Market Profile 80% rule on ES (spec mp80_spec.md). Run 2026-11-13T08:28:01.454Z; 500 control runs per variant; $30.76 a round trip, $50 a point
data: 2378027 minutes 2020-01-01 18:01 .. 2026-09-25 16:59; regular sessions 1691, with a previous session 1690; by period DEV 1004, VAL 312, HOLDOUT 374
value areas: median width TPO 23.00 pts, volume 24.00 pts; identical edges on 1.1% of 1690 sessions, both edges within 1 point on 22.8%

=== MP80-TC (TPO value area, close reading) ===
  days: 1690 with a previous value area; open above it 663 (39.2%), below 469 (27.8%); back inside (a period printed inside) 670; accepted 369; already crossed before the entry 85; untradable 14; trades 270
  the 80% claim: of 369 accepted days, the whole value area was crossed during the day on 227 (61.5%, Wilson 56.5-66.3%); of the 270 trades, the opposite edge traded between the entry and the close on 138 (51.1%, Wilson 45.2-57.0%); the target came before the stop on 134 (49.6%)
  DEV      n= 170 net $2483.30  avg $14.61  PF 1.04 t 0.19
  VAL      n=  51 net $11831.24  avg $231.99  PF 2.03 t 1.95
  HOLDOUT  n=  49 net $12917.76  avg $263.63  PF 1.81 t 1.58
  ALL n=270 net $27232.30 avg $100.86 (gross $131.62); PF 1.32 t 1.63; ended by {"close":93,"target":134,"stop":43}
  median stop distance R 25.75 pts, median target distance 16.00 pts; per trade gross 0.10 R, net 0.08 R, cost 0.03 R
  win rate 167/270 = 61.9% (95% Wilson 55.9-67.4%); the 10 best trades $24417.40; net without them $2814.90; drawdown on closed trades $-10225.50
  longs n=133 net $-2166.08 gross $1925.00 | shorts n=137 net $29398.38 gross $33612.50
  by year: 2020 40 $2270 | 2021 38 $-44 | 2022 40 $5882 | 2023 52 $-5625 | 2024 37 $8037 | 2025 45 $9066 | 2026 18 $7646
  by entry hour: 10h 73 $3117 | 11h 87 $11061 | 12h 47 $4392 | 13h 22 $123 | 14h 18 $5909 | 15h 23 $2630
  control (the same trades moved to other days at the same time, 500 runs): mean trades 269.72, median avg $-31.96, 5-95% $-118.45 .. $55.95; real avg $100.86 at percentile 99.40
  [PASS] 1 PF >= 1.2 in validation: VAL PF 2.03
  [FAIL] 2 >= 50 trades in each period: 170 / 51 / 49
  [FAIL] 3 t >= 2.5 on development: DEV t 0.19
  [PASS] 4 above 95th pct of the control: percentile 99.40
  [PASS] 5 positive without top-10 trades: $2814.90
  [PASS] 6 holdout net positive (already used): HOLDOUT net $12917.76 PF 1.81
  VERDICT Buried (4/6 gates)
  rule 3: 7 trades flagged (2020-03-13, 2020-06-12, 2020-12-10, 2021-03-12, 2021-06-11, 2022-03-11, 2025-12-01); without them avg $87.06, gates 3/6 -> Buried

=== MP80-TP (TPO value area, print reading) ===
  days: 1690 with a previous value area; open above it 663 (39.2%), below 469 (27.8%); back inside (a period printed inside) 670; accepted 564; already crossed before the entry 45; untradable 0; trades 519
  the 80% claim: of 564 accepted days, the whole value area was crossed during the day on 290 (51.4%, Wilson 47.3-55.5%); of the 519 trades, the opposite edge traded between the entry and the close on 245 (47.2%, Wilson 42.9-51.5%); the target came before the stop on 227 (43.7%)
  DEV      n= 315 net $26735.60  avg $84.87  PF 1.25 t 1.43
  VAL      n=  97 net $8178.78  avg $84.32  PF 1.23 t 0.81
  HOLDOUT  n= 107 net $1208.68  avg $11.30  PF 1.02 t 0.09
  ALL n=519 net $36123.06 avg $69.60 (gross $100.36); PF 1.18 t 1.44; ended by {"close":154,"target":227,"stop":138}
  median stop distance R 22.25 pts, median target distance 18.50 pts; per trade gross 0.14 R, net 0.10 R, cost 0.04 R
  win rate 285/519 = 54.9% (95% Wilson 50.6-59.1%); the 10 best trades $33579.90; net without them $2543.16; drawdown on closed trades $-14086.28
  longs n=224 net $-7302.74 gross $-412.50 | shorts n=295 net $43425.80 gross $52500.00
  by year: 2020 75 $15180 | 2021 79 $1732 | 2022 69 $18915 | 2023 92 $-9092 | 2024 75 $3455 | 2025 83 $15147 | 2026 46 $-9215
  by entry hour: 10h 311 $25846 | 11h 79 $5357 | 12h 42 $-1754 | 13h 28 $3664 | 14h 29 $-2417 | 15h 29 $5420 | 16h 1 $7
  control (the same trades moved to other days at the same time, 500 runs): mean trades 518.47, median avg $-35.03, 5-95% $-91.07 .. $21.09; real avg $69.60 at percentile 99.80
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.23
  [PASS] 2 >= 50 trades in each period: 315 / 97 / 107
  [FAIL] 3 t >= 2.5 on development: DEV t 1.43
  [PASS] 4 above 95th pct of the control: percentile 99.80
  [PASS] 5 positive without top-10 trades: $2543.16
  [PASS] 6 holdout net positive (already used): HOLDOUT net $1208.68 PF 1.02
  VERDICT Buried (5/6 gates)
  rule 3: 14 trades flagged (2020-03-10, 2020-03-13, 2020-06-12, 2020-09-11, 2020-12-10, 2020-12-11, 2021-03-12, 2021-06-11, 2021-12-10, 2022-03-10, 2022-03-11, 2023-11-27, 2025-12-01, 2026-07-27); without them avg $54.29, gates 4/6 -> Buried

=== MP80-VC (volume value area, close reading) ===
  days: 1690 with a previous value area; open above it 651 (38.5%), below 462 (27.3%); back inside (a period printed inside) 659; accepted 369; already crossed before the entry 76; untradable 15; trades 278
  the 80% claim: of 369 accepted days, the whole value area was crossed during the day on 219 (59.3%, Wilson 54.3-64.2%); of the 278 trades, the opposite edge traded between the entry and the close on 138 (49.6%, Wilson 43.8-55.5%); the target came before the stop on 134 (48.2%)
  DEV      n= 173 net $4553.52  avg $26.32  PF 1.08 t 0.33
  VAL      n=  55 net $-1091.80  avg $-19.85  PF 0.95 t -0.14
  HOLDOUT  n=  50 net $574.50  avg $11.49  PF 1.03 t 0.07
  ALL n=278 net $4036.22 avg $14.52 (gross $45.28); PF 1.04 t 0.23; ended by {"close":91,"target":134,"stop":53}
  median stop distance R 27.00 pts, median target distance 16.75 pts; per trade gross 0.03 R, net 0.00 R, cost 0.03 R
  win rate 165/278 = 59.4% (95% Wilson 53.5-65.0%); the 10 best trades $23892.40; net without them $-19856.18; drawdown on closed trades $-12171.34
  longs n=136 net $-10395.86 gross $-6212.50 | shorts n=142 net $14432.08 gross $18800.00
  by year: 2020 41 $-574 | 2021 40 $4432 | 2022 42 $8308 | 2023 50 $-7613 | 2024 39 $-3112 | 2025 50 $2349 | 2026 16 $245
  by entry hour: 10h 83 $1097 | 11h 82 $4415 | 12h 50 $-3651 | 13h 26 $-5400 | 14h 15 $5064 | 15h 22 $2511
  control (the same trades moved to other days at the same time, 500 runs): mean trades 277.66, median avg $-39.38, 5-95% $-126.98 .. $49.82; real avg $14.52 at percentile 84.40
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.95
  [PASS] 2 >= 50 trades in each period: 173 / 55 / 50
  [FAIL] 3 t >= 2.5 on development: DEV t 0.33
  [FAIL] 4 above 95th pct of the control: percentile 84.40
  [FAIL] 5 positive without top-10 trades: $-19856.18
  [PASS] 6 holdout net positive (already used): HOLDOUT net $574.50 PF 1.03
  VERDICT Buried (2/6 gates)
  rule 3: 7 trades flagged (2020-03-10, 2020-03-13, 2020-06-12, 2020-12-10, 2021-03-12, 2022-03-11, 2025-12-01); without them avg $5.17, gates 1/6 -> Buried