TDI (RSI 13, lines 2/7/34) on EURUSD 4-hour bars, broker clock (spec tdi_spec.md). Run 2026-10-22T10:36:29.209Z; 500 control runs per variant. Results in pips per trade after 1.0 pip a round trip; fills at the next bar's first minute. data: 8326700 minutes 2004-01-01 00:03 .. 2026-09-28 15:46 New York; 35378 4-hour bars (first closes 2004-01-01 01:00, 2004-01-01 05:00); green/red crosses from bar 500: 6189 (one every 5.64 bars); EURUSD 1.2593 -> 1.13685 === TDI-X: green/red cross, always in the market === DEV n= 2351 net 4813.80 pips avg 2.05 PF 1.07 t 1.17 VAL n= 1911 net -1085.60 pips avg -0.57 PF 0.97 t -0.45 HOLDOUT n= 1927 net -4197.70 pips avg -2.18 PF 0.88 t -1.97 ALL n=6189 net -469.50 pips avg -0.08 (gross 0.92); PF 1.00 t -0.09; at x1.5 cost -0.58, x2.5 -1.58; swap stress -0.74 pips a trade; drawdown on closed trades -5790.80 pips winners 36.4% (95% 35.2-37.6%); hours held median 20.00; time in the market 98.6%; without the 10 best -5017.80 pips ended by cross 6188, end of data 1; worst open loss: median -28.40 pips, worst -506.00 pips; trades 100+ pips against at some point: 323 longs n=3094 net -505.50 gross 2588.50 | shorts n=3095 net 36.00 gross 3131.00 by year (n, net pips): 2004 189 64.00 | 2005 274 129.00 | 2006 249 819.00 | 2007 269 -395.00 | 2008 268 954.00 | 2009 281 26.30 | 2010 270 1311.40 | 2011 262 1736.90 | 2012 289 168.20 | 2013 270 -1024.40 | 2014 262 -796.10 | 2015 272 1549.10 | 2016 284 -848.40 | 2017 271 534.00 | 2018 262 135.40 | 2019 290 -635.20 | 2020 281 -722.40 | 2021 301 -1064.40 | 2022 286 -2126.10 | 2023 277 580.40 | 2024 284 -871.20 | 2025 280 50.50 | 2026 218 -44.50 control (shifted holdings, 500 runs, 20 s): mean trades 6187.00, median avg -1.02, 5-95% -2.42 .. 0.43; real avg -0.08 at percentile 85.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.97 [PASS] 2 >= 50 trades in each period: 2351 / 1911 / 1927 [FAIL] 3 t >= 2.5 on development: DEV t 1.17 [FAIL] 4 above 95th pct of the control: percentile 85.80 [FAIL] 5 positive without top-10 trades: -5017.80 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -4197.70 pips PF 0.88 VERDICT Buried (1/6 gates) rule 3: 163 trades open across a suspect gap; without them avg -1.05, gates 1/6 -> Buried (verdict unchanged) === TDI-50: green above red, yellow and 50 (or below all three); out at the opposite cross === DEV n= 1460 net 1947.30 pips avg 1.33 PF 1.05 t 0.63 VAL n= 1164 net -2357.50 pips avg -2.03 PF 0.89 t -1.32 HOLDOUT n= 1184 net -2217.90 pips avg -1.87 PF 0.89 t -1.41 ALL n=3808 net -2628.10 pips avg -0.69 (gross 0.31); PF 0.97 t -0.67; at x1.5 cost -1.19, x2.5 -2.19; swap stress -1.29 pips a trade; drawdown on closed trades -5158.20 pips winners 37.0% (95% 35.5-38.6%); hours held median 20.00; time in the market 55.0%; without the 10 best -6515.70 pips ended by cross 3808; worst open loss: median -27.00 pips, worst -332.90 pips; trades 100+ pips against at some point: 192 longs n=1899 net -2277.70 gross -378.70 | shorts n=1909 net -350.40 gross 1558.60 by year (n, net pips): 2004 112 204.00 | 2005 167 313.00 | 2006 164 -246.00 | 2007 164 -76.00 | 2008 164 407.00 | 2009 179 -823.60 | 2010 169 887.00 | 2011 164 996.00 | 2012 177 285.90 | 2013 165 -1244.30 | 2014 163 -1243.50 | 2015 172 853.40 | 2016 172 -959.80 | 2017 164 -135.70 | 2018 157 257.40 | 2019 171 115.00 | 2020 171 307.80 | 2021 188 -929.70 | 2022 172 -653.10 | 2023 172 -9.20 | 2024 175 -949.60 | 2025 174 97.60 | 2026 132 -81.70 control (shifted holdings, 500 runs, 9 s): mean trades 3807.46, median avg -1.04, 5-95% -2.73 .. 0.54; real avg -0.69 at percentile 61.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.89 [PASS] 2 >= 50 trades in each period: 1460 / 1164 / 1184 [FAIL] 3 t >= 2.5 on development: DEV t 0.63 [FAIL] 4 above 95th pct of the control: percentile 61.40 [FAIL] 5 positive without top-10 trades: -6515.70 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -2217.90 pips PF 0.89 VERDICT Buried (1/6 gates) rule 3: 86 trades open across a suspect gap; without them avg -1.51, gates 1/6 -> Buried (verdict unchanged) === TDI-HOOK: enter at the cross, out at the first hook of green or the opposite cross === DEV n= 2351 net 844.50 pips avg 0.36 PF 1.02 t 0.31 VAL n= 1911 net -920.70 pips avg -0.48 PF 0.96 t -0.54 HOLDOUT n= 1927 net -3782.80 pips avg -1.96 PF 0.84 t -2.56 ALL n=6189 net -3859.00 pips avg -0.62 (gross 0.38); PF 0.96 t -1.08; at x1.5 cost -1.12, x2.5 -2.12; swap stress -0.99 pips a trade; drawdown on closed trades -6259.30 pips winners 36.6% (95% 35.4-37.8%); hours held median 8.00; time in the market 49.9%; without the 10 best -7020.60 pips ended by hook 4937, cross 1251, end of data 1; worst open loss: median -19.00 pips, worst -306.20 pips; trades 100+ pips against at some point: 139 longs n=3094 net -2643.90 gross 450.10 | shorts n=3095 net -1215.10 gross 1879.90 by year (n, net pips): 2004 189 129.00 | 2005 274 -833.00 | 2006 249 -119.00 | 2007 269 -1044.00 | 2008 268 1258.00 | 2009 281 -180.10 | 2010 270 1096.60 | 2011 262 253.80 | 2012 289 283.20 | 2013 270 -9.30 | 2014 262 384.10 | 2015 272 400.00 | 2016 284 -452.40 | 2017 271 228.70 | 2018 262 -209.40 | 2019 290 -1262.40 | 2020 281 -638.50 | 2021 301 -330.50 | 2022 286 -2334.00 | 2023 277 428.00 | 2024 284 -346.30 | 2025 280 -185.80 | 2026 218 -375.70 control (shifted holdings, 500 runs, 9 s): mean trades 6187.51, median avg -1.00, 5-95% -2.06 .. -0.10; real avg -0.62 at percentile 75.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.96 [PASS] 2 >= 50 trades in each period: 2351 / 1911 / 1927 [FAIL] 3 t >= 2.5 on development: DEV t 0.31 [FAIL] 4 above 95th pct of the control: percentile 75.80 [FAIL] 5 positive without top-10 trades: -7020.60 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -3782.80 pips PF 0.84 VERDICT Buried (1/6 gates) rule 3: 97 trades open across a suspect gap; without them avg -0.92, gates 1/6 -> Buried (verdict unchanged)