NY Opening Candle · gated continuation
Enter the second NY opening candle in the first candle's direction only when frozen candle-quality and strictly-prior regime gates qualify.
A unique causal setup family. Its linked tracker may be newer than its frozen research evidence.
- Raw evidence cutoff
- 2026-07-21
- Raw latest row
- 2026-08-14
- Freshness lag
- 10 days
- Source files
- 62
- Data
- Trade-based OHLCV-1s exact execution verification; local OHLCV-1m causal features
Opening A+C acceptance stack
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: inherited_NQ_and_ES_parent_research_units_daily_session_basis.
This reconstructed post-cutoff monitor preserves the frozen rules and is reported separately from historical qualification metrics through 2026-08-14. The raw evidence below remains unchanged.
Canonical registry evidence
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.
Cumulative research PnL
Setup explanation
- 01
Build the NQ 09:30–09:35 ET or ES 09:30–09:45 ET first candle from completed sequential one-second bars.
- 02
At the first-candle close, evaluate only frozen wick/body and strictly-prior 20-session regime conditions; missing features block the candidate.
- 03
Enter at the second candle open in the first candle's direction with one adverse tick, then place a body-sized 1:1 bracket around the actual fill.
- 04
Use exact one-second event order, adverse stop-first treatment for any same-second collision, and flatten at the second candle's end if neither bracket leg fills.
- 05
Track standard A/C streams and high-selectivity NQ A∩B / ES C∩D streams separately; never union the negative broad-only additions.
Exact parameters
These are the frozen parameters consumed by the exporter. Values are displayed verbatim after strict JSON normalization.
Caveats
- All displayed history was seen before these shadow identities were frozen; this is not untouched validation.
- The five source gates were selected after an exploratory screen of 55,089 variants, so exact execution verification does not remove selection bias.
- The displayed standard package sums sequential NQ and ES trades without sizing optimization; the exposures remain correlated.
- The standard package is the higher-frequency identity; consensus remains a higher-PF, lower-frequency confidence alternative.
- Relaxing the NQ body cap to 1.25 and ES overnight cap to 1.50 added 32 trades but lost $8,585.50 at PF 0.41; those challengers are rejected.
- A bounded management-only screen rejected both a 0.75R symmetric bracket and a one-minute exit; the latter improved July but failed the broader current-development panel.
- Adding broad-only B/D trades reduced expectancy and is prohibited.
- Databento degraded-date warnings are retained in primary results and isolated in a separate sensitivity.
- The unchanged July 22–August 6 monitor is reconstructed post-cutoff chronology, not untouched prospective evidence; it is appended as a labeled display segment and does not alter the separately retained 375-session historical qualification artifacts.
- The acceptance-stack shadow improved full-history net/PF/drawdown and 2026 panels, but was assembled after inspecting a bounded all-history-seen surface; it gave up $89.50 in train and $206.00 in selection and has no untouched validation.
- The unchanged acceptance-stack identity was exactly replayed through August 14 after reacquiring the required constituent-minute and cross-index features; all 13 post-cutoff parent trades passed, adding $3,600.50 without threshold reselection. This is observed all-history-seen evidence, not untouched validation or promotion.
- The acceptance-stack TradingView artifact is a distinct one-minute OHLCV/NQ1! proxy, not exact research parity or an execution authorization.
Source hashes
configs/dashboard_strategy_bot_handoffs.yaml04e3954b…fba98cconfigs/ny_open_candle_acceptance_stack_v1.yamlb14c7f23…aa7e50configs/ny_open_candle_continuation_1s_gate_verification.yamlbb81213f…8bfcd8configs/ny_open_candle_continuation_consensus_shadows.yaml61c3f073…35c997configs/ny_open_candle_frequency_expansion.yamleb799e1e…70f81cconfigs/ny_open_candle_management_challengers.yaml6e48e3e4…de998cconfigs/ny_open_candle_standard_ac_monitor_2026_08_06.yaml018bb7af…6253cddata/results/analysis/ny_open_candle_acceptance_stack_v1/candidate_daily.csv8761bd83…73720edata/results/analysis/ny_open_candle_acceptance_stack_v1/candidate_registry.csv68f12d7e…7d07eedata/results/analysis/ny_open_candle_acceptance_stack_v1/concentration_sensitivity.csv46cf32e2…e59165data/results/analysis/ny_open_candle_acceptance_stack_v1/failed_surface.csv75a02ec7…b59b40data/results/analysis/ny_open_candle_acceptance_stack_v1/manifest.json1a316907…7be495data/results/analysis/ny_open_candle_acceptance_stack_v1/metrics.csv05c1a906…caf70edata/results/analysis/ny_open_candle_acceptance_stack_v1/paired_comparison.csve51a0130…e17309data/results/analysis/ny_open_candle_acceptance_stack_v1/report.md3df70cb0…1f809bdata/results/analysis/ny_open_candle_continuation_1s_gate_verification/eligibility_manifest.csvde828b89…01de3edata/results/analysis/ny_open_candle_continuation_1s_gate_verification/manifest.jsonf1f38599…ad17b4data/results/analysis/ny_open_candle_continuation_1s_gate_verification/provider_audit.json35a66214…413746data/results/analysis/ny_open_candle_continuation_1s_gate_verification/ranking.csv9fceeba9…71c64fdata/results/analysis/ny_open_candle_continuation_1s_gate_verification/report.mddbd8de38…d4c17fdata/results/analysis/ny_open_candle_continuation_consensus_shadows/candidate_metrics.csvcd12795e…50d353data/results/analysis/ny_open_candle_continuation_consensus_shadows/combined_consensus_daily.csv44afa819…215f6ddata/results/analysis/ny_open_candle_continuation_consensus_shadows/combined_consensus_metrics.csv1dbaf98c…b5f70edata/results/analysis/ny_open_candle_continuation_consensus_shadows/manifest.json1db7c21f…16d54bdata/results/analysis/ny_open_candle_continuation_consensus_shadows/overlap_metrics.csvda71ff33…c7a837data/results/analysis/ny_open_candle_continuation_consensus_shadows/report.mde63ecbab…3cf6d0data/results/analysis/ny_open_candle_frequency_expansion_v2/incremental_metrics.csv37a01e3d…22883ddata/results/analysis/ny_open_candle_frequency_expansion_v2/manifest.json1e42a964…a1026bdata/results/analysis/ny_open_candle_frequency_expansion_v2/package_daily.csv94aa2519…74aad2data/results/analysis/ny_open_candle_frequency_expansion_v2/package_metrics.csvcbea82bc…08468adata/results/analysis/ny_open_candle_frequency_expansion_v2/provider_audit.jsona70bd199…921328data/results/analysis/ny_open_candle_frequency_expansion_v2/report.md61c33d99…8c663bdata/results/analysis/ny_open_candle_management_challengers_v1/candidate_metrics.csv40505dfb…02bb47data/results/analysis/ny_open_candle_management_challengers_v1/decision_summary.csv5f280b97…6a306fdata/results/analysis/ny_open_candle_management_challengers_v1/manifest.jsonb7ebc792…e37bffdata/results/analysis/ny_open_candle_management_challengers_v1/report.md64b58be4…80d785data/results/analysis/ny_open_candle_management_challengers_v1/resolution_comparison.csv5811eeac…ff3200data/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/eligibility.csv75440a2a…af0086data/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/exact_1s_trades.csv7833ab78…905ddcdata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/exact_request_costs.csv356c3a3f…fbdd3cdata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/first_candle_parity.csvd08c155c…548c2bdata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/manifest.json9f3d456c…79c427data/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/monitor_metrics.csv0a804439…8a353fdata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/package_daily.csv7d039db5…286191data/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/provider_audit.json03d51946…c99d8fdata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/report.md8c9f1cc8…4a63aedata/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/rolling_seed_and_updates.csvf6aaffe2…fe6ed9data/results/analysis/ny_open_candle_standard_ac_monitor_2026_08_06/schedule.csv452ba0eb…f28534data/results/analysis/regular_strategy_selected_extension_td2026_08_14_v1/manifest.jsona928f0d1…46d19cdata/results/analysis/regular_strategy_selected_extension_td2026_08_14_v1/opening_daily.csvc4c98e9e…853bc8data/results/analysis/regular_strategy_selected_extension_td2026_08_14_v1/opening_trade_evaluations.csveb43e063…9311afdata/results/strategy_bundles/opening.ny.standard_ac.acceptance_stack.shadow.v1/frozen-config.json17d21cf1…d17529data/results/strategy_bundles/opening.ny.standard_ac.acceptance_stack.shadow.v1/parity-vectors.jsonec8c5dcc…87e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