Turtle Trading on daily Bitcoin (spec tt_btc_spec.md). Run 2026-10-14T06:17:28.276Z; 500 control runs per variant; data folder (default) data: 4789278 one-minute bars, 3332 trading days (3331 with at least 30 minutes), 2017-08-17 .. 2026-09-30 === TT-S1-1U: System 1, one unit, long and short === entries: 103; S1 breakouts skipped after a winner 53, failsafe 55-day entries 25; minutes touching both levels 0 DEV n= 36 net 52.33 R avg 1.454 R PF 5.23 t 2.26 VAL n= 29 net 24.00 R avg 0.827 R PF 3.06 t 1.70 HOLDOUT n= 38 net 11.15 R avg 0.293 R PF 1.61 t 0.94 ALL n=103 net 87.48 R avg 0.849 R (gross 0.877 R, cost 0.027 R a trade); $ per bitcoin (all units) 100300.90; PF 3.07 t 2.94 win rate 45/103 = 43.7% (95% Wilson 34.5-53.3%); ended by {"exit":84,"stop":18,"end of data":1}; average units 1.00; average days held 18.35; the 10 best trades 83.42 R longs n=51 net 81.04 R | shorts n=52 net 6.45 R drawdown on closed trades -6.26 R; including open losses -6.81 R financing: scenario A (10% a year) net 80.48 R (avg 0.781); scenario B (today's IC Markets swap) net 78.53 R (avg 0.762) by year (n, net R): 2017 3 8.51 | 2018 9 6.29 | 2019 10 16.88 | 2020 8 21.77 | 2021 12 2.81 | 2022 11 3.04 | 2023 12 17.03 | 2024 14 6.22 | 2025 15 -2.93 | 2026 9 7.86 control (time-shifted entries, 500 runs, 46 s): mean trades 85.98, median avg 0.220 R, 5-95% -0.037 .. 0.481 R; real avg 0.849 R at percentile 100.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 3.06 [FAIL] 2 >= 50 trades in each period: 36 / 29 / 38 [FAIL] 3 t >= 2.5 on development: DEV t 2.26 [PASS] 4 above 95th pct of the control: percentile 100.00 [PASS] 5 positive without top-10 trades: 4.06 R [PASS] 6 holdout net positive (fresh): HOLDOUT net 11.15 R PF 1.61 VERDICT Buried (4/6 gates) rule 3: 16 trades are open across a suspect or unclear gap; without them avg 0.491 R, gates passed 3/6 -> Buried (verdict unchanged) === TT-S1-4U: System 1, pyramiding to 4 units, long and short === entries: 103; S1 breakouts skipped after a winner 53, failsafe 55-day entries 25; minutes touching both levels 0 DEV n= 36 net 186.96 R avg 5.193 R PF 5.53 t 2.09 VAL n= 29 net 44.35 R avg 1.529 R PF 2.35 t 1.30 HOLDOUT n= 38 net 41.04 R avg 1.080 R PF 1.75 t 0.97 ALL n=103 net 272.34 R avg 2.644 R (gross 2.732 R, cost 0.088 R a trade); $ per bitcoin (all units) 278135.02; PF 3.12 t 2.59 win rate 34/103 = 33.0% (95% Wilson 24.7-42.6%); ended by {"stop":50,"exit":52,"end of data":1}; average units 3.19; average days held 13.45; the 10 best trades 291.83 R longs n=51 net 241.45 R | shorts n=52 net 30.90 R drawdown on closed trades -17.82 R; including open losses -20.18 R financing: scenario A (10% a year) net 253.42 R (avg 2.460); scenario B (today's IC Markets swap) net 247.16 R (avg 2.400) by year (n, net R): 2017 3 31.44 | 2018 9 26.63 | 2019 10 61.36 | 2020 8 72.80 | 2021 12 8.86 | 2022 11 12.32 | 2023 12 17.88 | 2024 14 26.53 | 2025 15 -11.48 | 2026 9 26.00 control (time-shifted entries, 500 runs, 46 s): mean trades 87.06, median avg 0.803 R, 5-95% -0.085 .. 1.815 R; real avg 2.644 R at percentile 100.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 2.35 [FAIL] 2 >= 50 trades in each period: 36 / 29 / 38 [FAIL] 3 t >= 2.5 on development: DEV t 2.09 [PASS] 4 above 95th pct of the control: percentile 100.00 [FAIL] 5 positive without top-10 trades: -19.48 R [PASS] 6 holdout net positive (fresh): HOLDOUT net 41.04 R PF 1.75 VERDICT Buried (3/6 gates) rule 3: 12 trades are open across a suspect or unclear gap; without them avg 1.287 R, gates passed 2/6 -> Buried (verdict unchanged) === TT-S2-1U: System 2, one unit, long and short === entries: 62; minutes touching both levels 0 DEV n= 19 net 111.30 R avg 5.858 R PF 14.59 t 1.58 VAL n= 20 net 12.91 R avg 0.646 R PF 2.49 t 1.12 HOLDOUT n= 23 net 8.99 R avg 0.391 R PF 1.72 t 0.90 ALL n=62 net 133.21 R avg 2.148 R (gross 2.179 R, cost 0.031 R a trade); $ per bitcoin (all units) 90254.95; PF 5.55 t 1.82 win rate 30/62 = 48.4% (95% Wilson 36.4-60.6%); ended by {"exit":36,"stop":25,"end of data":1}; average units 1.00; average days held 29.23; the 10 best trades 144.76 R longs n=33 net 126.34 R | shorts n=29 net 6.87 R drawdown on closed trades -5.13 R; including open losses -5.54 R financing: scenario A (10% a year) net 125.68 R (avg 2.027); scenario B (today's IC Markets swap) net 123.01 R (avg 1.984) by year (n, net R): 2017 1 11.04 | 2018 6 3.82 | 2019 4 28.51 | 2020 6 67.92 | 2021 5 1.83 | 2022 8 -0.85 | 2023 9 11.95 | 2024 7 6.01 | 2025 10 -3.59 | 2026 6 6.57 control (time-shifted entries, 500 runs, 48 s): mean trades 48.47, median avg 1.115 R, 5-95% 0.088 .. 2.284 R; real avg 2.148 R at percentile 92.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 2.49 [FAIL] 2 >= 50 trades in each period: 19 / 20 / 23 [FAIL] 3 t >= 2.5 on development: DEV t 1.58 [FAIL] 4 above 95th pct of the control: percentile 92.60 [FAIL] 5 positive without top-10 trades: -11.55 R [PASS] 6 holdout net positive (fresh): HOLDOUT net 8.99 R PF 1.72 VERDICT Buried (2/6 gates) rule 3: 9 trades are open across a suspect or unclear gap; without them avg 0.480 R, gates passed 2/6 -> Buried (verdict unchanged) === TT-S2-4U: System 2, pyramiding to 4 units, long and short === entries: 75; minutes touching both levels 0 DEV n= 22 net 434.46 R avg 19.748 R PF 18.08 t 1.54 VAL n= 25 net 40.39 R avg 1.616 R PF 2.42 t 0.94 HOLDOUT n= 28 net 38.16 R avg 1.363 R PF 2.19 t 1.12 ALL n=75 net 513.02 R avg 6.840 R (gross 6.933 R, cost 0.093 R a trade); $ per bitcoin (all units) 331469.74; PF 6.97 t 1.76 win rate 23/75 = 30.7% (95% Wilson 21.4-41.8%); ended by {"exit":30,"stop":44,"end of data":1}; average units 2.97; average days held 21.13; the 10 best trades 564.04 R longs n=39 net 492.95 R | shorts n=36 net 20.06 R drawdown on closed trades -16.25 R; including open losses -17.21 R financing: scenario A (10% a year) net 487.29 R (avg 6.497); scenario B (today's IC Markets swap) net 475.56 R (avg 6.341) by year (n, net R): 2017 1 42.65 | 2018 6 18.95 | 2019 5 111.37 | 2020 8 260.57 | 2021 6 0.68 | 2022 8 1.76 | 2023 13 38.87 | 2024 8 31.48 | 2025 14 -13.88 | 2026 6 20.56 control (time-shifted entries, 500 runs, 48 s): mean trades 54.15, median avg 3.483 R, 5-95% 0.097 .. 7.914 R; real avg 6.840 R at percentile 88.80 [PASS] 1 PF >= 1.2 in validation: VAL PF 2.42 [FAIL] 2 >= 50 trades in each period: 22 / 25 / 28 [FAIL] 3 t >= 2.5 on development: DEV t 1.54 [FAIL] 4 above 95th pct of the control: percentile 88.80 [FAIL] 5 positive without top-10 trades: -51.02 R [PASS] 6 holdout net positive (fresh): HOLDOUT net 38.16 R PF 2.19 VERDICT Buried (2/6 gates) rule 3: 9 trades are open across a suspect or unclear gap; without them avg 1.529 R, gates passed 2/6 -> Buried (verdict unchanged) buy and hold over the same data, for reference: 4261.48 -> 83623.6 = +79362.12 (no financing)