Stochastic + RSI + MACD on EUR/USD (spec sm_spec.md). Run 2026-10-14T10:58:27.168Z; 500 control runs per variant. Results in R (the stop distance), after about 1 pip a round trip. data: 8326700 one-minute bars, 2004-01-01 00:03 .. 2026-09-28 15:46 New York (minute close stamps) === SM-M15-A: 15-minute bars, stop at the swing (variant A), long and short === DEV n= 2317 net -154.82 R avg -0.067 R PF 0.90 t -2.36 VAL n= 1805 net -93.67 R avg -0.052 R PF 0.92 t -1.76 HOLDOUT n= 1875 net -203.13 R avg -0.108 R PF 0.84 t -3.73 ALL n=5997 net -451.62 R avg -0.075 R (gross 0.003 R, cost 0.078 R a trade); pips -3114.25; PF 0.88 t -4.49 win rate 2408/5997 = 40.2% (95% Wilson 38.9-41.4%); targets hit 2408 (40.2%); ended by {"stop":3588,"target":2408,"end of data":1} winners in every run of 100 consecutive trades: min 27, median 40, max 56; share of runs with 56 or more winners 0.0% stop distance median 19.50 pips; hours held median 3.40; the 10 best trades 28.26 R longs n=2931 net -224.18 R gross 9.65 R | shorts n=3066 net -227.44 R gross 6.33 R drawdown on closed trades -466.52 R; financing: scenario A (2% a year) net -519.58 R, scenario B (today's swap) net -481.40 R by year (n, net R, win %): 2004 237 -15.46 39% | 2005 238 -23.88 38% | 2006 217 -30.07 39% | 2007 250 -65.42 40% | 2008 287 -9.48 40% | 2009 270 -33.66 36% | 2010 294 38.87 47% | 2011 265 -22.46 38% | 2012 259 6.74 44% | 2013 265 -19.50 40% | 2014 214 -16.40 40% | 2015 245 -41.97 36% | 2016 255 -34.34 37% | 2017 284 -1.52 43% | 2018 264 45.53 50% | 2019 278 -25.46 42% | 2020 291 12.51 45% | 2021 272 -54.41 37% | 2022 258 -27.54 38% | 2023 270 -26.58 39% | 2024 272 -66.46 34% | 2025 287 -13.73 41% | 2026 225 -26.90 39% control (entries moved to other days, 500 runs, 6 s): mean trades 3772.98, median avg -0.086 R, 5-95% -0.123 .. -0.053 R; real avg -0.075 R at percentile 68.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.92 [PASS] 2 >= 50 trades in each period: 2317 / 1805 / 1875 [FAIL] 3 t >= 2.5 on development: DEV t -2.36 [FAIL] 4 above 95th pct of the control: percentile 68.80 [FAIL] 5 positive without top-10 trades: -479.88 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -203.13 R PF 0.84 VERDICT Buried (1/6 gates) rule 3: 25 trades are open across a suspect or unclear gap; without them avg -0.078 R, gates passed 1/6 -> Buried (verdict unchanged) === SM-M15-B: 15-minute bars, stop capped at 0.15% (variant B), long and short === DEV n= 3078 net -131.80 R avg -0.043 R PF 0.93 t -1.78 VAL n= 2359 net -153.29 R avg -0.065 R PF 0.90 t -2.52 HOLDOUT n= 2338 net -325.85 R avg -0.139 R PF 0.80 t -5.41 ALL n=7775 net -610.93 R avg -0.079 R (gross 0.006 R, cost 0.085 R a trade); pips -5671.87; PF 0.88 t -5.40 win rate 3134/7775 = 40.3% (95% Wilson 39.2-41.4%); targets hit 3134 (40.3%); ended by {"stop":4640,"target":3134,"end of data":1} winners in every run of 100 consecutive trades: min 24, median 40, max 57; share of runs with 56 or more winners 0.2% stop distance median 16.59 pips; hours held median 1.78; the 10 best trades 35.05 R longs n=3817 net -298.96 R gross 32.78 R | shorts n=3958 net -311.97 R gross 14.98 R drawdown on closed trades -624.58 R; financing: scenario A (2% a year) net -676.05 R, scenario B (today's swap) net -639.02 R by year (n, net R, win %): 2004 324 -38.58 38% | 2005 323 -2.45 42% | 2006 293 -42.88 39% | 2007 291 -70.00 38% | 2008 383 -8.77 41% | 2009 386 -10.76 41% | 2010 383 51.93 48% | 2011 379 -2.17 42% | 2012 316 -8.12 42% | 2013 353 -25.09 40% | 2014 291 -21.88 41% | 2015 350 -43.82 38% | 2016 353 -53.71 37% | 2017 329 -12.33 42% | 2018 326 42.00 48% | 2019 357 -38.44 41% | 2020 370 -11.79 42% | 2021 340 -101.39 33% | 2022 362 -34.14 39% | 2023 336 -45.06 38% | 2024 324 -45.91 39% | 2025 351 -59.06 36% | 2026 255 -28.50 40% control (entries moved to other days, 500 runs, 6 s): mean trades 5293.60, median avg -0.092 R, 5-95% -0.118 .. -0.064 R; real avg -0.079 R at percentile 74.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.90 [PASS] 2 >= 50 trades in each period: 3078 / 2359 / 2338 [FAIL] 3 t >= 2.5 on development: DEV t -1.78 [FAIL] 4 above 95th pct of the control: percentile 74.80 [FAIL] 5 positive without top-10 trades: -645.98 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -325.85 R PF 0.80 VERDICT Buried (1/6 gates) rule 3: 14 trades are open across a suspect or unclear gap; without them avg -0.079 R, gates passed 1/6 -> Buried (verdict unchanged) === SM-M30-A: 30-minute bars, stop at the swing (variant A), long and short === DEV n= 1090 net 13.31 R avg 0.012 R PF 1.02 t 0.32 VAL n= 912 net -57.93 R avg -0.064 R PF 0.90 t -1.55 HOLDOUT n= 902 net -46.68 R avg -0.052 R PF 0.92 t -1.26 ALL n=2904 net -91.31 R avg -0.031 R (gross 0.011 R, cost 0.042 R a trade); pips -689.30; PF 0.95 t -1.37 win rate 1174/2904 = 40.4% (95% Wilson 38.7-42.2%); targets hit 1174 (40.4%); ended by {"stop":1730,"target":1174} winners in every run of 100 consecutive trades: min 25, median 40, max 53; share of runs with 56 or more winners 0.0% stop distance median 30.10 pips; hours held median 6.70; the 10 best trades 23.25 R longs n=1412 net -1.19 R gross 58.30 R | shorts n=1492 net -90.12 R gross -27.09 R drawdown on closed trades -130.86 R; financing: scenario A (2% a year) net -136.22 R, scenario B (today's swap) net -113.96 R by year (n, net R, win %): 2004 98 -11.32 37% | 2005 131 0.94 42% | 2006 98 -15.88 36% | 2007 117 6.12 44% | 2008 128 31.22 51% | 2009 138 -3.16 40% | 2010 137 10.19 44% | 2011 122 11.96 45% | 2012 121 -16.77 36% | 2013 125 -19.91 35% | 2014 137 -33.11 33% | 2015 121 18.88 46% | 2016 123 -25.84 33% | 2017 140 -10.56 39% | 2018 132 -4.76 40% | 2019 134 17.36 48% | 2020 132 12.47 45% | 2021 126 -15.39 37% | 2022 120 -9.41 38% | 2023 141 -18.12 37% | 2024 143 -4.24 41% | 2025 140 -5.52 40% | 2026 100 -6.48 40% control (entries moved to other days, 500 runs, 4 s): mean trades 1923.75, median avg -0.053 R, 5-95% -0.097 .. -0.006 R; real avg -0.031 R at percentile 73.00 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.90 [PASS] 2 >= 50 trades in each period: 1090 / 912 / 902 [FAIL] 3 t >= 2.5 on development: DEV t 0.32 [FAIL] 4 above 95th pct of the control: percentile 73.00 [FAIL] 5 positive without top-10 trades: -114.55 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -46.68 R PF 0.92 VERDICT Buried (1/6 gates) rule 3: 23 trades are open across a suspect or unclear gap; without them avg -0.029 R, gates passed 1/6 -> Buried (verdict unchanged) === SM-M30-B: 30-minute bars, stop capped at 0.15% (variant B), long and short === DEV n= 1559 net 2.86 R avg 0.002 R PF 1.00 t 0.04 VAL n= 1249 net -79.44 R avg -0.064 R PF 0.90 t -1.82 HOLDOUT n= 1269 net -105.14 R avg -0.083 R PF 0.87 t -2.40 ALL n=4077 net -181.73 R avg -0.045 R (gross 0.023 R, cost 0.067 R a trade); pips -3172.76; PF 0.93 t -2.03 win rate 1648/4077 = 40.4% (95% Wilson 38.9-41.9%); targets hit 1648 (40.4%); ended by {"stop":2429,"target":1648} winners in every run of 100 consecutive trades: min 28, median 40, max 55; share of runs with 56 or more winners 0.0% stop distance median 17.42 pips; hours held median 1.97; the 10 best trades 68.07 R longs n=2027 net -43.80 R gross 102.59 R | shorts n=2050 net -137.93 R gross -9.31 R drawdown on closed trades -222.44 R; financing: scenario A (2% a year) net -218.00 R, scenario B (today's swap) net -203.04 R by year (n, net R, win %): 2004 161 -13.16 39% | 2005 164 -30.18 36% | 2006 139 -3.66 42% | 2007 161 41.25 46% | 2008 189 -6.96 40% | 2009 195 13.27 45% | 2010 186 14.23 45% | 2011 195 10.34 44% | 2012 169 -22.28 36% | 2013 169 -22.02 37% | 2014 163 -27.93 36% | 2015 200 -14.88 40% | 2016 186 -30.49 37% | 2017 163 -2.35 42% | 2018 191 7.58 44% | 2019 177 10.66 46% | 2020 177 8.43 44% | 2021 185 -22.67 38% | 2022 213 -25.75 38% | 2023 182 -14.56 40% | 2024 185 0.87 43% | 2025 208 -33.54 36% | 2026 119 -17.93 37% control (entries moved to other days, 500 runs, 4 s): mean trades 3043.87, median avg -0.074 R, 5-95% -0.110 .. -0.033 R; real avg -0.045 R at percentile 86.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.90 [PASS] 2 >= 50 trades in each period: 1559 / 1249 / 1269 [FAIL] 3 t >= 2.5 on development: DEV t 0.04 [FAIL] 4 above 95th pct of the control: percentile 86.20 [FAIL] 5 positive without top-10 trades: -249.80 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -105.14 R PF 0.87 VERDICT Buried (1/6 gates) rule 3: 8 trades are open across a suspect or unclear gap; without them avg -0.046 R, gates passed 1/6 -> Buried (verdict unchanged) === SM-H1-A: 60-minute bars, stop at the swing (variant A), long and short === DEV n= 548 net -24.63 R avg -0.045 R PF 0.93 t -0.86 VAL n= 419 net -2.04 R avg -0.005 R PF 0.99 t -0.08 HOLDOUT n= 428 net 3.99 R avg 0.009 R PF 1.02 t 0.16 ALL n=1395 net -22.69 R avg -0.016 R (gross 0.012 R, cost 0.029 R a trade); pips -1187.45; PF 0.97 t -0.49 win rate 566/1395 = 40.6% (95% Wilson 38.0-43.2%); targets hit 566 (40.6%); ended by {"stop":829,"target":566} winners in every run of 100 consecutive trades: min 29, median 42, max 54; share of runs with 56 or more winners 0.0% stop distance median 44.20 pips; hours held median 18.50; the 10 best trades 15.82 R longs n=700 net 15.07 R gross 35.13 R | shorts n=695 net -37.75 R gross -17.97 R drawdown on closed trades -50.34 R; financing: scenario A (2% a year) net -52.17 R, scenario B (today's swap) net -38.29 R by year (n, net R, win %): 2004 55 -11.22 33% | 2005 62 -18.45 29% | 2006 56 -10.12 34% | 2007 58 4.67 45% | 2008 59 10.61 47% | 2009 62 12.24 48% | 2010 60 4.14 43% | 2011 61 -16.95 30% | 2012 75 0.46 41% | 2013 57 13.97 51% | 2014 61 1.74 43% | 2015 59 4.76 44% | 2016 64 6.60 45% | 2017 56 -15.21 32% | 2018 60 -4.36 38% | 2019 62 -9.55 35% | 2020 63 0.08 41% | 2021 56 6.56 46% | 2022 62 6.48 45% | 2023 68 -17.71 31% | 2024 63 4.56 44% | 2025 64 1.43 42% | 2026 52 2.59 44% control (entries moved to other days, 500 runs, 3 s): mean trades 948.59, median avg -0.036 R, 5-95% -0.098 .. 0.032 R; real avg -0.016 R at percentile 69.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.99 [PASS] 2 >= 50 trades in each period: 548 / 419 / 428 [FAIL] 3 t >= 2.5 on development: DEV t -0.86 [FAIL] 4 above 95th pct of the control: percentile 69.20 [FAIL] 5 positive without top-10 trades: -38.51 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 3.99 R PF 1.02 VERDICT Buried (2/6 gates) rule 3: 26 trades are open across a suspect or unclear gap; without them avg -0.023 R, gates passed 2/6 -> Buried (verdict unchanged) === SM-H1-B: 60-minute bars, stop capped at 0.15% (variant B), long and short === DEV n= 788 net -0.29 R avg -0.000 R PF 1.00 t -0.01 VAL n= 638 net -25.74 R avg -0.040 R PF 0.94 t -0.83 HOLDOUT n= 642 net -8.76 R avg -0.014 R PF 0.98 t -0.28 ALL n=2068 net -34.79 R avg -0.017 R (gross 0.041 R, cost 0.057 R a trade); pips -572.06; PF 0.97 t -0.61 win rate 859/2068 = 41.5% (95% Wilson 39.4-43.7%); targets hit 859 (41.5%); ended by {"stop":1209,"target":859} winners in every run of 100 consecutive trades: min 31, median 42, max 51; share of runs with 56 or more winners 0.0% stop distance median 17.70 pips; hours held median 2.52; the 10 best trades 24.52 R longs n=1017 net -43.32 R gross 15.27 R | shorts n=1051 net 8.53 R gross 68.76 R drawdown on closed trades -46.24 R; financing: scenario A (2% a year) net -55.63 R, scenario B (today's swap) net -46.84 R by year (n, net R, win %): 2004 87 -16.98 34% | 2005 87 -16.77 34% | 2006 76 1.12 43% | 2007 84 4.09 44% | 2008 89 8.36 45% | 2009 91 7.17 45% | 2010 78 0.20 42% | 2011 101 1.64 43% | 2012 95 10.87 44% | 2013 80 -6.59 39% | 2014 81 0.16 42% | 2015 96 -2.58 42% | 2016 90 1.92 43% | 2017 91 -16.06 35% | 2018 105 6.27 45% | 2019 95 -8.85 39% | 2020 90 -0.48 42% | 2021 93 1.28 43% | 2022 106 7.23 45% | 2023 98 -6.65 40% | 2024 94 4.62 45% | 2025 92 -12.73 37% | 2026 69 -2.04 42% control (entries moved to other days, 500 runs, 2 s): mean trades 1622.17, median avg -0.061 R, 5-95% -0.111 .. -0.012 R; real avg -0.017 R at percentile 93.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.94 [PASS] 2 >= 50 trades in each period: 788 / 638 / 642 [FAIL] 3 t >= 2.5 on development: DEV t -0.01 [FAIL] 4 above 95th pct of the control: percentile 93.20 [FAIL] 5 positive without top-10 trades: -59.31 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -8.76 R PF 0.98 VERDICT Buried (1/6 gates) rule 3: 7 trades are open across a suspect or unclear gap; without them avg -0.017 R, gates passed 1/6 -> Buried (verdict unchanged)