TheStrat on ES 60-minute bars (spec strat_spec.md, frozen 2026-10-28). Run 2026-10-28T10:32:19.335Z; 500 control runs per variant. One contract, $30.76 a round trip; stop order one tick beyond the trigger bar during the next bar, stop one tick beyond its other side, the method's first target, flat at the session close. data: 2378027 minutes 2020-01-01 18:01 .. 2026-09-25 16:59 New York; 39787 sixty-minute bars; 1737 usable days bar numbers: 1 16.3%, 2U 39.0%, 2D 34.1%, 3 10.6% FTFC over the regular-session minutes: all bullish 20.9%, all bearish 10.8%, mixed 68.3% === STRAT-212: 2-1-2, with FTFC === setups and orders: setups 4888, orders reached 5093, refused: outside 09:31-15:00 or the session 4189, traded 259, refused: FTFC 599, refused: target not beyond the fill 46, both orders in one minute 7, skipped (in a trade) 6 DEV n= 154 net -$7,425 avg -$48 PF 0.67 t -1.26 VAL n= 38 net +$2,781 avg +$73 PF 2.91 t 1.95 HOLDOUT n= 67 net -$3,211 avg -$48 PF 0.74 t -0.72 ALL n=259 net -$7,854 avg -$30 a trade (gross +$0); in R: net -0.032, gross 0.026, cost 0.058; PF 0.79 t -1.04; drawdown on closed trades -$10,456 winners 71.4% (95% 65.6-76.6%); ended by target 213 (82.2%), stop 41 (15.8%), session close 5 (1.9%) R median 12.25 points (+$613); target median 0.18 R, under 1R 98.5%; minutes held median 9; the 10 best +$8,205, without them -$16,059 by kind: continuation n=161 avg -$35 | reversal n=98 avg -$23 costs: before +$0 | $30.76 -$30 | x1.5 -$46 | x2.5 -$76 a trade longs n=182 net -$2,823 avg -$16 | shorts n=77 net -$5,031 avg -$65 by year (n, net): 2020 52 -$2,062 | 2021 36 -$1,170 | 2022 32 -$3,809 | 2023 34 -$383 | 2024 30 +$1,515 | 2025 41 -$374 | 2026 34 -$1,571 by New York hour of entry (n, avg): 09h 17 -$85 | 10h 14 -$254 | 11h 22 -$48 | 12h 68 +$77 | 13h 78 -$52 | 14h 60 -$50 control (entries moved to other usable days, same minute, same stop and target distances, 500 runs, 0 s): mean trades 254.55, median avg -$31, 5-95% -$68 .. +$9; real avg -$30 at percentile 50.60 [PASS] 1 PF >= 1.2 in validation: VAL PF 2.91 [FAIL] 2 >= 50 trades in each period: 154 / 38 / 67 [FAIL] 3 t >= 2.5 on development: DEV t -1.26 [FAIL] 4 above 95th pct of the control: percentile 50.60 [FAIL] 5 positive without top-10 trades: -$16,059 [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$3,211 PF 0.74 VERDICT Buried (1/6 gates) rule 3: 0 trades touch a known hole (the bar before the trigger to the exit); without them avg -$30, gates 1/6 -> Buried (verdict unchanged) === STRAT-312: 3-1-2, with FTFC === setups and orders: setups 876, orders reached 862, refused: outside 09:31-15:00 or the session 650, refused: FTFC 141, traded 67, refused: target not beyond the fill 4, both orders in one minute 2 DEV n= 36 net -$3,270 avg -$91 PF 0.54 t -1.23 VAL n= 17 net +$277 avg +$16 PF 1.13 t 0.20 HOLDOUT n= 14 net -$1,781 avg -$127 PF 0.54 t -0.83 ALL n=67 net -$4,773 avg -$71 a trade (gross -$40); in R: net -0.120, gross -0.070, cost 0.050; PF 0.64 t -1.30; drawdown on closed trades -$4,843 winners 62.7% (95% 50.7-73.3%); ended by target 45 (67.2%), stop 17 (25.4%), session close 5 (7.5%) R median 13.00 points (+$650); target median 0.31 R, under 1R 92.5%; minutes held median 19; the 10 best +$4,780, without them -$9,553 by kind: after a 3 n=67 avg -$71 costs: before -$40 | $30.76 -$71 | x1.5 -$87 | x2.5 -$117 a trade longs n=43 net -$3,960 avg -$92 | shorts n=24 net -$813 avg -$34 by year (n, net): 2020 7 -$1,265 | 2021 7 +$710 | 2022 8 -$1,446 | 2023 14 -$1,268 | 2024 15 +$64 | 2025 10 -$570 | 2026 6 -$997 by New York hour of entry (n, avg): 09h 5 +$87 | 10h 15 +$33 | 11h 18 -$81 | 12h 21 -$103 | 13h 4 -$412 | 14h 4 -$109 control (entries moved to other usable days, same minute, same stop and target distances, 500 runs, 0 s): mean trades 66.77, median avg -$26, 5-95% -$121 .. +$50; real avg -$71 at percentile 22.80 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.13 [FAIL] 2 >= 50 trades in each period: 36 / 17 / 14 [FAIL] 3 t >= 2.5 on development: DEV t -1.23 [FAIL] 4 above 95th pct of the control: percentile 22.80 [FAIL] 5 positive without top-10 trades: -$9,553 [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$1,781 PF 0.54 VERDICT Buried (0/6 gates) rule 3: 0 trades touch a known hole (the bar before the trigger to the exit); without them avg -$71, gates 0/6 -> Buried (verdict unchanged) === STRAT-22: 2-2 reversal, with FTFC === setups and orders: setups 29072, orders reached 10995, refused: outside 09:31-15:00 or the session 8367, traded 569, skipped (in a trade) 367, refused: FTFC 2009, refused: target not beyond the fill 50 DEV n= 345 net +$9,488 avg +$28 PF 1.15 t 0.87 VAL n= 91 net +$1,938 avg +$21 PF 1.12 t 0.38 HOLDOUT n= 133 net -$304 avg -$2 PF 0.99 t -0.03 ALL n=569 net +$11,123 avg +$20 a trade (gross +$50); in R: net -0.014, gross 0.031, cost 0.045; PF 1.10 t 0.74; drawdown on closed trades -$10,984 winners 68.5% (95% 64.6-72.2%); ended by target 400 (70.3%), stop 110 (19.3%), session close 59 (10.4%) R median 16.50 points (+$825); target median 0.31 R, under 1R 92.3%; minutes held median 26; the 10 best +$18,030, without them -$6,907 by kind: reversal n=569 avg +$20 costs: before +$50 | $30.76 +$20 | x1.5 +$4 | x2.5 -$27 a trade longs n=353 net -$4,421 avg -$13 | shorts n=216 net +$15,543 avg +$72 by year (n, net): 2020 101 +$5,856 | 2021 65 -$1,362 | 2022 92 +$8,183 | 2023 87 -$3,189 | 2024 73 +$3,742 | 2025 86 -$7,483 | 2026 65 +$5,376 by New York hour of entry (n, avg): 09h 78 -$32 | 10h 78 -$9 | 11h 100 -$1 | 12h 95 +$105 | 13h 111 -$53 | 14h 107 +$96 control (entries moved to other usable days, same minute, same stop and target distances, 500 runs, 0 s): mean trades 562.13, median avg -$30, 5-95% -$68 .. +$4; real avg +$20 at percentile 99.40 [FAIL] 1 PF >= 1.2 in validation: VAL PF 1.12 [PASS] 2 >= 50 trades in each period: 345 / 91 / 133 [FAIL] 3 t >= 2.5 on development: DEV t 0.87 [PASS] 4 above 95th pct of the control: percentile 99.40 [FAIL] 5 positive without top-10 trades: -$6,907 [FAIL] 6 holdout net positive (flagged used): HOLDOUT net -$304 PF 0.99 VERDICT Buried (2/6 gates) rule 3: 0 trades touch a known hole (the bar before the trigger to the exit); without them avg +$20, gates 2/6 -> Buried (verdict unchanged) === STRAT-212-NOFTFC: 2-1-2, no FTFC filter === setups and orders: setups 4888, orders reached 4996, refused: outside 09:31-15:00 or the session 4181, traded 717, refused: target not beyond the fill 98, skipped (in a trade) 26, both orders in one minute 6 DEV n= 437 net -$25,517 avg -$58 PF 0.68 t -2.17 VAL n= 118 net +$4,433 avg +$38 PF 1.33 t 1.08 HOLDOUT n= 162 net +$3,992 avg +$25 PF 1.14 t 0.50 ALL n=717 net -$17,092 avg -$24 a trade (gross +$7); in R: net -0.058, gross 0.001, cost 0.058; PF 0.86 t -1.15; drawdown on closed trades -$30,430 winners 67.4% (95% 63.8-70.7%); ended by target 538 (75.0%), stop 156 (21.8%), session close 23 (3.2%) R median 12.75 points (+$638); target median 0.26 R, under 1R 92.9%; minutes held median 15; the 10 best +$18,817, without them -$35,910 by kind: continuation n=314 avg -$58 | reversal n=403 avg +$3 costs: before +$7 | $30.76 -$24 | x1.5 -$39 | x2.5 -$70 a trade longs n=378 net -$1,015 avg -$3 | shorts n=339 net -$16,078 avg -$47 by year (n, net): 2020 126 -$8,813 | 2021 115 -$9,237 | 2022 107 -$7,666 | 2023 89 +$200 | 2024 91 +$2,551 | 2025 101 +$5,606 | 2026 88 +$268 by New York hour of entry (n, avg): 09h 61 -$5 | 10h 41 +$5 | 11h 62 -$162 | 12h 215 +$14 | 13h 196 -$36 | 14h 142 -$22 control (entries moved to other usable days, same minute, same stop and target distances, 500 runs, 0 s): mean trades 706.47, median avg -$30, 5-95% -$56 .. -$7; real avg -$24 at percentile 64.40 [PASS] 1 PF >= 1.2 in validation: VAL PF 1.33 [PASS] 2 >= 50 trades in each period: 437 / 118 / 162 [FAIL] 3 t >= 2.5 on development: DEV t -2.17 [FAIL] 4 above 95th pct of the control: percentile 64.40 [FAIL] 5 positive without top-10 trades: -$35,910 [PASS] 6 holdout net positive (flagged used): HOLDOUT net +$3,992 PF 1.14 VERDICT Buried (3/6 gates) rule 3: 0 trades touch a known hole (the bar before the trigger to the exit); without them avg -$24, gates 3/6 -> Buried (verdict unchanged)