ok   hand: SMA(20) and SMA(5)
ok   hand: RSI(2) (100 on rising days, 50 after one loss, 9.09 after the big drop) - 100.0000 50.0000 9.0909
ok   hand: RSI(2) on a mixed series (a flat day, then exactly 10) - 50.0000 50.0000 16.6667 10.0000
ok   hand: RS2-10 enters day 31 and exits day 34 (first close above SMA5) - [[31,34]]
ok   hand: the dividend inside the trade, and the cost - 11.432269
ok   hand: RS2-5 does not enter at RSI 9.09 (and RSI exactly 10 is not below 10)
ok   hand: a trade open at the end of the data closes at the last close, flagged
ok   hand: after an exit on day k the next entry is considered from day k + 1 - [[20,21],[22,23],[24,25],[26,27],[28,29],[30,34],[35,36]]
ok   hand: next-open fills (bought at the open of day 32, sold at the open of day 35) - 11.385926
ok   hand: equity with T-bill interest while out and half the cost at entry and exit
real data: 8489 days, 1993-01-29 .. 2026-10-20; signals from 1994-01-24
ok   real: the reference reads the same days and closes
ok   real: indicators equal to the reference from day 249 - 0 days differ
ok   real: RS2-10 engine = independent reference, trade by trade - 257 vs 257 trades
ok   real: RS2-10 no trade before day 249, none on its own exit day
ok   real: RS2-10 the control machinery with the real entries reproduces the real trades
ok   real: RS2-10 control entries only on days above SMA200 and below SMA5, while flat
ok   real: RS2-10 control calibrated to the real trade count (20 runs) - 255.6 vs 257
ok   real: RS2-5 engine = independent reference, trade by trade - 126 vs 126 trades
ok   real: RS2-5 no trade before day 249, none on its own exit day
ok   real: RS2-5 the control machinery with the real entries reproduces the real trades
ok   real: RS2-5 control entries only on days above SMA200 and below SMA5, while flat
ok   real: RS2-5 control calibrated to the real trade count (20 runs) - 123.4 vs 126
ok   mutation detected: threshold 11 - 287 trades vs 257
ok   mutation detected: exit average of 6 days - 252 trades vs 257
ok   mutation detected: RSI smoothing of 3 - 84 trades vs 257
ok   mutation detected: fills at the next open - 257 trades vs 257

PASSED