Pre-registration: entry5m/docs/2026-09-06-entry5m-v6-usd-scaleout-prereg.md at commit af55f80, committed before this run; no code change (HEAD 24aa2de at run time, prereg commit af55f80 is docs only). Parents: v3 (research/2026-09-06-entry5m-v3-fixed3r-screen.md, FAIL 1/3 with EURUSD passing alone), v5 (scale-out mechanics).
Primary cell (unmodified): v3's cell plus scale_out_r = 1.0, scale_out_frac = 0.5, breakeven_after_scale = True; EURUSD and GBPUSD, same data windows as the v1 record.
Judged line (prereg section 2: both symbols must clear all five sub-criteria): FAIL — neither does.
FAIL — n 474 (ok; v3 415), PF 1.11 / ex-outlier PF 1.08 (fail; v3 1.21 / 1.17), expectancy 0.050 R (fail; v3 +0.130), best month share 27.5% (ok), halves 20.7 / 3.0 R (ok). Win rate 55.1% (v3 39.8%), net R 23.7 (v3 +53.9), max drawdown 20.9 R, 207 of 474 trades took the 1R partial, 669 of 1608 orders had the 3R target beyond the zero-touch level, average hold 119.4 bars.FAIL — n 450 (ok; v3 388), PF 1.00 / ex-outlier PF 0.97 (fail; v3 1.08 / 1.04), expectancy -0.001 R (fail; v3 +0.051), best month share n/a, net R negative (fail), halves 6.5 / -7.1 R (fail). Win rate 52.4% (v3 35.1%), net R -0.6 (v3 +19.6), max drawdown 19.0 R, 198 of 450 trades took the 1R partial, 620 of 1574 orders had the 3R target beyond the zero-touch level, average hold 124.5 bars.The variant as specified is dead; no parameter search was run. The pre-declared confirmation on XAUUSD/EURJPY is not triggered.
Reading against v3 (same bias, same stop, same 3R target, no scale-out). The scale-out did what it did on gold: win rate up about 15 points, drawdown roughly halved, and net R down — on EURUSD from +53.9 to +23.7 R, on GBPUSD from +19.6 to −0.6 R. On this rule the edge sat in the minority of trades that ran the full 3R (and, for the 40% of orders whose 3R target lay beyond the zero-touch level, in the bias-end exits beyond 1R); halving those and stopping the remainder at breakeven gave back more than the partial saved on the losers. The 15m secondary run (2026-09-06-entry5m-v6-usd-scaleout-screen-15m.md): EURUSD 278 trades net +5.7 R PF 1.05, GBPUSD 262 trades net −20.9 R PF 0.84, FAIL.
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
EURUSD 474 55.1 23.7 0.050 1.11 1.08 20.9 2024-06 27.5 20.7 3.0 119.4 FAIL
GBPUSD 450 52.4 -0.6 -0.001 1.00 0.97 19.0 2025-06 - 6.5 -7.1 124.5 FAIL
bias / pullback funnel:
EURUSD biases=235 biases_RDIV=225 biases_HDIV=10 biases_ARM=0 bias_end_target=120 bias_end_contradiction=50 bias_end_timeout=28 bias_end_replaced=37 bias_end_range_end=0 bias_no_target=0 pullbacks_too_short=2113 pullbacks_qualifying=6485 rr_rejected=958 already_broken=348 skipped_in_position=3571 orders_placed=1608 cancel_extreme_taken=699 cancel_expired=2 cancel_bias_end=5 cancel_replaced=428 filled=474 target_beyond_zero_touch=669 partial_exits=207
GBPUSD biases=185 biases_RDIV=179 biases_HDIV=6 biases_ARM=0 bias_end_target=87 bias_end_contradiction=35 bias_end_timeout=33 bias_end_replaced=30 bias_end_range_end=0 bias_no_target=0 pullbacks_too_short=2124 pullbacks_qualifying=6535 rr_rejected=1066 already_broken=320 skipped_in_position=3575 orders_placed=1574 cancel_extreme_taken=748 cancel_expired=3 cancel_bias_end=5 cancel_replaced=368 filled=450 target_beyond_zero_touch=620 partial_exits=198
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 EURUSD GBPUSD
N=2 rr=1.0 13.7 1.06 518 0.1 1.00 489
N=2 rr=1.5 13.7 1.06 518 0.1 1.00 489
N=3 rr=1.0 23.7 1.11 474 -0.6 1.00 450
N=3 rr=1.5 23.7 1.11 474 -0.6 1.00 450
N=5 rr=1.0 21.0 1.11 403 0.9 1.01 375
N=5 rr=1.5 21.0 1.11 403 0.9 1.01 375