Standalone strategycanonical series extended with labeled accounting segmentlive false
Causal regime-gated sleeve portfolio · NQ.c.0RP Strat · midpoint + liquidity
Frozen one-position NQ portfolio that permits midpoint and all-source liquidity signals only when the prior completed ES RTH range is above its prior-20 median.
frozenHIGH_VOLmidpointliquidityone-position
Standalone strategyFROZEN FORWARD SHADOW ONLY
A unique causal setup family. Its linked tracker may be newer than its frozen research evidence.
- Raw evidence cutoff
- 2026-07-29
- Raw latest row
- 2026-08-24
- Freshness lag
- 0 days
- Source files
- 37
- Data
- Finalized ES/NQ OHLCV 1-minute
Current dashboard research selection
RP translated-stop dead-zone shadow
dashboard research promotedthrough 2026-08-14
This identity was explicitly promoted by human review for dashboard research display only. It is all-history-seen, separate from the canonical dashboard stream, non-executable, non-entitling, practice-disabled, and cannot transmit orders. Accounting: one_NQ_severe_research_accounting.
Explicit human reviewResearch display onlyExecutable: falseEntitling: falsePractice: disabledTransmit orders: false
Selection lifetime$56.6k395 known sessions
Selection last 30−$1.0k3/30 green
Selection last 10−$1.2k1/10 green
Selection green calendar12.2%Flat and inactive are not green
Selection max DD−$8.7kDaily-close basis
Selection profit factor2.21Daily gains / losses
Current selection equityfrozen_nq_high_vol_rotation__block_nq_stop_39p5_to_43p5__shadow_v1
Current dashboard diagnostic · separate identity
not strategy promotionRP dead-zone five-MNQ half-size diagnostic
This all-history-seen diagnostic is shown separately from the promoted research selection. It supports review only: it is not a strategy or portfolio promotion, is non-executable and non-entitling, has no practice authorization, and cannot transmit orders. Accounting: five_MNQ_gross_points_times_10_less_12_50_per_trade.
Diagnostic lifetime$27.7k395 known sessions
Diagnostic last 30-$5253/30 green
Diagnostic last 10-$6031/10 green
Diagnostic max DD−$4.4kDaily-close basis
Diagnostic equityfrozen_nq_high_vol_rotation__block_nq_stop_39p5_to_43p5__mnq5_half_size_diagnostic_v1
Unchanged post-cutoff monitor
RP Strat linked current tracker
This reconstructed post-cutoff monitor preserves the frozen rules and is reported separately from historical qualification metrics through 2026-08-24. The raw evidence below remains unchanged.
Monitor PnL−$3.5k18 monitored sessions
Monitor max DD−$3.5kRunning equity peak basis
Monitor profit factor0.38Daily normalized gains / losses
Monitor positive days5.6%Latest 2026-08-24
Monitor equityrp-strat-current-tracker
Older / canonical dashboard identity
Canonical registry evidence
Lifetime PnL$44.8k401 known sessions
Last 30 sessions−$1.2k3/30 green
Last 10 sessions−$1.2k0/10 green
Green calendar sessions14%56/401; flat and inactive are not green
Green active sessions42.4%132 active sessions
50/30/20 weighted EV$20.68PnL/session: 50% lifetime · 30% L30 · 20% L10
Max daily-close DD−$9.6kRunning equity peak basis
Profit factor1.6Lifetime daily gains / losses
The 50/30/20 blend is descriptive, overlap-aware, and never authorizes selection or promotion. Unknown rows are excluded before session tails; recent windows are not treated as independent validation.
Raw evidence stream
Cumulative research PnL
Positive days14%
Daily-close drawdownEquity minus running peak
Rule sequence
Setup explanation
- 01
Before 09:30 ET, classify HIGH_VOL when the prior completed ES RTH range is strictly above the prior-20 complete-session median.
- 02
In HIGH_VOL only, admit the frozen m3 strict 08:00–08:15 opening-midpoint second-retest sleeve.
- 03
Also admit the frozen Asia/London/prior-RTH liquidity sweep, both-clock one-bar-reclaim second-retest sleeve.
- 04
Apply per-sleeve then global one-position capacity in entry-time, signal-id, setup-family order; health labels never gate entry.
Private research identity
No fields hiddenExact parameters
These are the frozen parameters consumed by the exporter. Values are displayed verbatim after strict JSON normalization.
Causal Regime
Actions
HIGH VOLpermit_frozen_sleeve_signal_generation
LOW VOLrecord_counterfactual_signals_but_block_new_entries
Calculation Timebefore_current_09_30_ET
Es Medianmedian_of_prior_20_ES_RTH_high_minus_low
High Vol Ifprior_es_range_strictly_greater_than_es_median
Historyprior_20_dates_with_complete_ES_and_NQ_RTH_ranges
Low Vol Otherwisetrue
Nq Es Ratioprior20_NQ_median_divided_by_prior20_ES_median
Nq Medianmedian_of_prior_20_NQ_RTH_high_minus_low
Prior Es Rangemost_recent_completed_ES_RTH_high_minus_low
Transition Activity And Health Labelsdiagnostic_only_never_entry_filters
Clock
Confirmation Alignment Origin09:30
Confirmation Bars
M3nonoverlapping_three_minute_bars
M5nonoverlapping_five_minute_bars
Daylight Saving Time Awaretrue
Forced Flattenfinal_valid_one_minute_close_before_15_55
One Minute Bars Must Be Finaltrue
Rth Range Session
End Exclusive16:00
Start09:30
Strategy Entry Session
End Exclusive15:55
Start09:30
TimezoneAmerica/New_York
Daily Series Lineage
Canonical Identitynq-high-vol-midpoint-liquidity
Current Segment Accounting And Execution Are Distincttrue
Historical Cutoff2026-07-29
Overlap Policyappend_after_cutoff_never_overwrite
Segments[historical_canonical_1_nq_research, current_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy]
Display NameRP Strat
First Retest Intervention
Decisions
0
All Dd Not WorseFalse
All Net Above IncumbentFalse
All Pf At Least IncumbentFalse
DecisionREJECT_INTERVENTION
Incremental Accepted Trades PositiveTrue
Incremental Only Ev PositiveTrue
Policycompleted_supportive_rejection_close
Recent 60 Net PositiveTrue
Recent 60 Pf Above OneTrue
Trading AuthorizedFalse
1
All Dd Not WorseFalse
All Net Above IncumbentFalse
All Pf At Least IncumbentFalse
DecisionREJECT_INTERVENTION
Incremental Accepted Trades PositiveTrue
Incremental Only Ev PositiveTrue
Policynext_1m_open
Recent 60 Net PositiveTrue
Recent 60 Pf Above OneTrue
Trading AuthorizedFalse
Incremental
0
Incremental Accepted Per Calendar Day0.06788511749347265
Incremental Accepted Trades26
Incremental Candidate Fills26
Incremental Only Accepted Trades31
Incremental Only Ev Per Trade Severe Usd1091.5645161290322
Incremental Only Net Pnl Severe Usd33838.5
Incremental Only Profit Factor Severe4.639331038933104
Policycompleted_supportive_rejection_close
1
Incremental Accepted Per Calendar Day0.06788511749347265
Incremental Accepted Trades26
Incremental Candidate Fills26
Incremental Only Accepted Trades31
Incremental Only Ev Per Trade Severe Usd1092.0483870967741
Incremental Only Net Pnl Severe Usd33853.5
Incremental Only Profit Factor Severe4.640944289094429
Policynext_1m_open
Panels
0
Accepted Per Calendar Day0.4751958224543081
Accepted Per High Vol Day1.0
Accepted Trades182
Calendar Days383
Candidate Fills199
Ev Per Calendar Day Severe Usd125.97127937336815
Ev Per Trade Severe Usd265.0934065934066
High Vol Days182
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd48247.0
Panelall_history
Policyincumbent_second_retest_limit
Profit Factor Severe1.508476005290587
1
Accepted Per Calendar Day0.525
Accepted Per High Vol Day1.024390243902439
Accepted Trades42
Calendar Days80
Candidate Fills48
Ev Per Calendar Day Severe Usd54.65
Ev Per Trade Severe Usd104.0952380952381
High Vol Days41
Max Drawdown Severe Usd-7447.0
Net Pnl Severe Usd4372.0
Panel2025_Jan_Apr
Policyincumbent_second_retest_limit
Profit Factor Severe1.193579809608147
2
Accepted Per Calendar Day0.3902439024390244
Accepted Per High Vol Day1.0666666666666667
Accepted Trades32
Calendar Days82
Candidate Fills36
Ev Per Calendar Day Severe Usd205.5731707317073
Ev Per Trade Severe Usd526.78125
High Vol Days30
Max Drawdown Severe Usd-2784.0
Net Pnl Severe Usd16857.0
Panel2025_May_Aug
Policyincumbent_second_retest_limit
Profit Factor Severe2.4545689878332904
3
Accepted Per Calendar Day0.525
Accepted Per High Vol Day1.0
Accepted Trades42
Calendar Days80
Candidate Fills45
Ev Per Calendar Day Severe Usd-51.6625
Ev Per Trade Severe Usd-98.4047619047619
High Vol Days42
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd-4133.0
Panel2025_Sep_Dec
Policyincumbent_second_retest_limit
Profit Factor Severe0.8375265351049611
4
Accepted Per Calendar Day0.4444444444444444
Accepted Per High Vol Day0.9473684210526315
Accepted Trades36
Calendar Days81
Candidate Fills39
Ev Per Calendar Day Severe Usd140.50617283950618
Ev Per Trade Severe Usd316.1388888888889
High Vol Days38
Max Drawdown Severe Usd-4329.0
Net Pnl Severe Usd11381.0
Panel2026_Jan_Apr
Policyincumbent_second_retest_limit
Profit Factor Severe1.6231725346328643
5
Accepted Per Calendar Day0.5
Accepted Per High Vol Day0.967741935483871
Accepted Trades30
Calendar Days60
Candidate Fills31
Ev Per Calendar Day Severe Usd329.5
Ev Per Trade Severe Usd659.0
High Vol Days31
Max Drawdown Severe Usd-2894.5
Net Pnl Severe Usd19770.0
Panel2026_May_Jul
Policyincumbent_second_retest_limit
Profit Factor Severe2.1622233326474825
6
Accepted Per Calendar Day0.25
Accepted Per High Vol Day1.0
Accepted Trades5
Calendar Days20
Candidate Fills5
Ev Per Calendar Day Severe Usd64.125
Ev Per Trade Severe Usd256.5
High Vol Days5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1282.5
Panelrecent_20_eligible_sessions
Policyincumbent_second_retest_limit
Profit Factor Severe1.4014712787603694
7
Accepted Per Calendar Day0.5
Accepted Per High Vol Day0.967741935483871
Accepted Trades30
Calendar Days60
Candidate Fills31
Ev Per Calendar Day Severe Usd329.5
Ev Per Trade Severe Usd659.0
High Vol Days31
Max Drawdown Severe Usd-2894.5
Net Pnl Severe Usd19770.0
Panelrecent_60_eligible_sessions
Policyincumbent_second_retest_limit
Profit Factor Severe2.1622233326474825
8
Accepted Per Calendar Day0.5430809399477807
Accepted Per High Vol Day1.1428571428571428
Accepted Trades208
Calendar Days383
Candidate Fills225
Ev Per Calendar Day Severe Usd-11.859007832898172
Ev Per Trade Severe Usd-21.83653846153846
High Vol Days182
Max Drawdown Severe Usd-23659.5
Net Pnl Severe Usd-4542.0
Panelall_history
Policycompleted_supportive_rejection_close
Profit Factor Severe0.9637373955114847
9
Accepted Per Calendar Day0.5875
Accepted Per High Vol Day1.146341463414634
Accepted Trades47
Calendar Days80
Candidate Fills52
Ev Per Calendar Day Severe Usd-87.94375
Ev Per Trade Severe Usd-149.69148936170214
High Vol Days41
Max Drawdown Severe Usd-13197.5
Net Pnl Severe Usd-7035.5
Panel2025_Jan_Apr
Policycompleted_supportive_rejection_close
Profit Factor Severe0.756363195622814
10
Accepted Per Calendar Day0.43902439024390244
Accepted Per High Vol Day1.2
Accepted Trades36
Calendar Days82
Candidate Fills40
Ev Per Calendar Day Severe Usd79.89024390243902
Ev Per Trade Severe Usd181.97222222222223
High Vol Days30
Max Drawdown Severe Usd-3482.5
Net Pnl Severe Usd6551.0
Panel2025_May_Aug
Policycompleted_supportive_rejection_close
Profit Factor Severe1.3887949197305558
11
Accepted Per Calendar Day0.575
Accepted Per High Vol Day1.0952380952380953
Accepted Trades46
Calendar Days80
Candidate Fills49
Ev Per Calendar Day Severe Usd-162.8
Ev Per Trade Severe Usd-283.1304347826087
High Vol Days42
Max Drawdown Severe Usd-16357.5
Net Pnl Severe Usd-13024.0
Panel2025_Sep_Dec
Policycompleted_supportive_rejection_close
Profit Factor Severe0.5669060920457568
12
Accepted Per Calendar Day0.5555555555555556
Accepted Per High Vol Day1.1842105263157894
Accepted Trades45
Calendar Days81
Candidate Fills49
Ev Per Calendar Day Severe Usd54.04320987654321
Ev Per Trade Severe Usd97.27777777777777
High Vol Days38
Max Drawdown Severe Usd-7466.0
Net Pnl Severe Usd4377.5
Panel2026_Jan_Apr
Policycompleted_supportive_rejection_close
Profit Factor Severe1.1725803272225508
13
Accepted Per Calendar Day0.5666666666666667
Accepted Per High Vol Day1.096774193548387
Accepted Trades34
Calendar Days60
Candidate Fills35
Ev Per Calendar Day Severe Usd76.48333333333333
Ev Per Trade Severe Usd134.97058823529412
High Vol Days31
Max Drawdown Severe Usd-4152.0
Net Pnl Severe Usd4589.0
Panel2026_May_Jul
Policycompleted_supportive_rejection_close
Profit Factor Severe1.1904979347848648
14
Accepted Per Calendar Day0.25
Accepted Per High Vol Day1.0
Accepted Trades5
Calendar Days20
Candidate Fills5
Ev Per Calendar Day Severe Usd56.875
Ev Per Trade Severe Usd227.5
High Vol Days5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1137.5
Panelrecent_20_eligible_sessions
Policycompleted_supportive_rejection_close
Profit Factor Severe1.3560807638128032
15
Accepted Per Calendar Day0.5666666666666667
Accepted Per High Vol Day1.096774193548387
Accepted Trades34
Calendar Days60
Candidate Fills35
Ev Per Calendar Day Severe Usd76.48333333333333
Ev Per Trade Severe Usd134.97058823529412
High Vol Days31
Max Drawdown Severe Usd-4152.0
Net Pnl Severe Usd4589.0
Panelrecent_60_eligible_sessions
Policycompleted_supportive_rejection_close
Profit Factor Severe1.1904979347848648
16
Accepted Per Calendar Day0.5430809399477807
Accepted Per High Vol Day1.1428571428571428
Accepted Trades208
Calendar Days383
Candidate Fills225
Ev Per Calendar Day Severe Usd-11.72845953002611
Ev Per Trade Severe Usd-21.596153846153847
High Vol Days182
Max Drawdown Severe Usd-23624.5
Net Pnl Severe Usd-4492.0
Panelall_history
Policynext_1m_open
Profit Factor Severe0.964135155850792
17
Accepted Per Calendar Day0.5875
Accepted Per High Vol Day1.146341463414634
Accepted Trades47
Calendar Days80
Candidate Fills52
Ev Per Calendar Day Severe Usd-88.00625
Ev Per Trade Severe Usd-149.79787234042553
High Vol Days41
Max Drawdown Severe Usd-13202.5
Net Pnl Severe Usd-7040.5
Panel2025_Jan_Apr
Policynext_1m_open
Profit Factor Severe0.7562322553839762
18
Accepted Per Calendar Day0.43902439024390244
Accepted Per High Vol Day1.2
Accepted Trades36
Calendar Days82
Candidate Fills40
Ev Per Calendar Day Severe Usd80.07317073170732
Ev Per Trade Severe Usd182.38888888888889
High Vol Days30
Max Drawdown Severe Usd-3482.5
Net Pnl Severe Usd6566.0
Panel2025_May_Aug
Policynext_1m_open
Profit Factor Severe1.3899165652186822
19
Accepted Per Calendar Day0.575
Accepted Per High Vol Day1.0952380952380953
Accepted Trades46
Calendar Days80
Candidate Fills49
Ev Per Calendar Day Severe Usd-162.8
Ev Per Trade Severe Usd-283.1304347826087
High Vol Days42
Max Drawdown Severe Usd-16357.5
Net Pnl Severe Usd-13024.0
Panel2025_Sep_Dec
Policynext_1m_open
Profit Factor Severe0.5669060920457568
20
Accepted Per Calendar Day0.5555555555555556
Accepted Per High Vol Day1.1842105263157894
Accepted Trades45
Calendar Days81
Candidate Fills49
Ev Per Calendar Day Severe Usd54.53703703703704
Ev Per Trade Severe Usd98.16666666666667
High Vol Days38
Max Drawdown Severe Usd-7451.0
Net Pnl Severe Usd4417.5
Panel2026_Jan_Apr
Policynext_1m_open
Profit Factor Severe1.1741573033707866
21
Accepted Per Calendar Day0.5666666666666667
Accepted Per High Vol Day1.096774193548387
Accepted Trades34
Calendar Days60
Candidate Fills35
Ev Per Calendar Day Severe Usd76.48333333333333
Ev Per Trade Severe Usd134.97058823529412
High Vol Days31
Max Drawdown Severe Usd-4152.0
Net Pnl Severe Usd4589.0
Panel2026_May_Jul
Policynext_1m_open
Profit Factor Severe1.1904979347848648
22
Accepted Per Calendar Day0.25
Accepted Per High Vol Day1.0
Accepted Trades5
Calendar Days20
Candidate Fills5
Ev Per Calendar Day Severe Usd56.625
Ev Per Trade Severe Usd226.5
High Vol Days5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1132.5
Panelrecent_20_eligible_sessions
Policynext_1m_open
Profit Factor Severe1.3545155736421974
23
Accepted Per Calendar Day0.5666666666666667
Accepted Per High Vol Day1.096774193548387
Accepted Trades34
Calendar Days60
Candidate Fills35
Ev Per Calendar Day Severe Usd76.48333333333333
Ev Per Trade Severe Usd134.97058823529412
High Vol Days31
Max Drawdown Severe Usd-4152.0
Net Pnl Severe Usd4589.0
Panelrecent_60_eligible_sessions
Policynext_1m_open
Profit Factor Severe1.1904979347848648
Provider Audit
Api Key Persistedfalse
Every Request Individually Costedtrue
Fetched Requests
0
Normalized Rows385
Request Idnq_2026_06_29_rth
Trading Day2026-06-29
1
Normalized Rows385
Request Idnq_2026_07_24_rth
Trading Day2026-07-24
2
Normalized Rows385
Request Idnq_2026_07_28_rth
Trading Day2026-07-28
3
Normalized Rows385
Request Idnq_2026_07_29_rth
Trading Day2026-07-29
ProviderDatabento
Provider Error Details Persistedfalse
Raw Provider Values Persistedfalse
Request Count4
Summed Exact Cost Usd0.0
Summary
Common Eligible Days383
Decision
Completed Supportive Rejection CloseREJECT_INTERVENTION
Next 1m OpenREJECT_INTERVENTION
Frozen Incumbent Reconciled
Accepted High Vol Signals182
Severe Net Pnl Usd48,247
Severe Profit Factor1.508476
High Vol Days182
History StatusALL_HISTORY_SEEN
Live Authorizedfalse
Network Accessedtrue
Practice Authorizedfalse
Raw Provider Bars Persistedfalse
StatusCOMPLETED_RESEARCH_ONLY
Study Idrp_first_retest_intervention_v2
Supportive Candidate Count225
Transmit Ordersfalse
Historical Evidence
Always On One Position
2025
Drawdown Usd-8,815.5
Eligible Days242
Pnl Usd26,682.5
Profit Factor1.258121
Signals235
Signals Per Day0.971074
2026
Drawdown Usd-8,773.5
Eligible Days141
Pnl Usd25,123
Profit Factor1.361347
Signals138
Signals Per Day0.978723
All
Drawdown Usd-8,815.5
Eligible Days383
Pnl Usd51,805.5
Profit Factor1.29963
Signals373
Signals Per Day0.97389
High Vol Only
2025
Drawdown Usd-9,618.5
Eligible Days113
Pnl Usd17,096
Profit Factor1.286788
Signals116
Signals Per High Vol Day1.026549
2026
Drawdown Usd-4,329
Eligible Days69
Pnl Usd31,151
Profit Factor1.883128
Signals66
Signals Per High Vol Day0.956522
All
Drawdown Usd-9,618.5
Eligible Days182
Pnl Usd48,247
Profit Factor1.508476
Signals182
Signals Per High Vol Day1
Low Vol Diagnostic
2025
Eligible Days129
Pnl Usd9,586.5
Profit Factor1.21907
Signals119
2026
Eligible Days72
Pnl Usd-6,028
Profit Factor0.824013
Signals72
All
Eligible Days201
Pnl Usd3,558.5
Profit Factor1.045614
Signals191
Rejected Health Rotation
2025
Pnl Usd-23,602
Profit Factor0.28587
Signals58
2026
Pnl Usd11,432
Profit Factor1.278608
Signals82
All
Pnl Usd-12,170
Profit Factor0.835724
Signals140
Reasonlagged_20_60_health_gate_was_anti_predictive_and_destroyed_historical_expectancy
Instrument Audit
Es Statusresearch_counterfactual_only
Frozen Execution InstrumentNQ
Historical Same Rule Summary
0
Ev Per Trade Usd0.09946236559139784
InstrumentES.c.0
Liquidity Trades139
Midpoint Trades47
Net Pnl Usd18.5
Periodall
Profit Factor1.000331128791201
Trades186
1
Ev Per Trade Usd-15.951754385964913
InstrumentES.c.0
Liquidity Trades85
Midpoint Trades29
Net Pnl Usd-1818.5
Period2025
Profit Factor0.9475475562093483
Trades114
2
Ev Per Trade Usd25.51388888888889
InstrumentES.c.0
Liquidity Trades54
Midpoint Trades18
Net Pnl Usd1837.0
Period2026
Profit Factor1.0866509433962264
Trades72
3
Ev Per Trade Usd257.76229508196724
InstrumentNQ.c.0
Liquidity Trades130
Midpoint Trades53
Net Pnl Usd47170.5
Periodall
Profit Factor1.4915539484379234
Trades183
4
Ev Per Trade Usd147.3793103448276
InstrumentNQ.c.0
Liquidity Trades80
Midpoint Trades36
Net Pnl Usd17096.0
Period2025
Profit Factor1.286787895054687
Trades116
5
Ev Per Trade Usd448.8731343283582
InstrumentNQ.c.0
Liquidity Trades50
Midpoint Trades17
Net Pnl Usd30074.5
Period2026
Profit Factor1.8273590096286108
Trades67
July 30 Day Audit
0
Configured Events1
Event Reasonsmidpoint_not_touched_after_rejection
Event Statusesunfilled_second_retest
Gross Severe Points0.0
InstrumentES.c.0
One Contract Severe Pnl Usd0.0
RegimeHIGH_VOL
Selected Trades0
Trading Day2026-07-30
1
Configured Events6
Event Reasonsmidpoint_not_retested_before_11|second_retest_filled|no_supportive_close_in_declared_rejection_window|no_supportive_close_in_declared_rejection_window|second_retest_filled|no_supportive_close_in_declared_rejection_window
Event Statusesno_first_retest|trade|failed_rejection_window|failed_rejection_window|trade|failed_rejection_window
Gross Severe Points-53.0
InstrumentNQ.c.0
One Contract Severe Pnl Usd-1076.5
RegimeHIGH_VOL
Selected Trades1
Trading Day2026-07-30
Post Hoc Es First Retest Challenger
Day2026-07-30
Frozen Rp Strat Modifiedfalse
Live Authorizedfalse
Midpoint7,400.25
Provider Cost Usd0.0
Raw Market Data Persistedfalse
Rejection Close7,405.25
Sidelong
Signal Time2026-07-30T09:42:00-04:00
StatusPOST_HOC_CHALLENGER_NOT_VALIDATION
Variants
0
Entry Price7,405.25
Entry Time2026-07-30T09:42:00-04:00
Exit Price7,429.25
Exit Reasontarget
Exit Time2026-07-30T09:50:00-04:00
Gross Points24
Net Pnl Usd1,183.5
Variantrejection_close
1
Entry Price7,405
Entry Time2026-07-30T09:42:00-04:00
Exit Price7,429
Exit Reasontarget
Exit Time2026-07-30T09:50:00-04:00
Gross Points24
Net Pnl Usd1,183.5
Variantnext_minute_open
Instruments
Contract Mapping
No Automatic Continuous Symbol Orderingtrue
On Signal Instrument Changeclear_all_older_liquidity_levels
Opening Reference And Rth Instrument Id Must Matchtrue
Require Explicit Provider Instrument Idtrue
Require Signal And Execution Contract Expiry Matchtrue
Initial Forward Execution Proxy
Contracts1
Modeshadow_counterfactual_only
Reasonsmallest_tested_micro_size_and_not_live_authorized
Symbol RoleMNQ_front_month
Regime Inputs
0
Continuous Research ReferenceES.c.0
Symbol RoleES_front_month
1
Continuous Research ReferenceNQ.c.0
Symbol RoleNQ_front_month
Signal Instrument
Continuous Research ReferenceNQ.c.0
Point Value Usd20
Symbol RoleNQ_front_month
Tick Size Points0.25
Internal Regime NameHIGH_VOL
Legacy NameNQ HIGH_VOL midpoint + liquidity
Limit Fill Model
Long
Favorable Open Below Limitfill_at_open
Otherwise First Bar Low At Or Below Limitfill_at_limit
Queue And Partial Fill Model Availablefalse
Shadow Log Required Fields[order_activation_time, first_touch_time, assumed_fill_time, assumed_fill_price, fill_kind]
Short
Favorable Open Above Limitfill_at_open
Otherwise First Bar High At Or Above Limitfill_at_limit
Linked Current Tracker
Componenthigh_vol
Freeze Idfrozen_nq_mixed_sizing_forward_shadow_2026_07_30_v1
Frozen Sleeve
Bot Specconfigs/frozen_nq_high_vol_forward_shadow_bot.yaml
Bot Spec Sha256b0e18b394d4aef4eb4b384b472bfde44abbdca2d5c733a711d2a40fe10e2178c
Contracts3
Display NameRP Strat
Implementationscripts/analyze_nq_high_vol_prop_firm_monte_carlo.py
Implementation Sha256db9ebc25b32e9edd4c23767dd362e777092ca69901e2778037d7bc770a6d1237
InstrumentMNQ
Legacy NameNQ HIGH_VOL midpoint + liquidity
Liquidity Config Idasia_london_prior_rth__both__one_bar_reclaim__causal_prior_rth_volatility_switch
Midpoint Config Idm3__strict__es_equivalent_8
Order3
Regimeprior_completed_ES_RTH_range_strictly_above_prior20_complete_ES_RTH_range_median
Round Turn Cost Per Contract Usd2.5
Session09:30_to_15:55_ET
Target Rr3
Historical Cutoff2026-07-29
Idrp-strat-current-tracker
Ignored Overlap Dates[2026-07-23, 2026-07-27, 2026-07-28, 2026-07-29]
Normalization Factor3.333333
Normalized Appended Rows
0
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-07-30
Normalization Factor3.333333
Pnl Usd-1,085
ResultTRADE_LIQUIDITY_SWEEP_STOP
Retrospectivetrue
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcefrozen_high_vol_reconstruction
Source Contracts3
Source Pnl Usd-325.5
Trades1
1
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-07-31
Normalization Factor3.333333
Pnl Usd0
ResultNO_SIGNAL_COMPLETE
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
2
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-03
Normalization Factor3.333333
Pnl Usd-1,120
ResultRP_COUNTERFACTUAL_TRADES
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd-336
Trades1
3
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-04
Normalization Factor3.333333
Pnl Usd-1,130
ResultRP_COUNTERFACTUAL_TRADES
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd-339
Trades1
4
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-05
Normalization Factor3.333333
Pnl Usd2,115
ResultRP_COUNTERFACTUAL_TRADES
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd634.5
Trades2
5
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-06
Normalization Factor3.333333
Pnl Usd-1,070
ResultRP_COUNTERFACTUAL_TRADES
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd-321
Trades1
6
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-07
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
7
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-10
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
8
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-11
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
9
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-12
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
10
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-13
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
11
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-14
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
12
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-17
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
13
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-18
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
14
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-19
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
15
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-20
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
16
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-21
Normalization Factor3.333333
Pnl Usd-1,175
ResultRP_COUNTERFACTUAL_TRADES
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd-352.5
Trades1
17
Accounting Basissource 3 MNQ tracker PnL × 3.33333 for canonical display only
Complete Casetrue
Date2026-08-24
Normalization Factor3.333333
Pnl Usd0
ResultLOW_VOL_BLOCKED
Retrospectivefalse
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Sourcetransient_zero_cost_ohlcv_replay
Source Contracts3
Source Pnl Usd0
Trades0
Raw Ledger Rows
0
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=no_first_retest
RetrospectiveTrue
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-07-23
1
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Notesprior_completed_ES_RTH_range_not_above_prior20_median
RetrospectiveTrue
Sourcefrozen_high_vol_reconstruction
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-07-27
2
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et11:53:00
EvaluableTrue
Exit Times Et15:54:00
Gross Points69.5
InstrumentMNQ
Net Pnl Usd409.5
Notescausal_HIGH_VOL_both_clock_reclaim
RetrospectiveTrue
Sourcefrozen_high_vol_reconstruction
StatusTRADE_LIQUIDITY_SWEEP
Trade Count1
Trading Day2026-07-28
3
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et09:55:00
EvaluableTrue
Exit Times Et09:56:00
Gross Points-53.0
InstrumentMNQ
Net Pnl Usd-325.5
Notescausal_HIGH_VOL_both_clock_reclaim
RetrospectiveTrue
Sourcefrozen_high_vol_reconstruction
StatusTRADE_LIQUIDITY_SWEEP_STOP
Trade Count1
Trading Day2026-07-29
4
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et10:27:00
EvaluableTrue
Exit Times Et10:28:00
Gross Points-53.0
InstrumentMNQ
Net Pnl Usd-325.5
Notescausal_HIGH_VOL_both_clock_reclaim_signal_1b37395d35e0bb8621807414
RetrospectiveTrue
Sourcefrozen_high_vol_reconstruction
StatusTRADE_LIQUIDITY_SWEEP_STOP
Trade Count1
Trading Day2026-07-30
5
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusNO_SIGNAL_COMPLETE
Trade Count0
Trading Day2026-07-31
6
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et2026-08-03T10:46:00-04:00
EvaluableTrue
Exit Times Et2026-08-03T10:52:00-04:00
Gross Points-54.75
InstrumentMNQ
Net Pnl Usd-336.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusRP_COUNTERFACTUAL_TRADES
Trade Count1
Trading Day2026-08-03
7
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et2026-08-04T10:11:00-04:00
EvaluableTrue
Exit Times Et2026-08-04T11:03:00-04:00
Gross Points-55.25
InstrumentMNQ
Net Pnl Usd-339.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+no_first_retest+trade
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusRP_COUNTERFACTUAL_TRADES
Trade Count1
Trading Day2026-08-04
8
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et2026-08-05T09:50:00-04:00|2026-08-05T11:18:00-04:00
EvaluableTrue
Exit Times Et2026-08-05T10:30:00-04:00|2026-08-05T11:57:00-04:00
Gross Points108.25
InstrumentMNQ
Net Pnl Usd634.5
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade;strategy_blocked_counterfactual_candidates=high_vol-59c22f526ae96ed964cc:per_sleeve_capacity+high_vol-5ddf47fac900ed5250c7:global_rp_capacity
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusRP_COUNTERFACTUAL_TRADES
Trade Count2
Trading Day2026-08-05
9
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et2026-08-06T09:40:00-04:00
EvaluableTrue
Exit Times Et2026-08-06T09:47:00-04:00
Gross Points-52.25
InstrumentMNQ
Net Pnl Usd-321.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusRP_COUNTERFACTUAL_TRADES
Trade Count1
Trading Day2026-08-06
10
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade;strategy_blocked_counterfactual_candidates=high_vol-d40fc65a30640b60f381:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-07
11
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-10
12
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+no_first_retest+trade;strategy_blocked_counterfactual_candidates=high_vol-7e7369e46c0fd0193201:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-11
13
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=unfilled_second_retest
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-12
14
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+no_first_retest
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-13
15
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade;strategy_blocked_counterfactual_candidates=high_vol-56ab974ee9ddf0116129:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-14
16
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=no_first_retest
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-17
17
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade+unfilled_second_retest;strategy_blocked_counterfactual_candidates=high_vol-d19fff8d3e62c4a5a43c:causal_LOW_VOL_gate+high_vol-f2c8b4e8fd7aa96f9c00:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-18
18
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+trade;strategy_blocked_counterfactual_candidates=high_vol-8bf5875a3b5cf9d5a0cb:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-19
19
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=trade+unfilled_second_retest;strategy_blocked_counterfactual_candidates=high_vol-ba33bc7e9a0b32b6fd33:causal_LOW_VOL_gate
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-20
20
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et2026-08-21T09:57:00-04:00
EvaluableTrue
Exit Times Et2026-08-21T10:19:00-04:00
Gross Points-57.5
InstrumentMNQ
Net Pnl Usd-352.5
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+no_first_retest+trade
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusRP_COUNTERFACTUAL_TRADES
Trade Count1
Trading Day2026-08-21
21
Complete CaseTrue
Componenthigh_vol
Contracts3
Entry Times Et
EvaluableTrue
Exit Times Et
Gross Points0.0
InstrumentMNQ
Net Pnl Usd0.0
Noteswarmup=2024-11-01T18:00_ET;study_start=2025-01-02;prior20_regime_excludes_current_day_bars;counterfactual_event_statuses=failed_rejection_window+no_first_retest+trade
RetrospectiveFalse
Sourcetransient_zero_cost_ohlcv_replay
StatusLOW_VOL_BLOCKED
Trade Count0
Trading Day2026-08-24
Series Segmentcurrent_3_mnq_tracker_normalized_to_1_nq_equivalent_proxy
Unknown Zero Filledfalse
Liquidity Sleeve
Confirmation Modeboth_m3_and_m5
Enabled Only When RegimeHIGH_VOL
Level Roundingnearest_0.25_points_half_up
Levels[session_high, session_low]
Lifecycle
Active After Source Session Completiontrue
Any Later One Minute Touch Consumes Level Including Overnighttrue
Exact Tick Merge Actionkeep_oldest_and_accumulate_source_labels
Exact Tick Merge Key[high_or_low_kind, price, instrument_id]
First RTH Touch Consumes Even If Rejection Or Fill Failstrue
Instrument Change Actionclear_all_older_levels
No Age Expirytrue
Restart Requires Persisted Or Deterministically Rebuilt Level Statetrue
Rejection
Activation Timelater_of_required_m3_and_m5_supportive_closes
Both Clocks Requiredtrue
Evaluate Containing Bar Firsttrue
Failure Consumes Level Permanentlytrue
Fallbackimmediately_following_completed_bar_only
Fallback Bar Must Touch Leveltrue
High Supportive Closestrictly_below_level
Low Supportive Closestrictly_above_level
Variantone_bar_reclaim
Second Retest Entry
Activate After Rejection Completiontrue
Confirming Bars Cannot Filltrue
Expiry Exclusive15:55
Maximum Trades Per Level1
Resting Limit Priceliquidity_level
Sources
Asia
End Exclusive Current Day00:00
Start Previous Calendar Day20:00
London
End Exclusive05:00
Start02:00
Prior Rth
Created At16:00
End Exclusive Source Day16:00
Start Source Day09:30
Sweep Direction
Session Highshort
Session Lowlong
Opening Midpoint Sleeve
Breakout
First Break Consumes Directiontrue
Longfirst_completed_m3_close_strictly_above_reference_high
Opposite Break Replacement Allowedfalse
Shortfirst_completed_m3_close_strictly_below_reference_low
Breakout Window
End Inclusive By Bar Completion11:00
Start09:30
Confirmation Modem3
Enabled Only When RegimeHIGH_VOL
First Retest
Deadline Exclusive11:00
Eventfirst_later_one_minute_bar_touching_midpoint
Midpointround_arithmetic_midpoint_to_nearest_0.25_half_up
Reference Highmaximum_finalized_one_minute_high
Reference Lowminimum_finalized_one_minute_low
Reference Window
End Exclusive08:15
Start08:00
Rejection
Containing M3 Bar Must Touch Midpointtrue
Immediately Following Reclaim Bar Allowedfalse
Long Supportive Closestrictly_above_midpoint
Short Supportive Closestrictly_below_midpoint
Variantstrict
Second Retest Entry
Activate After Supportive M3 Bar Completiontrue
Confirming Bar Cannot Filltrue
Expiry Exclusive11:00
Maximum Trades Per Day1
Resting Limit Pricemidpoint
Policy Idfrozen_nq_high_vol_rotation_shadow_2026_07_30_v1
Policy StatusFROZEN_FORWARD_SHADOW_ONLY
Portfolio
Deterministic Capacity Orderentry_time_then_signal_id_then_setup_family
InstrumentNQ.c.0
Liquidity Sleeve
Config Idasia_london_prior_rth__both__one_bar_reclaim__causal_prior_rth_volatility_switch
Sources[asia, london, prior_rth]
Target Rr3
Midpoint Sleeve
Config Idm3__strict__es_equivalent_8
Target Rr3
One Position Per Instrumenttrue
Position And Order Lifecycle
Accepted Position Management Never Changes With Later Regime Or Health Statetrue
Cancel All Entry Orders At Expiry Or Regime Blocktrue
Candidate Priority[entry_time, signal_id_lexicographic, setup_family_lexicographic]
Flatten Before 15 55true
Overlapping Signal Actionreject_not_defer
Protective Stop Type For Future Practice Reviewstop_market
Same Timestamp As Existing Exit Is Conflicttrue
Server Side Oco Required Before Any Order Transmissiontrue
Shared Position Capacityone_NQ_signal_position_across_both_sleeves
Target Type For Future Practice Reviewlimit
Prospective Governance
Begins After2026-07-29
First Review Requires
HIGH VOL Severe Net Pnl Strictly Positivetrue
HIGH VOL Severe Profit Factor Strictly Above Onetrue
Minimum HIGH VOL Sessions30
Minimum Total Sessions60
Signal Fill Cost And Capacity Reconciliation Completetrue
Zero Parameter Changestrue
Live Requires Separate Approvaltrue
Paid Evaluation Requires Separate Approvaltrue
Passing Review Does Not Enable Transmissiontrue
Retirement Review After Total Sessions120
Retirement Trigger
Each Window Net Pnl Nonpositivetrue
Each Window Profit Factor Below Onetrue
Two Consecutive Nonoverlapping 30 HIGH VOL Session Windowstrue
Regime Policy
Activity Regime Actiondiagnostic_only_no_filter
High Vol Actionallow_frozen_sleeve_signals_in_forward_shadow
High Vol Causal Es Stop Points8
High Vol Definitionprior_completed_ES_RTH_range_strictly_above_prior20_median
Indicatorcausal_prior_rth_volatility_switch
Information Available Before Current RTHtrue
Low Vol Actionrecord_signals_but_block_new_shadow_entries
Low Vol Causal Es Stop Points5
Trailing Health State Actionalerts_only_no_entry_filter
Volatility Transition Actiondiagnostic_only_no_filter
Second Retest Execution Parity
Attribution
0
Added Trade Pnl Usd-696.5
Added Trades1
Capacity Acceptance Changes5
Policymarket_next_open_after_completed_second_retest
Removed Incumbent Pnl Usd-1631.0
Removed Trades4
Shared Incumbent Pnl Usd49878.0
Shared Policy Pnl Usd37273.0
Shared Signals178
Shared Trade Pnl Delta Usd-12605.0
Total Pnl Delta Usd-11670.5
1
Added Trade Pnl Usd720.5
Added Trades3
Capacity Acceptance Changes67
Policymarket_next_open_adverse_cap_0p10_stop
Removed Incumbent Pnl Usd38654.0
Removed Trades64
Shared Incumbent Pnl Usd9593.0
Shared Policy Pnl Usd21638.0
Shared Signals118
Shared Trade Pnl Delta Usd12045.0
Total Pnl Delta Usd-25888.5
2
Added Trade Pnl Usd720.5
Added Trades3
Capacity Acceptance Changes49
Policymarket_next_open_adverse_cap_0p20_stop
Removed Incumbent Pnl Usd31306.0
Removed Trades46
Shared Incumbent Pnl Usd16941.0
Shared Policy Pnl Usd28421.0
Shared Signals136
Shared Trade Pnl Delta Usd11480.0
Total Pnl Delta Usd-19105.5
3
Added Trade Pnl Usd0.0
Added Trades0
Capacity Acceptance Changes7
Policyresting_limit_one_tick_through_stress
Removed Incumbent Pnl Usd5374.5
Removed Trades7
Shared Incumbent Pnl Usd42872.5
Shared Policy Pnl Usd42872.5
Shared Signals175
Shared Trade Pnl Delta Usd0.0
Total Pnl Delta Usd-5374.5
Bootstrap
0
Block Size Sessions5
Horizon Sessions383
Iterations5000
Max Drawdown Median Usd-10360.5
Max Drawdown P05 Usd-19188.8
Methodpaired_non_circular_moving_day_blocks
Paired Delta Median Usd0.0
Paired Delta P05 Usd0.0
Paired Delta P95 Usd0.0
Policyfrozen_resting_second_retest_limit
Probability Outperform Incumbent0.0
Seed20260807
Terminal Median Usd45016.5
Terminal P05 Usd11830.650000000001
Terminal P95 Usd79774.60000000002
1
Block Size Sessions5
Horizon Sessions383
Iterations5000
Max Drawdown Median Usd-11593.5
Max Drawdown P05 Usd-21369.6
Methodpaired_non_circular_moving_day_blocks
Paired Delta Median Usd-11228.0
Paired Delta P05 Usd-32987.325
Paired Delta P95 Usd7509.450000000002
Policymarket_next_open_after_completed_second_retest
Probability Outperform Incumbent0.1712
Seed20260807
Terminal Median Usd32897.75
Terminal P05 Usd1958.8000000000002
Terminal P95 Usd66258.8
2
Block Size Sessions5
Horizon Sessions383
Iterations5000
Max Drawdown Median Usd-9278.5
Max Drawdown P05 Usd-17662.05
Methodpaired_non_circular_moving_day_blocks
Paired Delta Median Usd-23247.75
Paired Delta P05 Usd-50495.55
Paired Delta P95 Usd3082.7000000000044
Policymarket_next_open_adverse_cap_0p10_stop
Probability Outperform Incumbent0.0746
Seed20260807
Terminal Median Usd21538.0
Terminal P05 Usd-2099.2999999999997
Terminal P95 Usd45973.450000000026
3
Block Size Sessions5
Horizon Sessions383
Iterations5000
Max Drawdown Median Usd-9107.75
Max Drawdown P05 Usd-16800.975
Methodpaired_non_circular_moving_day_blocks
Paired Delta Median Usd-16536.75
Paired Delta P05 Usd-37532.674999999996
Paired Delta P95 Usd3965.000000000002
Policymarket_next_open_adverse_cap_0p20_stop
Probability Outperform Incumbent0.0948
Seed20260807
Terminal Median Usd28299.5
Terminal P05 Usd3351.475
Terminal P95 Usd54760.62500000001
4
Block Size Sessions5
Horizon Sessions383
Iterations5000
Max Drawdown Median Usd-9958.5
Max Drawdown P05 Usd-18443.6
Methodpaired_non_circular_moving_day_blocks
Paired Delta Median Usd-2574.0
Paired Delta P05 Usd-9066.875
Paired Delta P95 Usd2609.5
Policyresting_limit_one_tick_through_stress
Probability Outperform Incumbent0.2232
Seed20260807
Terminal Median Usd42192.0
Terminal P05 Usd10188.95
Terminal P95 Usd75688.87500000001
Contenders Promotedfalse
Incumbent Remains Primarytrue
Metrics
0
Accepted Trades182
Bucketall
Candidate Trades199
Dimensiontotal
Eligible Sessions383
Ev Per Eligible Session Severe Usd125.97127937336815
Ev Per Trade Severe Usd265.0934065934066
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd48247.0
Panelfull
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.508476005290587
1
Accepted Trades30
Bucketall
Candidate Trades31
Dimensiontotal
Eligible Sessions60
Ev Per Eligible Session Severe Usd329.5
Ev Per Trade Severe Usd659.0
Max Drawdown Severe Usd-2894.5
Net Pnl Severe Usd19770.0
Panellatest60
Policyfrozen_resting_second_retest_limit
Profit Factor Severe2.1622233326474825
2
Accepted Trades5
Bucketall
Candidate Trades5
Dimensiontotal
Eligible Sessions20
Ev Per Eligible Session Severe Usd64.125
Ev Per Trade Severe Usd256.5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1282.5
Panellatest20
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.4014712787603694
3
Accepted Trades179
Bucketall
Candidate Trades196
Dimensiontotal
Eligible Sessions383
Ev Per Eligible Session Severe Usd95.5
Ev Per Trade Severe Usd204.33798882681563
Max Drawdown Severe Usd-14337.0
Net Pnl Severe Usd36576.5
Panelfull
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.3754439448995093
4
Accepted Trades30
Bucketall
Candidate Trades31
Dimensiontotal
Eligible Sessions60
Ev Per Eligible Session Severe Usd188.16666666666666
Ev Per Trade Severe Usd376.3333333333333
Max Drawdown Severe Usd-4367.0
Net Pnl Severe Usd11290.0
Panellatest60
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.5863868906951983
5
Accepted Trades5
Bucketall
Candidate Trades5
Dimensiontotal
Eligible Sessions20
Ev Per Eligible Session Severe Usd65.375
Ev Per Trade Severe Usd261.5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1307.5
Panellatest20
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.409297229613398
6
Accepted Trades121
Bucketall
Candidate Trades133
Dimensiontotal
Eligible Sessions383
Ev Per Eligible Session Severe Usd58.37728459530026
Ev Per Trade Severe Usd184.78099173553719
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd22358.5
Panelfull
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.3401127193349407
7
Accepted Trades20
Bucketall
Candidate Trades21
Dimensiontotal
Eligible Sessions60
Ev Per Eligible Session Severe Usd21.5
Ev Per Trade Severe Usd64.5
Max Drawdown Severe Usd-4346.0
Net Pnl Severe Usd1290.0
Panellatest60
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.0925992391070274
8
Accepted Trades3
Bucketall
Candidate Trades3
Dimensiontotal
Eligible Sessions20
Ev Per Eligible Session Severe Usd-38.975
Ev Per Trade Severe Usd-259.8333333333333
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd-779.5
Panellatest20
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe0.6421028466483012
9
Accepted Trades139
Bucketall
Candidate Trades152
Dimensiontotal
Eligible Sessions383
Ev Per Eligible Session Severe Usd76.08746736292429
Ev Per Trade Severe Usd209.65107913669064
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd29141.5
Panelfull
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.3880282018335186
10
Accepted Trades23
Bucketall
Candidate Trades24
Dimensiontotal
Eligible Sessions60
Ev Per Eligible Session Severe Usd180.425
Ev Per Trade Severe Usd470.67391304347825
Max Drawdown Severe Usd-4172.5
Net Pnl Severe Usd10825.5
Panellatest60
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.7770798937621133
11
Accepted Trades4
Bucketall
Candidate Trades4
Dimensiontotal
Eligible Sessions20
Ev Per Eligible Session Severe Usd116.2
Ev Per Trade Severe Usd581.0
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd2324.0
Panellatest20
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe2.0670339761248853
12
Accepted Trades175
Bucketall
Candidate Trades192
Dimensiontotal
Eligible Sessions383
Ev Per Eligible Session Severe Usd111.93864229765013
Ev Per Trade Severe Usd244.9857142857143
Max Drawdown Severe Usd-10174.0
Net Pnl Severe Usd42872.5
Panelfull
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.464359985269588
13
Accepted Trades29
Bucketall
Candidate Trades30
Dimensiontotal
Eligible Sessions60
Ev Per Eligible Session Severe Usd346.44166666666666
Ev Per Trade Severe Usd716.7758620689655
Max Drawdown Severe Usd-2894.5
Net Pnl Severe Usd20786.5
Panellatest60
Policyresting_limit_one_tick_through_stress
Profit Factor Severe2.2996436163561333
14
Accepted Trades4
Bucketall
Candidate Trades4
Dimensiontotal
Eligible Sessions20
Ev Per Eligible Session Severe Usd114.95
Ev Per Trade Severe Usd574.75
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd2299.0
Panellatest20
Policyresting_limit_one_tick_through_stress
Profit Factor Severe2.0555555555555554
Report
Pathdata/results/analysis/rp_second_retest_execution_parity_v1/report.md
Sha2563b3452879fb450c0167a38b7be3fdaa934870776ffecffe53a565d84d8c7c5c3
Results Are Installed Plugin Performancefalse
Summary
Analysis Idrp_second_retest_execution_parity_v1
Api Key Persistedfalse
Common Eligible Days383
Funded Authorizedfalse
High Vol Days182
History StatusALL_HISTORY_SEEN
Live Authorizedfalse
Network Accessedtrue
Paid Evaluation Authorizedfalse
Plugin Equivalence Claimedfalse
Plugin Idrp.midpoint_liquidity.ohlcv1m.second_retest_market.mnq3.v1
Policies[frozen_resting_second_retest_limit, market_next_open_after_completed_second_retest, market_next_open_adverse_cap_0p10_stop, market_next_open_adverse_cap_0p20_stop, resting_limit_one_tick_through_stress]
Practice Authorizedfalse
Provider Audit
0
Normalized Rows385
Request Idrp_parity_nq_2026_06_29_rth
Trading Day2026-06-29
1
Normalized Rows385
Request Idrp_parity_nq_2026_07_24_rth
Trading Day2026-07-24
2
Normalized Rows385
Request Idrp_parity_nq_2026_07_28_rth
Trading Day2026-07-28
3
Normalized Rows385
Request Idrp_parity_nq_2026_07_29_rth
Trading Day2026-07-29
Provider Request Count4
Raw Provider Bars Persistedfalse
Results Are Plugin Performancefalse
StatusCOMPLETED_ALL_HISTORY_SEEN_RESEARCH_ONLY
Summed Exact Cost Usd0.0
Transmit Ordersfalse
Walk Forward
0
Accepted Trades55
Bucketall
Candidate Trades62
Dimensiontotal
Eligible Sessions120
End Day2025-06-30
Ev Per Eligible Session Severe Usd112.77083333333333
Ev Per Trade Severe Usd246.04545454545453
Fold1
Max Drawdown Severe Usd-8780.0
Net Pnl Severe Usd13532.5
Panelwalk_forward_fold_1_expanding_train
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.5044922457500745
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
1
Accepted Trades27
Bucketall
Candidate Trades31
Dimensiontotal
Eligible Sessions60
End Day2025-09-29
Ev Per Eligible Session Severe Usd128.075
Ev Per Trade Severe Usd284.6111111111111
Fold1
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd7684.5
Panelwalk_forward_fold_1_forward_test
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.620518410852713
Selection Or RetuningFalse
Splitforward_test
Start Day2025-07-01
2
Accepted Trades53
Bucketall
Candidate Trades61
Dimensiontotal
Eligible Sessions120
End Day2025-06-30
Ev Per Eligible Session Severe Usd164.2125
Ev Per Trade Severe Usd371.8018867924528
Fold1
Max Drawdown Severe Usd-6314.5
Net Pnl Severe Usd19705.5
Panelwalk_forward_fold_1_expanding_train
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.8063466732138473
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
3
Accepted Trades27
Bucketall
Candidate Trades30
Dimensiontotal
Eligible Sessions60
End Day2025-09-29
Ev Per Eligible Session Severe Usd68.49166666666666
Ev Per Trade Severe Usd152.2037037037037
Fold1
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd4109.5
Panelwalk_forward_fold_1_forward_test
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.29948258271389
Selection Or RetuningFalse
Splitforward_test
Start Day2025-07-01
4
Accepted Trades31
Bucketall
Candidate Trades35
Dimensiontotal
Eligible Sessions120
End Day2025-06-30
Ev Per Eligible Session Severe Usd102.3625
Ev Per Trade Severe Usd396.241935483871
Fold1
Max Drawdown Severe Usd-3238.0
Net Pnl Severe Usd12283.5
Panelwalk_forward_fold_1_expanding_train
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.8791511594617807
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
5
Accepted Trades19
Bucketall
Candidate Trades21
Dimensiontotal
Eligible Sessions60
End Day2025-09-29
Ev Per Eligible Session Severe Usd48.525
Ev Per Trade Severe Usd153.23684210526315
Fold1
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd2911.5
Panelwalk_forward_fold_1_forward_test
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.2948503721707427
Selection Or RetuningFalse
Splitforward_test
Start Day2025-07-01
6
Accepted Trades40
Bucketall
Candidate Trades45
Dimensiontotal
Eligible Sessions120
End Day2025-06-30
Ev Per Eligible Session Severe Usd93.20833333333333
Ev Per Trade Severe Usd279.625
Fold1
Max Drawdown Severe Usd-5302.5
Net Pnl Severe Usd11185.0
Panelwalk_forward_fold_1_expanding_train
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.5782603076127697
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
7
Accepted Trades21
Bucketall
Candidate Trades23
Dimensiontotal
Eligible Sessions60
End Day2025-09-29
Ev Per Eligible Session Severe Usd74.30833333333334
Ev Per Trade Severe Usd212.3095238095238
Fold1
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd4458.5
Panelwalk_forward_fold_1_forward_test
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.418010500656291
Selection Or RetuningFalse
Splitforward_test
Start Day2025-07-01
8
Accepted Trades52
Bucketall
Candidate Trades59
Dimensiontotal
Eligible Sessions120
End Day2025-06-30
Ev Per Eligible Session Severe Usd64.14166666666667
Ev Per Trade Severe Usd148.01923076923077
Fold1
Max Drawdown Severe Usd-8780.0
Net Pnl Severe Usd7697.0
Panelwalk_forward_fold_1_expanding_train
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.286944527288995
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
9
Accepted Trades27
Bucketall
Candidate Trades31
Dimensiontotal
Eligible Sessions60
End Day2025-09-29
Ev Per Eligible Session Severe Usd128.075
Ev Per Trade Severe Usd284.6111111111111
Fold1
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd7684.5
Panelwalk_forward_fold_1_forward_test
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.620518410852713
Selection Or RetuningFalse
Splitforward_test
Start Day2025-07-01
10
Accepted Trades82
Bucketall
Candidate Trades93
Dimensiontotal
Eligible Sessions180
End Day2025-09-29
Ev Per Eligible Session Severe Usd117.87222222222222
Ev Per Trade Severe Usd258.7439024390244
Fold2
Max Drawdown Severe Usd-8780.0
Net Pnl Severe Usd21217.0
Panelwalk_forward_fold_2_expanding_train
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.5411395633544174
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
11
Accepted Trades34
Bucketall
Candidate Trades36
Dimensiontotal
Eligible Sessions60
End Day2025-12-29
Ev Per Eligible Session Severe Usd-68.68333333333334
Ev Per Trade Severe Usd-121.20588235294117
Fold2
Max Drawdown Severe Usd-8403.5
Net Pnl Severe Usd-4121.0
Panelwalk_forward_fold_2_forward_test
Policyfrozen_resting_second_retest_limit
Profit Factor Severe0.798029798078808
Selection Or RetuningFalse
Splitforward_test
Start Day2025-09-30
12
Accepted Trades80
Bucketall
Candidate Trades91
Dimensiontotal
Eligible Sessions180
End Day2025-09-29
Ev Per Eligible Session Severe Usd132.30555555555554
Ev Per Trade Severe Usd297.6875
Fold2
Max Drawdown Severe Usd-6314.5
Net Pnl Severe Usd23815.0
Panelwalk_forward_fold_2_expanding_train
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.6240828092243187
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
13
Accepted Trades33
Bucketall
Candidate Trades35
Dimensiontotal
Eligible Sessions60
End Day2025-12-29
Ev Per Eligible Session Severe Usd-95.575
Ev Per Trade Severe Usd-173.77272727272728
Fold2
Max Drawdown Severe Usd-10179.5
Net Pnl Severe Usd-5734.5
Panelwalk_forward_fold_2_forward_test
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe0.7163104778866133
Selection Or RetuningFalse
Splitforward_test
Start Day2025-09-30
14
Accepted Trades50
Bucketall
Candidate Trades56
Dimensiontotal
Eligible Sessions180
End Day2025-09-29
Ev Per Eligible Session Severe Usd84.41666666666667
Ev Per Trade Severe Usd303.9
Fold2
Max Drawdown Severe Usd-4157.5
Net Pnl Severe Usd15195.0
Panelwalk_forward_fold_2_expanding_train
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.6372004277357264
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
15
Accepted Trades24
Bucketall
Candidate Trades26
Dimensiontotal
Eligible Sessions60
End Day2025-12-29
Ev Per Eligible Session Severe Usd-90.43333333333334
Ev Per Trade Severe Usd-226.08333333333334
Fold2
Max Drawdown Severe Usd-9075.5
Net Pnl Severe Usd-5426.0
Panelwalk_forward_fold_2_forward_test
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe0.6365341460963928
Selection Or RetuningFalse
Splitforward_test
Start Day2025-09-30
16
Accepted Trades61
Bucketall
Candidate Trades68
Dimensiontotal
Eligible Sessions180
End Day2025-09-29
Ev Per Eligible Session Severe Usd86.90833333333333
Ev Per Trade Severe Usd256.45081967213116
Fold2
Max Drawdown Severe Usd-5302.5
Net Pnl Severe Usd15643.5
Panelwalk_forward_fold_2_expanding_train
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.5213022976823234
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
17
Accepted Trades25
Bucketall
Candidate Trades27
Dimensiontotal
Eligible Sessions60
End Day2025-12-29
Ev Per Eligible Session Severe Usd-103.70833333333333
Ev Per Trade Severe Usd-248.9
Fold2
Max Drawdown Severe Usd-9075.5
Net Pnl Severe Usd-6222.5
Panelwalk_forward_fold_2_forward_test
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe0.6042925278219395
Selection Or RetuningFalse
Splitforward_test
Start Day2025-09-30
18
Accepted Trades79
Bucketall
Candidate Trades90
Dimensiontotal
Eligible Sessions180
End Day2025-09-29
Ev Per Eligible Session Severe Usd85.45277777777778
Ev Per Trade Severe Usd194.70253164556962
Fold2
Max Drawdown Severe Usd-8780.0
Net Pnl Severe Usd15381.5
Panelwalk_forward_fold_2_expanding_train
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.3923051418077943
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
19
Accepted Trades31
Bucketall
Candidate Trades33
Dimensiontotal
Eligible Sessions60
End Day2025-12-29
Ev Per Eligible Session Severe Usd-77.94166666666666
Ev Per Trade Severe Usd-150.8548387096774
Fold2
Max Drawdown Severe Usd-6860.5
Net Pnl Severe Usd-4676.5
Panelwalk_forward_fold_2_forward_test
Policyresting_limit_one_tick_through_stress
Profit Factor Severe0.7520545040029691
Selection Or RetuningFalse
Splitforward_test
Start Day2025-09-30
20
Accepted Trades116
Bucketall
Candidate Trades129
Dimensiontotal
Eligible Sessions240
End Day2025-12-29
Ev Per Eligible Session Severe Usd71.23333333333333
Ev Per Trade Severe Usd147.3793103448276
Fold3
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd17096.0
Panelwalk_forward_fold_3_expanding_train
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.286787895054687
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
21
Accepted Trades35
Bucketall
Candidate Trades38
Dimensiontotal
Eligible Sessions60
End Day2026-03-27
Ev Per Eligible Session Severe Usd201.375
Ev Per Trade Severe Usd345.2142857142857
Fold3
Max Drawdown Severe Usd-4329.0
Net Pnl Severe Usd12082.5
Panelwalk_forward_fold_3_forward_test
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.6880107052358853
Selection Or RetuningFalse
Splitforward_test
Start Day2025-12-30
22
Accepted Trades113
Bucketall
Candidate Trades126
Dimensiontotal
Eligible Sessions240
End Day2025-12-29
Ev Per Eligible Session Severe Usd75.33541666666666
Ev Per Trade Severe Usd160.00442477876106
Fold3
Max Drawdown Severe Usd-14337.0
Net Pnl Severe Usd18080.5
Panelwalk_forward_fold_3_expanding_train
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.3097354986809195
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
23
Accepted Trades35
Bucketall
Candidate Trades38
Dimensiontotal
Eligible Sessions60
End Day2026-03-27
Ev Per Eligible Session Severe Usd131.79166666666666
Ev Per Trade Severe Usd225.92857142857142
Fold3
Max Drawdown Severe Usd-4894.0
Net Pnl Severe Usd7907.5
Panelwalk_forward_fold_3_forward_test
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.4141570208977112
Selection Or RetuningFalse
Splitforward_test
Start Day2025-12-30
24
Accepted Trades74
Bucketall
Candidate Trades82
Dimensiontotal
Eligible Sessions240
End Day2025-12-29
Ev Per Eligible Session Severe Usd40.704166666666666
Ev Per Trade Severe Usd132.01351351351352
Fold3
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd9769.0
Panelwalk_forward_fold_3_expanding_train
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.251940683430045
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
25
Accepted Trades27
Bucketall
Candidate Trades30
Dimensiontotal
Eligible Sessions60
End Day2026-03-27
Ev Per Eligible Session Severe Usd188.325
Ev Per Trade Severe Usd418.5
Fold3
Max Drawdown Severe Usd-3236.0
Net Pnl Severe Usd11299.5
Panelwalk_forward_fold_3_forward_test
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.8670247458277383
Selection Or RetuningFalse
Splitforward_test
Start Day2025-12-30
26
Accepted Trades86
Bucketall
Candidate Trades95
Dimensiontotal
Eligible Sessions240
End Day2025-12-29
Ev Per Eligible Session Severe Usd39.25416666666667
Ev Per Trade Severe Usd109.54651162790698
Fold3
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd9421.0
Panelwalk_forward_fold_3_expanding_train
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.2059977915532378
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
27
Accepted Trades29
Bucketall
Candidate Trades32
Dimensiontotal
Eligible Sessions60
End Day2026-03-27
Ev Per Eligible Session Severe Usd159.94166666666666
Ev Per Trade Severe Usd330.91379310344826
Fold3
Max Drawdown Severe Usd-4082.5
Net Pnl Severe Usd9596.5
Panelwalk_forward_fold_3_forward_test
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.6512503817311934
Selection Or RetuningFalse
Splitforward_test
Start Day2025-12-30
28
Accepted Trades110
Bucketall
Candidate Trades123
Dimensiontotal
Eligible Sessions240
End Day2025-12-29
Ev Per Eligible Session Severe Usd44.604166666666664
Ev Per Trade Severe Usd97.31818181818181
Fold3
Max Drawdown Severe Usd-10174.0
Net Pnl Severe Usd10705.0
Panelwalk_forward_fold_3_expanding_train
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.1843496529990185
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
29
Accepted Trades35
Bucketall
Candidate Trades38
Dimensiontotal
Eligible Sessions60
End Day2026-03-27
Ev Per Eligible Session Severe Usd201.375
Ev Per Trade Severe Usd345.2142857142857
Fold3
Max Drawdown Severe Usd-4329.0
Net Pnl Severe Usd12082.5
Panelwalk_forward_fold_3_forward_test
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.6880107052358853
Selection Or RetuningFalse
Splitforward_test
Start Day2025-12-30
30
Accepted Trades151
Bucketall
Candidate Trades167
Dimensiontotal
Eligible Sessions300
End Day2026-03-27
Ev Per Eligible Session Severe Usd97.26166666666667
Ev Per Trade Severe Usd193.23509933774835
Fold4
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd29178.5
Panelwalk_forward_fold_4_expanding_train
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.3780896292121
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
31
Accepted Trades25
Bucketall
Candidate Trades26
Dimensiontotal
Eligible Sessions60
End Day2026-06-25
Ev Per Eligible Session Severe Usd314.7083333333333
Ev Per Trade Severe Usd755.3
Fold4
Max Drawdown Severe Usd-3596.0
Net Pnl Severe Usd18882.5
Panelwalk_forward_fold_4_forward_test
Policyfrozen_resting_second_retest_limit
Profit Factor Severe2.406936889948588
Selection Or RetuningFalse
Splitforward_test
Start Day2026-03-30
32
Accepted Trades148
Bucketall
Candidate Trades164
Dimensiontotal
Eligible Sessions300
End Day2026-03-27
Ev Per Eligible Session Severe Usd86.62666666666667
Ev Per Trade Severe Usd175.59459459459458
Fold4
Max Drawdown Severe Usd-14337.0
Net Pnl Severe Usd25988.0
Panelwalk_forward_fold_4_expanding_train
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.3354718783481998
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
33
Accepted Trades25
Bucketall
Candidate Trades26
Dimensiontotal
Eligible Sessions60
End Day2026-06-25
Ev Per Eligible Session Severe Usd172.95833333333334
Ev Per Trade Severe Usd415.1
Fold4
Max Drawdown Severe Usd-4367.0
Net Pnl Severe Usd10377.5
Panelwalk_forward_fold_4_forward_test
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.6625063840653729
Selection Or RetuningFalse
Splitforward_test
Start Day2026-03-30
34
Accepted Trades101
Bucketall
Candidate Trades112
Dimensiontotal
Eligible Sessions300
End Day2026-03-27
Ev Per Eligible Session Severe Usd70.22833333333334
Ev Per Trade Severe Usd208.5990099009901
Fold4
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd21068.5
Panelwalk_forward_fold_4_expanding_train
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.4066689185928678
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
35
Accepted Trades16
Bucketall
Candidate Trades17
Dimensiontotal
Eligible Sessions60
End Day2026-06-25
Ev Per Eligible Session Severe Usd52.766666666666666
Ev Per Trade Severe Usd197.875
Fold4
Max Drawdown Severe Usd-4346.0
Net Pnl Severe Usd3166.0
Panelwalk_forward_fold_4_forward_test
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.297095669309811
Selection Or RetuningFalse
Splitforward_test
Start Day2026-03-30
36
Accepted Trades115
Bucketall
Candidate Trades127
Dimensiontotal
Eligible Sessions300
End Day2026-03-27
Ev Per Eligible Session Severe Usd63.391666666666666
Ev Per Trade Severe Usd165.3695652173913
Fold4
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd19017.5
Panelwalk_forward_fold_4_expanding_train
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.3144999917313003
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
37
Accepted Trades19
Bucketall
Candidate Trades20
Dimensiontotal
Eligible Sessions60
End Day2026-06-25
Ev Per Eligible Session Severe Usd148.275
Ev Per Trade Severe Usd468.2368421052632
Fold4
Max Drawdown Severe Usd-4874.0
Net Pnl Severe Usd8896.5
Panelwalk_forward_fold_4_forward_test
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.7832805071315372
Selection Or RetuningFalse
Splitforward_test
Start Day2026-03-30
38
Accepted Trades145
Bucketall
Candidate Trades161
Dimensiontotal
Eligible Sessions300
End Day2026-03-27
Ev Per Eligible Session Severe Usd75.95833333333333
Ev Per Trade Severe Usd157.1551724137931
Fold4
Max Drawdown Severe Usd-10174.0
Net Pnl Severe Usd22787.5
Panelwalk_forward_fold_4_expanding_train
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.301300401293129
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
39
Accepted Trades25
Bucketall
Candidate Trades26
Dimensiontotal
Eligible Sessions60
End Day2026-06-25
Ev Per Eligible Session Severe Usd314.7083333333333
Ev Per Trade Severe Usd755.3
Fold4
Max Drawdown Severe Usd-3596.0
Net Pnl Severe Usd18882.5
Panelwalk_forward_fold_4_forward_test
Policyresting_limit_one_tick_through_stress
Profit Factor Severe2.406936889948588
Selection Or RetuningFalse
Splitforward_test
Start Day2026-03-30
40
Accepted Trades176
Bucketall
Candidate Trades193
Dimensiontotal
Eligible Sessions360
End Day2026-06-25
Ev Per Eligible Session Severe Usd133.50277777777777
Ev Per Trade Severe Usd273.0738636363636
Fold5
Max Drawdown Severe Usd-9618.5
Net Pnl Severe Usd48061.0
Panelwalk_forward_fold_5_expanding_train
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.5305068188466187
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
41
Accepted Trades6
Bucketall
Candidate Trades6
Dimensiontotal
Eligible Sessions23
End Day2026-07-29
Ev Per Eligible Session Severe Usd8.08695652173913
Ev Per Trade Severe Usd31.0
Fold5
Max Drawdown Severe Usd-2113.0
Net Pnl Severe Usd186.0
Panelwalk_forward_fold_5_forward_test
Policyfrozen_resting_second_retest_limit
Profit Factor Severe1.043346539268236
Selection Or RetuningFalse
Splitforward_test
Start Day2026-06-26
42
Accepted Trades173
Bucketall
Candidate Trades190
Dimensiontotal
Eligible Sessions360
End Day2026-06-25
Ev Per Eligible Session Severe Usd101.01527777777778
Ev Per Trade Severe Usd210.20520231213874
Fold5
Max Drawdown Severe Usd-14337.0
Net Pnl Severe Usd36365.5
Panelwalk_forward_fold_5_expanding_train
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.3904768551824849
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
43
Accepted Trades6
Bucketall
Candidate Trades6
Dimensiontotal
Eligible Sessions23
End Day2026-07-29
Ev Per Eligible Session Severe Usd9.173913043478262
Ev Per Trade Severe Usd35.166666666666664
Fold5
Max Drawdown Severe Usd-2113.0
Net Pnl Severe Usd211.0
Panelwalk_forward_fold_5_forward_test
Policymarket_next_open_after_completed_second_retest
Profit Factor Severe1.0491726870193427
Selection Or RetuningFalse
Splitforward_test
Start Day2026-06-26
44
Accepted Trades117
Bucketall
Candidate Trades129
Dimensiontotal
Eligible Sessions360
End Day2026-06-25
Ev Per Eligible Session Severe Usd67.31805555555556
Ev Per Trade Severe Usd207.13247863247864
Fold5
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd24234.5
Panelwalk_forward_fold_5_expanding_train
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe1.3879754738729508
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
45
Accepted Trades4
Bucketall
Candidate Trades4
Dimensiontotal
Eligible Sessions23
End Day2026-07-29
Ev Per Eligible Session Severe Usd-81.56521739130434
Ev Per Trade Severe Usd-469.0
Fold5
Max Drawdown Severe Usd-2198.0
Net Pnl Severe Usd-1876.0
Panelwalk_forward_fold_5_forward_test
Policymarket_next_open_adverse_cap_0p10_stop
Profit Factor Severe0.42708810505420675
Selection Or RetuningFalse
Splitforward_test
Start Day2026-06-26
46
Accepted Trades134
Bucketall
Candidate Trades147
Dimensiontotal
Eligible Sessions360
End Day2026-06-25
Ev Per Eligible Session Severe Usd77.53888888888889
Ev Per Trade Severe Usd208.3134328358209
Fold5
Max Drawdown Severe Usd-13233.0
Net Pnl Severe Usd27914.0
Panelwalk_forward_fold_5_expanding_train
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.3886282317234466
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
47
Accepted Trades5
Bucketall
Candidate Trades5
Dimensiontotal
Eligible Sessions23
End Day2026-07-29
Ev Per Eligible Session Severe Usd53.369565217391305
Ev Per Trade Severe Usd245.5
Fold5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1227.5
Panelwalk_forward_fold_5_forward_test
Policymarket_next_open_adverse_cap_0p20_stop
Profit Factor Severe1.3748663918155444
Selection Or RetuningFalse
Splitforward_test
Start Day2026-06-26
48
Accepted Trades170
Bucketall
Candidate Trades187
Dimensiontotal
Eligible Sessions360
End Day2026-06-25
Ev Per Eligible Session Severe Usd115.75
Ev Per Trade Severe Usd245.11764705882354
Fold5
Max Drawdown Severe Usd-10174.0
Net Pnl Severe Usd41670.0
Panelwalk_forward_fold_5_expanding_train
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.4679314778527033
Selection Or RetuningFalse
Splitexpanding_train
Start Day2025-01-02
49
Accepted Trades5
Bucketall
Candidate Trades5
Dimensiontotal
Eligible Sessions23
End Day2026-07-29
Ev Per Eligible Session Severe Usd52.28260869565217
Ev Per Trade Severe Usd240.5
Fold5
Max Drawdown Severe Usd-1101.5
Net Pnl Severe Usd1202.5
Panelwalk_forward_fold_5_forward_test
Policyresting_limit_one_tick_through_stress
Profit Factor Severe1.3672316384180792
Selection Or RetuningFalse
Splitforward_test
Start Day2026-06-26
Shadow Execution Accounting
Actual Broker Cost And Fill Reconciliation Requiredtrue
Adverse Stop And Flatten Slippage Ticks1
Base NQ Round Turn Cost Usd16.5
Initial MNQ Cost Assumption Per Contract Usd2.5
Stop Gap Filladverse_bar_open_then_one_adverse_tick
Target Fillexact_target
Target Slippage Ticks0
Stop Translation
Liquidity Sleeve
HIGH VOL Es Equivalent Stop Points8
LOW VOL Es Equivalent Stop Points5
Nq Stop Pointsround_to_tick_selected_es_stop_times_nq_es_ratio
Midpoint Sleeve
Es Equivalent Stop Points8
Nq Stop Pointsround_to_tick_8_times_nq_es_ratio
Minimum Nq Stop Points0.25
No Breakeventrue
No Partialstrue
No Trailingtrue
Referenceactual_entry_fill
Roundingnearest_0.25_points_half_up
Same Bar Stop Target Collisionstop_first
Stop Active On Fill Minutetrue
Target Active On Fill Minutefalse
Target Pointsthree_times_stop_points
Interpretation limits
Caveats
- high_vol_gate_selected_after_historical_regime_results_were_observed
- high_vol_indicator_itself_was_preexisting_causal_stop_logic_not_newly_fit_threshold
- high_vol_was_profitable_in_both_2025_and_2026
- 2026_low_vol_decay_motivated_rotation
- prospective_validation_required
- Exact-touch limits assume fills without queue modeling.
- Historical output is diagnostic and the initial MNQ proxy is a new forward-reconciliation variant.
- The bounded rejection-close and next-minute-open first-retest interventions were rejected: each turned the incumbent +$48,247 into roughly -$4.5k with drawdown near -$23.6k.
- The distinct completed-second-retest next-open proxy stayed profitable at +$36,576.50 but lost $11,670.50 versus the frozen resting limit and increased drawdown to $14,337; neither adverse-distance cap restored the edge.
- The one-tick-through resting-limit stress retained +$42,872.50 with $10,174 drawdown, but remains an all-history-seen non-promoted fill stress rather than an executable entitlement.
- The installed v1 plugin's two-day bootstrap is insufficient to reconstruct prior-20 and liquidity lifecycle state; it must fail closed until sufficient history or reconciled durable state exists.
SHA-256 provenance
Source hashes
configs/dashboard_strategy_bot_handoffs.yaml04e3954b…fba98cconfigs/experiments/rp_second_retest_execution_parity_v1.yamlf34d0652…cb3c49configs/frozen_nq_high_vol_forward_shadow_bot.yamlb0e18b39…e2178cconfigs/frozen_nq_high_vol_rotation_shadow.yaml30741315…6ae34bconfigs/frozen_nq_mixed_sizing_forward_shadow.yamlcb3794b1…6c7eefconfigs/nq_current_regime_rotation_monitor.yamlce473940…d808d4configs/rp_first_retest_intervention_1m_verification.yaml63b6c36b…b8f611data/results/analysis/es_nq_midpoint_liquidity_reclaim_robustness_2025_2026/trades.csveabfe15d…fe0f4ddata/results/analysis/es_nq_prior_rth_liquidity_source_robustness_2025_2026/trades.csv5e77596d…9f6570data/results/analysis/es_rp_first_retest_challenger_2026_07_30/report.md4c240594…eabbfddata/results/analysis/es_rp_first_retest_challenger_2026_07_30/summary.json9a070fa0…db2256data/results/analysis/es_rp_first_retest_challenger_2026_07_30/variants.csvfc1b5b3e…803c11data/results/analysis/frozen_nq_mixed_sizing_forward_shadow/component_results.csvd14d100c…02ab39data/results/analysis/frozen_nq_mixed_sizing_forward_shadow/manifest.json2e92a23f…de4caddata/results/analysis/nq_current_regime_rotation_monitor_2026/daily_state.csv83f37963…ea0033data/results/analysis/rp_first_retest_intervention_v2/decisions.csv13913fcb…6cb450data/results/analysis/rp_first_retest_intervention_v2/incremental.csva114fefa…f45902data/results/analysis/rp_first_retest_intervention_v2/manifest.json67b41cff…abe72ddata/results/analysis/rp_first_retest_intervention_v2/panels.csv5ad039f0…bb0c08data/results/analysis/rp_first_retest_intervention_v2/provider_audit.json41c07a55…8856cedata/results/analysis/rp_first_retest_intervention_v2/report.md76585e99…17d6f2data/results/analysis/rp_second_retest_execution_parity_v1/attribution.csv53278dab…bbba7fdata/results/analysis/rp_second_retest_execution_parity_v1/bootstrap.csvace1d735…358342data/results/analysis/rp_second_retest_execution_parity_v1/manifest.json37a5fc6a…74e4a0data/results/analysis/rp_second_retest_execution_parity_v1/metrics.csv8a1ae640…c13077data/results/analysis/rp_second_retest_execution_parity_v1/report.md3b345287…c7c5c3data/results/analysis/rp_second_retest_execution_parity_v1/summary.jsone71452d3…e08d45data/results/analysis/rp_second_retest_execution_parity_v1/walk_forward.csv1d2e8c8f…1b2b06data/results/analysis/rp_stop_schedule_dead_zone_extension_td2026_08_14_v1/daily.csva0e6d55e…39989adata/results/analysis/rp_stop_schedule_dead_zone_mnq5_sizing_diagnostic_v1/daily.csvbdbdf097…6e32c0data/results/analysis/rp_stop_schedule_dead_zone_shadow_v1/daily.csvc56ea63b…696218data/results/analysis/rp_strat_instrument_audit_2026_07_30/day_audit.csvd32f60af…a230c4data/results/analysis/rp_strat_instrument_audit_2026_07_30/historical_instrument_summary.csvd28ff15b…6009dcdata/results/analysis/rp_strat_instrument_audit_2026_07_30/manifest.jsonea82106f…7e6edbdata/results/analysis/rp_strat_instrument_audit_2026_07_30/report.md1f18defa…021006scripts/analyze_rp_second_retest_execution_parity.pybad5d58f…bafefdscripts/verify_rp_first_retest_intervention_1m.py1b4d5814…38dd83