Standard Error Bands reversal on ES, self-test 2026-11-07T14:44:51.727Z
[PASS] bands of a hand series: defined from the 23rd bar, mid and upper band equal a brute-force regression: 20.98412698 vs 20.984126984126984; 23.08437163 vs 23.084371629143916
[PASS] a buy at the lower band (4,996) reaching the mid (5,000) one minute later: [4996,5000,"target"]
[PASS] a sell at the upper band stopped 4 points higher (1:1): [5008,"stop"]
[PASS] SEB-2: the same sell, stop 8 points away, reached at 10:02: [5012,"stop",8]
[PASS] a minute opening below the lower band fills at its open (4,995), target still the mid: [4995,5]
[PASS] both bands in one minute: the one nearer the open (upper, 1 point away) is taken: -1
[PASS] in the fill minute only the stop is checked: a low of 4,991.5 stops the buy (stop 4,992) in the same minute: ["stop"]
[PASS] stop and target in one later minute: the stop is taken
[PASS] a minute opening below the stop fills at its open (4,989)
[PASS] an entry at 15:44 held to the 16:00 close: [4998,"close"]
[PASS] no entry before 09:46 or after 15:45
[PASS] SEB-1F: a steep regression (slope x 20 > band width) blocks the entry; SEB-1 takes it
data: 2378027 minutes 2020-01-01 18:01 .. 2026-09-25 16:59; 1189864 two-minute bars; 1737 trading days
[PASS] the two readings of the file agree on the minutes
[PASS] SEB-1: engine and independent re-implementation agree trade by trade: 32145 vs 32145 trades, 0 differences 
[PASS] SEB-1: control at offset 0 enters at the real minutes, directions and distances
[PASS] SEB-2: engine and independent re-implementation agree trade by trade: 18610 vs 18610 trades, 0 differences 
[PASS] SEB-2: control at offset 0 enters at the real minutes, directions and distances
[PASS] SEB-1F: engine and independent re-implementation agree trade by trade: 23273 vs 23273 trades, 0 differences 
[PASS] SEB-1F: control at offset 0 enters at the real minutes, directions and distances

PASSED