Ichimoku Cloud on EUR/USD (spec ic_spec.md). Run 2026-10-14T12:10:08.367Z; 500 control runs per variant; data folder: a corrected copy of the MT4 history (see the clock audit); 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 -2335.9, scenario B (today's swap) net -1258.2 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 2058.76, median avg -1.37, 5-95% -2.68 .. 0.06; real avg -0.14 at percentile 91.80 [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 91.80 [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= 268 net 294.1 pips avg 1.10 PF 1.02 t 0.13 VAL n= 197 net 214.4 pips avg 1.09 PF 1.03 t 0.14 HOLDOUT n= 192 net 779.7 pips avg 4.06 PF 1.15 t 0.65 ALL n=657 net 1288.2 pips avg 1.96 (gross 2.96, cost 1.00 a trade); PF 1.05 t 0.43 win rate 236/657 = 35.9% (95% Wilson 32.3-39.7%); average winner 108.3 pips, average loser -57.7 pips; ended by {"kijun":657} hours held median 76.0, max 628.0; the 10 best trades 5723.5 pips longs n=325 net 1749.4 gross 2074.4 | shorts n=332 net -461.2 gross -129.2 drawdown on closed trades -2080.0 pips; financing: scenario A (2% a year) net -505.5, scenario B (today's swap) net 407.5 by year (n, net pips, win %): 2004 34 -499.0 24% | 2005 32 -588.0 28% | 2006 31 -880.0 23% | 2007 33 1020.0 42% | 2008 25 1.0 28% | 2009 30 265.0 43% | 2010 35 652.6 37% | 2011 27 639.9 48% | 2012 21 -317.4 24% | 2013 32 -99.8 47% | 2014 34 82.6 32% | 2015 27 1304.1 48% | 2016 30 -242.4 30% | 2017 32 -626.4 22% | 2018 23 -169.4 39% | 2019 19 -34.3 47% | 2020 20 712.3 40% | 2021 33 -139.9 33% | 2022 26 -569.8 23% | 2023 34 32.0 44% | 2024 30 -25.0 43% | 2025 28 648.1 46% | 2026 21 122.0 38% control (entries moved to other days, 500 runs, 1 s): mean trades 489.06, median avg -2.33, 5-95% -7.52 .. 2.98; real avg 1.96 at percentile 89.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.03 [PASS] 2 >= 50 trades in each period: 268 / 197 / 192 [FAIL] 3 t >= 2.5 on development: DEV t 0.13 [FAIL] 4 above 95th pct of the control: percentile 89.20 [FAIL] 5 positive without top-10 trades: -4435.3 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 779.7 pips PF 1.15 VERDICT Buried (2/6 gates) rule 3: 16 trades are open across a suspect or unclear gap; without them avg 0.29, gates passed 2/6 -> Buried (verdict unchanged) === IC-TK-D1: TK cross with the cloud, D1 bars, long and short === DEV n= 32 net 1753.3 pips avg 54.79 PF 1.53 t 0.88 VAL n= 32 net 1893.9 pips avg 59.18 PF 2.35 t 1.20 HOLDOUT n= 28 net -49.7 pips avg -1.78 PF 0.97 t -0.05 ALL n=92 net 3597.5 pips avg 39.10 (gross 40.10, cost 1.00 a trade); PF 1.54 t 1.33 win rate 37/92 = 40.2% (95% Wilson 30.8-50.4%); average winner 276.2 pips, average loser -120.4 pips; ended by {"kijun":92} hours held median 480.0, max 2136.0; the 10 best trades 6915.0 pips longs n=44 net 2128.1 gross 2172.1 | shorts n=48 net 1469.4 gross 1517.4 drawdown on closed trades -1016.6 pips; financing: scenario A (2% a year) net 2052.5, scenario B (today's swap) net 2918.1 by year (n, net pips, win %): 2004 5 -764.0 0% | 2005 3 593.0 67% | 2006 3 205.0 33% | 2008 5 986.0 40% | 2009 4 -116.9 25% | 2010 3 1055.6 67% | 2011 5 -467.8 20% | 2012 4 262.4 25% | 2013 3 -52.7 67% | 2014 6 2186.5 83% | 2015 5 -481.1 20% | 2016 4 0.4 50% | 2017 3 601.9 67% | 2018 7 -224.2 14% | 2019 4 -136.9 25% | 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 64.41, median avg 1.63, 5-95% -32.04 .. 44.13; real avg 39.10 at percentile 91.80 [PASS] 1 PF >= 1.2 in validation: VAL PF 2.35 [FAIL] 2 >= 50 trades in each period: 32 / 32 / 28 [FAIL] 3 t >= 2.5 on development: DEV t 0.88 [FAIL] 4 above 95th pct of the control: percentile 91.80 [FAIL] 5 positive without top-10 trades: -3317.5 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -49.7 pips PF 0.97 VERDICT Buried (1/6 gates) rule 3: 11 trades are open across a suspect or unclear gap; without them avg 2.58, 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 -8056.6, scenario B (today's swap) net -6931.1 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 2500.72, median avg -1.39, 5-95% -2.58 .. -0.24; real avg -1.54 at percentile 41.60 [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 41.60 [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: 30 trades are open across a suspect or unclear gap; without them avg -1.68, gates passed 1/6 -> Buried (verdict unchanged) === IC-KUMO-H4: Kumo breakout with Chikou, H4 bars, long and short === DEV n= 376 net 1569.8 pips avg 4.17 PF 1.09 t 0.52 VAL n= 311 net -1343.6 pips avg -4.32 PF 0.87 t -0.83 HOLDOUT n= 284 net -660.2 pips avg -2.32 PF 0.91 t -0.51 ALL n=971 net -434.0 pips avg -0.45 (gross 0.55, cost 1.00 a trade); PF 0.99 t -0.12 win rate 320/971 = 33.0% (95% Wilson 30.1-36.0%); average winner 108.3 pips, average loser -53.9 pips; ended by {"kijun":970,"end of data":1} hours held median 56.0, max 632.0; the 10 best trades 7001.2 pips longs n=477 net -508.1 gross -31.1 | shorts n=494 net 74.1 gross 568.1 drawdown on closed trades -2370.7 pips; financing: scenario A (2% a year) net -2839.1, scenario B (today's swap) net -1560.3 by year (n, net pips, win %): 2004 40 -999.0 23% | 2005 49 165.0 33% | 2006 48 -158.0 29% | 2007 45 76.0 33% | 2008 41 1034.0 32% | 2009 35 -783.7 34% | 2010 42 80.4 31% | 2011 36 1778.5 50% | 2012 40 376.6 40% | 2013 36 -236.7 31% | 2014 49 -178.3 24% | 2015 46 81.8 30% | 2016 52 -711.5 35% | 2017 37 103.1 46% | 2018 49 -513.7 33% | 2019 42 111.7 50% | 2020 39 107.1 31% | 2021 44 -305.5 25% | 2022 49 56.7 33% | 2023 42 -112.9 29% | 2024 33 -372.3 27% | 2025 40 -58.7 38% | 2026 37 25.4 27% control (entries moved to other days, 500 runs, 1 s): mean trades 670.07, median avg -2.13, 5-95% -6.68 .. 2.73; real avg -0.45 at percentile 72.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.87 [PASS] 2 >= 50 trades in each period: 376 / 311 / 284 [FAIL] 3 t >= 2.5 on development: DEV t 0.52 [FAIL] 4 above 95th pct of the control: percentile 72.80 [FAIL] 5 positive without top-10 trades: -7435.2 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -660.2 pips PF 0.91 VERDICT Buried (1/6 gates) rule 3: 21 trades are open across a suspect or unclear gap; without them avg -2.03, gates passed 1/6 -> Buried (verdict unchanged) === IC-KUMO-D1: Kumo breakout with Chikou, D1 bars, long and short === DEV n= 67 net 823.6 pips avg 12.29 PF 1.11 t 0.29 VAL n= 58 net -2736.3 pips avg -47.18 PF 0.34 t -2.87 HOLDOUT n= 42 net 885.6 pips avg 21.09 PF 1.46 t 0.81 ALL n=167 net -1027.1 pips avg -6.15 (gross -5.15, cost 1.00 a trade); PF 0.92 t -0.32 win rate 53/167 = 31.7% (95% Wilson 25.2-39.1%); average winner 236.4 pips, average loser -118.9 pips; ended by {"kijun":166,"end of data":1} hours held median 312.0, max 2520.0; the 10 best trades 7658.9 pips longs n=87 net -585.0 gross -498.0 | shorts n=80 net -442.1 gross -362.1 drawdown on closed trades -3051.8 pips; financing: scenario A (2% a year) net -3358.8, scenario B (today's swap) net -2221.1 by year (n, net pips, win %): 2004 7 141.0 29% | 2005 7 -705.0 14% | 2006 12 -457.0 25% | 2007 6 946.0 50% | 2008 9 -491.0 11% | 2009 5 87.9 40% | 2010 3 828.5 67% | 2011 11 -1.0 36% | 2012 7 474.2 29% | 2013 7 -704.1 14% | 2014 5 -132.8 40% | 2015 8 -514.9 25% | 2016 12 -781.0 8% | 2017 7 -151.3 14% | 2018 9 213.9 44% | 2019 10 -666.1 20% | 2020 8 247.5 63% | 2021 4 71.6 75% | 2022 6 615.7 50% | 2023 7 -55.6 43% | 2024 8 -35.0 13% | 2025 3 -117.3 33% | 2026 6 158.7 67% control (entries moved to other days, 500 runs, 0 s): mean trades 102.96, median avg 2.84, 5-95% -26.03 .. 31.34; real avg -6.15 at percentile 29.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.34 [FAIL] 2 >= 50 trades in each period: 67 / 58 / 42 [FAIL] 3 t >= 2.5 on development: DEV t 0.29 [FAIL] 4 above 95th pct of the control: percentile 29.60 [FAIL] 5 positive without top-10 trades: -8686.0 pips [PASS] 6 holdout net positive (flagged used): HOLDOUT net 885.6 pips PF 1.46 VERDICT Buried (1/6 gates) rule 3: 26 trades are open across a suspect or unclear gap; without them avg -50.46, gates passed 0/6 -> Buried (verdict unchanged)