Research notes

ZMS

closed research strategy: first read, Python parity, three pre-registrations and their results

• ZMS — MTF AVWAP-Z Structure strategy: first tester read (2026-08-26) — read
• ZMS Python port — parity against TradingView (2026-08-27) — parity check
• PRE-REGISTRATION — GBPUSD defaults robustness screen (ZMS) — pre-registered criteria
• PRE-REGISTRATION — H4-only on 5 years of Tickstory data — pre-registered criteria
• GBPUSD clears every falsifier on 5 years — and EURUSD does not — result
• Pre-registration — does the GBPUSD pass follow the GBP leg? — pre-registered criteria
• Result — the GBP-leg test FAILED. Closure stands. — result
• Exploratory — R:R gate at 1.0 / 1.5 / 2.0 across seven instruments — read

Zero-Touch Divergence (ZTD)

verified detector under forward observation; the rule, the port, and what is not claimed

• Zero-Touch Divergence [ZTD] — what has been verified, and what has not — verdict
• Zero-Touch Divergence [ZTD] — design — design

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

• ZTD Breakout Entry [ZV_BO] — a verified port under forward observation — read