CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m v2 (H1-extreme stop) pre-registered screen — run record

Pre-registration: entry5m/docs/2026-09-06-entry5m-v2-h1stop-prereg.md at commit 94a35ec, committed before the code (62fac0c) and before this run. Code HEAD at run time: 62fac0c. Parent spec and v1 record: 2026-09-06-entry5m-design.md, research/2026-09-06-entry5m-screen.md (v1 FAIL, 0 of 3).

Primary cell (unmodified): N = 3, min_pb_bars = 3, timeout_h1 = 96, min_rr = 1.0, pending_max_bars = 48, max_hold_bars = 0, stop_mode = h1_extreme (stop one tick beyond the H1 range-2 divergence extreme, fixed at placement; pending orders cancelled at that level), ZTD defaults. Same data windows as the v1 record.

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 variant as specified is dead; no parameter search was run (prereg section 3, parent spec section 8).

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

  • EURUSD. 235 H1 biases (225 RDIV, 10 HDIV); ended at target 120, by contradiction 50, by timeout 28, replaced 37. 6485 pullbacks qualified (2113 too short); 1305 rejected on reward-to-risk against the wider H1 stop (v1: 124), 282 already broken, 3650 skipped in position. 1248 orders placed; 652 cancelled when price traded through the H1 extreme, 0 expired, 4 cancelled at bias end, 249 replaced; 343 filled. 343 trades, 92 won / 251 lost (win rate 26.8%), net R 16.1, PF 1.06, ex-outlier PF 0.93, expectancy 0.047 R, max drawdown 46.1 R, best month 2022-10 at 92.0% of net, halves 25.2 / -9.1 R, average hold 167.3 bars.
  • GBPUSD. 185 H1 biases (179 RDIV, 6 HDIV); ended at target 87, by contradiction 35, by timeout 33, replaced 30. 6535 pullbacks qualified (2124 too short); 1363 rejected on reward-to-risk against the wider H1 stop (v1: 99), 259 already broken, 3676 skipped in position. 1237 orders placed; 698 cancelled when price traded through the H1 extreme, 2 expired, 4 cancelled at bias end, 218 replaced; 315 filled. 315 trades, 68 won / 247 lost (win rate 21.6%), net R 59.3, PF 1.23, ex-outlier PF 0.95, expectancy 0.188 R, max drawdown 55.7 R, best month 2022-12 at 37.5% of net, halves 72.9 / -13.6 R, average hold 180.0 bars.
  • XAUUSD. 171 H1 biases (167 RDIV, 4 HDIV); ended at target 83, by contradiction 35, by timeout 26, replaced 27. 5954 pullbacks qualified (1950 too short); 1315 rejected on reward-to-risk against the wider H1 stop (v1: 85), 260 already broken, 3222 skipped in position. 1157 orders placed; 643 cancelled when price traded through the H1 extreme, 0 expired, 4 cancelled at bias end, 212 replaced; 298 filled. 298 trades, 64 won / 234 lost (win rate 21.5%), net R -71.9, PF 0.72, ex-outlier PF 0.62, expectancy -0.241 R, max drawdown 90.4 R, best month 2022-10 (net R negative), halves -21.4 / -50.4 R, average hold 157.8 bars.
  • EURJPY. 172 H1 biases (162 RDIV, 10 HDIV); ended at target 84, by contradiction 35, by timeout 29, replaced 24. 6325 pullbacks qualified (2081 too short); 1105 rejected on reward-to-risk against the wider H1 stop (v1: 99), 302 already broken, 3650 skipped in position. 1268 orders placed; 685 cancelled when price traded through the H1 extreme, 0 expired, 3 cancelled at bias end, 237 replaced; 343 filled. 343 trades, 69 won / 274 lost (win rate 20.1%), net R -66.4, PF 0.77, ex-outlier PF 0.67, expectancy -0.194 R, max drawdown 101.2 R, best month 2022-04 (net R negative), halves 7.6 / -74.1 R, average hold 159.2 bars.

Against the criteria: no symbol clears PF > 1.15 with ex-outlier PF > 1.0 (GBPUSD has PF 1.23 but ex-outlier 0.95 and a negative second half); only GBPUSD clears expectancy; no symbol has both halves positive; EURUSD's best month is 92% of its net. Compared with v1 the wider stop did what the pre-registration expected — win rates rose from 17-20% to 20-27%, trade counts fell by about a third through reward-to-risk rejections, average wins in R fell — and net R moved by symbol in both directions (GBPUSD up, XAUUSD down). The 15m secondary run (2026-09-06-entry5m-v2-h1stop-screen-15m.md) also fails, 0 of 3.

The sensitivity block below is reported as required and is NOT judged.

entry5m screen tf=5m stop_mode=h1_extreme symbols=EURUSD,GBPUSD,XAUUSD,EURJPY

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    343    20.1     -66.4   -0.194    0.77    0.67    101.2   2022-04        -       7.6     -74.1   159.2     FAIL
  EURUSD    343    26.8      16.1    0.047    1.06    0.93     46.1   2022-10     92.0      25.2      -9.1   167.3     FAIL
  GBPUSD    315    21.6      59.3    0.188    1.23    0.95     55.7   2022-12     37.5      72.9     -13.6   180.0     FAIL
  XAUUSD    298    21.5     -71.9   -0.241    0.72    0.62     90.4   2022-10        -     -21.4     -50.4   157.8     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=1105  already_broken=302  skipped_in_position=3650  orders_placed=1268  cancel_extreme_taken=685  cancel_expired=0  cancel_bias_end=3  cancel_replaced=237  filled=343
  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=1305  already_broken=282  skipped_in_position=3650  orders_placed=1248  cancel_extreme_taken=652  cancel_expired=0  cancel_bias_end=4  cancel_replaced=249  filled=343
  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=1363  already_broken=259  skipped_in_position=3676  orders_placed=1237  cancel_extreme_taken=698  cancel_expired=2  cancel_bias_end=4  cancel_replaced=218  filled=315
  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=1315  already_broken=260  skipped_in_position=3222  orders_placed=1157  cancel_extreme_taken=643  cancel_expired=0  cancel_bias_end=4  cancel_replaced=212  filled=298

  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    -79.6   0.75    374      34.2   1.12    375      39.8   1.14    348    -124.2   0.61    339
N=2 rr=1.5    -74.4   0.76    365      31.2   1.11    358      47.4   1.17    332    -125.9   0.60    331
N=3 rr=1.0    -66.4   0.77    343      16.1   1.06    343      59.3   1.23    315     -71.9   0.72    298
N=3 rr=1.5    -59.2   0.79    332      13.8   1.06    319      58.4   1.23    302     -71.8   0.71    285
N=5 rr=1.0    -43.5   0.80    274      10.9   1.05    295      50.9   1.24    270     -51.6   0.76    263
N=5 rr=1.5    -43.3   0.79    255      10.6   1.05    274      44.8   1.22    256     -49.1   0.77    248