Classic RSI 14 (30/70) on XAUUSD (spec rs_spec.md). Run 2026-10-14T13:27:09.039Z; 500 control runs per variant. Results in R (1.5 x ATR14 of the timeframe at the signal bar). data: 7067434 one-minute bars, 2004-06-11 00:19 .. 2026-10-07 16:57 New York (minute close stamps) === RS-M5-LS: 5-minute bars, long and short, classic (no stop) === DEV n= 3900 net -1737.40 R avg -0.445 R PF 0.83 t -3.75 VAL n= 3530 net -1582.34 R avg -0.448 R PF 0.81 t -3.94 HOLDOUT n= 3451 net -1062.69 R avg -0.308 R PF 0.86 t -2.78 ALL n=10881 net -4382.44 R avg -0.403 R (gross -0.146 R, cost 0.256 R a trade); $ per ounce -5250.57; PF 0.83 t -6.06 win rate 6918/10881 = 63.6% (95% Wilson 62.7-64.5%); ended by {"rsi":10880,"end of data":1}; hours held median 9.50 max 333.08; the 10 best trades 166.14 R worst open loss: -101.84 R; trades that were 3 R or more against the position at some point: 5628 longs n=5440 net -1164.44 R gross 213.39 R | shorts n=5441 net -3217.99 R gross -1805.18 R drawdown on closed trades -4504.42 R; including open losses -4510.23 R; financing: scenario A (3% a year) net -5019.07 R, scenario B (today's swap) net -4921.93 R by year (n, net R): 2004 139 -100.45 | 2005 324 -502.74 | 2006 443 -325.14 | 2007 502 -440.66 | 2008 524 -247.50 | 2009 549 -16.35 | 2010 466 9.01 | 2011 459 -161.05 | 2012 494 47.49 | 2013 533 -219.85 | 2014 535 -107.44 | 2015 504 -83.45 | 2016 518 -131.93 | 2017 461 -464.15 | 2018 475 -319.60 | 2019 504 -255.93 | 2020 441 -294.24 | 2021 490 -178.66 | 2022 522 -81.01 | 2023 529 -85.78 | 2024 529 -140.92 | 2025 528 -284.07 | 2026 412 1.98 control (entries moved to other days, 500 runs, 7 s): mean trades 4951.59, median avg -0.373 R, 5-95% -0.521 .. -0.234 R; real avg -0.403 R at percentile 36.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.81 [PASS] 2 >= 50 trades in each period: 3900 / 3530 / 3451 [FAIL] 3 t >= 2.5 on development: DEV t -3.75 [FAIL] 4 above 95th pct of the control: percentile 36.80 [FAIL] 5 positive without top-10 trades: -4548.58 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -1062.69 R PF 0.86 VERDICT Buried (1/6 gates) rule 3: 1457 trades are open across a suspect or unclear gap; without them avg 0.138 R, gates passed 4/6 -> Buried (verdict unchanged) === RS-M5-LS-F: 5-minute bars, long and short, protected (EMA200 filter, 1R stop) === DEV n= 1410 net -284.13 R avg -0.202 R PF 0.82 t -2.96 VAL n= 1122 net -318.04 R avg -0.283 R PF 0.73 t -4.36 HOLDOUT n= 1058 net -197.57 R avg -0.187 R PF 0.80 t -2.84 ALL n=3590 net -799.74 R avg -0.223 R (gross 0.078 R, cost 0.300 R a trade); $ per ounce -799.20; PF 0.79 t -5.75 win rate 771/3590 = 21.5% (95% Wilson 20.2-22.8%); ended by {"stop":2813,"rsi":776,"end of data":1}; hours held median 0.87 max 198.75; the 10 best trades 114.79 R worst open loss: -14.18 R; trades that were 3 R or more against the position at some point: 7 longs n=1938 net -232.54 R gross 356.52 R | shorts n=1652 net -567.21 R gross -77.85 R drawdown on closed trades -854.87 R; including open losses -855.41 R; financing: scenario A (3% a year) net -837.53 R, scenario B (today's swap) net -844.66 R by year (n, net R): 2004 43 -50.44 | 2005 134 -64.00 | 2006 181 -41.23 | 2007 195 -132.72 | 2008 198 3.91 | 2009 172 -30.79 | 2010 155 -24.94 | 2011 173 24.02 | 2012 159 32.05 | 2013 195 -21.03 | 2014 164 -35.39 | 2015 160 -31.07 | 2016 164 -22.28 | 2017 141 -61.83 | 2018 138 -105.08 | 2019 160 -41.37 | 2020 133 -39.64 | 2021 158 -69.28 | 2022 149 -19.09 | 2023 151 -45.86 | 2024 164 -42.94 | 2025 175 -7.67 | 2026 128 26.91 control (entries moved to other days, 500 runs, 4 s): mean trades 2465.40, median avg -0.293 R, 5-95% -0.371 .. -0.226 R; real avg -0.223 R at percentile 95.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.73 [PASS] 2 >= 50 trades in each period: 1410 / 1122 / 1058 [FAIL] 3 t >= 2.5 on development: DEV t -2.96 [PASS] 4 above 95th pct of the control: percentile 95.60 [FAIL] 5 positive without top-10 trades: -914.53 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -197.57 R PF 0.80 VERDICT Buried (2/6 gates) rule 3: 100 trades are open across a suspect or unclear gap; without them avg -0.248 R, gates passed 1/6 -> Buried (verdict unchanged) === RS-M5-L: 5-minute bars, long only, classic (no stop) === DEV n= 1950 net -194.71 R avg -0.100 R PF 0.96 t -0.61 VAL n= 1765 net -971.46 R avg -0.550 R PF 0.77 t -3.32 HOLDOUT n= 1725 net 1.73 R avg 0.001 R PF 1.00 t 0.01 ALL n=5440 net -1164.44 R avg -0.214 R (gross 0.039 R, cost 0.253 R a trade); $ per ounce -1469.65; PF 0.91 t -2.32 win rate 3561/5440 = 65.5% (95% Wilson 64.2-66.7%); ended by {"rsi":5440}; hours held median 9.67 max 333.08; the 10 best trades 151.73 R worst open loss: -98.95 R; trades that were 3 R or more against the position at some point: 2770 longs n=5440 net -1164.44 R gross 213.39 R | shorts n=0 net 0.00 R gross 0.00 R drawdown on closed trades -1475.26 R; including open losses -1481.97 R; financing: scenario A (3% a year) net -1468.36 R, scenario B (today's swap) net -2945.50 R by year (n, net R): 2004 69 3.85 | 2005 162 -77.17 | 2006 222 -110.54 | 2007 251 -69.64 | 2008 262 -164.45 | 2009 274 123.02 | 2010 233 86.74 | 2011 230 42.62 | 2012 247 -29.16 | 2013 266 -280.62 | 2014 268 -158.72 | 2015 252 -133.73 | 2016 259 -36.79 | 2017 230 -121.60 | 2018 238 -212.09 | 2019 252 -27.91 | 2020 220 16.81 | 2021 245 -161.24 | 2022 261 -53.79 | 2023 265 61.77 | 2024 264 89.03 | 2025 264 88.85 | 2026 206 -39.69 control (entries moved to other days, 500 runs, 5 s): mean trades 3563.50, median avg -0.227 R, 5-95% -0.402 .. -0.053 R; real avg -0.214 R at percentile 54.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.77 [PASS] 2 >= 50 trades in each period: 1950 / 1765 / 1725 [FAIL] 3 t >= 2.5 on development: DEV t -0.61 [FAIL] 4 above 95th pct of the control: percentile 54.80 [FAIL] 5 positive without top-10 trades: -1316.17 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 1.73 R PF 1.00 VERDICT Buried (2/6 gates) rule 3: 743 trades are open across a suspect or unclear gap; without them avg 0.251 R, gates passed 5/6 -> Buried (verdict unchanged) === RS-M5-L-F: 5-minute bars, long only, protected (EMA200 filter, 1R stop) === DEV n= 805 net -79.98 R avg -0.099 R PF 0.91 t -1.06 VAL n= 560 net -142.84 R avg -0.255 R PF 0.76 t -2.75 HOLDOUT n= 573 net -9.72 R avg -0.017 R PF 0.98 t -0.18 ALL n=1938 net -232.54 R avg -0.120 R (gross 0.184 R, cost 0.304 R a trade); $ per ounce 35.89; PF 0.88 t -2.19 win rate 453/1938 = 23.4% (95% Wilson 21.5-25.3%); ended by {"stop":1482,"rsi":456}; hours held median 0.90 max 93.60; the 10 best trades 111.19 R worst open loss: -6.06 R; trades that were 3 R or more against the position at some point: 4 longs n=1938 net -232.54 R gross 356.52 R | shorts n=0 net 0.00 R gross 0.00 R drawdown on closed trades -309.55 R; including open losses -310.02 R; financing: scenario A (3% a year) net -254.30 R, scenario B (today's swap) net -335.13 R by year (n, net R): 2004 26 -27.10 | 2005 80 -29.82 | 2006 96 -16.42 | 2007 114 -58.35 | 2008 106 -2.57 | 2009 95 5.97 | 2010 91 -6.16 | 2011 100 0.04 | 2012 97 54.43 | 2013 92 -17.19 | 2014 86 -10.21 | 2015 80 -14.78 | 2016 76 -9.27 | 2017 69 -4.53 | 2018 74 -58.20 | 2019 83 -28.65 | 2020 69 -20.45 | 2021 75 -44.70 | 2022 77 18.75 | 2023 79 -12.41 | 2024 93 -13.73 | 2025 108 33.95 | 2026 72 28.88 control (entries moved to other days, 500 runs, 2 s): mean trades 1355.49, median avg -0.272 R, 5-95% -0.374 .. -0.186 R; real avg -0.120 R at percentile 99.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.76 [PASS] 2 >= 50 trades in each period: 805 / 560 / 573 [FAIL] 3 t >= 2.5 on development: DEV t -1.06 [PASS] 4 above 95th pct of the control: percentile 99.60 [FAIL] 5 positive without top-10 trades: -343.73 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -9.72 R PF 0.98 VERDICT Buried (2/6 gates) rule 3: 60 trades are open across a suspect or unclear gap; without them avg -0.171 R, gates passed 2/6 -> Buried (verdict unchanged) === RS-H1-LS: 1-hour bars, long and short, classic (no stop) === DEV n= 408 net -229.78 R avg -0.563 R PF 0.74 t -2.14 VAL n= 357 net -55.04 R avg -0.154 R PF 0.92 t -0.56 HOLDOUT n= 309 net -288.51 R avg -0.934 R PF 0.61 t -2.55 ALL n=1074 net -573.34 R avg -0.534 R (gross -0.468 R, cost 0.066 R a trade); $ per ounce -3634.16; PF 0.75 t -3.11 win rate 652/1074 = 60.7% (95% Wilson 57.8-63.6%); ended by {"rsi":1073,"end of data":1}; hours held median 140.02 max 843.00; the 10 best trades 71.17 R worst open loss: -61.57 R; trades that were 3 R or more against the position at some point: 557 longs n=537 net 45.38 R gross 80.24 R | shorts n=537 net -618.72 R gross -582.48 R drawdown on closed trades -579.31 R; including open losses -586.32 R; financing: scenario A (3% a year) net -731.85 R, scenario B (today's swap) net -618.73 R by year (n, net R): 2004 24 -13.20 | 2005 49 -52.00 | 2006 46 -37.51 | 2007 48 -61.48 | 2008 44 -21.84 | 2009 46 -36.13 | 2010 48 39.43 | 2011 48 -70.15 | 2012 55 23.11 | 2013 54 -43.60 | 2014 55 -12.38 | 2015 57 52.00 | 2016 45 -39.37 | 2017 44 -38.65 | 2018 48 20.23 | 2019 54 6.72 | 2020 46 -48.49 | 2021 48 -24.89 | 2022 50 -23.00 | 2023 44 -27.05 | 2024 46 -58.61 | 2025 43 -59.65 | 2026 32 -46.82 control (entries moved to other days, 500 runs, 1 s): mean trades 587.79, median avg -0.303 R, 5-95% -0.599 .. -0.020 R; real avg -0.534 R at percentile 10.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.92 [PASS] 2 >= 50 trades in each period: 408 / 357 / 309 [FAIL] 3 t >= 2.5 on development: DEV t -2.14 [FAIL] 4 above 95th pct of the control: percentile 10.20 [FAIL] 5 positive without top-10 trades: -644.51 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -288.51 R PF 0.61 VERDICT Buried (1/6 gates) rule 3: 407 trades are open across a suspect or unclear gap; without them avg 0.016 R, gates passed 3/6 -> Buried (verdict unchanged) === RS-H1-LS-F: 1-hour bars, long and short, protected (EMA200 filter, 1R stop) === DEV n= 147 net 7.08 R avg 0.048 R PF 1.06 t 0.27 VAL n= 119 net 1.27 R avg 0.011 R PF 1.01 t 0.06 HOLDOUT n= 97 net -9.25 R avg -0.095 R PF 0.88 t -0.49 ALL n=363 net -0.91 R avg -0.003 R (gross 0.069 R, cost 0.072 R a trade); $ per ounce -506.40; PF 1.00 t -0.02 win rate 87/363 = 24.0% (95% Wilson 19.9-28.6%); ended by {"stop":276,"rsi":87}; hours held median 15.48 max 433.00; the 10 best trades 61.08 R worst open loss: -1.39 R; trades that were 3 R or more against the position at some point: 0 longs n=203 net 36.08 R gross 50.75 R | shorts n=160 net -36.98 R gross -25.57 R drawdown on closed trades -36.80 R; including open losses -37.30 R; financing: scenario A (3% a year) net -11.69 R, scenario B (today's swap) net -11.09 R by year (n, net R): 2004 8 -4.75 | 2005 26 -1.17 | 2006 19 10.40 | 2007 17 -8.49 | 2008 12 0.74 | 2009 16 -1.23 | 2010 13 5.51 | 2011 18 -4.53 | 2012 18 10.61 | 2013 22 -1.10 | 2014 23 -4.10 | 2015 14 27.59 | 2016 18 -5.91 | 2017 16 -5.24 | 2018 11 -3.86 | 2019 15 -6.10 | 2020 10 0.66 | 2021 18 -3.66 | 2022 12 -3.96 | 2023 14 0.64 | 2024 18 -6.52 | 2025 14 7.47 | 2026 11 -3.88 control (entries moved to other days, 500 runs, 1 s): mean trades 273.74, median avg -0.040 R, 5-95% -0.208 .. 0.125 R; real avg -0.003 R at percentile 63.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.01 [PASS] 2 >= 50 trades in each period: 147 / 119 / 97 [FAIL] 3 t >= 2.5 on development: DEV t 0.27 [FAIL] 4 above 95th pct of the control: percentile 63.40 [FAIL] 5 positive without top-10 trades: -61.99 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -9.25 R PF 0.88 VERDICT Buried (1/6 gates) rule 3: 70 trades are open across a suspect or unclear gap; without them avg -0.119 R, gates passed 1/6 -> Buried (verdict unchanged) === RS-H1-L: 1-hour bars, long only, classic (no stop) === DEV n= 204 net 66.99 R avg 0.328 R PF 1.21 t 1.06 VAL n= 178 net -34.95 R avg -0.196 R PF 0.90 t -0.50 HOLDOUT n= 155 net 13.34 R avg 0.086 R PF 1.06 t 0.25 ALL n=537 net 45.38 R avg 0.085 R (gross 0.149 R, cost 0.065 R a trade); $ per ounce -36.36; PF 1.05 t 0.42 win rate 349/537 = 65.0% (95% Wilson 60.9-68.9%); ended by {"rsi":536,"end of data":1}; hours held median 125.00 max 709.00; the 10 best trades 64.90 R worst open loss: -46.82 R; trades that were 3 R or more against the position at some point: 257 longs n=537 net 45.38 R gross 80.24 R | shorts n=0 net 0.00 R gross 0.00 R drawdown on closed trades -115.32 R; including open losses -123.03 R; financing: scenario A (3% a year) net -24.14 R, scenario B (today's swap) net -379.99 R by year (n, net R): 2004 12 3.63 | 2005 24 1.45 | 2006 23 9.08 | 2007 24 8.98 | 2008 22 -11.88 | 2009 23 14.84 | 2010 24 47.55 | 2011 24 -7.69 | 2012 28 1.03 | 2013 27 -63.71 | 2014 27 -9.58 | 2015 29 14.71 | 2016 22 -9.54 | 2017 22 -2.88 | 2018 24 6.86 | 2019 27 29.20 | 2020 23 12.68 | 2021 24 -17.38 | 2022 25 -3.66 | 2023 22 -0.11 | 2024 23 7.64 | 2025 22 38.23 | 2026 16 -24.07 control (entries moved to other days, 500 runs, 1 s): mean trades 392.66, median avg 0.142 R, 5-95% -0.143 .. 0.404 R; real avg 0.085 R at percentile 36.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.90 [PASS] 2 >= 50 trades in each period: 204 / 178 / 155 [FAIL] 3 t >= 2.5 on development: DEV t 1.06 [FAIL] 4 above 95th pct of the control: percentile 36.80 [FAIL] 5 positive without top-10 trades: -19.52 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 13.34 R PF 1.06 VERDICT Buried (2/6 gates) rule 3: 200 trades are open across a suspect or unclear gap; without them avg 0.460 R, gates passed 4/6 -> Buried (verdict unchanged) === RS-H1-L-F: 1-hour bars, long only, protected (EMA200 filter, 1R stop) === DEV n= 89 net 21.53 R avg 0.242 R PF 1.30 t 1.02 VAL n= 61 net 0.00 R avg 0.000 R PF 1.00 t 0.00 HOLDOUT n= 53 net 14.54 R avg 0.274 R PF 1.37 t 0.92 ALL n=203 net 36.08 R avg 0.178 R (gross 0.250 R, cost 0.072 R a trade); $ per ounce 12.54; PF 1.23 t 1.19 win rate 57/203 = 28.1% (95% Wilson 22.3-34.6%); ended by {"stop":146,"rsi":57}; hours held median 14.48 max 240.00; the 10 best trades 54.93 R worst open loss: -1.39 R; trades that were 3 R or more against the position at some point: 0 longs n=203 net 36.08 R gross 50.75 R | shorts n=0 net 0.00 R gross 0.00 R drawdown on closed trades -19.92 R; including open losses -20.03 R; financing: scenario A (3% a year) net 30.50 R, scenario B (today's swap) net 1.93 R by year (n, net R): 2004 5 -1.18 | 2005 15 0.89 | 2006 13 8.23 | 2007 15 -6.20 | 2008 4 9.30 | 2009 10 5.18 | 2010 10 8.69 | 2011 9 -0.43 | 2012 8 -2.96 | 2013 9 1.97 | 2014 12 3.95 | 2015 6 6.71 | 2016 12 -5.13 | 2017 7 -4.99 | 2018 5 -1.81 | 2019 10 -0.68 | 2020 6 4.84 | 2021 8 -8.35 | 2022 6 -2.43 | 2023 10 4.86 | 2024 10 1.78 | 2025 9 12.64 | 2026 4 1.20 control (entries moved to other days, 500 runs, 0 s): mean trades 155.06, median avg -0.005 R, 5-95% -0.216 .. 0.206 R; real avg 0.178 R at percentile 91.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.00 [PASS] 2 >= 50 trades in each period: 89 / 61 / 53 [FAIL] 3 t >= 2.5 on development: DEV t 1.02 [FAIL] 4 above 95th pct of the control: percentile 91.80 [FAIL] 5 positive without top-10 trades: -18.85 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 14.54 R PF 1.37 VERDICT Buried (2/6 gates) rule 3: 39 trades are open across a suspect or unclear gap; without them avg -0.005 R, gates passed 2/6 -> Buried (verdict unchanged) buy and hold over the same data, for reference: 384 -> 4109.91