a5-16-round-number-magnetism

a5 / a5-16-round-number-magnetism @ a5-v1 · code 67d8d64

campaign strategyREJECTED

Lightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

Lifecycle

completed

Outcome

fail

Phase

Phase A

Research gate

LIGHTNING

Engine

strategy lab

Market

MNQ

Timeframe

MNQ 1-minute OHLC

Side

BOTH

Tracking

Family, lineage and what this record needs next

Mechanism family

Market structure / FVG / liquidity

a5-16-round-number-magnetism

Mechanism parent

None declared.

Phase detail

Scientific validation lane (Phase A).

Next required test

None — this record is complete.

Integrity & certification

Signals as recorded; NOT_PASSED means not passed or not applicable

Engine certified

unknown

Execution certified

unknown

Integrity audit

unknown

Shadow verifier

unknown

Technical invalidation

None recorded.

Artifacts

Everything committed for this record

Campaign record (A5)

research-output/strategy-lab/campaigns/a5/campaign_state.json

Stage ladder

Each cell carries the campaign runner's own classification label — hover for the verdict and its reason

Intake

passed

Pre-reg

passed

Lightning

failed

Robust

—

Exec/stat

—

Validation

—

H-eligible

—

Holdout

—

Audit

—

Closed

failed

INTAKE

Registered into campaign A5 at code version 67d8d64.

PREREGISTRATION

Pre-test passed: distinct, causal, executable, required data available.

LIGHTNING

REJECTED_CONCENTRATEDAggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

CLOSED

REJECTEDLightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

Evidence recorded

Quoted from the campaign record — never recomputed here

Screen n (FIXED_2R)

Expectancy

+0.220R

Profit factor

1.37

Win rate

40.7%

Total R

Max DD

10R

Longest L streak

Trades / year

17.1

Split	Window	n	Expectancy	PF	Max DD
Discovery	—	—	—	—	—
Validation	—	—	—	—	—
Holdout	—	—	—	—	—

Read from research-output/strategy-lab/campaigns/a5/campaign_state.json

Holdout position

One-shot, sealed, never retried

Eligible

—

Authorised

Not authorised.

Specification frozen

—

Sealed data consumed

No.

Validation data consumed

No.

Lineage

Declared at intake, carrying any prior negative result

Relation to prior work

new independent mechanism

Frozen specification

Snapshotted at intake — not re-read from a live module

Mechanism hypothesis

Absolute round price levels act as structure in their own right. Every prior level family in this program derives levels from PRICE HISTORY; the absolute price grid is exogenous to all of them and has never been tested.

Long rule

Level = nearest multiple of 100 points. Approach = close within 0.5 x ATR of it with the prior 10 bars closing monotonically toward it. Traverse (3 closes beyond) -> trade the traverse direction; rejection (close back >= 1 ATR within 10 bars) -> trade away from the level.

Short rule

Direction follows the RESOLVED state, not the approach, so both outcomes are tradeable.

Entry trigger

Entry occurs only after the level has resolved into traverse or rejection -- never on the approach itself.

Earliest executable entry

The OPEN of the next 1-minute bar after the trigger bar closes. Enforced structurally by A5StrategyBase's pending-entry queue, which is drained at the top of the following ingest() -- a rule cannot fill on its own trigger bar.

Initial stop

The opposite side of the level band (level -/+ 0.5 ATR).

Exit

FIXED_2R via the shared TradeTracker, max-hold backstop.

Session restriction

RTH only — Round-level interaction is a participation phenomenon; overnight touches are thin and would dominate the sample.

Causality

The level is a fixed arithmetic property of price and needs no history; approach monotonicity and resolution are both read from closed bars. Every statistic is computed from closed 1-minute bars up to and including the trigger bar, against trailing (already-observed) history. Entry is deferred to the next bar's open. No same-bar entry.

Expected frequency

LOW

Required data

MNQ 1-minute OHLC

Campaign data window

MNQ 2022-06-03..2026-09-15

Parameters

grid = 100 (integer) — Price-grid spacing in points.approachAtr = 0.5 (number) — ATR-scaled proximity defining an approach.acceptCloses = 3 (integer) — Closes beyond the level defining a traverse.

Read from research-output/strategy-lab/campaigns/a5/campaign_state.json

History

Every dated event this record appears in, newest first

2026-09-17

a5-16-round-number-magnetism@a5-v1 registeredREJECTED · LIGHTNING_SCREEN

[a5] Lightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json