CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m v9a-opptri-only (no take-profit, exit at the opposite-side H1 triangle) pre-registered screen — run record

Pre-registration: entry5m/docs/2026-09-07-entry5m-v9-indicator-exit-only-prereg.md at commit 5c845f2 (two cells, each judged on its own), committed before the code (e9a1d2b) and before this run. Code HEAD at run time: e9a1d2b. Base: v3 (research/2026-09-06-entry5m-v3-fixed3r-screen.md).

Primary cell (unmodified): v3's bias and stop, target_mode = "none" (no take-profit), no scale-out, exit_on_opp_tri = True; 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.

This cell as specified is dead; no parameter search was run.

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

  • EURUSD FAIL — n 436 (ok; v3 415), PF 0.99 / ex-outlier PF 0.87 (fail; v3 1.21 / 1.17), expectancy -0.008 R (fail), best month share n/a, net R negative (fail), halves 11.9 / -15.3 R (fail). Win rate 36.0% (v3 39.8%), net R -3.4 (v3 +53.9), max drawdown 52.1 R, 70 of 436 trades closed by the opposite-side triangle, average hold 136.6 bars.
  • GBPUSD FAIL — n 419 (ok; v3 388), PF 1.18 / ex-outlier PF 0.93 (fail; v3 1.08 / 1.04), expectancy 0.119 R (ok), best month share 45.7% (fail), halves 66.8 / -16.8 R (fail). Win rate 32.9% (v3 35.1%), net R 49.9 (v3 +19.6), max drawdown 50.7 R, 82 of 419 trades closed by the opposite-side triangle, average hold 138.3 bars.
  • XAUUSD FAIL — n 400 (ok; v3 356), PF 0.79 / ex-outlier PF 0.69 (fail; v3 0.89 / 0.85), expectancy -0.135 R (fail), best month share n/a, net R negative (fail), halves -24.0 / -29.9 R (fail). Win rate 34.0% (v3 34.3%), net R -53.9 (v3 -28.4), max drawdown 68.8 R, 96 of 400 trades closed by the opposite-side triangle, average hold 115.9 bars.
  • EURJPY FAIL — n 439 (ok; v3 406), PF 0.76 / ex-outlier PF 0.67 (fail; v3 0.92 / 0.89), expectancy -0.158 R (fail), best month share n/a, net R negative (fail), halves 7.0 / -76.2 R (fail). Win rate 31.4% (v3 33.0%), net R -69.2 (v3 -21.9), max drawdown 99.1 R, 85 of 439 trades closed by the opposite-side triangle, average hold 121.0 bars.

Reading. Removing the 3R take-profit and letting the opposite-side triangle be the only profit exit lowered net R on EURUSD (+53.9 to −3.4 R), gold and EURJPY, and raised GBPUSD (+19.6 to +49.9 R, PF 1.18) — but GBPUSD's profit factor without its three best trades is 0.93 and its second half is −16.8 R, so the gain is three trades. The triangle closed 16-24% of trades; the rest ended at the stop or the bias end. Without a take-profit the average win in R rises, the win rate falls (32-36%), and drawdowns roughly double against v3. The 15m secondary run (2026-09-07-entry5m-v9a-opptri-only-screen-15m.md) fails 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=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

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    439    31.4     -69.2   -0.158    0.76    0.67     99.1   2022-04        -       7.0     -76.2   121.0     FAIL
  EURUSD    436    36.0      -3.4   -0.008    0.99    0.87     52.1   2024-06        -      11.9     -15.3   136.6     FAIL
  GBPUSD    419    32.9      49.9    0.119    1.18    0.93     50.7   2021-11     45.7      66.8     -16.8   138.3     FAIL
  XAUUSD    400    34.0     -53.9   -0.135    0.79    0.69     68.8   2022-10        -     -24.0     -29.9   115.9     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=374  skipped_in_position=3681  orders_placed=1576  cancel_extreme_taken=721  cancel_expired=1  cancel_bias_end=5  cancel_replaced=410  filled=439  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=85  exit_opp_div=0
  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=358  skipped_in_position=4083  orders_placed=1514  cancel_extreme_taken=697  cancel_expired=1  cancel_bias_end=5  cancel_replaced=375  filled=436  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=70  exit_opp_div=0
  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=328  skipped_in_position=4005  orders_placed=1503  cancel_extreme_taken=739  cancel_expired=2  cancel_bias_end=5  cancel_replaced=338  filled=419  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=82  exit_opp_div=0
  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=307  skipped_in_position=3211  orders_placed=1427  cancel_extreme_taken=662  cancel_expired=0  cancel_bias_end=4  cancel_replaced=361  filled=400  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=96  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    -75.9   0.76    473      13.5   1.04    478      31.9   1.10    454    -111.9   0.65    445
N=2 rr=1.5    -75.9   0.76    473      13.5   1.04    478      31.9   1.10    454    -111.9   0.65    445
N=3 rr=1.0    -69.2   0.76    439      -3.4   0.99    436      49.9   1.18    419     -53.9   0.79    400
N=3 rr=1.5    -69.2   0.76    439      -3.4   0.99    436      49.9   1.18    419     -53.9   0.79    400
N=5 rr=1.0    -30.5   0.86    355       2.5   1.01    383      43.8   1.20    354     -40.9   0.82    358
N=5 rr=1.5    -30.5   0.86    355       2.5   1.01    383      43.8   1.20    354     -40.9   0.82    358