Ichimoku Cloud on EUR/USD (spec ic_spec.md). Run 2026-10-14T12:09:02.210Z; 500 control runs per variant; data folder (default). Results in pips after about 1 pip a round trip. data: 8326700 one-minute bars, 2004-01-01 00:03 .. 2026-09-28 15:46 New York (minute close stamps) === IC-TK-H1: TK cross with the cloud, H1 bars, long and short === DEV n= 1129 net 839.9 pips avg 0.74 PF 1.03 t 0.32 VAL n= 863 net -710.0 pips avg -0.82 PF 0.95 t -0.49 HOLDOUT n= 860 net -524.7 pips avg -0.61 PF 0.96 t -0.43 ALL n=2852 net -394.8 pips avg -0.14 (gross 0.86, cost 1.00 a trade); PF 0.99 t -0.12 win rate 909/2852 = 31.9% (95% Wilson 30.2-33.6%); average winner 55.8 pips, average loser -26.3 pips; ended by {"kijun":2852} hours held median 16.0, max 210.0; the 10 best trades 4802.1 pips longs n=1446 net -1344.6 gross 101.4 | shorts n=1406 net 949.8 gross 2355.8 drawdown on closed trades -2594.7 pips; financing: scenario A (2% a year) net -2335.6, scenario B (today's swap) net -1269.8 by year (n, net pips, win %): 2004 126 -494.0 27% | 2005 132 205.0 35% | 2006 124 -404.0 25% | 2007 129 -361.0 25% | 2008 129 2365.0 36% | 2009 126 -1052.1 32% | 2010 109 1241.5 40% | 2011 127 98.8 31% | 2012 127 -759.3 31% | 2013 142 -731.9 32% | 2014 139 -281.2 31% | 2015 120 164.3 31% | 2016 127 -228.4 36% | 2017 100 -37.5 31% | 2018 109 689.5 39% | 2019 126 -284.8 30% | 2020 122 835.2 40% | 2021 134 -170.1 28% | 2022 129 -267.9 30% | 2023 125 65.9 36% | 2024 134 -879.6 28% | 2025 129 89.8 33% | 2026 87 -198.0 29% control (entries moved to other days, 500 runs, 3 s): mean trades 2056.30, median avg -1.34, 5-95% -2.71 .. 0.03; real avg -0.14 at percentile 92.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.95 [PASS] 2 >= 50 trades in each period: 1129 / 863 / 860 [FAIL] 3 t >= 2.5 on development: DEV t 0.32 [FAIL] 4 above 95th pct of the control: percentile 92.20 [FAIL] 5 positive without top-10 trades: -5196.9 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -524.7 pips PF 0.96 VERDICT Buried (1/6 gates) rule 3: 19 trades are open across a suspect or unclear gap; without them avg -0.46, gates passed 1/6 -> Buried (verdict unchanged) === IC-TK-H4: TK cross with the cloud, H4 bars, long and short === DEV n= 264 net -1331.9 pips avg -5.05 PF 0.90 t -0.61 VAL n= 196 net 657.0 pips avg 3.35 PF 1.11 t 0.45 HOLDOUT n= 193 net 767.0 pips avg 3.97 PF 1.15 t 0.64 ALL n=653 net 92.1 pips avg 0.14 (gross 1.14, cost 1.00 a trade); PF 1.00 t 0.03 win rate 231/653 = 35.4% (95% Wilson 31.8-39.1%); average winner 105.5 pips, average loser -57.5 pips; ended by {"kijun":653} hours held median 72.0, max 628.0; the 10 best trades 5344.6 pips longs n=321 net 1466.9 gross 1787.9 | shorts n=332 net -1374.8 gross -1042.8 drawdown on closed trades -1941.0 pips; financing: scenario A (2% a year) net -1679.5, scenario B (today's swap) net -802.6 by year (n, net pips, win %): 2004 30 -720.0 23% | 2005 32 -590.0 28% | 2006 31 -457.0 29% | 2007 32 670.0 38% | 2008 25 223.0 40% | 2009 34 -319.9 32% | 2010 36 631.9 33% | 2011 22 -521.9 41% | 2012 22 -248.0 23% | 2013 32 78.1 34% | 2014 33 299.0 42% | 2015 27 1301.7 48% | 2016 30 -234.1 30% | 2017 32 -601.9 22% | 2018 23 -149.8 39% | 2019 19 -36.0 47% | 2020 20 710.3 40% | 2021 33 -123.4 36% | 2022 26 -520.4 23% | 2023 34 7.9 44% | 2024 30 28.8 43% | 2025 28 641.3 46% | 2026 22 22.5 36% control (entries moved to other days, 500 runs, 1 s): mean trades 482.19, median avg -2.69, 5-95% -8.14 .. 2.37; real avg 0.14 at percentile 81.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.11 [PASS] 2 >= 50 trades in each period: 264 / 196 / 193 [FAIL] 3 t >= 2.5 on development: DEV t -0.61 [FAIL] 4 above 95th pct of the control: percentile 81.00 [FAIL] 5 positive without top-10 trades: -5252.5 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 767.0 pips PF 1.15 VERDICT Buried (2/6 gates) rule 3: 19 trades are open across a suspect or unclear gap; without them avg -1.98, gates passed 2/6 -> Buried (verdict unchanged) === IC-TK-D1: TK cross with the cloud, D1 bars, long and short === DEV n= 36 net 2506.9 pips avg 69.64 PF 1.73 t 1.15 VAL n= 32 net 1568.6 pips avg 49.02 PF 1.96 t 1.00 HOLDOUT n= 28 net -49.7 pips avg -1.78 PF 0.97 t -0.05 ALL n=96 net 4025.8 pips avg 41.94 (gross 42.94, cost 1.00 a trade); PF 1.58 t 1.42 win rate 39/96 = 40.6% (95% Wilson 31.3-50.6%); average winner 281.9 pips, average loser -122.3 pips; ended by {"kijun":96} hours held median 480.0, max 2520.0; the 10 best trades 7401.2 pips longs n=45 net 2833.3 gross 2878.3 | shorts n=51 net 1192.5 gross 1243.5 drawdown on closed trades -1222.8 pips; financing: scenario A (2% a year) net 2364.0, scenario B (today's swap) net 3265.9 by year (n, net pips, win %): 2004 7 161.0 29% | 2005 4 580.0 50% | 2006 3 194.0 33% | 2008 5 1021.0 40% | 2009 4 -138.3 25% | 2010 3 1071.3 67% | 2011 6 -458.7 17% | 2012 4 76.6 25% | 2013 3 -91.2 67% | 2014 6 2108.6 83% | 2015 5 -475.7 20% | 2016 4 -0.7 50% | 2017 3 594.9 67% | 2018 6 -299.0 17% | 2019 5 -268.3 20% | 2020 6 82.8 50% | 2021 4 148.1 75% | 2022 6 -370.5 33% | 2023 3 -64.0 33% | 2024 5 -26.2 40% | 2025 3 239.8 67% | 2026 1 -59.7 0% control (entries moved to other days, 500 runs, 0 s): mean trades 64.90, median avg 1.17, 5-95% -31.88 .. 39.48; real avg 41.94 at percentile 95.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.96 [FAIL] 2 >= 50 trades in each period: 36 / 32 / 28 [FAIL] 3 t >= 2.5 on development: DEV t 1.15 [PASS] 4 above 95th pct of the control: percentile 95.60 [FAIL] 5 positive without top-10 trades: -3375.4 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -49.7 pips PF 0.97 VERDICT Buried (2/6 gates) rule 3: 12 trades are open across a suspect or unclear gap; without them avg -4.12, gates passed 1/6 -> Buried (verdict unchanged) === IC-KUMO-H1: Kumo breakout with Chikou, H1 bars, long and short === DEV n= 1403 net -2452.7 pips avg -1.75 PF 0.92 t -0.99 VAL n= 1183 net -1084.7 pips avg -0.92 PF 0.94 t -0.68 HOLDOUT n= 1137 net -2206.4 pips avg -1.94 PF 0.85 t -1.70 ALL n=3723 net -5743.8 pips avg -1.54 (gross -0.54, cost 1.00 a trade); PF 0.91 t -1.79 win rate 1212/3723 = 32.6% (95% Wilson 31.1-34.1%); average winner 48.6 pips, average loser -25.7 pips; ended by {"kijun":3722,"end of data":1} hours held median 13.0, max 188.0; the 10 best trades 3323.9 pips longs n=1860 net -3077.0 gross -1217.0 | shorts n=1863 net -2666.8 gross -803.8 drawdown on closed trades -6266.2 pips; financing: scenario A (2% a year) net -8056.5, scenario B (today's swap) net -6933.0 by year (n, net pips, win %): 2004 161 179.0 39% | 2005 144 -801.0 31% | 2006 162 -311.0 36% | 2007 163 -671.0 28% | 2008 162 -1084.0 31% | 2009 175 -861.6 36% | 2010 128 1141.6 36% | 2011 172 119.8 34% | 2012 136 -164.5 31% | 2013 180 -1082.7 31% | 2014 185 -862.2 30% | 2015 159 -257.0 28% | 2016 164 414.9 40% | 2017 179 49.2 34% | 2018 157 269.3 36% | 2019 159 383.8 34% | 2020 151 -419.5 32% | 2021 166 -522.2 30% | 2022 186 -497.9 27% | 2023 162 290.1 38% | 2024 181 -459.0 30% | 2025 163 -22.8 30% | 2026 128 -575.1 29% control (entries moved to other days, 500 runs, 3 s): mean trades 2498.47, median avg -1.41, 5-95% -2.52 .. -0.26; real avg -1.54 at percentile 41.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.94 [PASS] 2 >= 50 trades in each period: 1403 / 1183 / 1137 [FAIL] 3 t >= 2.5 on development: DEV t -0.99 [FAIL] 4 above 95th pct of the control: percentile 41.80 [FAIL] 5 positive without top-10 trades: -9067.7 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -2206.4 pips PF 0.85 VERDICT Buried (1/6 gates) rule 3: 29 trades are open across a suspect or unclear gap; without them avg -1.70, gates passed 1/6 -> Buried (verdict unchanged) === IC-KUMO-H4: Kumo breakout with Chikou, H4 bars, long and short === DEV n= 365 net 662.5 pips avg 1.82 PF 1.04 t 0.22 VAL n= 296 net -1054.6 pips avg -3.56 PF 0.89 t -0.66 HOLDOUT n= 284 net -797.7 pips avg -2.81 PF 0.90 t -0.60 ALL n=945 net -1189.8 pips avg -1.26 (gross -0.26, cost 1.00 a trade); PF 0.97 t -0.33 win rate 320/945 = 33.9% (95% Wilson 30.9-36.9%); average winner 106.0 pips, average loser -56.2 pips; ended by {"kijun":944,"end of data":1} hours held median 64.0, max 632.0; the 10 best trades 6646.9 pips longs n=464 net -796.4 gross -332.4 | shorts n=481 net -393.4 gross 87.6 drawdown on closed trades -2438.4 pips; financing: scenario A (2% a year) net -3592.0, scenario B (today's swap) net -2320.2 by year (n, net pips, win %): 2004 41 -1060.0 27% | 2005 50 78.0 30% | 2006 48 -177.0 31% | 2007 39 428.0 36% | 2008 37 26.0 43% | 2009 38 -1136.1 26% | 2010 36 656.1 36% | 2011 38 1429.6 45% | 2012 38 417.9 42% | 2013 29 -8.5 34% | 2014 43 -433.9 26% | 2015 44 388.9 34% | 2016 52 -702.1 35% | 2017 37 124.1 46% | 2018 49 -538.9 33% | 2019 42 115.8 50% | 2020 39 46.2 31% | 2021 44 -314.3 25% | 2022 49 271.5 35% | 2023 41 -187.1 32% | 2024 33 -390.6 24% | 2025 41 -87.5 34% | 2026 37 -135.9 27% control (entries moved to other days, 500 runs, 1 s): mean trades 655.14, median avg -2.62, 5-95% -7.10 .. 2.19; real avg -1.26 at percentile 69.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.89 [PASS] 2 >= 50 trades in each period: 365 / 296 / 284 [FAIL] 3 t >= 2.5 on development: DEV t 0.22 [FAIL] 4 above 95th pct of the control: percentile 69.00 [FAIL] 5 positive without top-10 trades: -7836.7 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -797.7 pips PF 0.90 VERDICT Buried (1/6 gates) rule 3: 20 trades are open across a suspect or unclear gap; without them avg -2.98, gates passed 1/6 -> Buried (verdict unchanged) === IC-KUMO-D1: Kumo breakout with Chikou, D1 bars, long and short === DEV n= 66 net -620.0 pips avg -9.39 PF 0.92 t -0.23 VAL n= 57 net -2663.3 pips avg -46.72 PF 0.34 t -2.81 HOLDOUT n= 42 net 889.7 pips avg 21.18 PF 1.46 t 0.82 ALL n=165 net -2393.6 pips avg -14.51 (gross -13.51, cost 1.00 a trade); PF 0.83 t -0.78 win rate 52/165 = 31.5% (95% Wilson 24.9-39.0%); average winner 221.0 pips, average loser -122.9 pips; ended by {"kijun":164,"end of data":1} hours held median 312.0, max 2496.0; the 10 best trades 7140.5 pips longs n=88 net -1903.7 gross -1815.7 | shorts n=77 net -489.9 gross -412.9 drawdown on closed trades -3344.4 pips; financing: scenario A (2% a year) net -4666.9, scenario B (today's swap) net -3511.3 by year (n, net pips, win %): 2004 10 -1391.0 0% | 2005 6 -510.0 33% | 2006 9 -17.0 33% | 2007 6 933.0 50% | 2008 9 -647.0 11% | 2009 5 31.5 40% | 2010 3 794.2 67% | 2011 11 -126.9 36% | 2012 7 313.2 29% | 2013 6 -581.5 17% | 2014 4 -43.8 50% | 2015 8 -514.9 25% | 2016 12 -784.4 8% | 2017 7 -158.3 14% | 2018 9 217.1 44% | 2019 11 -797.5 18% | 2020 8 247.7 63% | 2021 4 71.6 75% | 2022 6 615.7 50% | 2023 7 -51.1 43% | 2024 8 -35.6 13% | 2025 3 -117.3 33% | 2026 6 158.7 67% control (entries moved to other days, 500 runs, 0 s): mean trades 99.07, median avg 2.86, 5-95% -25.94 .. 30.98; real avg -14.51 at percentile 18.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.34 [FAIL] 2 >= 50 trades in each period: 66 / 57 / 42 [FAIL] 3 t >= 2.5 on development: DEV t -0.23 [FAIL] 4 above 95th pct of the control: percentile 18.00 [FAIL] 5 positive without top-10 trades: -9534.1 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 889.7 pips PF 1.46 VERDICT Buried (1/6 gates) rule 3: 25 trades are open across a suspect or unclear gap; without them avg -53.70, gates passed 0/6 -> Buried (verdict unchanged)