5-minute opening range + fair value gap on NQ (spec ofv_spec.md; rules from the video "This Scalping Strategy Works Everyday"). Run 2026-10-21T16:27:31.955Z; 500 control runs per variant. One contract, $15.76 a round trip; target 2R; entries to 11:00; exit at the session close.
data: 2373779 bars 2020-01-01 18:01 .. 2026-09-25 17:00 New York; 1735 session days, 1733 with a full opening range

=== OFV-2R: the first break with a gap (retests included) ===
  DEV      n= 909 net -$38,086  avg -$42  PF 0.88 t -1.61
  VAL      n= 280 net +$2,107  avg +$8  PF 1.02 t 0.12
  HOLDOUT  n= 338 net +$3,343  avg +$10  PF 1.02 t 0.13
  ALL      n=1527 (88.1% of days) net -$32,636 avg -$21 a trade (gross -$6); in R: net -0.075, gross -0.034; PF 0.95 t -0.84; drawdown on closed trades -$59,613
  winners 32.5% (95% 30.2-34.9%); ended by stop 1029 (67.4%), target 485 (31.8%), session close 13 (0.9%); R median 25.25 points (+$505); minutes held median 8; without the 10 best -$71,838
  longs n=784 net -$20,256 | shorts n=743 net -$12,380
  by year (n, net): 2020 233 -$612 | 2021 228 +$5,242 | 2022 224 -$13,220 | 2023 224 -$29,495 | 2024 223 +$6,931 | 2025 231 -$13,881 | 2026 164 +$12,400
  May 2025 (the video's month): 21 trades, net -$2,936: 05-01 L -$451, 05-02 S -$891, 05-05 L -$591, 05-06 S -$426, 05-07 L -$571, 05-08 S -$686, 05-09 S -$401, 05-12 S -$771, 05-13 L +$624, 05-14 S -$601, 05-15 S -$601, 05-16 S -$416, 05-19 L +$1,504, 05-20 L -$376, 05-21 L +$934, 05-22 L -$986, 05-23 L -$666, 05-26 S +$474, 05-27 S -$631, 05-29 S +$1,214, 05-30 S +$1,374
  control (entries moved to other days, same minute, same R, 500 runs, 1 s): mean trades 1526.98, median avg -$9, 5-95% -$49 .. +$29; real avg -$21 at percentile 33.00
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.02
  [PASS] 2 >= 50 trades in each period: 909 / 280 / 338
  [FAIL] 3 t >= 2.5 on development: DEV t -1.61
  [FAIL] 4 above 95th pct of the control: percentile 33.00
  [FAIL] 5 positive without top-10 trades: -$71,838
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$3,343 PF 1.02
  VERDICT Buried (2/6 gates)
  rule 3: 1 trades on days touching a known hole; without them avg -$19, gates 2/6 -> Buried (verdict unchanged)

=== OFV-2R-FIRST: only the day's first break ===
  DEV      n= 562 net -$32,957  avg -$59  PF 0.84 t -1.78
  VAL      n= 183 net -$13,944  avg -$76  PF 0.83 t -1.01
  HOLDOUT  n= 193 net +$25,173  avg +$130  PF 1.24 t 1.23
  ALL      n=938 (54.1% of days) net -$21,728 avg -$23 a trade (gross -$7); in R: net -0.071, gross -0.030; PF 0.94 t -0.70; drawdown on closed trades -$51,539
  winners 32.6% (95% 29.7-35.7%); ended by stop 630 (67.2%), target 298 (31.8%), session close 10 (1.1%); R median 25.50 points (+$510); minutes held median 7; without the 10 best -$59,360
  longs n=491 net -$5,923 | shorts n=447 net -$15,805
  by year (n, net): 2020 141 -$5,007 | 2021 161 -$2,552 | 2022 143 -$11,109 | 2023 117 -$14,289 | 2024 145 -$3,145 | 2025 138 +$1,235 | 2026 93 +$13,139
  May 2025 (the video's month): 9 trades, net +$1,803: 05-02 S -$891, 05-13 L +$624, 05-15 S -$601, 05-19 L +$1,504, 05-21 L +$934, 05-22 L -$986, 05-26 S +$474, 05-27 S -$631, 05-30 S +$1,374
  control (entries moved to other days, same minute, same R, 500 runs, 1 s): mean trades 938.00, median avg -$10, 5-95% -$58 .. +$36; real avg -$23 at percentile 33.20
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.83
  [PASS] 2 >= 50 trades in each period: 562 / 183 / 193
  [FAIL] 3 t >= 2.5 on development: DEV t -1.78
  [FAIL] 4 above 95th pct of the control: percentile 33.20
  [FAIL] 5 positive without top-10 trades: -$59,360
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$25,173 PF 1.24
  VERDICT Buried (2/6 gates)
  rule 3: 0 trades on days touching a known hole; without them avg -$23, gates 2/6 -> Buried (verdict unchanged)