Golden cross on 1-hour bars (spec gh_cross_spec.md, 2026-10-08). Run 2026-10-08T07:25:14.601Z; 500 control runs per variant ########## EUR/USD spot: 8326700 minute bars -> 141042 hourly bars 2004-01-01 01:00 .. 2026-09-28 16:00; 869 crosses (434 golden, 435 death); averages exist from 2004-01-13 median R = 1.5 x ATR(14): 0.00 points; cost per trade in R (median): 0.04 controls: 500 runs x 12 variants in 37 s === EUR-GH-L-N: long only, no stop, no target === DEV n= 167 net 95.87 R PF 1.30 t 1.09 VAL n= 132 net -36.18 R PF 0.86 t -0.53 HOLDOUT n= 135 net -40.79 R PF 0.87 t -0.57 ALL n=434 net 18.90 R (gross 36.97 R, cost 0.04 R per trade) PF 1.02 t 0.14 avg 0.04 R/trade; win 153/434 = 35% (95% Wilson 31-40%) avg winner 5.96 R avg loser -3.18 R total -1,240 pips; exits {"signal":434}; avg hours held 229.76; time in market 50%; closed-trade drawdown -150.41 R; drawdown incl. open losses -151.93 R; worst open loss in one trade -13.08 R total vs buy and hold: -1,240 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 3,238 (buy and hold 6,477) longs: n=434 net 18.90 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.08 R, 5th -0.45, 95th 0.32; real avg 0.04 R -> percentile 68.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.86 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t 1.09 [FAIL] 4 above 95th pct of random runs: percentile 68.80 [FAIL] 5 positive without top-10 trades: -255.88 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -40.79 R PF 0.87 -> VERDICT Buried === EUR-GH-L-S: long only, stop 1 R only === DEV n= 167 net 43.92 R PF 1.31 t 0.81 VAL n= 132 net -40.08 R PF 0.65 t -1.42 HOLDOUT n= 135 net -12.80 R PF 0.90 t -0.33 ALL n=434 net -8.96 R (gross 9.11 R, cost 0.04 R per trade) PF 0.98 t -0.12 avg -0.02 R/trade; win 64/434 = 15% (95% Wilson 12-18%) avg winner 5.79 R avg loser -1.03 R total -1,281 pips; exits {"stop":364,"signal":70}; avg hours held 82.47; time in market 18%; closed-trade drawdown -92.36 R; drawdown incl. open losses -93.11 R; worst open loss in one trade -2.74 R total vs buy and hold: -1,281 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 3,277 (buy and hold 6,477) longs: n=434 net -8.96 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.07 R, 5th -0.25, 95th 0.15; real avg -0.02 R -> percentile 64.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.65 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t 0.81 [FAIL] 4 above 95th pct of random runs: percentile 64.80 [FAIL] 5 positive without top-10 trades: -186.86 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -12.80 R PF 0.90 -> VERDICT Buried === EUR-GH-L-T1: long only, stop 1 R, target 1 R === DEV n= 167 net -15.43 R PF 0.83 t -1.20 VAL n= 132 net -2.57 R PF 0.96 t -0.22 HOLDOUT n= 135 net -21.00 R PF 0.73 t -1.81 ALL n=434 net -38.99 R (gross -20.92 R, cost 0.04 R per trade) PF 0.83 t -1.88 avg -0.09 R/trade; win 205/434 = 47% (95% Wilson 43-52%) avg winner 0.95 R avg loser -1.02 R total -1,143 pips; exits {"stop":224,"signal":8,"target":202}; avg hours held 9.32; time in market 2%; closed-trade drawdown -42.13 R; drawdown incl. open losses -43.30 R; worst open loss in one trade -2.74 R total vs buy and hold: -1,143 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 1,213 (buy and hold 6,477) longs: n=434 net -38.99 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.04 R, 5th -0.12, 95th 0.02; real avg -0.09 R -> percentile 14.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.96 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t -1.20 [FAIL] 4 above 95th pct of random runs: percentile 14.20 [FAIL] 5 positive without top-10 trades: -49.05 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -21.00 R PF 0.73 -> VERDICT Buried === EUR-GH-L-T2: long only, stop 1 R, target 2 R === DEV n= 167 net -23.74 R PF 0.80 t -1.35 VAL n= 132 net 9.42 R PF 1.11 t 0.57 HOLDOUT n= 135 net -14.99 R PF 0.85 t -0.92 ALL n=434 net -29.31 R (gross -11.24 R, cost 0.04 R per trade) PF 0.90 t -1.01 avg -0.07 R/trade; win 141/434 = 32% (95% Wilson 28-37%) avg winner 1.92 R avg loser -1.03 R total -1,296 pips; exits {"stop":288,"signal":8,"target":138}; avg hours held 15.41; time in market 3%; closed-trade drawdown -32.12 R; drawdown incl. open losses -32.86 R; worst open loss in one trade -2.74 R total vs buy and hold: -1,296 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 1,538 (buy and hold 6,477) longs: n=434 net -29.31 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.05 R, 5th -0.15, 95th 0.05; real avg -0.07 R -> percentile 41.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.11 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t -1.35 [FAIL] 4 above 95th pct of random runs: percentile 41.00 [FAIL] 5 positive without top-10 trades: -49.17 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -14.99 R PF 0.85 -> VERDICT Buried === EUR-GH-L-T3: long only, stop 1 R, target 3 R === DEV n= 167 net 0.22 R PF 1.00 t 0.01 VAL n= 132 net 13.42 R PF 1.14 t 0.65 HOLDOUT n= 135 net -9.00 R PF 0.92 t -0.45 ALL n=434 net 4.64 R (gross 22.71 R, cost 0.04 R per trade) PF 1.01 t 0.13 avg 0.01 R/trade; win 115/434 = 26% (95% Wilson 23-31%) avg winner 2.89 R avg loser -1.03 R total -230 pips; exits {"stop":314,"signal":8,"target":112}; avg hours held 20.77; time in market 5%; closed-trade drawdown -28.81 R; drawdown incl. open losses -29.53 R; worst open loss in one trade -2.74 R total vs buy and hold: -230 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 994 (buy and hold 6,477) longs: n=434 net 4.64 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.06 R, 5th -0.18, 95th 0.06; real avg 0.01 R -> percentile 80.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.14 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t 0.01 [FAIL] 4 above 95th pct of random runs: percentile 80.80 [FAIL] 5 positive without top-10 trades: -25.20 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -9.00 R PF 0.92 -> VERDICT Buried === EUR-GH-L-T123: long only, stop 1 R, a third at 1 R, 2 R and 3 R === DEV n= 167 net -12.98 R PF 0.87 t -0.80 VAL n= 132 net 6.76 R PF 1.09 t 0.46 HOLDOUT n= 135 net -14.99 R PF 0.82 t -1.02 ALL n=434 net -21.22 R (gross -3.15 R, cost 0.04 R per trade) PF 0.92 t -0.81 avg -0.05 R/trade; win 141/434 = 32% (95% Wilson 28-37%) avg winner 1.68 R avg loser -0.88 R total -890 pips; exits {"stop":826,"signal":24,"target":452}; avg hours held 20.77; time in market 5%; closed-trade drawdown -27.44 R; drawdown incl. open losses -28.87 R; worst open loss in one trade -2.74 R total vs buy and hold: -890 pips (buy and hold -1,387); worst peak-to-trough of the marked equity n/a for the thirds (buy and hold 6,477) longs: n=434 net -21.22 R; shorts: n=0 net 0.00 R; trades per year 19.11; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 435.00, median avg -0.05 R, 5th -0.14, 95th 0.04; real avg -0.05 R -> percentile 51.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.09 [PASS] 2 >= 50 trades in each period: 167 / 132 / 135 [FAIL] 3 t >= 2.5 on development: DEV t -0.80 [FAIL] 4 above 95th pct of random runs: percentile 51.80 [FAIL] 5 positive without top-10 trades: -41.10 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -14.99 R PF 0.82 -> VERDICT Buried === EUR-GH-LS-N: long and short, no stop, no target === DEV n= 334 net 85.31 R PF 1.13 t 0.71 VAL n= 264 net -18.24 R PF 0.96 t -0.19 HOLDOUT n= 271 net -64.03 R PF 0.89 t -0.67 ALL n=869 net 3.03 R (gross 39.53 R, cost 0.04 R per trade) PF 1.00 t 0.02 avg 0.00 R/trade; win 306/869 = 35% (95% Wilson 32-38%) avg winner 5.79 R avg loser -3.14 R total -1,196 pips; exits {"signal":868,"open":1}; avg hours held 229.03; time in market 100%; closed-trade drawdown -199.62 R; drawdown incl. open losses -200.22 R; worst open loss in one trade -13.08 R total vs buy and hold: -1,196 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 3,928 (buy and hold 6,477) longs: n=434 net 18.90 R; shorts: n=435 net -15.87 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.05 R, 5th -0.43, 95th 0.32; real avg 0.00 R -> percentile 60.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.96 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t 0.71 [FAIL] 4 above 95th pct of random runs: percentile 60.60 [FAIL] 5 positive without top-10 trades: -306.75 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -64.03 R PF 0.89 -> VERDICT Buried === EUR-GH-LS-S: long and short, stop 1 R only === DEV n= 334 net 90.07 R PF 1.32 t 1.20 VAL n= 264 net 9.27 R PF 1.04 t 0.16 HOLDOUT n= 271 net -31.72 R PF 0.87 t -0.61 ALL n=869 net 67.63 R (gross 104.13 R, cost 0.04 R per trade) PF 1.09 t 0.63 avg 0.08 R/trade; win 134/869 = 15% (95% Wilson 13-18%) avg winner 6.12 R avg loser -1.02 R total 1,818 pips; exits {"stop":719,"signal":149,"open":1}; avg hours held 86.23; time in market 38%; closed-trade drawdown -101.63 R; drawdown incl. open losses -102.50 R; worst open loss in one trade -2.74 R total vs buy and hold: 1,818 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 2,773 (buy and hold 6,477) longs: n=434 net -8.96 R; shorts: n=435 net 76.59 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.05 R, 5th -0.19, 95th 0.11; real avg 0.08 R -> percentile 89.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.04 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t 1.20 [FAIL] 4 above 95th pct of random runs: percentile 89.40 [FAIL] 5 positive without top-10 trades: -172.01 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -31.72 R PF 0.87 -> VERDICT Buried === EUR-GH-LS-T1: long and short, stop 1 R, target 1 R === DEV n= 334 net -22.45 R PF 0.87 t -1.24 VAL n= 264 net 14.79 R PF 1.12 t 0.92 HOLDOUT n= 271 net -26.40 R PF 0.82 t -1.60 ALL n=869 net -34.06 R (gross 2.44 R, cost 0.04 R per trade) PF 0.92 t -1.16 avg -0.04 R/trade; win 432/869 = 50% (95% Wilson 46-53%) avg winner 0.96 R avg loser -1.02 R total -1,095 pips; exits {"target":426,"stop":427,"signal":16}; avg hours held 9.47; time in market 4%; closed-trade drawdown -42.85 R; drawdown incl. open losses -43.76 R; worst open loss in one trade -2.74 R total vs buy and hold: -1,095 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 1,563 (buy and hold 6,477) longs: n=434 net -38.99 R; shorts: n=435 net 4.93 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.05 R, 5th -0.10, 95th 0.01; real avg -0.04 R -> percentile 56.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.12 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t -1.24 [FAIL] 4 above 95th pct of random runs: percentile 56.80 [FAIL] 5 positive without top-10 trades: -44.65 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -26.40 R PF 0.82 -> VERDICT Buried === EUR-GH-LS-T2: long and short, stop 1 R, target 2 R === DEV n= 334 net -16.64 R PF 0.93 t -0.66 VAL n= 264 net 36.22 R PF 1.22 t 1.54 HOLDOUT n= 271 net -30.39 R PF 0.84 t -1.33 ALL n=869 net -10.82 R (gross 25.68 R, cost 0.04 R per trade) PF 0.98 t -0.26 avg -0.01 R/trade; win 299/869 = 34% (95% Wilson 31-38%) avg winner 1.92 R avg loser -1.02 R total -697 pips; exits {"target":290,"stop":559,"signal":20}; avg hours held 16.42; time in market 7%; closed-trade drawdown -46.46 R; drawdown incl. open losses -47.18 R; worst open loss in one trade -2.74 R total vs buy and hold: -697 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 1,670 (buy and hold 6,477) longs: n=434 net -29.31 R; shorts: n=435 net 18.49 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.05 R, 5th -0.13, 95th 0.02; real avg -0.01 R -> percentile 80.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.22 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t -0.66 [FAIL] 4 above 95th pct of random runs: percentile 80.60 [FAIL] 5 positive without top-10 trades: -30.83 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -30.39 R PF 0.84 -> VERDICT Buried === EUR-GH-LS-T3: long and short, stop 1 R, target 3 R === DEV n= 334 net 28.54 R PF 1.12 t 0.88 VAL n= 264 net 25.22 R PF 1.13 t 0.87 HOLDOUT n= 271 net -30.44 R PF 0.86 t -1.09 ALL n=869 net 23.31 R (gross 59.81 R, cost 0.04 R per trade) PF 1.04 t 0.45 avg 0.03 R/trade; win 235/869 = 27% (95% Wilson 24-30%) avg winner 2.87 R avg loser -1.03 R total 946 pips; exits {"target":226,"stop":623,"signal":20}; avg hours held 23.00; time in market 10%; closed-trade drawdown -57.12 R; drawdown incl. open losses -57.48 R; worst open loss in one trade -2.74 R total vs buy and hold: 946 pips (buy and hold -1,387); worst peak-to-trough of the marked equity 1,151 (buy and hold 6,477) longs: n=434 net 4.64 R; shorts: n=435 net 18.67 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.06 R, 5th -0.15, 95th 0.03; real avg 0.03 R -> percentile 93.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.13 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t 0.88 [FAIL] 4 above 95th pct of random runs: percentile 93.20 [FAIL] 5 positive without top-10 trades: -6.89 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -30.44 R PF 0.86 -> VERDICT Buried === EUR-GH-LS-T123: long and short, stop 1 R, a third at 1 R, 2 R and 3 R === DEV n= 334 net -3.52 R PF 0.98 t -0.15 VAL n= 264 net 25.41 R PF 1.19 t 1.24 HOLDOUT n= 271 net -29.08 R PF 0.82 t -1.44 ALL n=869 net -7.19 R (gross 29.31 R, cost 0.04 R per trade) PF 0.99 t -0.19 avg -0.01 R/trade; win 300/869 = 35% (95% Wilson 31-38%) avg winner 1.63 R avg loser -0.87 R total -282 pips; exits {"target":942,"stop":1609,"signal":56}; avg hours held 23.00; time in market 10%; closed-trade drawdown -45.02 R; drawdown incl. open losses -45.94 R; worst open loss in one trade -2.74 R total vs buy and hold: -282 pips (buy and hold -1,387); worst peak-to-trough of the marked equity n/a for the thirds (buy and hold 6,477) longs: n=434 net -21.22 R; shorts: n=435 net 14.03 R; trades per year 38.27; data-hole trades 0 control (state shift, 500 runs): usable 500, mean trades 869.99, median avg -0.05 R, 5th -0.12, 95th 0.02; real avg -0.01 R -> percentile 84.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.19 [PASS] 2 >= 50 trades in each period: 334 / 264 / 271 [FAIL] 3 t >= 2.5 on development: DEV t -0.15 [FAIL] 4 above 95th pct of random runs: percentile 84.80 [FAIL] 5 positive without top-10 trades: -27.20 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -29.08 R PF 0.82 -> VERDICT Buried OVERALL: 12 variant-market results: 0 Inconclusive, 12 Buried, 0 Survivor.