POC bounce on NQ (spec poc_spec.md). Run 2026-11-09T12:38:10.558Z; 500 control runs per variant; $15.76 a round trip, $20 a point
data: 2373779 minutes 2020-01-01 18:01 .. 2026-09-25 17:00; regular sessions 1735; FOMC days skipped 53

=== POC-2R ===
  DEV      n= 415 net $2454.60  avg $5.91  PF 1.03 t 0.20
  VAL      n= 132 net $-17065.32  avg $-129.28  PF 0.58 t -2.55
  HOLDOUT  n= 144 net $-5734.44  avg $-39.82  PF 0.88 t -0.56
  ALL n=691 net $-20345.16 avg $-29.44 (gross $-13.68); PF 0.89 t -1.18; ended by {"target":231,"stop":456,"close":4}; median R 14.25 points, gross 0.01 R, cost 0.08 R a trade; median pierce 4.00 points
  win rate 235/691 = 34.0% (95% Wilson 30.6-37.6%); the 10 best trades $25682.40; net without them $-46027.56; drawdown on closed trades $-38256.20
  longs n=362 net $-8670.12 gross $-2965.00 | shorts n=329 net $-11675.04 gross $-6490.00
  by year: 2020 112 $2235 | 2021 99 $5545 | 2022 102 $1717 | 2023 102 $-7043 | 2024 109 $-8663 | 2025 110 $-18864 | 2026 57 $4727
  by entry hour: 10h 345 $-15367 | 11h 149 $3067 | 12h 83 $-14268 | 13h 50 $2152 | 14h 39 $-2680 | 15h 25 $6751
  control (the same trades moved to other days at the same time, 500 runs): mean trades 687.00, median avg $-21.31, 5-95% $-57.30 .. $20.39; real avg $-29.44 at percentile 34.20
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.58
  [PASS] 2 >= 50 trades in each period: 415 / 132 / 144
  [FAIL] 3 t >= 2.5 on development: DEV t 0.20
  [FAIL] 4 above 95th pct of the control: percentile 34.20
  [FAIL] 5 positive without top-10 trades: $-46027.56
  [FAIL] 6 holdout net positive (already used): HOLDOUT net $-5734.44 PF 0.88
  VERDICT Buried (1/6 gates)
  rule 3: 0 trades open across a suspect gap; without them avg $-29.44, gates 1/6 -> Buried

=== POC-CL ===
  DEV      n= 415 net $17539.60  avg $42.26  PF 1.16 t 0.85
  VAL      n= 132 net $-5210.32  avg $-39.47  PF 0.89 t -0.40
  HOLDOUT  n= 144 net $2430.56  avg $16.88  PF 1.04 t 0.13
  ALL n=691 net $14759.84 avg $21.36 (gross $37.12); PF 1.07 t 0.48; ended by {"stop":582,"close":109}; median R 14.25 points, gross 0.55 R, cost 0.08 R a trade; median pierce 4.00 points
  win rate 107/691 = 15.5% (95% Wilson 13.0-18.4%); the 10 best trades $59932.40; net without them $-45172.56; drawdown on closed trades $-38744.84
  longs n=362 net $-1365.12 gross $4340.00 | shorts n=329 net $16124.96 gross $21310.00
  by year: 2020 112 $4915 | 2021 99 $24040 | 2022 102 $-418 | 2023 102 $-10998 | 2024 109 $1197 | 2025 110 $-13274 | 2026 57 $9297
  by entry hour: 10h 345 $-15642 | 11h 149 $17082 | 12h 83 $-3668 | 13h 50 $2552 | 14h 39 $2300 | 15h 25 $12136
  control (the same trades moved to other days at the same time, 500 runs): mean trades 687.00, median avg $-6.14, 5-95% $-67.72 .. $64.05; real avg $21.36 at percentile 73.80
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.89
  [PASS] 2 >= 50 trades in each period: 415 / 132 / 144
  [FAIL] 3 t >= 2.5 on development: DEV t 0.85
  [FAIL] 4 above 95th pct of the control: percentile 73.80
  [FAIL] 5 positive without top-10 trades: $-45172.56
  [PASS] 6 holdout net positive (already used): HOLDOUT net $2430.56 PF 1.04
  VERDICT Buried (2/6 gates)
  rule 3: 0 trades open across a suspect gap; without them avg $21.36, gates 2/6 -> Buried

=== POC-2R-CF ===
  DEV      n= 138 net $-3024.88  avg $-21.92  PF 0.90 t -0.41
  VAL      n=  43 net $-3897.68  avg $-90.64  PF 0.62 t -1.32
  HOLDOUT  n=  37 net $-143.12  avg $-3.87  PF 0.99 t -0.04
  ALL n=218 net $-7065.68 avg $-32.41 (gross $-16.65); PF 0.86 t -0.81; ended by {"stop":146,"target":69,"close":3}; median R 13.25 points, gross -0.03 R, cost 0.09 R a trade; median pierce 4.00 points
  win rate 71/218 = 32.6% (95% Wilson 26.7-39.0%); the 10 best trades $15942.40; net without them $-23008.08; drawdown on closed trades $-13721.76
  longs n=115 net $-3052.40 gross $-1240.00 | shorts n=103 net $-4013.28 gross $-2390.00
  by year: 2020 45 $1721 | 2021 33 $-440 | 2022 25 $941 | 2023 35 $-5247 | 2024 39 $-760 | 2025 26 $-4535 | 2026 15 $1254
  by entry hour: 10h 113 $-6051 | 11h 44 $3472 | 12h 23 $-3817 | 13h 16 $-477 | 14h 15 $-1956 | 15h 7 $1765
  control (the same trades moved to other days at the same time, 500 runs): mean trades 216.69, median avg $-18.42, 5-95% $-79.90 .. $45.54; real avg $-32.41 at percentile 36.40
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.62
  [FAIL] 2 >= 50 trades in each period: 138 / 43 / 37
  [FAIL] 3 t >= 2.5 on development: DEV t -0.41
  [FAIL] 4 above 95th pct of the control: percentile 36.40
  [FAIL] 5 positive without top-10 trades: $-23008.08
  [FAIL] 6 holdout net positive (already used): HOLDOUT net $-143.12 PF 0.99
  VERDICT Buried (0/6 gates)
  rule 3: 0 trades open across a suspect gap; without them avg $-32.41, gates 0/6 -> Buried