Turtle Trading on daily EUR/USD (spec tt_eur_spec.md). Run 2026-10-11T07:04:46.826Z; 500 control runs per variant; data folder: a corrected copy of the MT4 history (see the clock audit); S1 breakouts skipped after a winner 95, failsafe 55-day entries 37; minutes touching both levels 0 DEV n= 70 net 26.91 R avg 0.384 R PF 2.02 t 2.20 VAL n= 74 net -6.03 R avg -0.081 R PF 0.82 t -0.51 HOLDOUT n= 61 net 4.96 R avg 0.081 R PF 1.20 t 0.62 ALL n=205 net 25.83 R avg 0.126 R (gross 0.132 R, cost 0.006 R a trade); pips (all units) 5023.30; PF 1.31 t 1.37 win rate 79/205 = 38.5% (95% Wilson 32.1-45.4%); ended by {"exit":167,"stop":38}; average units 1.00; average days held 22.72; the 10 best trades 40.46 R longs n=107 net 4.43 R | shorts n=98 net 21.40 R drawdown on closed trades -17.11 R; including open losses -17.47 R financing: scenario A (2% a year) net 7.82 R (avg 0.038); scenario B (today's IC Markets swap) net 16.81 R (avg 0.082) by year (n, net R): 2004 9 1.60 | 2005 6 2.06 | 2006 9 2.94 | 2007 6 6.10 | 2008 10 3.66 | 2009 8 -0.89 | 2010 7 7.50 | 2011 8 2.06 | 2012 7 1.87 | 2013 11 -2.34 | 2014 8 10.56 | 2015 6 -1.75 | 2016 12 -2.09 | 2017 10 4.81 | 2018 12 -5.72 | 2019 15 -9.49 | 2020 9 1.90 | 2021 8 2.10 | 2022 12 -2.21 | 2023 7 1.47 | 2024 12 -1.31 | 2025 9 0.90 | 2026 4 2.10 control (time-shifted entries, 500 runs, 73 s): mean trades 168.92, median avg -0.024 R, 5-95% -0.138 .. 0.108 R; real avg 0.126 R at percentile 97.20 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.82 [PASS] 2 >= 50 trades in each period: 70 / 74 / 61 [FAIL] 3 t >= 2.5 on development: DEV t 2.20 [PASS] 4 above 95th pct of the control: percentile 97.20 [FAIL] 5 positive without top-10 trades: -14.63 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 4.96 R PF 1.20 VERDICT Buried (3/6 gates) rule 3: 28 trades are open across a suspect or unclear gap; without them avg -0.019 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S1-4U: System 1, pyramiding to 4 units, long and short === entries: 206; S1 breakouts skipped after a winner 96, failsafe 55-day entries 37; minutes touching both levels 0 DEV n= 70 net 70.05 R avg 1.001 R PF 1.89 t 1.81 VAL n= 74 net -18.61 R avg -0.251 R PF 0.83 t -0.45 HOLDOUT n= 62 net -20.84 R avg -0.336 R PF 0.74 t -1.01 ALL n=206 net 30.59 R avg 0.149 R (gross 0.167 R, cost 0.018 R a trade); pips (all units) 10318.30; PF 1.11 t 0.50 win rate 51/206 = 24.8% (95% Wilson 19.4-31.1%); ended by {"stop":103,"exit":103}; average units 3.04; average days held 16.54; the 10 best trades 143.49 R longs n=107 net -13.39 R | shorts n=99 net 43.98 R drawdown on closed trades -68.22 R; including open losses -68.39 R financing: scenario A (2% a year) net -16.42 R (avg -0.080); scenario B (today's IC Markets swap) net 8.63 R (avg 0.042) by year (n, net R): 2004 9 7.63 | 2005 6 1.01 | 2006 9 -2.99 | 2007 6 9.80 | 2008 10 22.33 | 2009 8 -1.13 | 2010 7 25.25 | 2011 8 10.11 | 2012 7 -1.96 | 2013 11 -17.46 | 2014 8 40.94 | 2015 6 -2.33 | 2016 12 -11.23 | 2017 10 8.13 | 2018 12 -10.11 | 2019 15 -26.55 | 2020 10 1.51 | 2021 8 2.14 | 2022 12 -3.28 | 2023 7 -3.08 | 2024 12 -13.80 | 2025 9 -7.32 | 2026 4 2.98 control (time-shifted entries, 500 runs, 73 s): mean trades 171.65, median avg -0.082 R, 5-95% -0.402 .. 0.353 R; real avg 0.149 R at percentile 82.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.83 [PASS] 2 >= 50 trades in each period: 70 / 74 / 62 [FAIL] 3 t >= 2.5 on development: DEV t 1.81 [FAIL] 4 above 95th pct of the control: percentile 82.40 [FAIL] 5 positive without top-10 trades: -112.90 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -20.84 R PF 0.74 VERDICT Buried (1/6 gates) rule 3: 23 trades are open across a suspect or unclear gap; without them avg -0.338 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S2-1U: System 2, one unit, long and short === entries: 124; minutes touching both levels 0 DEV n= 44 net 14.66 R avg 0.333 R PF 1.65 t 1.33 VAL n= 38 net 8.00 R avg 0.211 R PF 1.28 t 0.30 HOLDOUT n= 42 net -8.00 R avg -0.191 R PF 0.67 t -1.02 ALL n=124 net 14.66 R avg 0.118 R (gross 0.124 R, cost 0.006 R a trade); pips (all units) 1668.36; PF 1.19 t 0.50 win rate 36/124 = 29.0% (95% Wilson 21.8-37.6%); ended by {"stop":57,"exit":67}; average units 1.00; average days held 34.56; the 10 best trades 59.06 R longs n=61 net 2.54 R | shorts n=63 net 12.12 R drawdown on closed trades -22.33 R; including open losses -22.88 R financing: scenario A (2% a year) net -2.85 R (avg -0.023); scenario B (today's IC Markets swap) net 6.53 R (avg 0.053) by year (n, net R): 2004 4 2.31 | 2005 7 -2.49 | 2006 7 -1.68 | 2007 4 3.58 | 2008 5 4.16 | 2009 4 3.14 | 2010 3 4.13 | 2011 6 -1.87 | 2012 4 3.39 | 2013 6 -4.41 | 2014 4 22.18 | 2015 4 -2.55 | 2016 6 -3.36 | 2017 4 6.55 | 2018 5 -2.04 | 2019 9 -8.38 | 2020 6 0.57 | 2021 6 -0.88 | 2022 9 -3.01 | 2023 6 -3.07 | 2024 6 -0.95 | 2025 5 1.14 | 2026 4 -1.80 control (time-shifted entries, 500 runs, 74 s): mean trades 99.72, median avg 0.084 R, 5-95% -0.160 .. 0.326 R; real avg 0.118 R at percentile 60.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.28 [FAIL] 2 >= 50 trades in each period: 44 / 38 / 42 [FAIL] 3 t >= 2.5 on development: DEV t 1.33 [FAIL] 4 above 95th pct of the control: percentile 60.00 [FAIL] 5 positive without top-10 trades: -44.40 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -8.00 R PF 0.67 VERDICT Buried (1/6 gates) rule 3: 24 trades are open across a suspect or unclear gap; without them avg -0.330 R, gates passed 0/6 -> Buried (verdict unchanged) === TT-S2-4U: System 2, pyramiding to 4 units, long and short === entries: 139; minutes touching both levels 0 DEV n= 48 net 56.51 R avg 1.177 R PF 1.98 t 1.66 VAL n= 45 net 55.38 R avg 1.231 R PF 1.76 t 0.55 HOLDOUT n= 46 net -32.28 R avg -0.702 R PF 0.58 t -1.34 ALL n=139 net 79.61 R avg 0.573 R (gross 0.591 R, cost 0.018 R a trade); pips (all units) 10803.24; PF 1.38 t 0.74 win rate 29/139 = 20.9% (95% Wilson 14.9-28.4%); ended by {"stop":95,"exit":44}; average units 3.04; average days held 25.12; the 10 best trades 212.67 R longs n=67 net 24.55 R | shorts n=72 net 55.06 R drawdown on closed trades -60.10 R; including open losses -60.42 R financing: scenario A (2% a year) net 27.24 R (avg 0.196); scenario B (today's IC Markets swap) net 55.78 R (avg 0.401) by year (n, net R): 2004 5 7.55 | 2005 7 -1.49 | 2006 7 1.52 | 2007 4 14.12 | 2008 5 15.77 | 2009 4 3.39 | 2010 5 15.81 | 2011 7 -8.00 | 2012 4 7.85 | 2013 7 -12.11 | 2014 4 91.02 | 2015 4 -4.93 | 2016 8 -12.05 | 2017 5 12.01 | 2018 6 1.17 | 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 111.96, median avg 0.225 R, 5-95% -0.549 .. 1.039 R; real avg 0.573 R at percentile 73.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.76 [FAIL] 2 >= 50 trades in each period: 48 / 45 / 46 [FAIL] 3 t >= 2.5 on development: DEV t 1.66 [FAIL] 4 above 95th pct of the control: percentile 73.00 [FAIL] 5 positive without top-10 trades: -133.06 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -32.28 R PF 0.58 VERDICT Buried (1/6 gates) rule 3: 20 trades are open across a suspect or unclear gap; without them avg -0.665 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)