CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m pre-registered screen — run record

Spec: entry5m/docs/2026-09-06-entry5m-design.md at commit 59d20bc (spec(entry5m): ZTD H1 bias + 5m pullback structure-break entries, pre-registered). Code HEAD at run time: a8867d3 (fix(entry5m): strict-JSON sidecar (non-finite floats become null)). The spec commit predates every commit that touches pyakao/src/pyakao/entry5m (99c4ad8, f1c160f, 0e38ddc, 669ddd1, ed0ab16, 34e77bf, abf8836, a8867d3), so the criteria in section 8 were fixed before any of this code — and before this run — existed. No parameter was changed after seeing a result.

Primary cell (section 8, unmodified): N = 3, min_pb_bars = 3, timeout_h1 = 96, min_rr = 1.0, pending_max_bars = 48, max_hold_bars = 0, ZTD defaults.

Data window per symbol (5m bars, D:/tickstory/History data/<SYMBOL>_mt5_bars.csv, confirmed against the loader's first/last bar and cross-checked against n_bars in the JSON sidecar):

Symbol First bar (UTC) Last bar (UTC) 5m bars H1 bars
EURUSD 2021-03-12 00:00 2026-03-11 23:55 373,657 31,149
GBPUSD 2021-03-23 00:00 2026-03-22 23:55 373,185 31,115
XAUUSD 2021-03-12 00:00 2026-03-11 23:55 354,293 29,542
EURJPY 2021-03-23 00:00 2026-02-20 18:40 367,158 30,649

Verdict (copied from the table below): FAIL overall: 0 of 3 groups (need 2) — group usd (EURUSD, GBPUSD) FAIL, group metal (XAUUSD) FAIL, group jpy (EURJPY) FAIL.

The rule as specified is dead; no parameter search was run (spec section 8).

Per-symbol observations (funnel counters, as printed; no adjustments implied):

  • EURUSD. 235 H1 biases fired (225 RDIV, 10 HDIV); of those, 120 ended by reaching target, 50 by contradiction, 28 by timeout, 37 replaced by an opposite fire, 0 with no target. 6,485 pullbacks qualified (2,113 were too-short on origin age); 124 were rejected on RR, 372 were already broken by the time the confirmation bar closed, 4,283 were skipped because a position was already open. 1,706 orders were placed; of the pending orders, 864 were cancelled because the pullback extreme was taken out, 4 expired, 27 were cancelled at bias end, 271 were replaced by a newer pullback; 540 filled. Of the 540 trades, 109 won and 431 lost, net R +53.4, PF 1.12, ex-outlier PF 0.97, expectancy +0.099 R, best month 2024-06 at 60.5% of net R, first half +59.0 R and second half −5.6 R.
  • GBPUSD. 185 H1 biases fired (179 RDIV, 6 HDIV); 87 ended at target, 35 by contradiction, 33 by timeout, 30 replaced, 0 with no target. 6,535 pullbacks qualified (2,124 too-short); 99 RR-rejected, 346 already broken, 4,469 skipped in position. 1,621 orders placed; 792 cancelled on extreme taken, 1 expired, 19 cancelled at bias end, 283 replaced; 526 filled. Of the 526 trades, 90 won and 436 lost, net R −30.6, PF 0.93, ex-outlier PF 0.81, expectancy −0.058 R, best month 2023-04 (net R negative, so no positive-share figure), first half +39.6 R and second half −70.2 R.
  • XAUUSD. 171 H1 biases fired (167 RDIV, 4 HDIV); 83 ended at target, 35 by contradiction, 26 by timeout, 27 replaced, 0 with no target. 5,954 pullbacks qualified (1,950 too-short); 85 RR-rejected, 354 already broken, 3,955 skipped in position. 1,560 orders placed; 831 cancelled on extreme taken, 1 expired, 26 cancelled at bias end, 253 replaced; 449 filled. Of the 449 trades, 91 won and 358 lost, net R −17.2, PF 0.96, ex-outlier PF 0.86, expectancy −0.038 R, best month 2023-04 (net R negative), first half +13.0 R and second half −30.1 R.
  • EURJPY. 172 H1 biases fired (162 RDIV, 10 HDIV); 84 ended at target, 35 by contradiction, 29 by timeout, 24 replaced, 0 with no target. 6,325 pullbacks qualified (2,081 too-short); 99 RR-rejected, 377 already broken, 4,133 skipped in position. 1,716 orders placed; 876 cancelled on extreme taken, 1 expired, 18 cancelled at bias end, 274 replaced; 547 filled. Of the 547 trades, 96 won and 451 lost, net R −65.3, PF 0.86, ex-outlier PF 0.78, expectancy −0.119 R, best month 2022-04 (net R negative), first half +16.7 R and second half −82.0 R.

Against section 8's five sub-criteria (n >= 200, PF > 1.15 and ex-outlier PF > 1.0, expectancy > +0.05 R, best month <= 35% of net R, both halves net-positive), only EURUSD passes n and expectancy; every symbol fails PF, and no symbol has both halves net-positive. GBPUSD's net R is negative, which also fails the group-usd side condition on its own. 0 of 3 groups pass against the 2-of-3 requirement.

The sensitivity block below is reported as required by section 7 but is explicitly NOT judged — no cell was or will be selected from it; it exists only to show how fragile the primary cell's result is to N and min_rr.

entry5m screen tf=5m symbols=EURUSD,GBPUSD,XAUUSD,EURJPY

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    547    17.6     -65.3   -0.119    0.86    0.78    104.5   2022-04        -      16.7     -82.0   114.5     FAIL
  EURUSD    540    20.2      53.4    0.099    1.12    0.97     76.4   2024-06     60.5      59.0      -5.6   126.7     FAIL
  GBPUSD    526    17.1     -30.6   -0.058    0.93    0.81    102.2   2023-04        -      39.6     -70.2   133.3     FAIL
  XAUUSD    449    20.3     -17.2   -0.038    0.96    0.86     63.6   2023-04        -      13.0     -30.1   131.1     FAIL

bias / pullback funnel:
  EURJPY   biases=172  biases_RDIV=162  biases_HDIV=10  bias_end_target=84  bias_end_contradiction=35  bias_end_timeout=29  bias_end_replaced=24  bias_no_target=0  pullbacks_too_short=2081  pullbacks_qualifying=6325  rr_rejected=99  already_broken=377  skipped_in_position=4133  orders_placed=1716  cancel_extreme_taken=876  cancel_expired=1  cancel_bias_end=18  cancel_replaced=274  filled=547
  EURUSD   biases=235  biases_RDIV=225  biases_HDIV=10  bias_end_target=120  bias_end_contradiction=50  bias_end_timeout=28  bias_end_replaced=37  bias_no_target=0  pullbacks_too_short=2113  pullbacks_qualifying=6485  rr_rejected=124  already_broken=372  skipped_in_position=4283  orders_placed=1706  cancel_extreme_taken=864  cancel_expired=4  cancel_bias_end=27  cancel_replaced=271  filled=540
  GBPUSD   biases=185  biases_RDIV=179  biases_HDIV=6  bias_end_target=87  bias_end_contradiction=35  bias_end_timeout=33  bias_end_replaced=30  bias_no_target=0  pullbacks_too_short=2124  pullbacks_qualifying=6535  rr_rejected=99  already_broken=346  skipped_in_position=4469  orders_placed=1621  cancel_extreme_taken=792  cancel_expired=1  cancel_bias_end=19  cancel_replaced=283  filled=526
  XAUUSD   biases=171  biases_RDIV=167  biases_HDIV=4  bias_end_target=83  bias_end_contradiction=35  bias_end_timeout=26  bias_end_replaced=27  bias_no_target=0  pullbacks_too_short=1950  pullbacks_qualifying=5954  rr_rejected=85  already_broken=354  skipped_in_position=3955  orders_placed=1560  cancel_extreme_taken=831  cancel_expired=1  cancel_bias_end=26  cancel_replaced=253  filled=449

  FAIL  group usd (EURUSD, GBPUSD)
  FAIL  group metal (XAUUSD)
  FAIL  group jpy (EURJPY)
  FAIL  overall: 0 of 3 groups (need 2)

sensitivity (NOT judged): net R / PF / n per cell
cell                        EURJPY                  EURUSD                  GBPUSD                  XAUUSD
N=2 rr=1.0   -120.4   0.77    603      50.4   1.10    598     -77.4   0.85    585     -58.5   0.88    515
N=2 rr=1.5   -121.7   0.77    603      65.5   1.13    590     -73.0   0.86    580     -53.7   0.88    509
N=3 rr=1.0    -65.3   0.86    547      53.4   1.12    540     -30.6   0.93    526     -17.2   0.96    449
N=3 rr=1.5    -70.8   0.85    545      61.2   1.14    532     -30.3   0.93    519     -18.7   0.95    448
N=5 rr=1.0     10.6   1.03    403      31.3   1.09    436      40.2   1.13    402     -58.8   0.82    394
N=5 rr=1.5     13.2   1.04    392      36.4   1.10    433      47.0   1.15    396     -62.9   0.81    389