Liquidity sweep + order block + fair value gap on EURUSD (spec ob_spec.md). Run 2026-10-23T10:37:10.368Z; 500 control runs per variant. Results in R (fill to stop) after 1 pip a round trip; 5-minute bars; stop 1 pip beyond the zone, target 2R. data: 8326700 minutes 2004-01-01 00:03 .. 2026-09-28 15:46 New York; 1688488 five-minute bars; 5908 broker days sweeps (buy / sell): 47688 / 48105; breakdowns 21948 / 21685; voided by a new extreme before the break 33036 / 33753; no break within 36 bars 1023 / 1000; replaced by a newer sweep 2500 / 2592 breaks of structure = setups 11129 / 10760, with a gap touching the order block 4780 / 4733 (43.5%); buy and sell on the same bar (dropped) 0; setups used 21868 zone size median 3.50 pips; stop distance from the entry level median 4.50 pips === OB-FVG-A: aggressive: limit order at the zone (gap touching the order block, else the order block) === setups: replaced 5193, filled 13544, ignored (in a trade) 2955, expired 49, stop before the zone 127 DEV n= 4911 net -977.0 R avg -0.199 R PF 0.76 t -9.20 VAL n= 4342 net -1458.6 R avg -0.336 R PF 0.63 t -14.75 HOLDOUT n= 4291 net -1511.1 R avg -0.352 R PF 0.62 t -15.24 ALL n=13544 net -3946.8 R avg -0.291 R a trade (gross -0.000 R, cost 0.291 R); PF 0.67 t -22.43; drawdown on closed trades -3962.0 R winners 32.3% (95% 31.5-33.1%); ended by stop 9122 (67.4%), weekend 143 (1.1%), target 4279 (31.6%); risk median 4.60 pips; minutes held median 17; without the 10 best -4044.8 R entries from a gap: n=5566 avg -0.412 R | from the order block: n=7978 avg -0.207 R longs n=6868 avg -0.285 R | shorts n=6676 avg -0.298 R cost scenarios: 1 pip -0.291 R | 1.5 pips -0.437 R | 2.5 pips -0.728 R; swap stress (0.5 pip a night) -0.296 R; trades held overnight 626 by year (n, net R): 2004 514 -42.8 R | 2005 484 -21.6 R | 2006 510 -3.5 R | 2007 446 -74.3 R | 2008 515 -106.4 R | 2009 576 -165.8 R | 2010 630 -174.1 R | 2011 646 -158.3 R | 2012 590 -230.2 R | 2013 666 -159.8 R | 2014 602 -263.2 R | 2015 637 -171.0 R | 2016 651 -169.1 R | 2017 564 -169.9 R | 2018 622 -253.1 R | 2019 600 -272.4 R | 2020 657 -188.0 R | 2021 622 -258.7 R | 2022 659 -163.4 R | 2023 620 -238.7 R | 2024 624 -201.7 R | 2025 641 -255.6 R | 2026 468 -205.0 R by New York hour of entry (n, avg R): 00h 596 -0.379 | 01h 903 -0.322 | 02h 1028 -0.315 | 03h 689 -0.260 | 04h 456 -0.327 | 05h 383 -0.107 | 06h 508 -0.160 | 07h 835 -0.277 | 08h 834 -0.305 | 09h 601 -0.257 | 10h 549 -0.249 | 11h 340 -0.428 | 12h 327 -0.222 | 13h 410 -0.239 | 14h 409 -0.241 | 15h 312 -0.464 | 16h 329 -0.290 | 17h 756 -0.232 | 18h 628 -0.335 | 19h 693 -0.348 | 20h 715 -0.425 | 21h 467 -0.249 | 22h 375 -0.296 | 23h 401 -0.166 control (trades moved to other broker days, same time of day, 500 runs, 21 s): mean trades 13500.80, median avg -0.312 R, 5-95% -0.334 R .. -0.288 R; real avg -0.291 R at percentile 92.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.63 [PASS] 2 >= 50 trades in each period: 4911 / 4342 / 4291 [FAIL] 3 t >= 2.5 on development: DEV t -9.20 [FAIL] 4 above 95th pct of the control: percentile 92.80 [FAIL] 5 positive without top-10 trades: -4044.8 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1511.1 R PF 0.62 VERDICT Buried (1/6 gates) rule 3: 53 trades touching a known gap; without them avg -0.294 R, gates 1/6 -> Buried (verdict unchanged) === OB-FVG-C: conservative: after the zone is reached, a 5-minute close beyond the touching bar === setups: replaced 5600, stop before the shift 6690, filled 4945, no shift in 12 bars 1047, ignored (in a trade) 3446, expired 44, weekend 44, stop before the zone 52 DEV n= 1729 net -281.3 R avg -0.163 R PF 0.78 t -5.00 VAL n= 1621 net -312.0 R avg -0.192 R PF 0.75 t -5.69 HOLDOUT n= 1595 net -250.4 R avg -0.157 R PF 0.79 t -4.52 ALL n=4945 net -843.7 R avg -0.171 R a trade (gross -0.066 R, cost 0.105 R); PF 0.77 t -8.77; drawdown on closed trades -851.0 R winners 31.9% (95% 30.6-33.2%); ended by weekend 191 (3.9%), stop 3295 (66.6%), target 1459 (29.5%); risk median 11.40 pips; minutes held median 110; without the 10 best -864.7 R entries from a gap: n=1575 avg -0.110 R | from the order block: n=3370 avg -0.199 R longs n=2551 avg -0.159 R | shorts n=2394 avg -0.183 R cost scenarios: 1 pip -0.171 R | 1.5 pips -0.223 R | 2.5 pips -0.327 R; swap stress (0.5 pip a night) -0.179 R; trades held overnight 677 by year (n, net R): 2004 178 -42.1 R | 2005 190 -43.3 R | 2006 206 -24.0 R | 2007 171 -50.7 R | 2008 162 -18.7 R | 2009 194 -15.1 R | 2010 210 -16.2 R | 2011 220 -21.3 R | 2012 198 -49.9 R | 2013 240 -29.3 R | 2014 224 -44.0 R | 2015 248 -64.9 R | 2016 244 -51.2 R | 2017 196 -22.8 R | 2018 219 -34.5 R | 2019 250 -65.3 R | 2020 244 -41.3 R | 2021 214 +0.4 R | 2022 250 -38.6 R | 2023 226 -71.8 R | 2024 265 -28.8 R | 2025 236 -45.6 R | 2026 160 -24.8 R by New York hour of entry (n, avg R): 00h 198 -0.132 | 01h 311 -0.261 | 02h 323 -0.166 | 03h 275 -0.105 | 04h 158 -0.052 | 05h 150 -0.195 | 06h 164 0.010 | 07h 251 -0.025 | 08h 304 -0.032 | 09h 240 0.037 | 10h 180 0.003 | 11h 139 -0.251 | 12h 98 -0.008 | 13h 158 -0.180 | 14h 145 -0.367 | 15h 128 -0.397 | 16h 128 -0.260 | 17h 271 -0.413 | 18h 272 -0.146 | 19h 269 -0.245 | 20h 277 -0.244 | 21h 203 -0.271 | 22h 145 -0.213 | 23h 158 -0.247 control (trades moved to other broker days, same time of day, 500 runs, 11 s): mean trades 4928.32, median avg -0.122 R, 5-95% -0.156 R .. -0.087 R; real avg -0.171 R at percentile 1.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.75 [PASS] 2 >= 50 trades in each period: 1729 / 1621 / 1595 [FAIL] 3 t >= 2.5 on development: DEV t -5.00 [FAIL] 4 above 95th pct of the control: percentile 1.20 [FAIL] 5 positive without top-10 trades: -864.7 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -250.4 R PF 0.79 VERDICT Buried (1/6 gates) rule 3: 43 trades touching a known gap; without them avg -0.174 R, gates 1/6 -> Buried (verdict unchanged)