CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m v7 (v3 + opposite-side H1 triangle take-profit) pre-registered screen — run record

Pre-registration: entry5m/docs/2026-09-07-entry5m-v7-opptri-prereg.md at commit 937652c, committed before the code (1f8c09c) and before this run. Code HEAD at run time: 1f8c09c. Parent: v3 (research/2026-09-06-entry5m-v3-fixed3r-screen.md, FAIL 1/3 with EURUSD passing alone). Pivot rule: the corrected (Pine) tie rule of 2026-09-07; v3's reproduction under that rule is in 2026-09-07-pivot-tie-reproduction.md (numbers identical to the original for v3's judged fields).

Primary cell (unmodified): v3's cell plus exit_on_opp_tri = True (the trade is closed at the 5m bar close on which an H1 close shows an AVWAP-Z triangle at the Elevated tier or above on the side opposite to the trade; exits only, the bias and pending orders are untouched). Four symbols, same data windows as the v1 record.

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 — n 471 (ok; v3 415), PF 1.12 / ex-outlier PF 1.09 (fail; v3 1.21 / 1.17), expectancy 0.069 R (ok; v3 +0.130), best month share 28.1% (ok), halves 32.4 / 0.0 R (ok; v3 +39.1 / +14.9). Win rate 41.6% (v3 39.8%), net R 32.4 (v3 +53.9), max drawdown 25.9 R, 59 of 471 trades closed by an opposite-side H1 triangle (13%), average hold 122.9 bars.
  • GBPUSD FAIL — n 456 (ok; v3 388), PF 1.04 / ex-outlier PF 1.01 (fail; v3 1.08 / 1.04), expectancy 0.024 R (fail; v3 +0.051), best month share 56.2% (fail), halves 16.4 / -5.4 R (fail; v3 +19.3 / +0.4). Win rate 39.5% (v3 35.1%), net R 11.0 (v3 +19.6), max drawdown 27.2 R, 75 of 456 trades closed by an opposite-side H1 triangle (16%), average hold 123.7 bars.
  • XAUUSD FAIL — n 427 (ok; v3 356), PF 0.89 / ex-outlier PF 0.85 (fail; v3 0.89 / 0.85), expectancy -0.065 R (fail; v3 -0.080), best month share n/a, net R negative (fail), halves 1.8 / -29.4 R (fail; v3 +1.5 / -29.9). Win rate 38.6% (v3 34.3%), net R -27.6 (v3 -28.4), max drawdown 43.3 R, 85 of 427 trades closed by an opposite-side H1 triangle (20%), average hold 106.0 bars.
  • EURJPY FAIL — n 472 (ok; v3 406), PF 0.90 / ex-outlier PF 0.87 (fail; v3 0.92 / 0.89), expectancy -0.062 R (fail; v3 -0.054), best month share n/a, net R negative (fail), halves 23.4 / -52.5 R (fail; v3 +22.0 / -43.8). Win rate 37.5% (v3 33.0%), net R -29.1 (v3 -21.9), max drawdown 66.1 R, 78 of 472 trades closed by an opposite-side H1 triangle (17%), average hold 109.5 bars.

Reading against v3 (same bias, stop and 3R target, no triangle exit). The opposite-side triangle closed 13-20% of trades. On every symbol it raised the trade count (positions freed earlier) and the win rate, and on every symbol it lowered net R: EURUSD from +53.9 to +32.4 R (PF 1.21 to 1.12; the second half of the data went from +14.9 to 0.0 R), GBPUSD from +19.6 to +11.0 R; gold and EURJPY stayed negative. The triangle fires while the trade is still short of 3R often enough that the R given up on the runners outweighs what it saves on the trades that would have reversed. The 15m secondary run (2026-09-07-entry5m-v7-opptri-screen-15m.md) fails 0 of 3.

The sensitivity block below is reported as required and is NOT judged (min_rr does not bind under a fixed target).

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=True symbols=EURUSD,GBPUSD,XAUUSD,EURJPY

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    472    37.5     -29.1   -0.062    0.90    0.87     66.1   2022-11        -      23.4     -52.5   109.5     FAIL
  EURUSD    471    41.6      32.4    0.069    1.12    1.09     25.9   2024-06     28.1      32.4       0.0   122.9     FAIL
  GBPUSD    456    39.5      11.0    0.024    1.04    1.01     27.2   2025-06     56.2      16.4      -5.4   123.7     FAIL
  XAUUSD    427    38.6     -27.6   -0.065    0.89    0.85     43.3   2022-10        -       1.8     -29.4   106.0     FAIL

bias / pullback funnel:
  EURJPY   biases=172  biases_RDIV=162  biases_HDIV=10  biases_ARM=0  bias_end_target=84  bias_end_contradiction=35  bias_end_timeout=29  bias_end_replaced=24  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=2235  pullbacks_qualifying=6579  rr_rejected=948  already_broken=400  skipped_in_position=3579  orders_placed=1652  cancel_extreme_taken=726  cancel_expired=1  cancel_bias_end=5  cancel_replaced=448  filled=472  target_beyond_zero_touch=691  partial_exits=0  exit_opp_tri=78
  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=2455  pullbacks_qualifying=7010  rr_rejected=1055  already_broken=391  skipped_in_position=3969  orders_placed=1595  cancel_extreme_taken=699  cancel_expired=2  cancel_bias_end=5  cancel_replaced=418  filled=471  target_beyond_zero_touch=669  partial_exits=0  exit_opp_tri=59
  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=2375  pullbacks_qualifying=6978  rr_rejected=1142  already_broken=356  skipped_in_position=3892  orders_placed=1588  cancel_extreme_taken=743  cancel_expired=2  cancel_bias_end=6  cancel_replaced=381  filled=456  target_beyond_zero_touch=652  partial_exits=0  exit_opp_tri=75
  XAUUSD   biases=171  biases_RDIV=167  biases_HDIV=4  biases_ARM=0  bias_end_target=83  bias_end_contradiction=35  bias_end_timeout=26  bias_end_replaced=27  bias_end_range_end=0  bias_no_target=0  pullbacks_too_short=2004  pullbacks_qualifying=6046  rr_rejected=1101  already_broken=321  skipped_in_position=3144  orders_placed=1480  cancel_extreme_taken=665  cancel_expired=0  cancel_bias_end=4  cancel_replaced=384  filled=427  target_beyond_zero_touch=611  partial_exits=0  exit_opp_tri=85

  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    -47.3   0.85    509       9.5   1.03    520     -11.7   0.96    500     -68.2   0.78    477
N=2 rr=1.5    -47.3   0.85    509       9.5   1.03    520     -11.7   0.96    500     -68.2   0.78    477
N=3 rr=1.0    -29.1   0.90    472      32.4   1.12    471      11.0   1.04    456     -27.6   0.89    427
N=3 rr=1.5    -29.1   0.90    472      32.4   1.12    471      11.0   1.04    456     -27.6   0.89    427
N=5 rr=1.0      7.2   1.03    374      19.3   1.08    409      17.2   1.08    378     -30.5   0.86    373
N=5 rr=1.5      7.2   1.03    374      19.3   1.08    409      17.2   1.08    378     -30.5   0.86    373