Trader Dale's weekly anchored VWAP pullback on EUR/USD (spec av_spec.md). Run 2026-10-28T08:12:52.111Z; 500 control runs per variant. Results in R (fill to the initial stop) after 1 pip a round trip; 30-minute bars; VWAP weighted by MT4 tick volume. data: 8326700 minutes 2004-01-01 00:03 .. 2026-09-28 15:46 New York; 281901 thirty-minute bars; 1205 weeks bias after each bar: bullish 49.3%, bearish 48.7%, none 2.0% pullbacks (long / short) 9875 / 9627; confirmed 6261 / 6059; lapsed after 3 bars 361 / 345; cancelled by the opposite bias 3228 / 3208; cut by the week end 25 / 15; signals 12320 mean tick volume a minute by year: 2004 7.4 | 2005 7.5 | 2006 6.6 | 2007 5.8 | 2008 13.1 | 2009 41.1 | 2010 36.4 | 2011 58.5 | 2012 49.8 | 2013 31.2 | 2014 36.0 | 2015 80.6 | 2016 94.6 | 2017 70.8 | 2018 71.3 | 2019 36.5 | 2020 45.1 | 2021 43.0 | 2022 78.3 | 2023 54.2 | 2024 43.9 | 2025 42.3 | 2026 96.5 === AV-BAR: take profit 1 pip before the next barrier (swing high/low or last week's VWAP), at least 1R away === signals: no ATR yet 2, traded 828, missed (in a trade) 332, no barrier 82, target under 1R 10963, last 2 hours of the week 88, week ended 25 DEV n= 384 net -22.3 R avg -0.058 R PF 0.91 t -0.90 VAL n= 240 net -36.1 R avg -0.150 R PF 0.79 t -1.68 HOLDOUT n= 204 net -34.1 R avg -0.167 R PF 0.76 t -1.88 ALL n=828 net -92.5 R avg -0.112 R a trade (gross +0.015 R, cost 0.127 R); net pips -395.30; PF 0.83 t -2.47; drawdown on closed trades -103.4 R winners 40.9% (95% 37.6-44.3%); ended by stop 487 (58.8%), target 337 (40.7%), weekend 4 (0.5%) risk median 9.00 pips; target median 13.00 pips (1.36 R); target from swing 817, previous week VWAP 11; hours held median 0.68; the 10 best trades +39.9 R, without them -132.4 R stop rule: next swing n=499 avg -0.161 R | nearest swing n=308 avg -0.065 R | fixed (too far) n=21 avg +0.374 R longs n=410 avg -0.117 R net -47.9 R | shorts n=418 avg -0.107 R net -44.6 R cost scenarios: 1 pip -0.112 R | 1.5 pips -0.175 R | 2.5 pips -0.302 R; financing A (2% a year) -0.117 R, B (today's swap) -0.115 R; trades held overnight 49 thin tick volume (2004-2008) n=227 avg -0.061 R | 2009 on n=601 avg -0.131 R by year (n, net R): 2004 46 -9.3 R | 2005 53 -0.2 R | 2006 38 -9.4 R | 2007 58 +3.5 R | 2008 32 +1.7 R | 2009 50 -15.8 R | 2010 35 +1.3 R | 2011 33 -0.6 R | 2012 39 +6.6 R | 2013 35 -0.2 R | 2014 42 -1.8 R | 2015 42 -14.1 R | 2016 28 -0.7 R | 2017 32 -10.1 R | 2018 32 -1.0 R | 2019 29 -8.1 R | 2020 20 -11.5 R | 2021 30 -10.1 R | 2022 35 -9.0 R | 2023 32 -5.0 R | 2024 26 -8.4 R | 2025 37 +1.0 R | 2026 24 +8.8 R by day of entry (n, avg R): Sun 86 -0.070 | Mon 293 -0.213 | Tue 183 -0.184 | Wed 124 0.151 | Thu 86 0.016 | Fri 56 -0.186 control (trades moved to other weeks, same time into the week, 500 runs, 3 s): mean trades 771.06, median avg -0.137 R, 5-95% -0.208 R .. -0.064 R; real avg -0.112 R at percentile 67.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.79 [PASS] 2 >= 50 trades in each period: 384 / 240 / 204 [FAIL] 3 t >= 2.5 on development: DEV t -0.90 [FAIL] 4 above 95th pct of the control: percentile 67.80 [FAIL] 5 positive without top-10 trades: -132.4 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -34.1 R PF 0.76 VERDICT Buried (1/6 gates) rule 3: 3 trades open across a known gap; without them avg -0.108 R, gates 1/6 -> Buried (verdict unchanged) === AV-TRAIL: no target, stop trailed to each new 30-minute swing === signals: no ATR yet 2, traded 8541, missed (in a trade) 3690, last 2 hours of the week 62, week ended 25 DEV n= 3309 net -181.3 R avg -0.055 R PF 0.93 t -1.18 VAL n= 2642 net -168.7 R avg -0.064 R PF 0.92 t -1.14 HOLDOUT n= 2590 net -396.0 R avg -0.153 R PF 0.82 t -3.07 ALL n=8541 net -746.0 R avg -0.087 R a trade (gross +0.041 R, cost 0.128 R); net pips -5499.50; PF 0.89 t -2.99; drawdown on closed trades -787.3 R winners 20.6% (95% 19.8-21.5%); ended by stop 4962 (58.1%), trailing stop 3423 (40.1%), weekend 156 (1.8%) risk median 9.00 pips; hours held median 1.65; the 10 best trades +307.9 R, without them -1053.9 R stop rule: next swing n=6140 avg -0.107 R | fixed (too far) n=74 avg +0.160 R | nearest swing n=2324 avg -0.049 R | fixed (no swing) n=3 avg +3.946 R longs n=4341 avg -0.082 R net -354.2 R | shorts n=4200 avg -0.093 R net -391.8 R cost scenarios: 1 pip -0.087 R | 1.5 pips -0.151 R | 2.5 pips -0.280 R; financing A (2% a year) -0.100 R, B (today's swap) -0.095 R; trades held overnight 1268 thin tick volume (2004-2008) n=1887 avg -0.155 R | 2009 on n=6654 avg -0.068 R by year (n, net R): 2004 399 -105.5 R | 2005 387 -65.1 R | 2006 401 -71.6 R | 2007 372 -65.7 R | 2008 328 +15.0 R | 2009 405 +18.2 R | 2010 332 +31.2 R | 2011 354 +14.0 R | 2012 331 +48.3 R | 2013 367 -8.4 R | 2014 401 -122.8 R | 2015 395 +70.2 R | 2016 349 -37.5 R | 2017 375 -35.2 R | 2018 356 +9.1 R | 2019 399 -44.2 R | 2020 345 -3.9 R | 2021 400 -168.5 R | 2022 426 -82.8 R | 2023 374 -12.9 R | 2024 421 -101.7 R | 2025 343 +26.3 R | 2026 281 -52.5 R by day of entry (n, avg R): Sun 769 -0.265 | Mon 2598 -0.071 | Tue 1849 -0.112 | Wed 1447 -0.086 | Thu 1146 -0.034 | Fri 732 0.016 control (trades moved to other weeks, same time into the week, 500 runs, 10 s): mean trades 6484.49, median avg -0.170 R, 5-95% -0.220 R .. -0.112 R; real avg -0.087 R at percentile 99.60 [FAIL] 1 PF >= 1.2 in validation: VAL PF 0.92 [PASS] 2 >= 50 trades in each period: 3309 / 2642 / 2590 [FAIL] 3 t >= 2.5 on development: DEV t -1.18 [PASS] 4 above 95th pct of the control: percentile 99.60 [FAIL] 5 positive without top-10 trades: -1053.9 R [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -396.0 R PF 0.82 VERDICT Buried (2/6 gates) rule 3: 12 trades open across a known gap; without them avg -0.089 R, gates 2/6 -> Buried (verdict unchanged)