RIP Backtest protocol v1.0 - Round 2: RSI(2) Dip Buyer with a fixed stop and target. Run 2026-10-07T16:29:30.784Z

=== A2: long + short, stop 1.5 ATR, target 3 ATR, 24-bar limit ===
  DEV      n= 448 net   13,041 $ (gross   26,821) PF 1.05 t  0.40 win 37% avg 29 $ maxDD -33,644 $
  VAL      n= 134 net   -6,037 $ (gross   -1,915) PF 0.93 t -0.38 win 34% avg -45 $ maxDD -17,763 $
  HOLDOUT  n= 164 net   -3,378 $ (gross    1,666) PF 0.97 t -0.14 win 37% avg -21 $ maxDD -25,706 $
  ALL      n= 746 net    3,625 $ (gross   26,572) PF 1.01 t  0.08 win 36% avg 5 $ maxDD -35,982 $
  longs    n= 453 net   16,239 $ (gross   30,173) PF 1.07 t  0.64 win 38% avg 36 $ maxDD -25,306 $
  shorts   n= 293 net  -12,614 $ (gross   -3,601) PF 0.95 t -0.36 win 33% avg -43 $ maxDD -37,809 $
  by year: 2020 n104 PF 1.43 25,862 | 2021 n129 PF 0.90 -6,365 | 2022 n111 PF 0.87 -12,970 | 2023 n104 PF 1.14 6,514 | 2024 n107 PF 1.00 150 | 2025 n118 PF 0.91 -7,998 | 2026 n73 PF 0.97 -1,567
  exits: {"stop":444,"target":209,"weekend":57,"time":36}; avg bars held 9.4; costs/trade ~ 30.8 $; longest time under water 1700 days
  Random control: p=0.07369; 500 runs; trade count mean 713 (real 746); avg net $/trade random median -36.4, 5th -123.6, 95th 59.6; real 4.9 -> percentile 76.8
  Bootstrap 95% CI mean $/trade: [-106.9, 124.7], P(mean<=0) = 46.4%; net without 10 best trades -54,057 $
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.93
  [PASS] 2 >= 50 trades in each period: 448 / 134 / 164
  [FAIL] 3 t >= 2.0 on development: DEV t 0.40
  [FAIL] 4 above 95th pct of random runs: percentile 76.8
  [FAIL] 5 positive without top-10 trades: -54,057 $
  [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -3,378 $ PF 0.97
  -> A2: 5 gate(s) failed

=== B2: long only, stop 1.5 ATR, target 3 ATR, 24-bar limit ===
  DEV      n= 264 net    9,804 $ (gross   17,925) PF 1.08 t  0.53 win 40% avg 37 $ maxDD -25,306 $
  VAL      n=  76 net   -6,176 $ (gross   -3,839) PF 0.82 t -0.75 win 34% avg -81 $ maxDD -8,861 $
  HOLDOUT  n= 113 net   12,611 $ (gross   16,087) PF 1.20 t  0.81 win 38% avg 112 $ maxDD -12,400 $
  ALL      n= 453 net   16,239 $ (gross   30,173) PF 1.07 t  0.64 win 38% avg 36 $ maxDD -25,306 $
  longs    n= 453 net   16,239 $ (gross   30,173) PF 1.07 t  0.64 win 38% avg 36 $ maxDD -25,306 $
  by year: 2020 n71 PF 1.55 16,233 | 2021 n82 PF 1.09 2,709 | 2022 n47 PF 0.62 -14,977 | 2023 n64 PF 1.23 5,839 | 2024 n65 PF 0.91 -2,429 | 2025 n81 PF 1.20 8,543 | 2026 n43 PF 1.01 321
  exits: {"stop":267,"target":126,"weekend":32,"time":28}; avg bars held 9.2; costs/trade ~ 30.8 $; longest time under water 1614 days
  Random control: p=0.04117; 500 runs; trade count mean 429 (real 453); avg net $/trade random median -0.8, 5th -101.8, 95th 106.5; real 35.8 -> percentile 71.6
  Bootstrap 95% CI mean $/trade: [-70.3, 148.0], P(mean<=0) = 25.3%; net without 10 best trades -20,221 $
  [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.82
  [PASS] 2 >= 50 trades in each period: 264 / 76 / 113
  [FAIL] 3 t >= 2.0 on development: DEV t 0.53
  [FAIL] 4 above 95th pct of random runs: percentile 71.6
  [FAIL] 5 positive without top-10 trades: -20,221 $
  [PASS] 6 holdout net positive (flagged used): HOLDOUT net 12,611 $ PF 1.20
  -> B2: 4 gate(s) failed