CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m v10 (v3 with the bias on H4) pre-registered screen — run record

Pre-registration: entry5m/docs/2026-09-07-entry5m-v10-h4-bias-prereg.md at commit 4cdbc60, committed before the code (6801451, screen flags only) and before this run. Code HEAD at run time: 6801451. Parent: v3 (research/2026-09-06-entry5m-v3-fixed3r-screen.md, H1 bias, FAIL 1/3 with EURUSD passing alone).

Primary cell (unmodified): v3's cell with htf = "4h", htf_offset_s = 3600, timeout_h1 = 96 bias-timeframe bars; four symbols, same data windows as the v1 record (the first ~333 trading days of each are ZTD warm-up on H4, as pre-registered).

Verdict (copied from the table below): FAIL overall: 0 of 3 groups (need 2) — group usd FAIL, group metal FAIL, group jpy FAIL.

The variant as specified is dead; no parameter search was run.

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

  • EURUSD FAIL — 39 H4 biases (v3 on H1: 235), ended at target 22, contradiction 5, timeout 5, replaced 7; 641 orders, 168 filled, 119 with the 3R target beyond the zero-touch level. n 168 (fail; v3 415), PF 0.93 / ex-outlier PF 0.86 (fail; v3 1.21), expectancy -0.051 R (fail), best month share n/a, net R negative (fail), halves -15.4 / 6.9 R (fail). Win rate 31.0%, net R -8.6 (v3 +53.9), max drawdown 27.4 R, average hold 326.0 bars.
  • GBPUSD FAIL — 45 H4 biases (v3 on H1: 185), ended at target 22, contradiction 8, timeout 9, replaced 6; 792 orders, 207 filled, 177 with the 3R target beyond the zero-touch level. n 207 (ok; v3 388), PF 0.92 / ex-outlier PF 0.86 (fail; v3 1.08), expectancy -0.060 R (fail), best month share n/a, net R negative (fail), halves -9.7 / -2.6 R (fail). Win rate 28.0%, net R -12.3 (v3 +19.6), max drawdown 30.4 R, average hold 252.4 bars.
  • XAUUSD FAIL — 37 H4 biases (v3 on H1: 171), ended at target 18, contradiction 8, timeout 5, replaced 6; 666 orders, 172 filled, 131 with the 3R target beyond the zero-touch level. n 172 (fail; v3 356), PF 0.83 / ex-outlier PF 0.77 (fail; v3 0.89), expectancy -0.128 R (fail), best month share n/a, net R negative (fail), halves -18.4 / -3.7 R (fail). Win rate 29.1%, net R -22.0 (v3 -28.4), max drawdown 23.4 R, average hold 314.3 bars.
  • EURJPY FAIL — 35 H4 biases (v3 on H1: 172), ended at target 12, contradiction 9, timeout 6, replaced 7; 699 orders, 193 filled, 99 with the 3R target beyond the zero-touch level. n 192 (fail; v3 406), PF 0.85 / ex-outlier PF 0.79 (fail; v3 0.92), expectancy -0.113 R (fail), best month share n/a, net R negative (fail), halves 1.8 / -23.5 R (fail). Win rate 25.5%, net R -21.8 (v3 -21.9), max drawdown 27.2 R, average hold 267.4 bars.

Reading against v3 (H1 bias). The H4 bias fires about a fifth as often (35-45 biases per symbol, almost all regular divergences), which with the warm-up leaves 168-207 trades in five years — under the 200-trade floor on three symbols. Every symbol is net-negative (−8.6 to −22.0 R) with profit factors 0.83-0.93; EURUSD, the only symbol that ever passed on H1, loses on H4 with a negative first half. Holds are two to three times longer (252-326 bars). The wider H4 stops did not buy a higher win rate (25-31%). The 15m secondary run (2026-09-07-entry5m-v10-h4bias-screen-15m.md): 106-120 trades per symbol, EURUSD +13.0 R PF 1.18 on 114 trades, the other three negative; FAIL 0 of 3.

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

entry5m screen tf=5m 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

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    192    25.5     -21.8   -0.113    0.85    0.79     27.2   2023-01        -       1.8     -23.5   267.4     FAIL
  EURUSD    168    31.0      -8.6   -0.051    0.93    0.86     27.4   2023-06        -     -15.4       6.9   326.0     FAIL
  GBPUSD    207    28.0     -12.3   -0.060    0.92    0.86     30.4   2023-07        -      -9.7      -2.6   252.4     FAIL
  XAUUSD    172    29.1     -22.0   -0.128    0.83    0.77     23.4   2023-03        -     -18.4      -3.7   314.3     FAIL

bias / pullback funnel:
  EURJPY   biases=35  biases_RDIV=35  biases_HDIV=0  biases_ARM=0  bias_end_target=12  bias_end_contradiction=9  bias_end_timeout=6  bias_end_replaced=7  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=1736  pullbacks_qualifying=5410  rr_rejected=797  already_broken=160  skipped_in_position=3754  orders_placed=699  cancel_extreme_taken=353  cancel_expired=0  cancel_bias_end=0  cancel_replaced=153  filled=193  target_beyond_zero_touch=99  partial_exits=0  exit_opp_tri=0  exit_opp_div=0
  EURUSD   biases=39  biases_RDIV=39  biases_HDIV=0  biases_ARM=0  bias_end_target=22  bias_end_contradiction=5  bias_end_timeout=5  bias_end_replaced=7  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=1720  pullbacks_qualifying=5416  rr_rejected=665  already_broken=156  skipped_in_position=3954  orders_placed=641  cancel_extreme_taken=325  cancel_expired=0  cancel_bias_end=0  cancel_replaced=148  filled=168  target_beyond_zero_touch=119  partial_exits=0  exit_opp_tri=0  exit_opp_div=0
  GBPUSD   biases=45  biases_RDIV=44  biases_HDIV=1  biases_ARM=0  bias_end_target=22  bias_end_contradiction=8  bias_end_timeout=9  bias_end_replaced=6  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=2163  pullbacks_qualifying=6269  rr_rejected=1700  already_broken=150  skipped_in_position=3627  orders_placed=792  cancel_extreme_taken=401  cancel_expired=0  cancel_bias_end=0  cancel_replaced=184  filled=207  target_beyond_zero_touch=177  partial_exits=0  exit_opp_tri=0  exit_opp_div=0
  XAUUSD   biases=37  biases_RDIV=36  biases_HDIV=1  biases_ARM=0  bias_end_target=18  bias_end_contradiction=8  bias_end_timeout=5  bias_end_replaced=6  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=1624  pullbacks_qualifying=4859  rr_rejected=264  already_broken=162  skipped_in_position=3767  orders_placed=666  cancel_extreme_taken=302  cancel_expired=0  cancel_bias_end=1  cancel_replaced=191  filled=172  target_beyond_zero_touch=131  partial_exits=0  exit_opp_tri=0  exit_opp_div=0

  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    -19.9   0.87    205       0.5   1.00    174      -2.2   0.99    219     -10.3   0.93    197
N=2 rr=1.5    -19.9   0.87    205       0.5   1.00    174      -2.2   0.99    219     -10.3   0.93    197
N=3 rr=1.0    -21.8   0.85    192      -8.6   0.93    168     -12.3   0.92    207     -22.0   0.83    172
N=3 rr=1.5    -21.8   0.85    192      -8.6   0.93    168     -12.3   0.92    207     -22.0   0.83    172
N=5 rr=1.0    -17.5   0.86    165       6.3   1.07    136       4.2   1.03    171      -9.2   0.92    153
N=5 rr=1.5    -17.5   0.86    165       6.3   1.07    136       4.2   1.03    171      -9.2   0.92    153