MACD + RSI crossover with an EMA 200 trend filter on NQ 5-minute bars (spec mre_spec.md, frozen 2026-10-26). Run 2026-10-26T14:03:29.167Z; 500 control runs per variant. One contract, $15.76 a round trip; stop one tick beyond the nearest 5-minute swing; exit at the target or the session close.
data: 2373779 bars 2020-01-01 18:01 .. 2026-09-25 17:00 New York; 1734 usable days, 1712 from 2020-02-03
known holes in the NQ file: 24

=== MRE-15-1.5R: EMA 200 on 15-minute bars, target 1.5R ===
  DEV      n= 1448 net +$130,712  avg +$90  PF 1.16 t 2.30
  VAL      n=  443 net +$26,676  avg +$60  PF 1.10 t 0.80
  HOLDOUT  n=  542 net +$278  avg +$1  PF 1.00 t 0.01
  ALL      n=2433 (1.42 a day) net +$157,666 avg +$65 a trade (gross +$81); in R: net 0.045, gross 0.061, cost 0.016; PF 1.10 t 1.87; drawdown on closed trades -$58,326
  winners 46.3% (95% 44.3-48.3%; the tutorials' claim: about 80%); ended by stop 1039 (42.7%), session close 713 (29.3%), target 681 (28.0%); R median 60.75 points (+$1,215); minutes held median 76; without the 10 best +$96,281
  signals: MACD and RSI signals in the window 6078, against the EMA 200 trend 2354, taken 2433, position open 1290, no swing in 48 bars 1
  costs: before +$81 | $15.76 +$65 | x1.5 +$57 | x2.5 +$41 a trade
  longs n=1394 net +$132,176 avg +$95 | shorts n=1039 net +$25,490 avg +$25
  by hour of entry (n, net): 9:00 527 -$14,063 | 10:00 499 +$61,793 | 11:00 323 +$785 | 12:00 266 +$48,360 | 13:00 331 +$23,938 | 14:00 313 +$19,342 | 15:00 174 +$17,510
  by year (n, net): 2020 332 +$12,035 | 2021 365 +$10,650 | 2022 364 +$101,658 | 2023 387 +$6,368 | 2024 350 +$3,094 | 2025 379 +$13,939 | 2026 256 +$9,920
  lag (descriptive): median 20 minutes from the swing bar to the signal; after the entry the median best move was 0.79 R and the median worst -0.83 R; 57.7% of trades never got 1R in favour, 36.2% never 0.5R
  without the EMA 200 filter (descriptive): 3132 trades avg +$22 (winners 44.4%); of those, with the trend 1965 avg +$63, against it 1167 avg -$48, no trend 0 avg +$NaN
  control (entries moved to other usable days, same minute, same R, 500 runs, 2 s): mean trades 2406.30, median avg -$10, 5-95% -$55 .. +$40; real avg +$65 at percentile 100.00
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.10
  [PASS] 2 >= 50 trades in each period: 1448 / 443 / 542
  [FAIL] 3 t >= 2.5 on development: DEV t 2.30
  [PASS] 4 above 95th pct of the control: percentile 100.00
  [PASS] 5 positive without top-10 trades: +$96,281
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$278 PF 1.00
  VERDICT Buried (4/6 gates)
  rule 3: 2 trades touch a known hole (120 minutes before the entry to the exit); without them avg +$67, gates 4/6 -> Buried (verdict unchanged)

=== MRE-15-2R: EMA 200 on 15-minute bars, target 2R ===
  DEV      n= 1367 net +$144,996  avg +$106  PF 1.18 t 2.39
  VAL      n=  429 net +$11,694  avg +$27  PF 1.04 t 0.33
  HOLDOUT  n=  511 net -$13,283  avg -$26  PF 0.97 t -0.24
  ALL      n=2307 (1.35 a day) net +$143,407 avg +$62 a trade (gross +$78); in R: net 0.049, gross 0.065, cost 0.016; PF 1.09 t 1.62; drawdown on closed trades -$62,607
  winners 43.4% (95% 41.4-45.4%; the tutorials' claim: about 80%); ended by stop 1046 (45.3%), session close 834 (36.2%), target 427 (18.5%); R median 61.25 points (+$1,225); minutes held median 91; without the 10 best +$67,864
  signals: MACD and RSI signals in the window 6078, against the EMA 200 trend 2354, taken 2307, position open 1416, no swing in 48 bars 1
  costs: before +$78 | $15.76 +$62 | x1.5 +$54 | x2.5 +$39 a trade
  longs n=1327 net +$127,386 avg +$96 | shorts n=980 net +$16,020 avg +$16
  by hour of entry (n, net): 9:00 527 -$46,731 | 10:00 496 +$64,993 | 11:00 314 +$30,636 | 12:00 241 +$46,722 | 13:00 301 +$16,286 | 14:00 276 +$17,810 | 15:00 152 +$13,689
  by year (n, net): 2020 321 +$27,856 | 2021 343 +$13,079 | 2022 341 +$105,176 | 2023 362 -$1,115 | 2024 342 -$3,470 | 2025 356 -$6,166 | 2026 242 +$8,046
  lag (descriptive): median 20 minutes from the swing bar to the signal; after the entry the median best move was 0.78 R and the median worst -0.89 R; 57.7% of trades never got 1R in favour, 36.6% never 0.5R
  without the EMA 200 filter (descriptive): 2947 trades avg +$24 (winners 41.4%); of those, with the trend 1832 avg +$66, against it 1115 avg -$45, no trend 0 avg +$NaN
  control (entries moved to other usable days, same minute, same R, 500 runs, 2 s): mean trades 2283.19, median avg -$5, 5-95% -$59 .. +$48; real avg +$62 at percentile 98.60
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.04
  [PASS] 2 >= 50 trades in each period: 1367 / 429 / 511
  [FAIL] 3 t >= 2.5 on development: DEV t 2.39
  [PASS] 4 above 95th pct of the control: percentile 98.60
  [PASS] 5 positive without top-10 trades: +$67,864
  [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$13,283 PF 0.97
  VERDICT Buried (3/6 gates)
  rule 3: 2 trades touch a known hole (120 minutes before the entry to the exit); without them avg +$65, gates 3/6 -> Buried (verdict unchanged)

=== MRE-60-1.5R: EMA 200 on 60-minute bars, target 1.5R ===
  DEV      n= 1343 net +$58,629  avg +$44  PF 1.07 t 1.08
  VAL      n=  412 net +$28,024  avg +$68  PF 1.11 t 0.86
  HOLDOUT  n=  484 net +$22,177  avg +$46  PF 1.05 t 0.45
  ALL      n=2239 (1.31 a day) net +$108,831 avg +$49 a trade (gross +$64); in R: net 0.034, gross 0.050, cost 0.016; PF 1.07 t 1.36; drawdown on closed trades -$40,019
  winners 46.1% (95% 44.0-48.2%; the tutorials' claim: about 80%); ended by stop 980 (43.8%), session close 637 (28.5%), target 622 (27.8%); R median 59.25 points (+$1,185); minutes held median 74; without the 10 best +$50,798
  signals: MACD and RSI signals in the window 6078, against the EMA 200 trend 2737, taken 2239, position open 1101, no swing in 48 bars 1
  costs: before +$64 | $15.76 +$49 | x1.5 +$41 | x2.5 +$25 a trade
  longs n=1364 net +$76,523 avg +$56 | shorts n=875 net +$32,307 avg +$37
  by hour of entry (n, net): 9:00 518 +$15,754 | 10:00 476 +$10,576 | 11:00 276 -$6,600 | 12:00 234 +$52,385 | 13:00 283 -$13,860 | 14:00 279 +$34,170 | 15:00 173 +$16,406
  by year (n, net): 2020 317 -$336 | 2021 333 -$10,201 | 2022 337 +$64,001 | 2023 356 +$5,164 | 2024 328 +$698 | 2025 342 +$27,880 | 2026 226 +$21,623
  lag (descriptive): median 20 minutes from the swing bar to the signal; after the entry the median best move was 0.76 R and the median worst -0.86 R; 58.2% of trades never got 1R in favour, 37.4% never 0.5R
  without the EMA 200 filter (descriptive): 3132 trades avg +$22 (winners 44.4%); of those, with the trend 1747 avg +$60, against it 1385 avg -$26, no trend 0 avg +$NaN
  control (entries moved to other usable days, same minute, same R, 500 runs, 2 s): mean trades 2215.21, median avg -$6, 5-95% -$71 .. +$41; real avg +$49 at percentile 97.40
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.11
  [PASS] 2 >= 50 trades in each period: 1343 / 412 / 484
  [FAIL] 3 t >= 2.5 on development: DEV t 1.08
  [PASS] 4 above 95th pct of the control: percentile 97.40
  [PASS] 5 positive without top-10 trades: +$50,798
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$22,177 PF 1.05
  VERDICT Buried (4/6 gates)
  rule 3: 2 trades touch a known hole (120 minutes before the entry to the exit); without them avg +$51, gates 4/6 -> Buried (verdict unchanged)

=== MRE-60-2R: EMA 200 on 60-minute bars, target 2R ===
  DEV      n= 1269 net +$69,706  avg +$55  PF 1.09 t 1.20
  VAL      n=  394 net +$20,841  avg +$53  PF 1.08 t 0.61
  HOLDOUT  n=  457 net +$15,208  avg +$33  PF 1.04 t 0.30
  ALL      n=2120 (1.24 a day) net +$105,754 avg +$50 a trade (gross +$66); in R: net 0.042, gross 0.058, cost 0.016; PF 1.07 t 1.26; drawdown on closed trades -$37,992
  winners 43.3% (95% 41.3-45.5%; the tutorials' claim: about 80%); ended by stop 982 (46.3%), session close 742 (35.0%), target 396 (18.7%); R median 59.50 points (+$1,190); minutes held median 89; without the 10 best +$31,441
  signals: MACD and RSI signals in the window 6078, against the EMA 200 trend 2737, taken 2120, position open 1220, no swing in 48 bars 1
  costs: before +$66 | $15.76 +$50 | x1.5 +$42 | x2.5 +$26 a trade
  longs n=1293 net +$85,037 avg +$66 | shorts n=827 net +$20,716 avg +$25
  by hour of entry (n, net): 9:00 518 -$5,444 | 10:00 472 +$20,176 | 11:00 265 +$23,799 | 12:00 208 +$49,057 | 13:00 252 -$24,662 | 14:00 252 +$26,433 | 15:00 153 +$16,394
  by year (n, net): 2020 303 -$235 | 2021 316 -$480 | 2022 315 +$73,581 | 2023 335 -$3,160 | 2024 316 +$4,400 | 2025 320 +$10,582 | 2026 215 +$21,067
  lag (descriptive): median 20 minutes from the swing bar to the signal; after the entry the median best move was 0.76 R and the median worst -0.91 R; 58.4% of trades never got 1R in favour, 37.8% never 0.5R
  without the EMA 200 filter (descriptive): 2947 trades avg +$24 (winners 41.4%); of those, with the trend 1626 avg +$64, against it 1321 avg -$25, no trend 0 avg +$NaN
  control (entries moved to other usable days, same minute, same R, 500 runs, 2 s): mean trades 2098.74, median avg -$1, 5-95% -$69 .. +$49; real avg +$50 at percentile 95.60
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.08
  [PASS] 2 >= 50 trades in each period: 1269 / 394 / 457
  [FAIL] 3 t >= 2.5 on development: DEV t 1.20
  [PASS] 4 above 95th pct of the control: percentile 95.60
  [PASS] 5 positive without top-10 trades: +$31,441
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$15,208 PF 1.04
  VERDICT Buried (4/6 gates)
  rule 3: 2 trades touch a known hole (120 minutes before the entry to the exit); without them avg +$53, gates 4/6 -> Buried (verdict unchanged)