF 0.79 t -1.87; ended by {"stop":150,"target":39,"close":138}
  in R (50 points): gross -0.066 R, net -0.106 R a trade; cost 0.040 R
  cost scenarios (not gates): 1 points: avg -4.318, net -1412.03 | 3 points: avg -6.318, net -2066.03
  win rate 133/327 = 40.7% (95% Wilson 35.5-46.1%; break-even at 2R is 33.3% before costs); the 10 best trades 1028.38; drawdown on closed trades -2027.16
  longs n=327 net -1739.03 gross -1085.03 | shorts n=0 net 0.00 gross 0.00
  by year (n, net): 2012 33 -104 | 2013 43 -120 | 2014 30 -645 | 2015 17 82 | 2016 20 -89 | 2017 42 -321 | 2018 8 -162 | 2019 33 -344 | 2020 9 4 | 2024 12 212 | 2025 54 -68 | 2026 26 -185
  control (the same fill minutes and directions moved to other days, market orders, 500 runs, 0 s): mean trades 327, median avg -0.955, 5-95% -6.129 .. 3.690; real avg -5.318 at percentile 8.80
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.65
  [FAIL] 2 >= 50 trades in each period: 193 / 42 / 92
  [FAIL] 3 t >= 2.5 on development: DEV t -2.23
  [FAIL] 4 above 95th pct of the control: percentile 8.80
  [FAIL] 5 positive without top-10 trades: -2767.42 points
  [FAIL] 6 holdout net positive (used once): HOLDOUT net -40.93 points PF 0.99
  VERDICT Buried (0/6 gates)
  rule 3: 28 trades with a missing minute between the trigger and the exit (2012 6, 2013 10, 2014 4, 2016 1, 2017 3, 2024 1, 2025 3); without them avg -6.352, gates passed 0/6 -> Buried (verdict unchanged)

=== DFIB-LS: long and short ===
  days: {"daily trend against":870,"no trigger":1166,"1-hour trend against":106,"not filled":172,"filled":391,"no range":1}; triggers 670, orders 563, filled 391 (69.45% of orders)
  DEV      n=  250 net -1983.51 points  avg -7.934  PF 0.68 t -2.59
  VAL      n=   49 net -675.53 points  avg -13.786  PF 0.48 t -2.30
  HOLDOUT  n=   92 net -40.93 points  avg -0.445  PF 0.99 t -0.06
  ALL      n=391; net -2699.97 points, avg -6.905 (gross -4.905, cost 2); PF 0.74 t -2.58; ended by {"stop":197,"target":50,"close":144}
  in R (50 points): gross -0.098 R, net -0.138 R a trade; cost 0.040 R
  cost scenarios (not gates): 1 points: avg -5.905, net -2308.97 | 3 points: avg -7.905, net -3090.97
  win rate 148/391 = 37.9% (95% Wilson 33.2-42.8%; break-even at 2R is 33.3% before costs); the 10 best trades 1040.56; drawdown on closed trades -2858.82
  longs n=327 net -1739.03 gross -1085.03 | shorts n=64 net -960.94 gross -832.94
  by year (n, net): 2011 3 -129 | 2012 36 -216 | 2013 43 -120 | 2014 31 -697 | 2015 22 -170 | 2016 41 -399 | 2017 42 -321 | 2018 32 68 | 2019 36 -495 | 2020 13 -180 | 2024 12 212 | 2025 54 -68 | 2026 26 -185
  control (the same fill minutes and directions moved to other days, market orders, 500 runs, 0 s): mean trades 391, median avg -1.199, 5-95% -6.119 .. 3.557; real avg -6.905 at percentile 2.00
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.48
  [FAIL] 2 >= 50 trades in each period: 250 / 49 / 92
  [FAIL] 3 t >= 2.5 on development: DEV t -2.59
  [FAIL] 4 above 95th pct of the control: percentile 2.00
  [FAIL] 5 positive without top-10 trades: -3740.53 points
  [FAIL] 6 holdout net positive (used once): HOLDOUT net -40.93 points PF 0.99
  VERDICT Buried (0/6 gates)
  rule 3: 28 trades with a missing minute between the trigger and the exit (2012 6, 2013 10, 2014 4, 2016 1, 2017 3, 2024 1, 2025 3); without them avg -7.879, gates passed 0/6 -> Buried (verdict unchanged)