Turtle Trading on daily gold (spec tt_spec.md). Run 2026-10-09T17:58:10.390Z; 500 control runs per variant; data folder: a corrected copy of the MT4 history (see the clock audit); S1 breakouts skipped after a winner 102, failsafe 55-day entries 44; minutes touching both levels 0 DEV n= 71 net 7.61 R avg 0.107 R PF 1.27 t 0.75 VAL n= 61 net 11.15 R avg 0.183 R PF 1.50 t 1.09 HOLDOUT n= 57 net 14.51 R avg 0.255 R PF 1.60 t 1.12 ALL n=189 net 33.26 R avg 0.176 R (gross 0.186 R, cost 0.010 R a trade); $ per ounce 1155.53; PF 1.44 t 1.73 win rate 84/189 = 44.4% (95% Wilson 37.5-51.6%); ended by {"exit":155,"stop":34}; average units 1.00; average days held 23.50; the 10 best trades 44.34 R longs n=106 net 47.63 R | shorts n=83 net -14.37 R drawdown on closed trades -6.54 R; including open losses -6.93 R financing: scenario A (3% a year) net 19.59 R (avg 0.104); scenario B (today's IC Markets swap) net -1.51 R (avg -0.008) by year (n, net R): 2004 4 0.60 | 2005 9 1.98 | 2006 7 3.69 | 2007 8 2.45 | 2008 11 -2.19 | 2009 7 3.82 | 2010 11 -2.95 | 2011 9 -2.59 | 2012 5 2.79 | 2013 8 -0.54 | 2014 6 2.07 | 2015 12 -3.78 | 2016 7 5.86 | 2017 9 0.37 | 2018 9 1.36 | 2019 10 5.80 | 2020 9 -2.20 | 2021 9 -0.91 | 2022 8 5.64 | 2023 7 0.35 | 2024 11 2.49 | 2025 9 9.36 | 2026 4 -0.23 control (time-shifted entries, 500 runs, 66 s): mean trades 155.16, median avg 0.048 R, 5-95% -0.068 .. 0.181 R; real avg 0.176 R at percentile 94.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.50 [PASS] 2 >= 50 trades in each period: 71 / 61 / 57 [FAIL] 3 t >= 2.0 on development: DEV t 0.75 [FAIL] 4 above 95th pct of the control: percentile 94.60 [FAIL] 5 positive without top-10 trades: -11.08 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 14.51 R PF 1.60 VERDICT Buried (3/6 gates) rule 3: 96 trades are open across a suspect or unclear gap; without them avg -0.016 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S1-4U: System 1, pyramiding to 4 units, long and short === entries: 189; S1 breakouts skipped after a winner 102, failsafe 55-day entries 44; minutes touching both levels 0 DEV n= 71 net 5.63 R avg 0.079 R PF 1.07 t 0.18 VAL n= 61 net 26.19 R avg 0.429 R PF 1.34 t 0.76 HOLDOUT n= 57 net 47.68 R avg 0.837 R PF 1.72 t 1.06 ALL n=189 net 79.51 R avg 0.421 R (gross 0.453 R, cost 0.032 R a trade); $ per ounce 3116.05; PF 1.36 t 1.24 win rate 56/189 = 29.6% (95% Wilson 23.6-36.5%); ended by {"stop":78,"exit":111}; average units 3.17; average days held 18.46; the 10 best trades 162.35 R longs n=106 net 128.63 R | shorts n=83 net -49.13 R drawdown on closed trades -22.01 R; including open losses -23.03 R financing: scenario A (3% a year) net 39.23 R (avg 0.208); scenario B (today's IC Markets swap) net -27.95 R (avg -0.148) by year (n, net R): 2004 4 -9.15 | 2005 9 4.72 | 2006 7 16.14 | 2007 8 4.29 | 2008 11 -12.70 | 2009 7 7.55 | 2010 11 -5.83 | 2011 9 -6.80 | 2012 5 7.43 | 2013 8 -3.61 | 2014 6 3.95 | 2015 12 -5.89 | 2016 7 14.88 | 2017 9 -7.36 | 2018 9 7.50 | 2019 10 16.73 | 2020 9 -4.24 | 2021 9 -10.89 | 2022 8 19.87 | 2023 7 -6.51 | 2024 11 18.43 | 2025 9 30.74 | 2026 4 0.30 control (time-shifted entries, 500 runs, 61 s): mean trades 157.21, median avg 0.188 R, 5-95% -0.198 .. 0.582 R; real avg 0.421 R at percentile 82.00 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.34 [PASS] 2 >= 50 trades in each period: 71 / 61 / 57 [FAIL] 3 t >= 2.0 on development: DEV t 0.18 [FAIL] 4 above 95th pct of the control: percentile 82.00 [FAIL] 5 positive without top-10 trades: -82.84 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 47.68 R PF 1.72 VERDICT Buried (3/6 gates) rule 3: 93 trades are open across a suspect or unclear gap; without them avg -0.018 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S2-1U: System 2, one unit, long and short === entries: 103; minutes touching both levels 0 DEV n= 40 net 29.24 R avg 0.731 R PF 2.22 t 1.42 VAL n= 37 net 5.46 R avg 0.148 R PF 1.28 t 0.51 HOLDOUT n= 26 net 28.99 R avg 1.115 R PF 3.68 t 1.48 ALL n=103 net 63.68 R avg 0.618 R (gross 0.629 R, cost 0.010 R a trade); $ per ounce 2269.50; PF 2.18 t 2.10 win rate 38/103 = 36.9% (95% Wilson 28.2-46.5%); ended by {"exit":60,"stop":43}; average units 1.00; average days held 42.87; the 10 best trades 78.42 R longs n=56 net 75.24 R | shorts n=47 net -11.55 R drawdown on closed trades -7.94 R; including open losses -8.53 R financing: scenario A (3% a year) net 48.98 R (avg 0.476); scenario B (today's IC Markets swap) net 21.02 R (avg 0.204) by year (n, net R): 2004 1 1.72 | 2005 7 1.10 | 2006 5 -1.01 | 2007 4 12.32 | 2008 4 -2.12 | 2009 4 3.15 | 2010 5 1.85 | 2011 6 0.95 | 2012 4 11.27 | 2013 3 -2.10 | 2014 5 -0.97 | 2015 7 -2.64 | 2016 7 2.50 | 2017 7 -4.49 | 2018 4 5.08 | 2019 4 8.07 | 2020 4 0.91 | 2021 4 -1.15 | 2022 5 1.43 | 2023 5 -0.99 | 2024 3 6.30 | 2025 2 24.17 | 2026 3 -1.69 control (time-shifted entries, 500 runs, 61 s): mean trades 85.55, median avg 0.207 R, 5-95% -0.065 .. 0.507 R; real avg 0.618 R at percentile 98.80 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.28 [FAIL] 2 >= 50 trades in each period: 40 / 37 / 26 [FAIL] 3 t >= 2.0 on development: DEV t 1.42 [PASS] 4 above 95th pct of the control: percentile 98.80 [FAIL] 5 positive without top-10 trades: -14.74 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 28.99 R PF 3.68 VERDICT Buried (3/6 gates) rule 3: 60 trades are open across a suspect or unclear gap; without them avg 0.137 R, gates passed 1/6 -> Buried (verdict unchanged) === TT-S2-4U: System 2, pyramiding to 4 units, long and short === entries: 117; minutes touching both levels 0 DEV n= 44 net 79.46 R avg 1.806 R PF 2.21 t 1.20 VAL n= 41 net 57.44 R avg 1.401 R PF 1.99 t 1.13 HOLDOUT n= 32 net 87.66 R avg 2.739 R PF 2.73 t 1.15 ALL n=117 net 224.56 R avg 1.919 R (gross 1.953 R, cost 0.034 R a trade); $ per ounce 7151.77; PF 2.29 t 2.00 win rate 29/117 = 24.8% (95% Wilson 17.8-33.3%); ended by {"stop":79,"exit":38}; average units 3.23; average days held 30.81; the 10 best trades 293.06 R longs n=64 net 256.32 R | shorts n=53 net -31.76 R drawdown on closed trades -24.39 R; including open losses -25.47 R financing: scenario A (3% a year) net 177.53 R (avg 1.517); scenario B (today's IC Markets swap) net 74.31 R (avg 0.635) by year (n, net R): 2004 3 -6.18 | 2005 7 9.53 | 2006 5 4.28 | 2007 4 49.28 | 2008 4 -7.18 | 2009 4 14.28 | 2010 6 6.79 | 2011 7 7.86 | 2012 4 0.81 | 2013 6 23.81 | 2014 5 -2.06 | 2015 7 -5.14 | 2016 8 7.41 | 2017 7 -13.51 | 2018 4 16.19 | 2019 4 30.73 | 2020 5 -0.06 | 2021 4 -4.60 | 2022 5 1.84 | 2023 8 -16.92 | 2024 3 23.95 | 2025 2 93.69 | 2026 5 -10.24 control (time-shifted entries, 500 runs, 61 s): mean trades 96.20, median avg 0.639 R, 5-95% -0.273 .. 1.633 R; real avg 1.919 R at percentile 97.80 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.99 [FAIL] 2 >= 50 trades in each period: 44 / 41 / 32 [FAIL] 3 t >= 2.0 on development: DEV t 1.20 [PASS] 4 above 95th pct of the control: percentile 97.80 [FAIL] 5 positive without top-10 trades: -68.50 R [PASS] 6 holdout net positive (flagged used): HOLDOUT net 87.66 R PF 2.73 VERDICT Buried (3/6 gates) rule 3: 64 trades are open across a suspect or unclear gap; without them avg 0.250 R, gates passed 1/6 -> Buried (verdict unchanged) buy and hold over the same data, for reference: $384.00 -> $4109.91 = +$3725.91 per ounce (no financing)