Noise Area Breakout on XAU (spec na_spec.md), clock: as the loader reads it. Run 2026-10-11T13:37:58.906Z; 500 control runs per variant data: 7067434 one-minute bars, 2004-06-11T00:19 .. 2026-10-07T16:57; cost 0.3 $/oz a round trip ##### AS session: 5823 weekday sessions in the data range, 4925 with an open and a close bar, 4820 with a previous close; 30 touch a known hole === NA-XAU-AS-LS: long and short === DEV n= 869 net 73 $/oz avg 0.08 PF 1.10 t 0.69 VAL n= 1380 net -367 $/oz avg -0.27 PF 0.72 t -3.29 HOLDOUT n= 1353 net 330 $/oz avg 0.24 PF 1.11 t 0.75 ALL n=3602 on 2474 sessions; net 37 $/oz avg 0.01 (gross 0.31, cost 0.3 a trade); PF 1.01 t 0.08; ended by {"session close":1145,"stop":2457} win rate 1095/3602 = 30.4% (95% Wilson 28.9-31.9%); the 10 best trades 955; drawdown on closed trades -969 longs n=1857 net 155 gross 712 | shorts n=1745 net -118 gross 405 by year (n, net): 2005 1 -0 | 2006 2 0 | 2007 40 -17 | 2008 131 14 | 2009 168 -10 | 2010 164 -27 | 2011 171 101 | 2012 192 12 | 2013 200 -103 | 2014 212 -41 | 2015 179 -47 | 2016 224 -6 | 2017 169 -19 | 2018 209 -74 | 2019 187 -77 | 2020 209 -88 | 2021 206 -124 | 2022 199 -40 | 2023 191 -74 | 2024 215 -94 | 2025 193 -156 | 2026 140 907 control (first entries moved to other sessions, 500 runs, 4 s): mean trades 3,405, median avg -0.17, 5-95% -0.29 .. -0.05; real avg 0.01 at percentile 99.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.72 [PASS] 2 >= 50 trades in each period: 869 / 1380 / 1353 [FAIL] 3 t >= 2.5 on development: DEV t 0.69 [PASS] 4 above 95th pct of the control: percentile 99.00 [FAIL] 5 positive without top-10 trades: -918 $/oz [PASS] 6 holdout net positive (flagged used): HOLDOUT net 330 $/oz PF 1.11 VERDICT Buried (3/6 gates) rule 3: 7 trades in sessions touching a known hole; without them avg 0.01, gates passed 3/6 -> Buried (verdict unchanged) === NA-XAU-AS-L: long only === DEV n= 487 net 99 $/oz avg 0.20 PF 1.26 t 1.42 VAL n= 659 net -35 $/oz avg -0.05 PF 0.94 t -0.41 HOLDOUT n= 711 net 92 $/oz avg 0.13 PF 1.06 t 0.36 ALL n=1857 on 1317 sessions; net 155 $/oz avg 0.08 (gross 0.38, cost 0.3 a trade); PF 1.06 t 0.56; ended by {"session close":624,"stop":1233} win rate 616/1857 = 33.2% (95% Wilson 31.1-35.3%); the 10 best trades 529; drawdown on closed trades -317 longs n=1857 net 155 gross 712 | shorts n=0 net 0 gross 0 by year (n, net): 2005 1 -0 | 2007 24 -9 | 2008 55 26 | 2009 106 28 | 2010 96 -3 | 2011 106 68 | 2012 99 -12 | 2013 81 -42 | 2014 104 -16 | 2015 80 27 | 2016 112 57 | 2017 76 15 | 2018 99 -28 | 2019 107 -48 | 2020 109 -69 | 2021 91 -35 | 2022 90 -28 | 2023 107 -41 | 2024 124 -23 | 2025 114 37 | 2026 76 250 control (first entries moved to other sessions, 500 runs, 3 s): mean trades 1,479, median avg -0.19, 5-95% -0.36 .. -0.02; real avg 0.08 at percentile 99.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.94 [PASS] 2 >= 50 trades in each period: 487 / 659 / 711 [FAIL] 3 t >= 2.5 on development: DEV t 1.42 [PASS] 4 above 95th pct of the control: percentile 99.20 [FAIL] 5 positive without top-10 trades: -374 $/oz [PASS] 6 holdout net positive (flagged used): HOLDOUT net 92 $/oz PF 1.06 VERDICT Buried (3/6 gates) rule 3: 4 trades in sessions touching a known hole; without them avg 0.09, gates passed 3/6 -> Buried (verdict unchanged) ##### LD session: 5824 weekday sessions in the data range, 5170 with an open and a close bar, 5070 with a previous close; 34 touch a known hole === NA-XAU-LD-LS: long and short === DEV n= 1849 net -222 $/oz avg -0.12 PF 0.93 t -0.88 VAL n= 2190 net -188 $/oz avg -0.09 PF 0.94 t -0.89 HOLDOUT n= 2202 net -327 $/oz avg -0.15 PF 0.95 t -0.57 ALL n=6241 on 3625 sessions; net -737 $/oz avg -0.12 (gross 0.18, cost 0.3 a trade); PF 0.94 t -1.12; ended by {"stop":4743,"session close":1498} win rate 1777/6241 = 28.5% (95% Wilson 27.4-29.6%); the 10 best trades 1,072; drawdown on closed trades -819 longs n=3219 net -981 gross -16 | shorts n=3022 net 244 gross 1,151 by year (n, net): 2004 14 -7 | 2005 24 3 | 2006 43 -15 | 2007 199 20 | 2008 309 -39 | 2009 313 -95 | 2010 332 -56 | 2011 316 -29 | 2012 299 -4 | 2013 299 178 | 2014 310 -37 | 2015 306 29 | 2016 314 -117 | 2017 333 -120 | 2018 323 -55 | 2019 305 -67 | 2020 327 179 | 2021 334 -151 | 2022 334 -132 | 2023 312 73 | 2024 327 82 | 2025 335 -23 | 2026 233 -355 control (first entries moved to other sessions, 500 runs, 6 s): mean trades 6,131, median avg -0.20, 5-95% -0.31 .. -0.11; real avg -0.12 at percentile 93.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.94 [PASS] 2 >= 50 trades in each period: 1849 / 2190 / 2202 [FAIL] 3 t >= 2.5 on development: DEV t -0.88 [FAIL] 4 above 95th pct of the control: percentile 93.60 [FAIL] 5 positive without top-10 trades: -1,809 $/oz [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -327 $/oz PF 0.95 VERDICT Buried (1/6 gates) rule 3: 26 trades in sessions touching a known hole; without them avg -0.11, gates passed 1/6 -> Buried (verdict unchanged) === NA-XAU-LD-L: long only === DEV n= 929 net -14 $/oz avg -0.01 PF 0.99 t -0.09 VAL n= 1065 net -191 $/oz avg -0.18 PF 0.86 t -1.44 HOLDOUT n= 1225 net -777 $/oz avg -0.63 PF 0.77 t -2.76 ALL n=3219 on 1994 sessions; net -981 $/oz avg -0.30 (gross -0.00, cost 0.3 a trade); PF 0.84 t -2.81; ended by {"stop":2438,"session close":781} win rate 940/3219 = 29.2% (95% Wilson 27.7-30.8%); the 10 best trades 452; drawdown on closed trades -1,159 longs n=3219 net -981 gross -16 | shorts n=0 net 0 gross 0 by year (n, net): 2004 7 -6 | 2005 16 -0 | 2006 17 -4 | 2007 110 21 | 2008 138 92 | 2009 157 21 | 2010 162 2 | 2011 180 -144 | 2012 142 3 | 2013 113 -65 | 2014 148 47 | 2015 130 -11 | 2016 143 -26 | 2017 188 -41 | 2018 165 -39 | 2019 178 -55 | 2020 184 25 | 2021 171 -175 | 2022 168 -97 | 2023 173 6 | 2024 202 -63 | 2025 216 -69 | 2026 111 -404 control (first entries moved to other sessions, 500 runs, 4 s): mean trades 2,533, median avg -0.31, 5-95% -0.45 .. -0.16; real avg -0.30 at percentile 53.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.86 [PASS] 2 >= 50 trades in each period: 929 / 1065 / 1225 [FAIL] 3 t >= 2.5 on development: DEV t -0.09 [FAIL] 4 above 95th pct of the control: percentile 53.80 [FAIL] 5 positive without top-10 trades: -1,433 $/oz [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -777 $/oz PF 0.77 VERDICT Buried (1/6 gates) rule 3: 16 trades in sessions touching a known hole; without them avg -0.30, gates passed 1/6 -> Buried (verdict unchanged) ##### NY session: 5823 weekday sessions in the data range, 4715 with an open and a close bar, 4568 with a previous close; 487 touch a known hole === NA-XAU-NY-LS: long and short === DEV n= 1006 net -50 $/oz avg -0.05 PF 0.97 t -0.25 VAL n= 1392 net -66 $/oz avg -0.05 PF 0.96 t -0.41 HOLDOUT n= 1376 net -27 $/oz avg -0.02 PF 0.99 t -0.06 ALL n=3774 on 2535 sessions; net -143 $/oz avg -0.04 (gross 0.26, cost 0.3 a trade); PF 0.98 t -0.27; ended by {"session close":1187,"stop":2587} win rate 1235/3774 = 32.7% (95% Wilson 31.2-34.2%); the 10 best trades 801; drawdown on closed trades -471 longs n=1938 net 162 gross 743 | shorts n=1836 net -305 gross 246 by year (n, net): 2004 9 -5 | 2005 12 -4 | 2006 25 -22 | 2007 80 -37 | 2008 154 25 | 2009 167 -37 | 2010 163 -68 | 2011 202 64 | 2012 194 35 | 2013 194 181 | 2014 196 17 | 2015 207 -77 | 2016 189 2 | 2017 206 -145 | 2018 193 -40 | 2019 207 -4 | 2020 220 -48 | 2021 167 -109 | 2022 221 52 | 2023 191 46 | 2024 211 -22 | 2025 192 133 | 2026 174 -78 control (first entries moved to other sessions, 500 runs, 4 s): mean trades 3,698, median avg -0.21, 5-95% -0.38 .. -0.07; real avg -0.04 at percentile 97.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.96 [PASS] 2 >= 50 trades in each period: 1006 / 1392 / 1376 [FAIL] 3 t >= 2.5 on development: DEV t -0.25 [PASS] 4 above 95th pct of the control: percentile 97.00 [FAIL] 5 positive without top-10 trades: -944 $/oz [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -27 $/oz PF 0.99 VERDICT Buried (2/6 gates) rule 3: 369 trades in sessions touching a known hole; without them avg -0.09, gates passed 1/6 -> Buried (verdict unchanged) === NA-XAU-NY-L: long only === DEV n= 524 net -6 $/oz avg -0.01 PF 0.99 t -0.06 VAL n= 673 net 6 $/oz avg 0.01 PF 1.01 t 0.06 HOLDOUT n= 741 net 161 $/oz avg 0.22 PF 1.08 t 0.57 ALL n=1938 on 1342 sessions; net 162 $/oz avg 0.08 (gross 0.38, cost 0.3 a trade); PF 1.04 t 0.50; ended by {"session close":614,"stop":1324} win rate 639/1938 = 33.0% (95% Wilson 30.9-35.1%); the 10 best trades 519; drawdown on closed trades -264 longs n=1938 net 162 gross 743 | shorts n=0 net 0 gross 0 by year (n, net): 2004 6 -2 | 2005 7 -3 | 2006 13 -11 | 2007 37 -19 | 2008 82 13 | 2009 94 13 | 2010 100 -62 | 2011 96 13 | 2012 89 52 | 2013 79 50 | 2014 87 40 | 2015 100 -12 | 2016 92 16 | 2017 104 -52 | 2018 93 -49 | 2019 118 13 | 2020 120 -2 | 2021 81 -65 | 2022 121 58 | 2023 98 40 | 2024 123 -28 | 2025 105 115 | 2026 93 42 control (first entries moved to other sessions, 500 runs, 3 s): mean trades 1,564, median avg -0.19, 5-95% -0.45 .. 0.04; real avg 0.08 at percentile 98.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.01 [PASS] 2 >= 50 trades in each period: 524 / 673 / 741 [FAIL] 3 t >= 2.5 on development: DEV t -0.06 [PASS] 4 above 95th pct of the control: percentile 98.80 [FAIL] 5 positive without top-10 trades: -357 $/oz [PASS] 6 holdout net positive (flagged used): HOLDOUT net 161 $/oz PF 1.08 VERDICT Buried (3/6 gates) rule 3: 213 trades in sessions touching a known hole; without them avg 0.15, gates passed 3/6 -> Buried (verdict unchanged)