EMA 5/8/13 ribbon on NQ, US session (spec rb_spec.md, 2026-10-08). Run 2026-10-08T18:32:41.572Z; 500 control runs per variant ########## NQ 5-minute bars: 475280 bars 2020-01-01 18:05 .. 2026-09-25 17:00; 38193 alignment starts in all sessions; median R = 19.83 points; cost 0.79 points a trade controls: 500 runs x 4 variants in 38 s === RB-M5-L-N: long only, no stop, no target === DEV n= 3218 net 62.57 R PF 1.04 t 0.73 VAL n= 1022 net -10.11 R PF 0.98 t -0.24 HOLDOUT n= 1236 net -8.58 R PF 0.98 t -0.18 ALL n=5476 net 43.88 R (gross 188.01 R, cost 0.03 R per trade) PF 1.02 t 0.41; win 1912/5476 = 35%; avg minutes held 51.48 total 28,328 $ per contract; exits {"alignment":4677,"session":799}; closed-trade drawdown -90.82 R; incl. open losses -91.06 R; worst open loss 10.05 R; longs n=5476 net 43.88 R, shorts n=0 net 0.00 R; trades a year 813.40 by year (net R): 2020 22.50 | 2021 -13.44 | 2022 9.86 | 2023 43.64 | 2024 -17.71 | 2025 -2.76 | 2026 1.78 control (state shift, 500 runs): usable 500, median avg -0.01 R, 5th -0.03, 95th 0.02; real avg 0.01 R -> percentile 85.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.98 [PASS] 2 >= 50 trades in each period: 3218 / 1022 / 1236 [FAIL] 3 t >= 2.5 on development: DEV t 0.73 [FAIL] 4 above 95th pct of random runs: percentile 85.00 [FAIL] 5 positive without top-10 trades: -76.96 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -8.58 R PF 0.98 -> VERDICT Buried === RB-M5-L-T2: long only, stop 1 R, target 2 R === DEV n= 3218 net -55.53 R PF 0.96 t -0.92 VAL n= 1022 net -32.07 R PF 0.93 t -0.98 HOLDOUT n= 1236 net -1.99 R PF 1.00 t -0.06 ALL n=5476 net -89.60 R (gross 54.54 R, cost 0.03 R per trade) PF 0.96 t -1.16; win 1871/5476 = 34%; avg minutes held 36.74 total -4,803 $ per contract; exits {"target":900,"stop":1282,"alignment":2835,"session":459}; closed-trade drawdown -129.45 R; incl. open losses -129.79 R; worst open loss 5.10 R; longs n=5476 net -89.60 R, shorts n=0 net 0.00 R; trades a year 813.40 by year (net R): 2020 5.03 | 2021 -63.23 | 2022 -27.73 | 2023 30.39 | 2024 -48.87 | 2025 17.34 | 2026 -2.54 control (state shift, 500 runs): usable 500, median avg -0.01 R, 5th -0.03, 95th 0.01; real avg -0.02 R -> percentile 38.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.93 [PASS] 2 >= 50 trades in each period: 3218 / 1022 / 1236 [FAIL] 3 t >= 2.5 on development: DEV t -0.92 [FAIL] 4 above 95th pct of random runs: percentile 38.80 [FAIL] 5 positive without top-10 trades: -109.56 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1.99 R PF 1.00 -> VERDICT Buried === RB-M5-LS-N: long and short, no stop, no target === DEV n= 6280 net -79.84 R PF 0.98 t -0.66 VAL n= 1972 net 41.83 R PF 1.04 t 0.55 HOLDOUT n= 2366 net -40.99 R PF 0.96 t -0.60 ALL n=10618 net -79.00 R (gross 199.96 R, cost 0.03 R per trade) PF 0.99 t -0.50; win 3517/10618 = 33%; avg minutes held 48.32 total -65,290 $ per contract; exits {"alignment":9113,"session":1505}; closed-trade drawdown -222.42 R; incl. open losses -222.52 R; worst open loss 10.05 R; longs n=5476 net 43.88 R, shorts n=5142 net -122.88 R; trades a year 1577.18 by year (net R): 2020 7.75 | 2021 -136.30 | 2022 28.87 | 2023 19.85 | 2024 12.38 | 2025 14.73 | 2026 -26.27 control (state shift, 500 runs): usable 500, median avg -0.02 R, 5th -0.05, 95th -0.00; real avg -0.01 R -> percentile 90.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.04 [PASS] 2 >= 50 trades in each period: 6280 / 1972 / 2366 [FAIL] 3 t >= 2.5 on development: DEV t -0.66 [FAIL] 4 above 95th pct of random runs: percentile 90.00 [FAIL] 5 positive without top-10 trades: -256.56 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -40.99 R PF 0.96 -> VERDICT Buried === RB-M5-LS-T2: long and short, stop 1 R, target 2 R === DEV n= 6280 net -165.55 R PF 0.94 t -1.93 VAL n= 1972 net -64.46 R PF 0.93 t -1.38 HOLDOUT n= 2366 net -29.17 R PF 0.97 t -0.57 ALL n=10618 net -259.18 R (gross 19.79 R, cost 0.03 R per trade) PF 0.95 t -2.35; win 3464/10618 = 33%; avg minutes held 33.14 total -113,381 $ per contract; exits {"target":1911,"stop":2564,"alignment":5300,"session":843}; closed-trade drawdown -307.30 R; incl. open losses -307.90 R; worst open loss 5.10 R; longs n=5476 net -89.60 R, shorts n=5142 net -169.58 R; trades a year 1577.18 by year (net R): 2020 17.15 | 2021 -152.21 | 2022 -6.17 | 2023 -24.32 | 2024 -94.62 | 2025 23.02 | 2026 -22.03 control (state shift, 500 runs): usable 500, median avg -0.02 R, 5th -0.04, 95th -0.01; real avg -0.02 R -> percentile 51.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.93 [PASS] 2 >= 50 trades in each period: 6280 / 1972 / 2366 [FAIL] 3 t >= 2.5 on development: DEV t -1.93 [FAIL] 4 above 95th pct of random runs: percentile 51.40 [FAIL] 5 positive without top-10 trades: -279.14 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -29.17 R PF 0.97 -> VERDICT Buried ########## NQ 15-minute bars: 158502 bars 2020-01-01 18:15 .. 2026-09-25 17:00; 12314 alignment starts in all sessions; median R = 36.82 points; cost 0.79 points a trade controls: 500 runs x 4 variants in 15 s === RB-M15-L-N: long only, no stop, no target === DEV n= 1046 net 82.33 R PF 1.15 t 1.67 VAL n= 301 net 12.92 R PF 1.09 t 0.52 HOLDOUT n= 358 net 15.28 R PF 1.09 t 0.60 ALL n=1705 net 110.54 R (gross 139.45 R, cost 0.02 R per trade) PF 1.13 t 1.82; win 693/1705 = 41%; avg minutes held 121.92 total 77,624 $ per contract; exits {"alignment":980,"session":725}; closed-trade drawdown -35.05 R; incl. open losses -36.44 R; worst open loss 5.79 R; longs n=1705 net 110.54 R, shorts n=0 net 0.00 R; trades a year 253.26 by year (net R): 2020 17.92 | 2021 24.85 | 2022 12.80 | 2023 26.76 | 2024 19.67 | 2025 -9.68 | 2026 18.21 control (state shift, 500 runs): usable 500, median avg 0.01 R, 5th -0.05, 95th 0.05; real avg 0.06 R -> percentile 98.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.09 [PASS] 2 >= 50 trades in each period: 1046 / 301 / 358 [FAIL] 3 t >= 2.5 on development: DEV t 1.67 [PASS] 4 above 95th pct of random runs: percentile 98.60 [PASS] 5 positive without top-10 trades: 39.67 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 15.28 R PF 1.09 -> VERDICT Buried === RB-M15-L-T2: long only, stop 1 R, target 2 R === DEV n= 1046 net 8.13 R PF 1.02 t 0.23 VAL n= 301 net -1.32 R PF 0.99 t -0.07 HOLDOUT n= 358 net -3.70 R PF 0.98 t -0.19 ALL n=1705 net 3.11 R (gross 32.02 R, cost 0.02 R per trade) PF 1.00 t 0.07; win 652/1705 = 38%; avg minutes held 82.80 total -5,735 $ per contract; exits {"stop":546,"target":252,"alignment":433,"session":474}; closed-trade drawdown -39.29 R; incl. open losses -40.11 R; worst open loss 3.82 R; longs n=1705 net 3.11 R, shorts n=0 net 0.00 R; trades a year 253.26 by year (net R): 2020 7.59 | 2021 -14.85 | 2022 8.96 | 2023 6.43 | 2024 -6.12 | 2025 -2.50 | 2026 3.59 control (state shift, 500 runs): usable 500, median avg 0.01 R, 5th -0.03, 95th 0.04; real avg 0.00 R -> percentile 42.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.99 [PASS] 2 >= 50 trades in each period: 1046 / 301 / 358 [FAIL] 3 t >= 2.5 on development: DEV t 0.23 [FAIL] 4 above 95th pct of random runs: percentile 42.20 [FAIL] 5 positive without top-10 trades: -16.85 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -3.70 R PF 0.98 -> VERDICT Buried === RB-M15-LS-N: long and short, no stop, no target === DEV n= 2030 net 112.84 R PF 1.11 t 1.61 VAL n= 607 net 46.93 R PF 1.15 t 1.11 HOLDOUT n= 704 net 4.80 R PF 1.01 t 0.12 ALL n=3341 net 164.57 R (gross 220.34 R, cost 0.02 R per trade) PF 1.10 t 1.81; win 1307/3341 = 39%; avg minutes held 116.57 total 88,341 $ per contract; exits {"alignment":2029,"session":1312}; closed-trade drawdown -53.87 R; incl. open losses -54.06 R; worst open loss 5.79 R; longs n=1705 net 110.54 R, shorts n=1636 net 54.04 R; trades a year 496.27 by year (net R): 2020 25.67 | 2021 36.93 | 2022 27.51 | 2023 22.73 | 2024 43.85 | 2025 -12.61 | 2026 20.49 control (state shift, 500 runs): usable 500, median avg -0.01 R, 5th -0.06, 95th 0.02; real avg 0.05 R -> percentile 99.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.15 [PASS] 2 >= 50 trades in each period: 2030 / 607 / 704 [FAIL] 3 t >= 2.5 on development: DEV t 1.61 [PASS] 4 above 95th pct of random runs: percentile 99.80 [PASS] 5 positive without top-10 trades: 59.64 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 4.80 R PF 1.01 -> VERDICT Buried === RB-M15-LS-T2: long and short, stop 1 R, target 2 R === DEV n= 2030 net 67.56 R PF 1.07 t 1.33 VAL n= 607 net 43.23 R PF 1.16 t 1.55 HOLDOUT n= 704 net -15.33 R PF 0.95 t -0.54 ALL n=3341 net 95.47 R (gross 151.24 R, cost 0.02 R per trade) PF 1.06 t 1.48; win 1265/3341 = 38%; avg minutes held 75.29 total 61,640 $ per contract; exits {"stop":1035,"target":592,"session":827,"alignment":887}; closed-trade drawdown -44.20 R; incl. open losses -44.58 R; worst open loss 3.82 R; longs n=1705 net 3.11 R, shorts n=1636 net 92.35 R; trades a year 496.27 by year (net R): 2020 22.02 | 2021 24.51 | 2022 16.70 | 2023 4.34 | 2024 28.46 | 2025 -8.51 | 2026 7.95 control (state shift, 500 runs): usable 500, median avg -0.01 R, 5th -0.04, 95th 0.01; real avg 0.03 R -> percentile 99.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.16 [PASS] 2 >= 50 trades in each period: 2030 / 607 / 704 [FAIL] 3 t >= 2.5 on development: DEV t 1.33 [PASS] 4 above 95th pct of random runs: percentile 99.60 [PASS] 5 positive without top-10 trades: 75.50 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -15.33 R PF 0.95 -> VERDICT Buried OVERALL: 8 results: 0 Inconclusive, 8 Buried, 0 Survivor.