Pre-registration: entry5m/docs/2026-09-06-entry5m-v5-xau-scaleout-prereg.md at commit ea4e064, committed before the code (24aa2de) and before this run. Code HEAD at run time: 24aa2de. Parent: v4 (research/2026-09-06-entry5m-v4-xau-arm-screen.md, FAIL: 726 trades, net −68.3 R, PF 0.83).
Primary cell (unmodified): v4's cell plus scale_out_r = 1.0, scale_out_frac = 0.5, breakeven_after_scale = True. XAUUSD only, same data window and costs as v4.
Judged line (single-instrument criteria, prereg section 3): XAUUSD FAIL — n 797 (ok), PF 0.81 / ex-outlier PF 0.79 (fail), expectancy -0.087 R (fail), best month share n/a, net R negative (fail), halves -32.4 / -37.1 R (fail). The "overall: n of 3 groups" line below does not apply to a one-symbol run.
The variant as specified is dead for XAUUSD; no parameter search was run. The pre-declared confirmation run is not triggered.
Observations (funnel counters, as printed; no adjustments implied). The bias layer is identical to v4 (373 arm biases, all ended by range_end). 2646 orders placed, 797 filled (797 trades against v4's 726: breakeven exits free the position sooner, so more pullbacks get an order). 267 trades (34%) took the 1R partial. Win rate (R > 0) 51.7% against v4's 41.7%, but net R -69.5 against v4's −68.3, PF 0.81 against 0.83, expectancy -0.087 R, max drawdown 74.9 R, halves -32.4 / -37.1 R, average hold 64.1 bars. The 15m secondary run (2026-09-06-entry5m-v5-xau-scaleout-screen-15m.md): 423 trades, net −26.4 R, PF 0.82, FAIL.
Read against v4: the scale-out compressed the R distribution exactly as the pre-registration expected (more small winners, fewer full losers) and left the net where it was. The loss in this rule comes from the two-thirds of trades that never reach 1R before the stop or the range end, and a partial cannot touch those.
The sensitivity block below is reported as required and is NOT judged.
symbol n win% netR expR PF exPF ddR month share% h1R h2R bars verdict
XAUUSD 797 51.7 -69.5 -0.087 0.81 0.79 74.9 2023-08 - -32.4 -37.1 64.1 FAIL
bias / pullback funnel:
XAUUSD biases=373 biases_RDIV=0 biases_HDIV=0 biases_ARM=373 bias_end_target=0 bias_end_contradiction=0 bias_end_timeout=0 bias_end_replaced=0 bias_end_range_end=373 bias_no_target=17 pullbacks_too_short=2149 pullbacks_qualifying=6510 rr_rejected=8 already_broken=533 skipped_in_position=3323 orders_placed=2646 cancel_extreme_taken=1162 cancel_expired=2 cancel_bias_end=11 cancel_replaced=674 filled=797 target_beyond_zero_touch=0 partial_exits=267
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 XAUUSD
N=2 rr=1.0 -80.3 0.80 870
N=2 rr=1.5 -80.3 0.80 870
N=3 rr=1.0 -69.5 0.81 797
N=3 rr=1.5 -69.5 0.81 797
N=5 rr=1.0 -61.2 0.79 679
N=5 rr=1.5 -61.2 0.79 679