{ "created_utc": "2026-09-22T15:27:18.818604+00:00", "protocol": { "version": "2.0", "registered_before_batch": true, "periods": [ [ "2025", "2025-01-01", "2025-12-31" ], [ "2026", "2026-01-01", "2026-09-18" ], [ "combined", "2025-01-01", "2026-09-18" ] ], "selection_rule": "Research candidate only if a pair has >=30 trades in EACH calendar subperiod, positive net returns and PF >=1.10 in EACH subperiod under BOTH cost scenarios, and combined maximum drawdown <=15% under BOTH scenarios. Not a statistical profitability proof. All pairs and failures are retained.", "base_costs": "Spread 1.0 pip for majors; 1.5 EURGBP/EURJPY; 2.0 GBPJPY/AUDNZD. USD7/100k round-trip commission; 0.1 pip adverse market/stop slippage per fill. Financing=max(negative current native swap,0.2pip/night), no positive credit, native triple-swap day.", "stress_costs": "Double base spread; 0.3 pip adverse slippage/fill; same commission; double max(negative current native swap,0.5pip/night).", "source": "Native ICMarketsEU-Demo Bid OHLC. Decisions on published timeframe, execution on M15. Historical spread fields are mostly zero and cannot establish actual historical transaction costs.", "limitations": [ "Bar execution, not a real-tick MT5 Strategy Tester run. Same-bar ambiguity is treated adversely and counted.", "Current swap snapshot is an explicit stress assumption, not historical funding.", "One isolated USD10,000 account per strategy/pair, leverage ceiling30, broker minimum lots and steps. Results cannot be added into one portfolio.", "2026 is a later evaluation slice, not untouched independent out-of-sample evidence; no parameter optimization was performed.", "Retrospective scheduled MT5 calendar may contain revised release times. UTC export normalized to NY-close broker clock against BLS releases.", "General discretionary event avoidance is fixed as high-impact events for either currency +/-30min. IDs1/17 next60min; ID20 next120min. ID13 UK bank holidays excluded. Subjective trend quality, unscheduled events and all-country holiday/session quality are not fully quantifiable; these are documented mechanical variants.", "Sparse broker histories are reported with shorter effective coverage and are ineligible for a candidate label.", "Native indicator parity: ATR, SMA, RSI, MACD, bands, stochastic, WPR, CCI and Ichimoku matched native buffers on EURUSD H4 within rounding tolerance; Wilder ADX matched the MetaQuotes ADXW example. EMA200 seed residual at 1,000 bars was 0.000000715, falling below 0.0000000001 after 2,000 bars.", "Built-in iSAR differs from the published MetaQuotes example on reversal bars. ID9 therefore uses actual built-in iSAR buffers exported by MT5, joined by timestamp, not the approximate Python SAR. Native GBPUSD/USDJPY SAR history needs 300 warm-up bars from January 2025, so those rows start later and cannot pass the full-period screen.", "37 automated checks passed: execution gaps, short ask prices, ambiguous stop/target candles, partial commissions, pending expiry, time zones, rule regression cases and monthly portfolio no-lookahead/cash costs." ] }, "statuses": [ { "strategy_id": 1, "status": "mechanical bar tests completed", "research_candidates": [], "run_count": 24 }, { "strategy_id": 2, "status": "mechanical bar tests completed", "research_candidates": [], "run_count": 42 }, { "strategy_id": 3, "status": "mechanical bar tests completed", "research_candidates": [], "run_count": 24 }, { "strategy_id": 4, "status": "mechanical bar tests completed", "research_candidates": [], "run_count": 24 }, { "strategy_id": 5, "status": "mechanical bar tests completed", "research_candidates": [], "run_count": 24 }, { "strategy_id": 6, "status": "mechanical bar tests completed", 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