Trading Made Simple (TDI + Heikin Ashi + Stochastics 8,3,3) on EURUSD (spec tms_spec.md). Run 2026-10-22T11:53:43.231Z; 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; EURUSD 1.2593 -> 1.13685 TMS-4H-NIGHT: 35378 bars; entries by cross 1069, by bounce 270 === TMS-4H-NIGHT: 4-hour bars, entries on the 01:00 and 05:00 New York candles only, all closed at 09:00 (the author's night routine) === DEV n= 508 net 868.40 pips avg 1.71 PF 1.11 t 0.83 VAL n= 424 net -697.20 pips avg -1.64 PF 0.86 t -1.05 HOLDOUT n= 407 net -689.20 pips avg -1.69 PF 0.84 t -1.25 ALL n=1339 net -518.00 pips avg -0.39 (gross 0.61); PF 0.97 t -0.38; at x1.5 cost -0.89, x2.5 -1.89; swap stress -0.39 pips a trade; drawdown on closed trades -1977.20 pips winners 46.2% (95% 43.5-48.8%); hours held median 4.00; time in the market 3.4%; without the 10 best -1805.60 pips ended by 6am close 874, hook 253, cross 148, flat 64; worst open loss: median -19.10 pips, worst -276.70 pips; trades 100+ pips against at some point: 27 longs n=690 net 231.50 gross 921.50 | shorts n=649 net -749.50 gross -100.50 by year (n, net pips): 2004 50 -151.00 | 2005 67 521.00 | 2006 60 -67.00 | 2007 75 265.00 | 2008 53 -234.00 | 2009 54 125.40 | 2010 44 277.70 | 2011 49 452.50 | 2012 56 -321.20 | 2013 76 247.80 | 2014 68 -216.50 | 2015 60 -279.40 | 2016 59 -250.70 | 2017 46 -104.40 | 2018 52 70.70 | 2019 63 -164.70 | 2020 64 -77.50 | 2021 56 -39.80 | 2022 55 -556.50 | 2023 54 192.00 | 2024 61 27.70 | 2025 71 -153.30 | 2026 46 -81.80 control (shifted holdings, 500 runs, 3 s): mean trades 940.28, median avg -0.98, 5-95% -3.22 .. 0.98; real avg -0.39 at percentile 66.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.86 [PASS] 2 >= 50 trades in each period: 508 / 424 / 407 [FAIL] 3 t >= 2.5 on development: DEV t 0.83 [FAIL] 4 above 95th pct of the control: percentile 66.20 [FAIL] 5 positive without top-10 trades: -1805.60 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -689.20 pips PF 0.84 VERDICT Buried (1/6 gates) rule 3: 2 trades open across a suspect gap; without them avg -0.34, gates 1/6 -> Buried (verdict unchanged) TMS-4H: 35378 bars; entries by cross 2810, by bounce 676 === TMS-4H: 4-hour bars, the same rules at any hour, no forced close === DEV n= 1324 net 4484.60 pips avg 3.39 PF 1.19 t 2.06 VAL n= 1081 net 522.50 pips avg 0.48 PF 1.04 t 0.40 HOLDOUT n= 1081 net -3102.90 pips avg -2.87 PF 0.78 t -2.83 ALL n=3486 net 1904.20 pips avg 0.55 (gross 1.55); PF 1.04 t 0.69; at x1.5 cost 0.05, x2.5 -0.95; swap stress 0.17 pips a trade; drawdown on closed trades -4109.80 pips winners 40.0% (95% 38.4-41.7%); hours held median 8.00; time in the market 27.4%; without the 10 best -903.30 pips ended by hook 2415, flat 605, cross 466; worst open loss: median -19.00 pips, worst -276.70 pips; trades 100+ pips against at some point: 91 longs n=1735 net 1745.20 gross 3480.20 | shorts n=1751 net 159.00 gross 1910.00 by year (n, net pips): 2004 117 80.00 | 2005 156 697.00 | 2006 155 276.00 | 2007 161 61.00 | 2008 146 1854.00 | 2009 161 1011.00 | 2010 135 422.00 | 2011 147 -137.20 | 2012 146 220.80 | 2013 157 473.30 | 2014 141 -435.30 | 2015 155 512.60 | 2016 158 -120.90 | 2017 154 650.80 | 2018 148 124.40 | 2019 168 -682.40 | 2020 166 -246.30 | 2021 156 -518.70 | 2022 152 -1670.70 | 2023 151 -347.90 | 2024 167 18.00 | 2025 170 -149.20 | 2026 119 -188.10 control (shifted holdings, 500 runs, 6 s): mean trades 2440.09, median avg -0.99, 5-95% -2.59 .. 0.61; real avg 0.55 at percentile 94.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.04 [PASS] 2 >= 50 trades in each period: 1324 / 1081 / 1081 [FAIL] 3 t >= 2.5 on development: DEV t 2.06 [FAIL] 4 above 95th pct of the control: percentile 94.20 [FAIL] 5 positive without top-10 trades: -903.30 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -3102.90 pips PF 0.78 VERDICT Buried (1/6 gates) rule 3: 55 trades open across a suspect gap; without them avg 0.26, gates 1/6 -> Buried (verdict unchanged) TMS-1H-US: 141042 bars; entries by cross 1890, by bounce 283 === TMS-1H-US: 1-hour bars, entries in the first three hours of the US session === DEV n= 869 net -1615.50 pips avg -1.86 PF 0.86 t -1.55 VAL n= 674 net -211.70 pips avg -0.31 PF 0.97 t -0.28 HOLDOUT n= 630 net -332.10 pips avg -0.53 PF 0.94 t -0.55 ALL n=2173 net -2159.30 pips avg -0.99 (gross 0.01); PF 0.91 t -1.52; at x1.5 cost -1.49, x2.5 -2.49; swap stress -1.01 pips a trade; drawdown on closed trades -2502.70 pips winners 38.7% (95% 36.7-40.8%); hours held median 2.00; time in the market 3.1%; without the 10 best -3971.90 pips ended by hook 1605, flat 260, cross 308; worst open loss: median -14.00 pips, worst -164.40 pips; trades 100+ pips against at some point: 13 longs n=1104 net -124.30 gross 979.70 | shorts n=1069 net -2035.00 gross -966.00 by year (n, net pips): 2004 96 -133.00 | 2005 97 -553.00 | 2006 104 -833.00 | 2007 100 50.00 | 2008 83 191.00 | 2009 99 97.70 | 2010 91 -453.50 | 2011 103 -79.60 | 2012 96 97.90 | 2013 110 -19.40 | 2014 106 -233.50 | 2015 98 -165.60 | 2016 81 -43.80 | 2017 92 -133.30 | 2018 88 219.60 | 2019 99 164.30 | 2020 92 305.60 | 2021 94 -406.80 | 2022 97 -311.70 | 2023 94 150.90 | 2024 101 -197.80 | 2025 84 -132.70 | 2026 68 260.40 control (shifted holdings, 500 runs, 11 s): mean trades 1535.70, median avg -0.99, 5-95% -2.33 .. 0.30; real avg -0.99 at percentile 49.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.97 [PASS] 2 >= 50 trades in each period: 869 / 674 / 630 [FAIL] 3 t >= 2.5 on development: DEV t -1.55 [FAIL] 4 above 95th pct of the control: percentile 49.80 [FAIL] 5 positive without top-10 trades: -3971.90 pips [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -332.10 pips PF 0.94 VERDICT Buried (1/6 gates) rule 3: 4 trades open across a suspect gap; without them avg -0.97, gates 1/6 -> Buried (verdict unchanged)