Turtle Trading on daily EUR/USD (spec tt_eur_spec.md). Run 2026-10-11T06:59:42.099Z; 500 control runs per variant; data folder (default) data: 8326700 one-minute bars, 5908 trading days (5906 with at least 30 minutes), 2004-01-01 .. 2026-09-28 === TT-S1-1U: System 1, one unit, long and short === entries: 202; S1 breakouts skipped after a winner 94, failsafe 55-day entries 36; minutes touching both levels 0 DEV n= 67 net 26.89 R avg 0.401 R PF 2.08 t 2.26 VAL n= 74 net -6.21 R avg -0.084 R PF 0.82 t -0.52 HOLDOUT n= 61 net 4.96 R avg 0.081 R PF 1.20 t 0.62 ALL n=202 net 25.64 R avg 0.127 R (gross 0.133 R, cost 0.006 R a trade); pips (all units) 4879.13; PF 1.31 t 1.37 win rate 78/202 = 38.6% (95% Wilson 32.2-45.5%); ended by {"exit":165,"stop":37}; average units 1.00; average days held 22.97; the 10 best trades 39.88 R longs n=104 net 5.38 R | shorts n=98 net 20.26 R drawdown on closed trades -17.26 R; including open losses -17.62 R financing: scenario A (2% a year) net 7.80 R (avg 0.039); scenario B (today's IC Markets swap) net 16.74 R (avg 0.083) by year (n, net R): 2004 7 1.78 | 2005 5 2.37 | 2006 9 2.48 | 2007 6 6.08 | 2008 10 3.63 | 2009 8 -0.88 | 2010 7 7.49 | 2011 8 2.07 | 2012 7 1.86 | 2013 11 -2.37 | 2014 8 10.57 | 2015 6 -1.75 | 2016 12 -2.09 | 2017 10 4.81 | 2018 12 -5.88 | 2019 15 -9.49 | 2020 9 1.90 | 2021 8 2.09 | 2022 12 -2.21 | 2023 7 1.48 | 2024 12 -1.31 | 2025 9 0.90 | 2026 4 2.10 control (time-shifted entries, 500 runs, 78 s): mean trades 166.43, median avg -0.018 R, 5-95% -0.135 .. 0.096 R; real avg 0.127 R at percentile 97.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.82 [PASS] 2 >= 50 trades in each period: 67 / 74 / 61 [FAIL] 3 t >= 2.5 on development: DEV t 2.26 [PASS] 4 above 95th pct of the control: percentile 97.60 [FAIL] 5 positive without top-10 trades: -14.24 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 4.96 R PF 1.20 VERDICT Buried (3/6 gates) rule 3: 29 trades are open across a suspect or unclear gap; without them avg -0.012 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S1-4U: System 1, pyramiding to 4 units, long and short === entries: 203; S1 breakouts skipped after a winner 95, failsafe 55-day entries 36; minutes touching both levels 0 DEV n= 67 net 65.65 R avg 0.980 R PF 1.86 t 1.74 VAL n= 74 net -18.93 R avg -0.256 R PF 0.83 t -0.45 HOLDOUT n= 62 net -20.83 R avg -0.336 R PF 0.74 t -1.01 ALL n=203 net 25.89 R avg 0.128 R (gross 0.146 R, cost 0.018 R a trade); pips (all units) 8761.00; PF 1.10 t 0.43 win rate 50/203 = 24.6% (95% Wilson 19.2-31.0%); ended by {"stop":101,"exit":102}; average units 3.05; average days held 16.62; the 10 best trades 141.12 R longs n=104 net -11.37 R | shorts n=99 net 37.26 R drawdown on closed trades -68.26 R; including open losses -68.43 R financing: scenario A (2% a year) net -20.51 R (avg -0.101); scenario B (today's IC Markets swap) net 4.21 R (avg 0.021) by year (n, net R): 2004 7 1.35 | 2005 5 4.16 | 2006 9 -4.05 | 2007 6 9.75 | 2008 10 22.20 | 2009 8 -1.11 | 2010 7 25.21 | 2011 8 10.13 | 2012 7 -2.00 | 2013 11 -17.77 | 2014 8 40.98 | 2015 6 -2.33 | 2016 12 -11.23 | 2017 10 8.13 | 2018 12 -10.16 | 2019 15 -26.55 | 2020 10 1.51 | 2021 8 2.14 | 2022 12 -3.28 | 2023 7 -3.06 | 2024 12 -13.79 | 2025 9 -7.32 | 2026 4 2.98 control (time-shifted entries, 500 runs, 74 s): mean trades 168.97, median avg -0.059 R, 5-95% -0.391 .. 0.323 R; real avg 0.128 R at percentile 79.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.83 [PASS] 2 >= 50 trades in each period: 67 / 74 / 62 [FAIL] 3 t >= 2.5 on development: DEV t 1.74 [FAIL] 4 above 95th pct of the control: percentile 79.80 [FAIL] 5 positive without top-10 trades: -115.23 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -20.83 R PF 0.74 VERDICT Buried (1/6 gates) rule 3: 23 trades are open across a suspect or unclear gap; without them avg -0.331 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S2-1U: System 2, one unit, long and short === entries: 122; minutes touching both levels 0 DEV n= 42 net 15.08 R avg 0.359 R PF 1.72 t 1.44 VAL n= 38 net 8.02 R avg 0.211 R PF 1.28 t 0.30 HOLDOUT n= 42 net -8.01 R avg -0.191 R PF 0.67 t -1.02 ALL n=122 net 15.10 R avg 0.124 R (gross 0.130 R, cost 0.006 R a trade); pips (all units) 1679.93; PF 1.21 t 0.51 win rate 36/122 = 29.5% (95% Wilson 22.1-38.1%); ended by {"stop":56,"exit":66}; average units 1.00; average days held 35.01; the 10 best trades 57.99 R longs n=59 net 3.33 R | shorts n=63 net 11.76 R drawdown on closed trades -22.34 R; including open losses -22.88 R financing: scenario A (2% a year) net -2.20 R (avg -0.018); scenario B (today's IC Markets swap) net 7.17 R (avg 0.059) by year (n, net R): 2004 4 1.11 | 2005 6 -1.63 | 2006 6 -0.86 | 2007 4 3.54 | 2008 5 4.14 | 2009 4 3.14 | 2010 3 4.12 | 2011 6 -1.84 | 2012 4 3.37 | 2013 6 -4.40 | 2014 4 22.20 | 2015 4 -2.55 | 2016 6 -3.36 | 2017 4 6.55 | 2018 5 -2.05 | 2019 9 -8.38 | 2020 6 0.57 | 2021 6 -0.88 | 2022 9 -3.01 | 2023 6 -3.08 | 2024 6 -0.95 | 2025 5 1.14 | 2026 4 -1.80 control (time-shifted entries, 500 runs, 77 s): mean trades 98.17, median avg 0.079 R, 5-95% -0.152 .. 0.318 R; real avg 0.124 R at percentile 60.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.28 [FAIL] 2 >= 50 trades in each period: 42 / 38 / 42 [FAIL] 3 t >= 2.5 on development: DEV t 1.44 [FAIL] 4 above 95th pct of the control: percentile 60.00 [FAIL] 5 positive without top-10 trades: -42.89 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -8.01 R PF 0.67 VERDICT Buried (1/6 gates) rule 3: 24 trades are open across a suspect or unclear gap; without them avg -0.329 R, gates passed 0/6 -> Buried (verdict unchanged) === TT-S2-4U: System 2, pyramiding to 4 units, long and short === entries: 136; minutes touching both levels 0 DEV n= 45 net 58.61 R avg 1.302 R PF 2.13 t 1.81 VAL n= 45 net 55.42 R avg 1.232 R PF 1.76 t 0.55 HOLDOUT n= 46 net -32.29 R avg -0.702 R PF 0.58 t -1.34 ALL n=136 net 81.74 R avg 0.601 R (gross 0.619 R, cost 0.018 R a trade); pips (all units) 11163.48; PF 1.41 t 0.76 win rate 29/136 = 21.3% (95% Wilson 15.3-28.9%); ended by {"stop":92,"exit":44}; average units 3.04; average days held 25.58; the 10 best trades 209.70 R longs n=64 net 26.45 R | shorts n=72 net 55.29 R drawdown on closed trades -60.11 R; including open losses -60.43 R financing: scenario A (2% a year) net 29.96 R (avg 0.220); scenario B (today's IC Markets swap) net 58.14 R (avg 0.427) by year (n, net R): 2004 4 7.38 | 2005 6 -0.21 | 2006 6 2.75 | 2007 4 13.99 | 2008 5 15.70 | 2009 4 3.41 | 2010 5 15.80 | 2011 7 -7.99 | 2012 4 7.78 | 2013 7 -12.11 | 2014 4 91.11 | 2015 4 -4.93 | 2016 8 -12.05 | 2017 5 12.00 | 2018 6 1.14 | 2019 11 -19.73 | 2020 6 7.06 | 2021 7 -9.12 | 2022 9 -7.39 | 2023 6 -9.90 | 2024 8 -9.58 | 2025 5 6.77 | 2026 5 -10.11 control (time-shifted entries, 500 runs, 73 s): mean trades 109.56, median avg 0.265 R, 5-95% -0.550 .. 1.086 R; real avg 0.601 R at percentile 69.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.76 [FAIL] 2 >= 50 trades in each period: 45 / 45 / 46 [FAIL] 3 t >= 2.5 on development: DEV t 1.81 [FAIL] 4 above 95th pct of the control: percentile 69.60 [FAIL] 5 positive without top-10 trades: -127.96 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -32.29 R PF 0.58 VERDICT Buried (1/6 gates) rule 3: 20 trades are open across a suspect or unclear gap; without them avg -0.660 R, gates passed 0/6 -> Buried (verdict unchanged) buy and hold over the same data, for reference: 1.2593 -> 1.13685 = -0.12245 (no financing)