Sneaky Pivot self-test, 2026-10-23T05:45:30.910Z

1. Hand-worked days (January and February 2024)
A. levels: 22 days of range 10 at 4800 (one of range 30) -> range 4795-4805, swing high 4815, swing low 4785; without the wide day no swing level
  [ok] range 4795-4805, swing 4785/4815, 20-day average range 11
  [ok] no earlier day beyond the range: no swing levels
B. a long: bar 1 to 4794, green bar 2 (high 4798), buy at 4799 in bar 3, stop 4793; T1 4802, T2 4805
  [ok] T1: long 4799 -> 4802, -0.76 dollars
  [ok] T2: long 4799 -> 4805, 14.24 dollars; reference identical
C. near tolerance: bar 1 low 4796 (above the range low 4795, within 10% of the 11-point average range) -> near variants trade, strict ones do not
  [ok] strict: no setup; near: long, stop 4795; reference identical
D. sneaky on bar 3 (bar 2 red), entry in bar 4; E. a new low (4793) after the sneaky bar cancels; F. bar 1 reaching both ranges: no trade
  [ok] bar 3 sneaky, entry at 10:20 at 4799; reference identical
  [ok] cancelled by the 4793 low before the entry; reference identical
  [ok] bar 1 at 4806 and 4794: both setups, no trade; reference identical
G. a short mirrored: bar 1 to 4806 (above 4805), red bar 2 (low 4802), sell at 4801 in bar 3, stop 4807; no target -> out at the session close (4799)
  [ok] short 4801 -> 4799 at the close: -5.76; reference identical
  [ok] T1 = bar 1 low 4798, below the entry: the short trades, the target is not reached, out at the close
H. a minute reaching both the buy stop (4799) and the stop (4793) while waiting: the stop is checked first, so the setup is cancelled
  [ok] no trade; reference identical

2. Real data: engine against the independent reference
  2347033 bars 2020-01-01 18:01 .. 2026-09-25 17:00 New York; 1730 usable days, 1709 trading days
  [ok] SP-STRICT-T1: 281 trades, reference 281, identical
  [ok] SP-STRICT-T2: 536 trades, reference 536, identical
  [ok] SP-NEAR-T1: 329 trades, reference 329, identical
  [ok] SP-NEAR-T2: 642 trades, reference 642, identical

3. Control machinery at offset 0 (with the real entry prices; the control itself enters at the minute open)
  [ok] SP-STRICT-T1: 281 control trades identical to the real ones
  [ok] SP-STRICT-T2: 536 control trades identical to the real ones
  [ok] SP-NEAR-T1: 329 control trades identical to the real ones
  [ok] SP-NEAR-T2: 642 control trades identical to the real ones

PASSED