Sneaky Pivot on YM (spec snp_spec.md). Run 2026-10-23T05:45:47.342Z; 500 control runs per variant. One contract, $15.76 a round trip; 15-minute bars of the regular session.
data: 2347033 bars 2020-01-01 18:01 .. 2026-09-25 17:00 New York; 1730 usable days, 1709 trading days
  bar 1 (09:30-09:45) reached the range low on 26.5% of days (31.9% within the near tolerance), the range high on 33.8% (41.7%)
  after 09:45 the range low broke on 771 days: price reached the swing low later that day on 53.8% (no swing low on 16), and came back to the range high on 8.0%
  after 09:45 the range high broke on 854 days: price reached the swing high later that day on 50.7% (no swing high on 79), and came back to the range low on 10.5%

=== SP-STRICT-T1: bar 1 touches the range line; target bar 1's far end ===
  DEV      n= 161 net +$7,858  avg +$49  PF 1.32 t 1.32
  VAL      n=  56 net +$4,662  avg +$83  PF 1.72 t 1.61
  HOLDOUT  n=  64 net +$2,176  avg +$34  PF 1.16 t 0.45
  ALL      n=281 net +$14,696 avg +$52 a trade (gross +$68); in R: net 0.042, gross 0.075; PF 1.33 t 1.80; drawdown on closed trades -$5,045
  winners 65.5% (95% 59.7-70.8%); ended by stop 87 (31.0%), target 188 (66.9%), session close 6 (2.1%); risk median 107.00 points ($535), target distance median 51.00 points; sneaky on bar 3: 116; minutes held median 15; without the 10 best +$1,909
  longs n=139 net +$9,029 | shorts n=142 net +$5,667
  by year (n, net): 2020 43 +$5,412 | 2021 44 -$1,363 | 2022 40 +$5,905 | 2023 34 -$2,096 | 2024 45 +$3,411 | 2025 39 +$4,620 | 2026 36 -$1,192
  control (trades moved to other days, same minute, 500 runs, 0 s): mean trades 281.00, median avg -$13, 5-95% -$62 .. +$29; real avg +$52 at percentile 99.80
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.72
  [PASS] 2 >= 50 trades in each period: 161 / 56 / 64
  [FAIL] 3 t >= 2.5 on development: DEV t 1.32
  [PASS] 4 above 95th pct of the control: percentile 99.80
  [PASS] 5 positive without top-10 trades: +$1,909
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$2,176 PF 1.16
  VERDICT Buried (5/6 gates)
  rule 3: 1 trades touching a known hole; without them avg +$54, gates 5/6 -> Buried (verdict unchanged)

=== SP-STRICT-T2: bar 1 touches the range line; target the opposite range line ===
  DEV      n= 312 net +$29,258  avg +$94  PF 1.27 t 1.58
  VAL      n= 102 net +$7,832  avg +$77  PF 1.25 t 0.86
  HOLDOUT  n= 122 net +$10,752  avg +$88  PF 1.23 t 0.92
  ALL      n=536 net +$47,843 avg +$89 a trade (gross +$105); in R: net 0.099, gross 0.125; PF 1.26 t 2.03; drawdown on closed trades -$13,879
  winners 44.0% (95% 39.9-48.3%); ended by stop 236 (44.0%), session close 197 (36.8%), target 103 (19.2%); risk median 134.00 points ($670), target distance median 342.00 points; sneaky on bar 3: 164; minutes held median 210; without the 10 best +$12,995
  longs n=253 net +$26,303 | shorts n=283 net +$21,540
  by year (n, net): 2020 89 +$7,447 | 2021 81 +$3,788 | 2022 78 +$22,191 | 2023 64 -$4,169 | 2024 82 -$4,682 | 2025 77 +$21,741 | 2026 65 +$1,526
  control (trades moved to other days, same minute, 500 runs, 0 s): mean trades 536.00, median avg -$12, 5-95% -$73 .. +$42; real avg +$89 at percentile 99.80
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.25
  [PASS] 2 >= 50 trades in each period: 312 / 102 / 122
  [FAIL] 3 t >= 2.5 on development: DEV t 1.58
  [PASS] 4 above 95th pct of the control: percentile 99.80
  [PASS] 5 positive without top-10 trades: +$12,995
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$10,752 PF 1.23
  VERDICT Buried (5/6 gates)
  rule 3: 4 trades touching a known hole; without them avg +$101, gates 5/6 -> Buried (verdict unchanged)

=== SP-NEAR-T1: bar 1 within 10% of the average range; target bar 1's far end ===
  DEV      n= 193 net +$7,233  avg +$37  PF 1.25 t 1.16
  VAL      n=  66 net +$4,870  avg +$74  PF 1.64 t 1.60
  HOLDOUT  n=  70 net +$2,702  avg +$39  PF 1.18 t 0.54
  ALL      n=329 net +$14,805 avg +$45 a trade (gross +$61); in R: net 0.033, gross 0.066; PF 1.29 t 1.73; drawdown on closed trades -$5,145
  winners 65.3% (95% 60.1-70.3%); ended by stop 101 (30.7%), target 221 (67.2%), session close 7 (2.1%); risk median 106.00 points ($530), target distance median 50.00 points; sneaky on bar 3: 140; minutes held median 16; without the 10 best +$2,018
  longs n=156 net +$9,581 | shorts n=173 net +$5,224
  by year (n, net): 2020 52 +$7,190 | 2021 57 -$1,718 | 2022 43 +$5,757 | 2023 41 -$3,996 | 2024 55 +$3,618 | 2025 43 +$3,792 | 2026 38 +$161
  control (trades moved to other days, same minute, 500 runs, 0 s): mean trades 329.00, median avg -$14, 5-95% -$55 .. +$24; real avg +$45 at percentile 99.40
  [PASS] 1 PF >= 1.2 in validation: VAL PF 1.64
  [PASS] 2 >= 50 trades in each period: 193 / 66 / 70
  [FAIL] 3 t >= 2.5 on development: DEV t 1.16
  [PASS] 4 above 95th pct of the control: percentile 99.40
  [PASS] 5 positive without top-10 trades: +$2,018
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$2,702 PF 1.18
  VERDICT Buried (5/6 gates)
  rule 3: 1 trades touching a known hole; without them avg +$46, gates 5/6 -> Buried (verdict unchanged)

=== SP-NEAR-T2: bar 1 within 10% of the average range; target the opposite range line ===
  DEV      n= 379 net +$29,902  avg +$79  PF 1.24 t 1.53
  VAL      n= 120 net +$6,899  avg +$57  PF 1.18 t 0.71
  HOLDOUT  n= 143 net +$7,496  avg +$52  PF 1.14 t 0.62
  ALL      n=642 net +$44,297 avg +$69 a trade (gross +$85); in R: net 0.080, gross 0.107; PF 1.20 t 1.78; drawdown on closed trades -$14,187
  winners 43.5% (95% 39.7-47.3%); ended by stop 282 (43.9%), session close 227 (35.4%), target 133 (20.7%); risk median 133.00 points ($665), target distance median 311.00 points; sneaky on bar 3: 192; minutes held median 188; without the 10 best +$9,260
  longs n=295 net +$25,946 | shorts n=347 net +$18,351
  by year (n, net): 2020 104 +$8,671 | 2021 104 +$6,291 | 2022 87 +$20,539 | 2023 84 -$5,599 | 2024 97 -$3,684 | 2025 93 +$16,589 | 2026 73 +$1,490
  control (trades moved to other days, same minute, 500 runs, 1 s): mean trades 642.00, median avg -$12, 5-95% -$66 .. +$35; real avg +$69 at percentile 99.60
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.18
  [PASS] 2 >= 50 trades in each period: 379 / 120 / 143
  [FAIL] 3 t >= 2.5 on development: DEV t 1.53
  [PASS] 4 above 95th pct of the control: percentile 99.60
  [PASS] 5 positive without top-10 trades: +$9,260
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$7,496 PF 1.14
  VERDICT Buried (4/6 gates)
  rule 3: 4 trades touching a known hole; without them avg +$79, gates 4/6 -> Buried (verdict unchanged)