Noise Area Breakout on NQ (spec na_spec.md). Run 2026-10-11T13:37:15.019Z; 500 control runs per variant data: 2373779 one-minute bars, 2020-01-01T18:01 .. 2026-09-25T17:00; cost 15.76 $ a round trip ##### AS session: 1757 weekday sessions in the data range, 1733 with an open and a close bar, 1731 with a previous close; 1 touch a known hole === NA-NQ-AS-LS: long and short === DEV n= 741 net -18,413 $ avg -24.85 PF 0.87 t -1.18 VAL n= 226 net 1,893 $ avg 8.38 PF 1.04 t 0.11 HOLDOUT n= 261 net 2,932 $ avg 11.23 PF 1.03 t 0.15 ALL n=1228 on 801 sessions; net -13,588 $ avg -11.07 (gross 4.69, cost 15.76 a trade); PF 0.95 t -0.45; ended by {"session close":355,"stop":873} win rate 413/1228 = 33.6% (95% Wilson 31.0-36.3%); the 10 best trades 52,887; drawdown on closed trades -47,620 longs n=585 net 7,895 gross 17,115 | shorts n=643 net -21,484 gross -11,350 by year (n, net): 2020 165 4,060 | 2021 186 -4,841 | 2022 190 -12,059 | 2023 200 -5,572 | 2024 183 11,786 | 2025 182 -19,143 | 2026 122 12,182 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 1,135, median avg -11.90, 5-95% -38.50 .. 14.53; real avg -11.07 at percentile 52.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.04 [PASS] 2 >= 50 trades in each period: 741 / 226 / 261 [FAIL] 3 t >= 2.5 on development: DEV t -1.18 [FAIL] 4 above 95th pct of the control: percentile 52.40 [FAIL] 5 positive without top-10 trades: -66,476 $ [PASS] 6 holdout net positive (flagged used): HOLDOUT net 2,932 $ PF 1.03 VERDICT Buried (2/6 gates) rule 3: 1 trades in sessions touching a known hole; without them avg -11.22, gates passed 2/6 -> Buried (verdict unchanged) === NA-NQ-AS-L: long only === DEV n= 353 net 2,722 $ avg 7.71 PF 1.05 t 0.29 VAL n= 103 net 3,482 $ avg 33.80 PF 1.20 t 0.54 HOLDOUT n= 129 net 1,692 $ avg 13.12 PF 1.04 t 0.16 ALL n=585 on 398 sessions; net 7,895 $ avg 13.50 (gross 29.26, cost 15.76 a trade); PF 1.07 t 0.52; ended by {"stop":407,"session close":178} win rate 215/585 = 36.8% (95% Wilson 32.9-40.7%); the 10 best trades 25,697; drawdown on closed trades -11,976 longs n=585 net 7,895 gross 17,115 | shorts n=0 net 0 gross 0 by year (n, net): 2020 91 6,526 | 2021 96 1,452 | 2022 74 -3,846 | 2023 92 -1,410 | 2024 85 6,490 | 2025 87 -7,721 | 2026 60 6,404 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 456, median avg -6.42, 5-95% -46.37 .. 29.00; real avg 13.50 at percentile 80.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.20 [PASS] 2 >= 50 trades in each period: 353 / 103 / 129 [FAIL] 3 t >= 2.5 on development: DEV t 0.29 [FAIL] 4 above 95th pct of the control: percentile 80.00 [FAIL] 5 positive without top-10 trades: -17,802 $ [PASS] 6 holdout net positive (flagged used): HOLDOUT net 1,692 $ PF 1.04 VERDICT Buried (3/6 gates) rule 3: 0 trades in sessions touching a known hole; without them avg 13.50, gates passed 3/6 -> Buried (verdict unchanged) ##### LD session: 1757 weekday sessions in the data range, 1731 with an open and a close bar, 1729 with a previous close; 5 touch a known hole === NA-NQ-LD-LS: long and short === DEV n= 1230 net -49,425 $ avg -40.18 PF 0.89 t -1.19 VAL n= 428 net -12,305 $ avg -28.75 PF 0.94 t -0.44 HOLDOUT n= 458 net -29,548 $ avg -64.52 PF 0.90 t -0.73 ALL n=2116 on 1180 sessions; net -91,278 $ avg -43.14 (gross -27.38, cost 15.76 a trade); PF 0.90 t -1.42; ended by {"stop":1630,"session close":486} win rate 702/2116 = 33.2% (95% Wilson 31.2-35.2%); the 10 best trades 82,902; drawdown on closed trades -116,872 longs n=1107 net -38,021 gross -20,575 | shorts n=1009 net -53,257 gross -37,355 by year (n, net): 2020 275 -10,659 | 2021 307 -783 | 2022 320 -34,703 | 2023 328 -3,279 | 2024 356 -1,931 | 2025 277 -29,386 | 2026 253 -10,537 control (first entries moved to other sessions, 500 runs, 2 s): mean trades 2,052, median avg -31.58, 5-95% -62.02 .. 1.79; real avg -43.14 at percentile 29.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.94 [PASS] 2 >= 50 trades in each period: 1230 / 428 / 458 [FAIL] 3 t >= 2.5 on development: DEV t -1.19 [FAIL] 4 above 95th pct of the control: percentile 29.20 [FAIL] 5 positive without top-10 trades: -174,181 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -29,548 $ PF 0.90 VERDICT Buried (1/6 gates) rule 3: 6 trades in sessions touching a known hole; without them avg -41.54, gates passed 1/6 -> Buried (verdict unchanged) === NA-NQ-LD-L: long only === DEV n= 645 net -29,665 $ avg -45.99 PF 0.87 t -1.08 VAL n= 219 net -1,771 $ avg -8.09 PF 0.98 t -0.10 HOLDOUT n= 243 net -6,585 $ avg -27.10 PF 0.95 t -0.25 ALL n=1107 on 688 sessions; net -38,021 $ avg -34.35 (gross -18.59, cost 15.76 a trade); PF 0.91 t -0.90; ended by {"stop":861,"session close":246} win rate 374/1107 = 33.8% (95% Wilson 31.1-36.6%); the 10 best trades 60,087; drawdown on closed trades -57,136 longs n=1107 net -38,021 gross -20,575 | shorts n=0 net 0 gross 0 by year (n, net): 2020 154 -12,707 | 2021 157 2,361 | 2022 151 -18,200 | 2023 183 -1,119 | 2024 182 2,427 | 2025 150 -10,109 | 2026 130 -674 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 899, median avg -20.61, 5-95% -66.28 .. 23.12; real avg -34.35 at percentile 31.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.98 [PASS] 2 >= 50 trades in each period: 645 / 219 / 243 [FAIL] 3 t >= 2.5 on development: DEV t -1.08 [FAIL] 4 above 95th pct of the control: percentile 31.60 [FAIL] 5 positive without top-10 trades: -98,109 $ [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -6,585 $ PF 0.95 VERDICT Buried (1/6 gates) rule 3: 3 trades in sessions touching a known hole; without them avg -31.69, gates passed 1/6 -> Buried (verdict unchanged) ##### NY session: 1756 weekday sessions in the data range, 1734 with an open and a close bar, 1733 with a previous close; 1 touch a known hole === NA-NQ-NY-LS: long and short === DEV n= 909 net 130,874 $ avg 143.98 PF 1.31 t 2.82 VAL n= 278 net 51,819 $ avg 186.40 PF 1.33 t 1.62 HOLDOUT n= 317 net 48,864 $ avg 154.15 PF 1.19 t 0.85 ALL n=1504 on 1013 sessions; net 231,557 $ avg 153.96 (gross 169.72, cost 15.76 a trade); PF 1.28 t 2.88; ended by {"stop":972,"session close":532} win rate 623/1504 = 41.4% (95% Wilson 39.0-43.9%); the 10 best trades 124,302; drawdown on closed trades -44,648 longs n=747 net 152,227 gross 164,000 | shorts n=757 net 79,330 gross 91,260 by year (n, net): 2020 211 23,935 | 2021 227 20,127 | 2022 252 50,528 | 2023 219 36,284 | 2024 221 44,017 | 2025 217 22,410 | 2026 157 34,256 control (first entries moved to other sessions, 500 runs, 2 s): mean trades 1,536, median avg 52.78, 5-95% -1.88 .. 111.85; real avg 153.96 at percentile 100.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.33 [PASS] 2 >= 50 trades in each period: 909 / 278 / 317 [PASS] 3 t >= 2.5 on development: DEV t 2.82 [PASS] 4 above 95th pct of the control: percentile 100.00 [PASS] 5 positive without top-10 trades: 107,255 $ [PASS] 6 holdout net positive (flagged used): HOLDOUT net 48,864 $ PF 1.19 VERDICT Survivor (6/6 gates) rule 3: 2 trades in sessions touching a known hole; without them avg 151.06, gates passed 6/6 -> Survivor (verdict unchanged) === NA-NQ-NY-L: long only === DEV n= 469 net 88,264 $ avg 188.20 PF 1.48 t 2.98 VAL n= 124 net 16,531 $ avg 133.31 PF 1.27 t 1.01 HOLDOUT n= 154 net 47,433 $ avg 308.01 PF 1.43 t 1.05 ALL n=747 on 532 sessions; net 152,227 $ avg 203.78 (gross 219.54, cost 15.76 a trade); PF 1.43 t 2.70; ended by {"stop":457,"session close":290} win rate 343/747 = 45.9% (95% Wilson 42.4-49.5%); the 10 best trades 94,062; drawdown on closed trades -26,923 longs n=747 net 152,227 gross 164,000 | shorts n=0 net 0 gross 0 by year (n, net): 2020 114 6,568 | 2021 123 17,437 | 2022 111 35,341 | 2023 121 28,918 | 2024 102 21,232 | 2025 94 23,959 | 2026 82 18,773 control (first entries moved to other sessions, 500 runs, 1 s): mean trades 626, median avg 37.65, 5-95% -53.99 .. 132.39; real avg 203.78 at percentile 99.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.27 [PASS] 2 >= 50 trades in each period: 469 / 124 / 154 [PASS] 3 t >= 2.5 on development: DEV t 2.98 [PASS] 4 above 95th pct of the control: percentile 99.60 [PASS] 5 positive without top-10 trades: 58,165 $ [PASS] 6 holdout net positive (flagged used): HOLDOUT net 47,433 $ PF 1.43 VERDICT Survivor (6/6 gates) rule 3: 2 trades in sessions touching a known hole; without them avg 198.07, gates passed 6/6 -> Survivor (verdict unchanged)