Strategies · Record

a5-18-level-revisit-count

a5 / a5-18-level-revisit-count @ a5-v1 · code 67d8d64

campaign strategyREJECTED

Lightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

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
a5-18-level-revisit-count
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_CLEARLY_NEGATIVEAggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.
CLOSED
REJECTEDLightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

Evidence recorded

Quoted from the campaign record — never recomputed here
Screen n (FIXED_2R)
24,941
Expectancy
-0.036R
Profit factor
0.95
Win rate
32.2%
Total R
-888
Max DD
904R
Longest L streak
25
Trades / year
6963.6
SplitWindownExpectancyPFMax 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
How MANY times a level has been revisited predicts whether the next test breaks or holds. Every prior level family tests the FIRST interaction; none counts repeat touches.
Long rule
Band = 0.25 x ATR around a confirmed swing pivot (k=5). On the 3rd or later touch: if the touch bar closes beyond the band, trade the break; if it closes back inside, trade the hold.
Short rule
Direction follows the resolved outcome of the touch, so both break and hold are tradeable.
Entry trigger
Fires on the resolving touch bar's close; one signal per band.
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 band.
Exit
FIXED_2R via the shared TradeTracker, max-hold backstop.
Session restriction
RTH only — Touch counts pooled across sessions would be dominated by slow overnight drift through a band rather than by genuine tests.
Causality
A pivot is only confirmed 5 bars after it forms, and touches are counted on closed bars from that confirmation onward. 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
MODERATE
Required data
MNQ 1-minute OHLC
Campaign data window
MNQ 2022-06-03..2026-09-15
Parameters
pivotK = 5 (integer) — Swing-pivot confirmation half-width.bandAtr = 0.25 (number) — Band half-width in ATR.triggerTouch = 3 (integer) — Touch number at which the band becomes tradeable.

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

History

Every dated event this record appears in, newest first
2026-09-17
a5-18-level-revisit-count@a5-v1 registeredREJECTED · LIGHTNING_SCREEN
[a5] Lightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.
research-output/strategy-lab/experiment_registry.json