NR7 / NR4 breakout on ES (spec nr7_spec.md). Run 2026-10-22T17:40:20.619Z; 500 control runs per variant. One contract, $30.76 a round trip; stop orders one tick beyond the setup day's high and low, stop at the other side.
data: 2378027 bars 2020-01-01 18:01 .. 2026-09-25 16:59 New York; 1737 usable days
  after NR7      n= 276: next day's range 0.87x the 20-day average (median 0.77); next day breaks the high only 42.8%, the low only 33.3%, both 20.7%, neither 3.3%
  after NR4      n= 471: next day's range 0.92x the 20-day average (median 0.84); next day breaks the high only 45.6%, the low only 32.7%, both 17.6%, neither 4.0%
  after all days n=1717: next day's range 1.04x the 20-day average (median 0.90); next day breaks the high only 45.8%, the low only 34.4%, both 10.2%, neither 9.6%
  NR7 days by period: DEV 162, VAL 54, HOLDOUT 62 (of 1031 / 321 / 385 usable days)
  NR4 days by period: DEV 280, VAL 90, HOLDOUT 106 (of 1031 / 321 / 385 usable days)

=== NR7-BO: NR7 days, out at the session close ===
  DEV      n= 156 net +$26,976  avg +$173  PF 1.38 t 1.44
  VAL      n=  53 net +$12,370  avg +$233  PF 1.60 t 1.26
  HOLDOUT  n=  59 net -$14,552  avg -$247  PF 0.70 t -1.09
  ALL      n=268 net +$24,794 avg +$93 a trade (gross +$123); in R: net 0.023, gross 0.044; PF 1.18 t 0.99; drawdown on closed trades -$21,282
  winners 51.5% (95% 45.5-57.4%); ended by stop 58 (21.6%), session close 210 (78.4%); setup range median 27.75 points, R median 34.25; minutes held median 383; without the 10 best -$14,261
  longs n=151 net +$9,418 | shorts n=117 net +$15,376
  by year (n, net): 2020 42 -$7,429 | 2021 42 +$9,633 | 2022 37 +$13,812 | 2023 35 +$10,961 | 2024 38 +$5,994 | 2025 50 +$1,612 | 2026 24 -$9,788
  control (setup days moved to other days, 500 runs, 0 s): mean trades 242.19, median avg -$12, 5-95% -$202 .. +$155; real avg +$93 at percentile 81.80
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.60
  [PASS] 2 >= 50 trades in each period: 156 / 53 / 59
  [FAIL] 3 t >= 2.5 on development: DEV t 1.44
  [FAIL] 4 above 95th pct of the control: percentile 81.80
  [FAIL] 5 positive without top-10 trades: -$14,261
  [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$14,552 PF 0.70
  VERDICT Buried (2/6 gates)
  rule 3: 5 trades touching a known hole; without them avg +$82, gates 2/6 -> Buried (verdict unchanged)

=== NR7-2D: NR7 days, held to the next session close ===
  DEV      n= 132 net -$7,473  avg -$57  PF 0.94 t -0.29
  VAL      n=  40 net +$820  avg +$20  PF 1.03 t 0.06
  HOLDOUT  n=  51 net -$30,756  avg -$603  PF 0.54 t -1.83
  ALL      n=223 net -$37,409 avg -$168 a trade (gross -$137); in R: net -0.070, gross -0.048; PF 0.83 t -1.13; drawdown on closed trades -$49,740
  winners 40.8% (95% 34.6-47.4%); ended by stop 103 (46.2%), second close 120 (53.8%); setup range median 27.00 points, R median 33.50; minutes held median 1771; without the 10 best -$90,902
  longs n=122 net -$6,440 | shorts n=101 net -$30,969
  by year (n, net): 2020 36 -$23,520 | 2021 36 +$11,293 | 2022 32 -$4,759 | 2023 28 +$9,514 | 2024 30 +$10,865 | 2025 40 -$18,593 | 2026 21 -$22,208
  control (setup days moved to other days, 500 runs, 0 s): mean trades 200.93, median avg -$40, 5-95% -$332 .. +$280; real avg -$168 at percentile 24.80
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.03
  [FAIL] 2 >= 50 trades in each period: 132 / 40 / 51
  [FAIL] 3 t >= 2.5 on development: DEV t -0.29
  [FAIL] 4 above 95th pct of the control: percentile 24.80
  [FAIL] 5 positive without top-10 trades: -$90,902
  [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$30,756 PF 0.54
  VERDICT Buried (0/6 gates)
  rule 3: 6 trades touching a known hole; without them avg -$138, gates 0/6 -> Buried (verdict unchanged)

=== NR4-BO: NR4 days, out at the session close ===
  DEV      n= 268 net +$18,694  avg +$70  PF 1.13 t 0.76
  VAL      n=  86 net +$8,405  avg +$98  PF 1.21 t 0.66
  HOLDOUT  n= 102 net -$34,388  avg -$337  PF 0.61 t -1.87
  ALL      n=456 net -$7,289 avg -$16 a trade (gross +$15); in R: net -0.014, gross 0.004; PF 0.97 t -0.22; drawdown on closed trades -$43,689
  winners 50.7% (95% 46.1-55.2%); ended by session close 371 (81.4%), stop 85 (18.6%); setup range median 32.25 points, R median 39.75; minutes held median 384; without the 10 best -$49,256
  longs n=266 net -$11,757 | shorts n=190 net +$4,468
  by year (n, net): 2020 74 -$8,564 | 2021 65 +$11,026 | 2022 63 +$1,225 | 2023 66 +$15,007 | 2024 67 +$4,427 | 2025 75 -$15,594 | 2026 46 -$14,815
  control (setup days moved to other days, 500 runs, 0 s): mean trades 411.76, median avg -$9, 5-95% -$144 .. +$109; real avg -$16 at percentile 45.40
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.21
  [PASS] 2 >= 50 trades in each period: 268 / 86 / 102
  [FAIL] 3 t >= 2.5 on development: DEV t 0.76
  [FAIL] 4 above 95th pct of the control: percentile 45.40
  [FAIL] 5 positive without top-10 trades: -$49,256
  [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$34,388 PF 0.61
  VERDICT Buried (2/6 gates)
  rule 3: 5 trades touching a known hole; without them avg -$23, gates 1/6 -> Buried (verdict unchanged)