Noise Area Breakout on ES (spec na_spec.md). Run 2026-10-11T13:37:01.553Z; 500 control runs per variant data: 2378027 one-minute bars, 2020-01-01T18:01 .. 2026-09-25T16:59; cost 30.76 $ a round trip ##### AS session: 1757 weekday sessions in the data range, 1737 with an open and a close bar, 1736 with a previous close; 0 touch a known hole === NA-ES-AS-LS: long and short === DEV n= 712 net -18,276 $ avg -25.67 PF 0.82 t -1.68 VAL n= 210 net -5,760 $ avg -27.43 PF 0.78 t -0.89 HOLDOUT n= 248 net -6,553 $ avg -26.43 PF 0.86 t -0.71 ALL n=1170 on 774 sessions; net -30,589 $ avg -26.14 (gross 4.62, cost 30.76 a trade); PF 0.82 t -1.96; ended by {"session close":345,"stop":825} win rate 365/1170 = 31.2% (95% Wilson 28.6-33.9%); the 10 best trades 24,842; drawdown on closed trades -44,842 longs n=536 net -10,912 gross 5,575 | shorts n=634 net -19,677 gross -175 by year (n, net): 2020 169 3,477 | 2021 164 -5,595 | 2022 185 -8,278 | 2023 194 -7,880 | 2024 178 -1,213 | 2025 158 -14,760 | 2026 122 3,660 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 1,083, median avg -26.62, 5-95% -40.20 .. -13.40; real avg -26.14 at percentile 53.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.78 [PASS] 2 >= 50 trades in each period: 712 / 210 / 248 [FAIL] 3 t >= 2.5 on development: DEV t -1.68 [FAIL] 4 above 95th pct of the control: percentile 53.60 [FAIL] 5 positive without top-10 trades: -55,432 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -6,553 $ PF 0.86 VERDICT Buried (1/6 gates) rule 3: 0 trades in sessions touching a known hole; without them avg -26.14, gates passed 1/6 -> Buried (verdict unchanged) === NA-ES-AS-L: long only === DEV n= 317 net -4,726 $ avg -14.91 PF 0.86 t -0.82 VAL n= 94 net -1,166 $ avg -12.41 PF 0.86 t -0.38 HOLDOUT n= 125 net -5,020 $ avg -40.16 PF 0.76 t -0.91 ALL n=536 on 381 sessions; net -10,912 $ avg -20.36 (gross 10.40, cost 30.76 a trade); PF 0.83 t -1.28; ended by {"session close":162,"stop":374} win rate 183/536 = 34.1% (95% Wilson 30.3-38.3%); the 10 best trades 13,880; drawdown on closed trades -19,225 longs n=536 net -10,912 gross 5,575 | shorts n=0 net 0 gross 0 by year (n, net): 2020 86 3,967 | 2021 80 -186 | 2022 65 -4,587 | 2023 86 -3,920 | 2024 87 -351 | 2025 73 -6,295 | 2026 59 460 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 432, median avg -26.12, 5-95% -49.10 .. -6.56; real avg -20.36 at percentile 70.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.86 [PASS] 2 >= 50 trades in each period: 317 / 94 / 125 [FAIL] 3 t >= 2.5 on development: DEV t -0.82 [FAIL] 4 above 95th pct of the control: percentile 70.40 [FAIL] 5 positive without top-10 trades: -24,792 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -5,020 $ PF 0.76 VERDICT Buried (1/6 gates) rule 3: 0 trades in sessions touching a known hole; without them avg -20.36, gates passed 1/6 -> Buried (verdict unchanged) ##### LD session: 1757 weekday sessions in the data range, 1733 with an open and a close bar, 1732 with a previous close; 4 touch a known hole === NA-ES-LD-LS: long and short === DEV n= 1224 net -60,425 $ avg -49.37 PF 0.81 t -2.37 VAL n= 397 net -19,612 $ avg -49.40 PF 0.80 t -1.39 HOLDOUT n= 456 net -35,039 $ avg -76.84 PF 0.76 t -1.77 ALL n=2077 on 1130 sessions; net -115,076 $ avg -55.40 (gross -24.64, cost 30.76 a trade); PF 0.79 t -3.27; ended by {"stop":1616,"session close":461} win rate 618/2077 = 29.8% (95% Wilson 27.8-31.8%); the 10 best trades 43,355; drawdown on closed trades -118,676 longs n=1092 net -70,940 gross -37,350 | shorts n=985 net -44,136 gross -13,837 by year (n, net): 2020 268 -14,744 | 2021 300 -6,366 | 2022 324 -20,479 | 2023 332 -18,837 | 2024 318 -11,994 | 2025 296 -22,655 | 2026 239 -20,002 control (first entries moved to other sessions, 500 runs, 2 s): mean trades 1,968, median avg -46.20, 5-95% -64.91 .. -28.77; real avg -55.40 at percentile 23.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.80 [PASS] 2 >= 50 trades in each period: 1224 / 397 / 456 [FAIL] 3 t >= 2.5 on development: DEV t -2.37 [FAIL] 4 above 95th pct of the control: percentile 23.00 [FAIL] 5 positive without top-10 trades: -158,431 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -35,039 $ PF 0.76 VERDICT Buried (1/6 gates) rule 3: 5 trades in sessions touching a known hole; without them avg -55.62, gates passed 1/6 -> Buried (verdict unchanged) === NA-ES-LD-L: long only === DEV n= 644 net -36,697 $ avg -56.98 PF 0.76 t -2.12 VAL n= 212 net -13,771 $ avg -64.96 PF 0.71 t -1.44 HOLDOUT n= 236 net -20,472 $ avg -86.75 PF 0.71 t -1.77 ALL n=1092 on 649 sessions; net -70,940 $ avg -64.96 (gross -34.20, cost 30.76 a trade); PF 0.74 t -3.10; ended by {"stop":853,"session close":239} win rate 336/1092 = 30.8% (95% Wilson 28.1-33.6%); the 10 best trades 29,430; drawdown on closed trades -71,423 longs n=1092 net -70,940 gross -37,350 | shorts n=0 net 0 gross 0 by year (n, net): 2020 144 -14,742 | 2021 163 5,574 | 2022 157 -14,979 | 2023 180 -12,549 | 2024 169 -10,023 | 2025 164 -17,757 | 2026 115 -6,462 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 853, median avg -41.34, 5-95% -68.68 .. -16.16; real avg -64.96 at percentile 8.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.71 [PASS] 2 >= 50 trades in each period: 644 / 212 / 236 [FAIL] 3 t >= 2.5 on development: DEV t -2.12 [FAIL] 4 above 95th pct of the control: percentile 8.20 [FAIL] 5 positive without top-10 trades: -100,370 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -20,472 $ PF 0.71 VERDICT Buried (1/6 gates) rule 3: 1 trades in sessions touching a known hole; without them avg -64.90, gates passed 1/6 -> Buried (verdict unchanged) ##### NY session: 1756 weekday sessions in the data range, 1737 with an open and a close bar, 1736 with a previous close; 1 touch a known hole === NA-ES-NY-LS: long and short === DEV n= 901 net 56,198 $ avg 62.37 PF 1.21 t 1.91 VAL n= 297 net 8,002 $ avg 26.94 PF 1.08 t 0.46 HOLDOUT n= 348 net -25,692 $ avg -73.83 PF 0.83 t -1.08 ALL n=1546 on 1020 sessions; net 38,508 $ avg 24.91 (gross 55.67, cost 30.76 a trade); PF 1.08 t 0.92; ended by {"stop":1033,"session close":513} win rate 596/1546 = 38.6% (95% Wilson 36.2-41.0%); the 10 best trades 58,155; drawdown on closed trades -43,246 longs n=786 net 33,310 gross 57,488 | shorts n=760 net 5,197 gross 28,575 by year (n, net): 2020 194 8,008 | 2021 218 12,832 | 2022 262 22,341 | 2023 227 13,017 | 2024 235 7,271 | 2025 224 -5,603 | 2026 186 -19,359 control (first entries moved to other sessions, 500 runs, 2 s): mean trades 1,558, median avg -9.49, 5-95% -37.00 .. 19.75; real avg 24.91 at percentile 97.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.08 [PASS] 2 >= 50 trades in each period: 901 / 297 / 348 [FAIL] 3 t >= 2.5 on development: DEV t 1.91 [PASS] 4 above 95th pct of the control: percentile 97.80 [FAIL] 5 positive without top-10 trades: -19,647 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -25,692 $ PF 0.83 VERDICT Buried (2/6 gates) rule 3: 1 trades in sessions touching a known hole; without them avg 26.25, gates passed 2/6 -> Buried (verdict unchanged) === NA-ES-NY-L: long only === DEV n= 464 net 40,415 $ avg 87.10 PF 1.36 t 2.22 VAL n= 147 net 366 $ avg 2.49 PF 1.01 t 0.04 HOLDOUT n= 175 net -7,471 $ avg -42.69 PF 0.89 t -0.46 ALL n=786 on 554 sessions; net 33,310 $ avg 42.38 (gross 73.14, cost 30.76 a trade); PF 1.15 t 1.26; ended by {"session close":285,"stop":501} win rate 343/786 = 43.6% (95% Wilson 40.2-47.1%); the 10 best trades 40,455; drawdown on closed trades -22,220 longs n=786 net 33,310 gross 57,488 | shorts n=0 net 0 gross 0 by year (n, net): 2020 97 804 | 2021 122 13,635 | 2022 119 16,727 | 2023 126 9,249 | 2024 123 2,992 | 2025 106 -948 | 2026 93 -9,148 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 659, median avg -9.85, 5-95% -49.92 .. 30.56; real avg 42.38 at percentile 98.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.01 [PASS] 2 >= 50 trades in each period: 464 / 147 / 175 [FAIL] 3 t >= 2.5 on development: DEV t 2.22 [PASS] 4 above 95th pct of the control: percentile 98.80 [FAIL] 5 positive without top-10 trades: -7,145 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -7,471 $ PF 0.89 VERDICT Buried (2/6 gates) rule 3: 1 trades in sessions touching a known hole; without them avg 45.04, gates passed 2/6 -> Buried (verdict unchanged)