This is the record behind every method CAT publishes: what each rule is, what was verified, what was tested against criteria committed before the test ran, and what failed. Four methods live here. ZMS is a CLOSED research strategy whose backtests are the tearsheets below; every run uses the same defaults (H1+H4 bias, T1 50%, R:R 1.0, max 3 entries), 5m bars, an H4 grid offset of 3,600s, and each instrument's own measured median broker spread. Read its verdict column as a floor, not a filter: three of these instruments clear all eight criteria at one H4 offset or another, so passing is common rather than rare; GBPJPY carries ~14 months against the others' 60 and is untestable. ZTD is a verified divergence detector under forward observation, not a tested edge. ZTD Entry is a verified implementation of an entry layer that failed all ten of its pre-registered variants. ZTD Breakout Entry (ZV_BO) is a port verified against the indicator it copies and nothing more: it has no backtest record at all and ships as forward observation. None of this is a track record and none of it is advice.
How to read this table
- $10k became
- A simulated account starting at $10,000, with each
entry sized so the distance to its stop costs 2% of equity, capped at 100x
notional. This is the only column measured in money.
- PF and exPF
- Profit factor in pips: gross winnings over
gross losses, and the same figure with the single biggest win removed. Above
1 means it won more pips than it lost — which is not the same as making
money, because position size varies with how far away the stop is.
- median mo, months +, ex-top-3
- How the result is spread across the
months. A positive total with a negative median month, or a total that turns
negative once the three best months are removed, means a handful of months
carried everything.
- verdict
- Whether all eight pre-registered checks pass. Read it as a
floor, not a filter: three of these instruments clear it at one H4 offset or
another, so passing is common rather than rare.
Instruments click a symbol for its tearsheet
| symbol |
trades |
$10k became |
max DD |
PF |
exPF |
median mo |
months + |
ex-top-3 |
best month |
verdict |
| EURUSD | 596 | $3,549 | 68.2% | 1.100 | 1.076 | -22.0 | 46.7% | -847 | 2023-03 72.7% | FAIL |
| GBPUSD | 582 | $15,868 | 34.9% | 1.848 | 1.801 | 127.9 | 63.3% | 5,154 | 2025-04 16.2% | PASS |
| XAUUSD | 600 | $3,524 | 77.6% | 1.530 | 1.411 | -58.9 | 49.2% | -1,960 | 2026-03 75.6% | FAIL |
| GBPCAD | 611 | $7,386 | 61.5% | 1.614 | 1.580 | 79.5 | 55.0% | 5,500 | 2023-07 16.1% | PASS |
| EURCAD | 553 | $2,894 | 83.6% | 1.294 | 1.254 | -31.2 | 45.0% | 312 | 2022-02 40.7% | FAIL |
| AUDJPY | 562 | $4,936 | 69.0% | 1.264 | 1.239 | 41.0 | 53.4% | 763 | 2026-03 33.4% | FAIL |
| GBPJPY | 134 | $7,752 | 33.8% | 0.894 | 0.822 | 77.8 | 53.8% | -3,670 | 2024-09 –% | FAIL |
ZMS
closed research strategy: first read, Python parity, three pre-registrations and their results
ZTD Entry
ten pre-registered entry variants on the ZTD bias, all failed; every commitment and run record
- ZTD Entry — ten variants, ten verdicts — verdict
- ZTD 5m Entry Setups — design — design
- ZTD 5m Entry Setups Implementation Plan — plan
- ZTD Entry Indicator (Pine) — design — design
- ZTD Entry Indicator (Pine) Implementation Plan — plan
- entry5m pre-registered screen — run record — run record
- entry5m screen tf=15m symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v2 — H1-extreme stop: pre-registration — pre-registered criteria
- entry5m v2 (H1-extreme stop) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v3 — fixed 3R target with the H1-extreme stop: pre-registration — pre-registered criteria
- entry5m v3 (fixed 3R target, H1-extreme stop) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v4 — XAUUSD, bias from the H1 extreme-triangle arm: pre-registration — pre-registered criteria
- entry5m v4 (XAUUSD, H1 extreme-triangle arm bias) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=arm symbols=XAUUSD — run record
- entry5m v5 — XAUUSD arm bias with a 1R/3R scale-out: pre-registration — pre-registered criteria
- entry5m v5 (XAUUSD, arm bias, half off at 1R + breakeven, rest at 3R) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=arm scale_out_r=1.0 scale_out_frac=0.5 breakeven=True symbols=XAUUSD — run record
- entry5m v6 — v3 divergence rule on EURUSD and GBPUSD with a 1R/3R scale-out: pre-registration — pre-registered criteria
- entry5m v6 (v3 divergence rule, EURUSD + GBPUSD, half off at 1R + breakeven, rest at 3R) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=divergence scale_out_r=1.0 scale_out_frac=0.5 breakeven=True symbols=EURUSD,GBPUSD — run record
- entry5m v7 — v3 with an indicator-based take-profit (opposite-side H1 triangle): pre-registration — pre-registered criteria
- entry5m v7 (v3 + opposite-side H1 triangle take-profit) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=divergence scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=True symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v8 — arm-triggered bias on four symbols with an opposite-side divergence take-profit: pre-registration — pre-registered criteria
- entry5m v8 (arm-triggered bias on four symbols + opposite-side divergence take-profit) pre-registered screen — run record — run record
- entry5m screen tf=5m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=arm scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=False exit_opp_div=False symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=arm scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=False exit_opp_div=True symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v9 — no fixed take-profit, exit only at the opposite-side indicator event: pre-registration (two cells) — pre-registered criteria
- entry5m v9a-opptri-only (no take-profit, exit at the opposite-side H1 triangle) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=none target_r=3.0 bias_source=divergence scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=True exit_opp_div=False symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v9b-oppdiv-only (no take-profit, exit at the opposite-side H1 divergence) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=none target_r=3.0 bias_source=divergence scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=False exit_opp_div=True symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v10 — v3 with the bias on H4: pre-registration — pre-registered criteria
- entry5m v10 (v3 with the bias on H4) pre-registered screen — run record — run record
- entry5m screen tf=15m stop_mode=h1_extreme target_mode=fixed_r target_r=3.0 bias_source=divergence scale_out_r=0.0 scale_out_frac=0.5 breakeven=True exit_opp_tri=False exit_opp_div=False htf=4h htf_offset_s=3600 symbols=EURUSD,GBPUSD,XAUUSD,EURJPY — run record
- entry5m v10 (H4 bias) — diagnostic: 1R / 0.5R targets and the MFE distribution (NOT judged) — diagnostic
- entry5m v10 (H4 bias) — diagnostic 2: stop widened to 1.5x, with 3R / 1R / 0.5R targets and the MFE distribution (NOT judged) — diagnostic
- Pivot tie-rule fix — screen reproduction note — diagnostic
ZTD Breakout Entry (ZV_BO)
a verified port with no backtest record: what it is, the rulings, the golden match, and what is not claimed