Noise Area Breakout on Bitcoin, UTC day 00:00-24:00, every day, checkpoints every 15 minutes (spec na_btc_m15_spec.md, frozen 2026-10-15). Run 2026-10-15T08:22:47.998Z; 500 control runs per variant data: 4789278 one-minute bars, 2017-08-17T04:01 .. 2026-10-01T00:00 UTC (close stamps); 3301 UTC days traded from 2017-09-15 (944 Saturdays or Sundays); 30 touch a gap of 10 minutes or more costs: 0.05% of the price on every fill; results in percent of the entry price per trade (summed % = dollars per $100 on every trade) === NA-BTC-24H15-LS: long and short === DEV 2017-09-15..2021-06-30 n= 6858 net -716.69 % avg -0.105 % PF 0.72 t -6.40 win 20.8% VAL 2021-07-01..2023-12-31 n= 4474 net -427.19 % avg -0.095 % PF 0.67 t -6.48 win 17.9% HOLDOUT 2024-01-01..2026-09-30 n= 5117 net -487.19 % avg -0.095 % PF 0.62 t -8.92 win 18.7% ALL n=16449 on 3088 days; net -1631.07 % summed, avg -0.099 % a trade (gross 0.001 %, cost 0.100 %); PF 0.68 t -11.57; ended by {"stop":15252,"session close":1197}, of which 84 flips; mean holding 101 minutes win rate 3179/16449 = 19.3% (95% Wilson 18.7-19.9%); the 10 best trades 165.84 %; drawdown on closed trades -1640.78 % summed longs n=7956 net -588.92 % gross 206.79 % avg -0.074 | shorts n=8493 net -1042.16 % gross -192.76 % avg -0.123 by year (n, net %, gross %): 2017 590 -129.99 -70.93 | 2018 1774 -219.65 -42.28 | 2019 1695 -99.41 70.10 | 2020 1813 -143.91 37.45 | 2021 1803 -207.05 -26.73 | 2022 1754 -183.62 -8.24 | 2023 1903 -160.24 30.10 | 2024 1923 -160.39 31.96 | 2025 1913 -224.56 -33.27 | 2026 1281 -102.24 25.87 weekdays n=12987 avg -0.082 % net -1061.28 % | weekends n=3462 avg -0.165 % net -569.79 % by day: Sun 1758 -0.142 | Mon 2723 -0.012 | Tue 2497 -0.100 | Wed 2518 -0.108 | Thu 2613 -0.079 | Fri 2636 -0.114 | Sat 1704 -0.188 by entry hour UTC (n, avg %): 00h 2199 -0.115 | 01h 1371 -0.062 | 02h 1046 -0.116 | 03h 833 -0.131 | 04h 765 -0.073 | 05h 648 -0.139 | 06h 656 -0.138 | 07h 694 -0.155 | 08h 688 -0.094 | 09h 651 -0.073 | 10h 588 -0.062 | 11h 554 -0.139 | 12h 640 -0.022 | 13h 604 -0.116 | 14h 640 0.026 | 15h 560 -0.049 | 16h 506 -0.101 | 17h 465 -0.129 | 18h 430 -0.182 | 19h 380 -0.099 | 20h 380 -0.162 | 21h 405 -0.074 | 22h 396 -0.104 | 23h 350 -0.112 funding scenario A (0.01% at 08:00 and 16:00 UTC held): avg -0.099 % a trade; by period DEV -0.105, VAL -0.095, HOLDOUT -0.095 control (first entries moved to other days, 500 runs, 13 s): mean trades 15,801, median avg -0.098 %, 5-95% -0.104 .. -0.092; real avg -0.099 % at percentile 35.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.67 [PASS] 2 >= 50 trades in each period: 6858 / 4474 / 5117 [FAIL] 3 t >= 2.5 on development: DEV t -6.40 [FAIL] 4 above 95th pct of the control: percentile 35.60 [FAIL] 5 positive without top-10 trades: -1796.92 % summed [FAIL] 6 holdout net positive (flagged used three times): HOLDOUT net -487.19 % summed, PF 0.62 VERDICT Buried (1/6 gates) rule 3: 97 trades on days touching a gap; without them avg -0.100 %, gates passed 1/6 -> Buried (verdict unchanged) === NA-BTC-24H15-L: long only === DEV 2017-09-15..2021-06-30 n= 3289 net -226.23 % avg -0.069 % PF 0.81 t -2.95 win 20.6% VAL 2021-07-01..2023-12-31 n= 2189 net -174.33 % avg -0.080 % PF 0.72 t -3.91 win 19.5% HOLDOUT 2024-01-01..2026-09-30 n= 2478 net -188.36 % avg -0.076 % PF 0.69 t -4.66 win 18.2% ALL n=7956 on 2150 days; net -588.92 % summed, avg -0.074 % a trade (gross 0.026 %, cost 0.100 %); PF 0.75 t -6.05; ended by {"stop":7304,"session close":652}, of which 0 flips; mean holding 107 minutes win rate 1554/7956 = 19.5% (95% Wilson 18.7-20.4%); the 10 best trades 128.83 %; drawdown on closed trades -616.61 % summed longs n=7956 net -588.92 % gross 206.79 % avg -0.074 | shorts n=0 net 0.00 % gross 0.00 % avg -- by year (n, net %, gross %): 2017 317 -3.61 28.10 | 2018 798 -131.64 -51.86 | 2019 842 -36.11 48.11 | 2020 869 -4.78 82.16 | 2021 852 -73.88 11.33 | 2022 812 -104.72 -23.54 | 2023 988 -45.81 53.01 | 2024 925 -31.90 60.63 | 2025 952 -119.92 -24.73 | 2026 601 -36.53 23.58 weekdays n=6118 avg -0.050 % net -307.47 % | weekends n=1838 avg -0.153 % net -281.45 % by day: Sun 916 -0.136 | Mon 1293 0.056 | Tue 1109 -0.085 | Wed 1259 -0.063 | Thu 1253 -0.103 | Fri 1204 -0.065 | Sat 922 -0.170 by entry hour UTC (n, avg %): 00h 1121 -0.108 | 01h 677 -0.070 | 02h 515 -0.095 | 03h 400 -0.148 | 04h 348 -0.048 | 05h 319 -0.154 | 06h 318 -0.220 | 07h 354 -0.106 | 08h 340 -0.137 | 09h 300 -0.110 | 10h 268 0.038 | 11h 257 -0.144 | 12h 304 0.156 | 13h 291 -0.055 | 14h 299 0.067 | 15h 273 0.078 | 16h 259 -0.008 | 17h 220 -0.131 | 18h 193 -0.029 | 19h 182 -0.001 | 20h 172 -0.104 | 21h 207 -0.077 | 22h 179 -0.103 | 23h 160 -0.107 funding scenario A (0.01% at 08:00 and 16:00 UTC held): avg -0.075 % a trade; by period DEV -0.070, VAL -0.081, HOLDOUT -0.077 control (first entries moved to other days, 500 runs, 9 s): mean trades 5,826, median avg -0.076 %, 5-95% -0.090 .. -0.061; real avg -0.074 % at percentile 58.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.72 [PASS] 2 >= 50 trades in each period: 3289 / 2189 / 2478 [FAIL] 3 t >= 2.5 on development: DEV t -2.95 [FAIL] 4 above 95th pct of the control: percentile 58.60 [FAIL] 5 positive without top-10 trades: -717.74 % summed [FAIL] 6 holdout net positive (flagged used three times): HOLDOUT net -188.36 % summed, PF 0.69 VERDICT Buried (1/6 gates) rule 3: 50 trades on days touching a gap; without them avg -0.075 %, gates passed 1/6 -> Buried (verdict unchanged)