← Research Watchlist · Feature Families · Performance Breakdown

FTE-N5H6 Research Watchlist Observational

FTE-14 NO Near-Strike Hour Gate · asset BTC · status WATCHLIST · paper-only, real orders disabled, not an execution candidate.

Historical Testing Evidence (research grid — pinned, never recomputed)

Source run	`run_20260701T230600Z_07cc273_q10grid`
Rule	abs_distance_to_strike_bps ≤ 5 & hour_utc ≥ 6
Locked-test net PnL (q10)	+102.60
Same-universe baseline	-1.76
Null p-value	0.035
Sample days	27.37
Stability	passed

Latest Fresh-Panel Verification

Run run_20260702T042653Z_1f1776c_weekly, 27.76d window: locked-test q10 108.7017, candidate-level p=0.035, stat gates cleared.
Search-adjusted reality check: not yet passed (p=0.455) — honestly reported, including when it failed.

Forward Evidence (since inception — never backfilled)

Forward inception	`2026-07-01T20:45:00Z`
Forward trades	399
Forward net PnL	-210.08
Forward avg PnL / trade	-0.53
Forward win rate	45.1%
Forward max drawdown (daily path)	-215.28
Forward max drawdown (trade path)	-224.28
Forward active days / calendar days	9 / 9
Forward calendar-day Sharpe	-0.882
Forward active-day Sharpe	-0.882
Best day / worst day	+5.20 / -69.24
Period	2026-07-01T20:45:00+00:00 → 2026-07-09T12:00:33.633000+00:00

Daily / Cumulative PnL (forward only)

Date (UTC)	Trades	Daily net PnL	Cumulative net PnL	Drawdown	Split
2026-07-01	11	+5.20	+5.20	0.00	forward
2026-07-02	41	-4.35	+0.85	-4.35	forward
2026-07-03	64	-69.24	-68.39	-73.59	forward
2026-07-04	63	-68.90	-137.29	-142.49	forward
2026-07-05	62	-32.50	-169.79	-174.99	forward
2026-07-06	50	-17.30	-187.09	-192.29	forward
2026-07-07	44	-0.19	-187.28	-192.48	forward
2026-07-08	51	-13.00	-200.28	-205.48	forward
2026-07-09	13	-9.80	-210.08	-215.28	forward

Drawdown is measured on the cumulative daily net-PnL path. No historical research rows appear in this table — the pinned PR-evidence aggregates never had a per-day series persisted, and none is fabricated here.

No-Backfill Boundary

Historical research-grid evidence above is fixed and never recomputed. Forward PnL starts at zero at the inception timestamp and only includes decisions from that point forward.

Promotion / Execution Boundary

Promotion status: Research Watchlist only. Execution review would require a separate human approval process, longer forward evidence, risk-limit review, and no change to real_orders_enabled=false.

Research-only paper trading simulation. No real orders placed. Not investment advice. Generated 2026-07-09T12:24:27Z.