CAT researchOverviewEURUSDGBPUSDXAUUSDGBPCADEURCADAUDJPYGBPJPYResearch notes

entry5m v9b-oppdiv-only (no take-profit, exit at the opposite-side H1 divergence) 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_div = 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 385 (ok; v3 415), PF 0.99 / ex-outlier PF 0.87 (fail; v3 1.21 / 1.17), expectancy -0.005 R (fail), best month share n/a, net R negative (fail), halves 16.4 / -18.4 R (fail). Win rate 29.6% (v3 39.8%), net R -2.0 (v3 +53.9), max drawdown 56.6 R, 2 of 385 trades closed by the opposite-side divergence, average hold 160.5 bars.
  • GBPUSD FAIL — n 353 (ok; v3 388), PF 1.19 / ex-outlier PF 0.92 (fail; v3 1.08 / 1.04), expectancy 0.149 R (ok), best month share 43.5% (fail), halves 78.0 / -25.5 R (fail). Win rate 24.1% (v3 35.1%), net R 52.5 (v3 +19.6), max drawdown 64.9 R, 4 of 353 trades closed by the opposite-side divergence, average hold 171.2 bars.
  • XAUUSD FAIL — n 320 (ok; v3 356), PF 0.75 / ex-outlier PF 0.64 (fail; v3 0.89 / 0.85), expectancy -0.205 R (fail), best month share n/a, net R negative (fail), halves -19.4 / -46.3 R (fail). Win rate 25.9% (v3 34.3%), net R -65.6 (v3 -28.4), max drawdown 84.9 R, 3 of 320 trades closed by the opposite-side divergence, average hold 154.1 bars.
  • EURJPY FAIL — n 366 (ok; v3 406), PF 0.78 / ex-outlier PF 0.68 (fail; v3 0.92 / 0.89), expectancy -0.177 R (fail), best month share n/a, net R negative (fail), halves 7.6 / -72.4 R (fail). Win rate 23.0% (v3 33.0%), net R -64.8 (v3 -21.9), max drawdown 99.0 R, 4 of 366 trades closed by the opposite-side divergence, average hold 153.4 bars.

Reading. The opposite-side divergence closed only 2-4 trades per symbol in five years: on this base an opposite fire replaces the bias, and a position is rarely still open when that happens (most biases end at the zero-touch level, on contradiction or on timeout with the trade already out). So 9b is, in effect, v3 with the take-profit removed: every winner runs to a bias-end close. Net R against v3: EURUSD +53.9 to −2.0 R, GBPUSD +19.6 to +52.5 R (PF 1.19, ex-outlier 0.92, second half −25.5 R — again three trades), gold and EURJPY worse; win rates 23-30%, drawdowns 57-99 R. The 15m secondary run (2026-09-07-entry5m-v9b-oppdiv-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=False exit_opp_div=True symbols=EURUSD,GBPUSD,XAUUSD,EURJPY

  symbol      n    win%      netR     expR      PF    exPF      ddR     month   share%       h1R       h2R    bars  verdict
  EURJPY    366    23.0     -64.8   -0.177    0.78    0.68     99.0   2022-04        -       7.6     -72.4   153.4     FAIL
  EURUSD    385    29.6      -2.0   -0.005    0.99    0.87     56.6   2024-06        -      16.4     -18.4   160.5     FAIL
  GBPUSD    353    24.1      52.5    0.149    1.19    0.92     64.9   2021-11     43.5      78.0     -25.5   171.2     FAIL
  XAUUSD    320    25.9     -65.6   -0.205    0.75    0.64     84.9   2022-10        -     -19.4     -46.3   154.1     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=327  skipped_in_position=3926  orders_placed=1378  cancel_extreme_taken=718  cancel_expired=1  cancel_bias_end=3  cancel_replaced=290  filled=366  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=0  exit_opp_div=4
  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=332  skipped_in_position=4261  orders_placed=1362  cancel_extreme_taken=693  cancel_expired=0  cancel_bias_end=4  cancel_replaced=280  filled=385  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=0  exit_opp_div=2
  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=291  skipped_in_position=4203  orders_placed=1342  cancel_extreme_taken=737  cancel_expired=2  cancel_bias_end=4  cancel_replaced=246  filled=353  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=0  exit_opp_div=4
  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=274  skipped_in_position=3433  orders_placed=1238  cancel_extreme_taken=659  cancel_expired=0  cancel_bias_end=4  cancel_replaced=255  filled=320  target_beyond_zero_touch=0  partial_exits=0  exit_opp_tri=0  exit_opp_div=3

  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    -75.5   0.77    395      22.1   1.07    417      30.8   1.10    384    -122.0   0.62    361
N=2 rr=1.5    -75.5   0.77    395      22.1   1.07    417      30.8   1.10    384    -122.0   0.62    361
N=3 rr=1.0    -64.8   0.78    366      -2.0   0.99    385      52.5   1.19    353     -65.6   0.75    320
N=3 rr=1.5    -64.8   0.78    366      -2.0   0.99    385      52.5   1.19    353     -65.6   0.75    320
N=5 rr=1.0    -34.8   0.84    295       7.2   1.03    341      48.0   1.22    300     -45.6   0.80    290
N=5 rr=1.5    -34.8   0.84    295       7.2   1.03    341      48.0   1.22    300     -45.6   0.80    290