Strategies
One canonical inventory of every strategy TradeRep has tested, across both campaign engines, plus the prospective live-shadow candidates and the pre-registered AV2 items that have not run. Every row carries its mechanism family, market, timeframe, research gate, Phase A/B/C state, metrics, exact stop reason and integrity signals — and links to a record page with its full history. Nothing here re-decides a verdict: stage labels are the campaign runner’s own, quoted.
DashboardResearch Status (card view)Live AuditResearch History
Current
13
Completed
58
Passed
0
Failed
51
Nominal tests
59
Unique strategies
59
Effective independent
—
The Strategy Factory artifact tree (
research-output/strategy-factory/) is not in this checkout, so A6+ campaigns are not listed below. That is a missing-artifact condition, not a finding: those campaigns are produced by the multi-market research lane and appear here as soon as their artifacts are present.MarketMNQ
Mechanism familyVolatility expansion / contraction 13Order flow / aggressor imbalance 11Unclassified 11Overnight / prior-day structure 7Regime-conditioned 6Breakout / failed breakout 5Momentum / trend 5Market structure / FVG / liquidity 5Session / time-of-day 4Mean reversion 2Auction / value profile 2“inf” = classified by the flagged keyword heuristic rather than a curated mapping.
All strategies
71 of 71 shown| Strategy | Family | Campaign | Market · TF · side | Phase | Gate | Outcome | Screen n | Screen exp | Val exp | Holdout | Stop reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| A2.10 — Final-Hour Reversion v2 a2-final-hour-reversion-v2runner armed | Session / time-of-day a2-final-hour-reversion-v2 | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase B | FINAL_AUDIT | LIVE SHADOW | 451 | +0.302R | +0.409R | +0.260R · n=100 | Survived Holdout but the Final Research Audit flagged unresolved risk(s): Holdout expectancy diverges materially from Validation's own -- treat as a fresh, not fully explained, open question.. |
| F6 — VolExpansion E1 Immediate Fade (TRAIL 0.5R) f6-vol-expansion-e1-immediate-faderunner armed | Volatility expansion / contraction — | f6 pre campaign shadow | — — · — | Phase B | — | LIVE SHADOW | — | — | — | — | Active Phase 5 prospective live-shadow candidate; F6 FIXED 2R runs alongside as its paired control, not an independent strategy. See /api/live/f6-tally. |
| AV2-A210-01 — Branch decomposition (two arms) AV2-A210-01 | Unclassified A2.10 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of A2.10, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-A210-02 — Volatility-ratio threshold neighborhood AV2-A210-02 | Unclassified A2.10 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of A2.10, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-A210-03 — Session-bounded max hold AV2-A210-03 | Unclassified A2.10 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of A2.10, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-A210-04 — Final-hour window boundary AV2-A210-04 | Unclassified A2.10 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of A2.10, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-A210-05 — Structural target AV2-A210-05 | Unclassified A2.10 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of A2.10, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-D-01 — A2.10 Validation-vs-Holdout divergence AV2-D-01 | Unclassified — | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered DIAGNOSTIC only: it may generate a future hypothesis and can never modify a champion. No result exists. |
| AV2-F6-01 — Sub-0.5R ratchet step AV2-F6-01 | Unclassified F6 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of F6, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-F6-02 — Decoupled break-even activation AV2-F6-02 | Unclassified F6 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of F6, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-F6-03 — ATR-anchored trail AV2-F6-03 | Unclassified F6 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of F6, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-F6-04 — Expansion-failure path AV2-F6-04 | Unclassified F6 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of F6, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| AV2-F6-05 — Expansion-magnitude band AV2-F6-05 | Unclassified F6 | av2 preregistration only | — — · — | no phase | pre-registration | PRE-REGISTERED | — | — | — | — | Pre-registered challenger of F6, declared before any AV2 backtest ran. No stage has been run and no result exists. |
| a03-failed-breakout-reentry a03-failed-breakout-reentry | Breakout / failed breakout a03-failed-breakout-reentry | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | ROBUSTNESS | fail | 8,706 | +0.010R | — | — | Robustness Gauntlet: Removing 2024 alone flips the combined expectancy sign -- the whole edge rests on one year (that year's own totalR=114.0). |
| a03-mean-distance-reversion a03-mean-distance-reversion | Mean reversion a03-mean-distance-reversion | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 5,532 | -0.046R | — | — | Lightning Screen: Aggregate expectancy -0.0457R over 5532 resolved trades is negative/flat (PF=0.933), with 5/5 qualifying years (n>=15) agree with the aggregate sign. |
| a03-open-displacement-persistence a03-open-displacement-persistence | Session / time-of-day a03-open-displacement-persistence | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 194 | +0.144R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1443R) but the top 10 winning trades alone account for 71.4% of total R -- the apparent edge is fragile. |
| a03-overnight-rth-transition a03-overnight-rth-transition | Overnight / prior-day structure a03-overnight-rth-transition | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 238 | +0.058R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0579R) but the top 10 winning trades alone account for 145.2% of total R -- the apparent edge is fragile. |
| a03-vol-contraction-expansion a03-vol-contraction-expansion | Volatility expansion / contraction a03-vol-contraction-expansion | a0 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 291 | +0.052R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0515R) but the top 10 winning trades alone account for 133.3% of total R -- the apparent edge is fragile. |
| a1-bar-overlap-regime-break a1-bar-overlap-regime-break | Regime-conditioned a1-bar-overlap-regime-break | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 2,441 | +0.051R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0016, 0.1083]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a1-bb-keltner-squeeze-release a1-bb-keltner-squeeze-release | Volatility expansion / contraction a1-bb-keltner-squeeze-release | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a1-causal-ote-retracement a1-causal-ote-retracement | Market structure / FVG / liquidity a1-causal-ote-retracement | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 6,016 | -0.006R | — | — | Lightning Screen: Aggregate expectancy -0.0059R over 6016 resolved trades is negative/flat (PF=0.991), with 3/5 qualifying years (n>=15) agree with the aggregate sign. |
| A12 — Efficiency Ratio Momentum a1-efficiency-ratio-momentum | Momentum / trend a1-efficiency-ratio-momentum | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | FINAL_AUDIT | retired | 9,975 | +0.044R | +0.032R | +0.130R · n=100 | Survived Holdout but the Final Research Audit flagged unresolved risk(s): Longest observed losing streak 23 trades -- confirm this is tolerable before any further stage.; Holdout expectancy diverges materially from Validation's own -- treat as a fresh, not fully explained, open question.. |
| a1-inside-day-compression-break a1-inside-day-compression-break | Breakout / failed breakout a1-inside-day-compression-break | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | parked | 0 | 0.000R | — | — | The mechanism never produced a single entry over the dataset -- the preregistered trigger condition may be miscalibrated for this instrument/timeframe, or is simply extremely rare. Not evaluable on this evidence. |
| a1-prior-day-closing-strength-continuation a1-prior-day-closing-strength-continuation | Overnight / prior-day structure a1-prior-day-closing-strength-continuation | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 101 | +0.140R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1402R) but the top 10 winning trades alone account for 141.2% of total R -- the apparent edge is fragile. |
| a1-return-autocorrelation-regime a1-return-autocorrelation-regime | Regime-conditioned a1-return-autocorrelation-regime | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 136,682 | +0.004R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0047, 0.0123]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a1-volume-climax-exhaustion a1-volume-climax-exhaustion | Order flow / aggressor imbalance a1-volume-climax-exhaustion | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a1-volume-price-divergence-failure a1-volume-price-divergence-failure | Order flow / aggressor imbalance a1-volume-price-divergence-failure | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a1-volume-shock-follow-through a1-volume-shock-follow-through | Order flow / aggressor imbalance a1-volume-shock-follow-through | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a2-a12-short-efficiency-ratio-momentum a2-a12-short-efficiency-ratio-momentum | Momentum / trend a2-a12-short-efficiency-ratio-momentum | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 3,690 | +0.049R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0054, 0.0992]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a2-bb-keltner-squeeze-release a2-bb-keltner-squeeze-release | Volatility expansion / contraction a1-bb-keltner-squeeze-release | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 954 | -0.004R | — | — | Lightning Screen: Aggregate expectancy -0.0042R over 954 resolved trades is negative/flat (PF=0.994), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a2-failed-trend-persistence a2-failed-trend-persistence | Momentum / trend a2-failed-trend-persistence | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 906 | -0.078R | — | — | Lightning Screen: Aggregate expectancy -0.0784R over 906 resolved trades is negative/flat (PF=0.887), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a2-range-expansion-asymmetry a2-range-expansion-asymmetry | Volatility expansion / contraction a2-range-expansion-asymmetry | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 70,219 | +0.003R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0034R) but 1/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result. |
| a2-realized-vol-regime-switch a2-realized-vol-regime-switch | Regime-conditioned a2-realized-vol-regime-switch | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 14,652 | -0.011R | — | — | Lightning Screen: Aggregate expectancy -0.0107R over 14652 resolved trades is negative/flat (PF=0.984), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a2-variance-ratio-persistence a2-variance-ratio-persistence | Regime-conditioned a2-variance-ratio-persistence | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 57,019 | +0.006R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0057, 0.0191]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a2-volume-climax-exhaustion a2-volume-climax-exhaustion | Order flow / aggressor imbalance a1-volume-climax-exhaustion | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 1,201 | +0.027R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0266R) but the top 10 winning trades alone account for 62.5% of total R -- the apparent edge is fragile. |
| a2-volume-price-divergence-failure a2-volume-price-divergence-failure | Order flow / aggressor imbalance a1-volume-price-divergence-failure | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 12,064 | +0.002R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0021R) but the top 10 winning trades alone account for 77.3% of total R -- the apparent edge is fragile. |
| a2-volume-shock-follow-through a2-volume-shock-follow-through | Order flow / aggressor imbalance a1-volume-shock-follow-through | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 3,456 | +0.049R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0487R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result. |
| a3-arm-c-volume-confirmed-continuation a3-arm-c-volume-confirmed-continuation | Breakout / failed breakout a3-arm-c-volume-confirmed-continuation | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 755 | +0.108R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1081R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result. |
| A3.8 — Failed Expansion Continuation a3-failed-expansion-continuation | Volatility expansion / contraction a3-failed-expansion-continuation | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | HOLDOUT | fail | 3,166 | +0.064R | +0.083R | -0.220R · n=100 | Holdout: n=100, expectancy=-0.2200R -- did not confirm the prior evidence. |
| a3-gap-acceptance-rejection a3-gap-acceptance-rejection | Overnight / prior-day structure a3-gap-acceptance-rejection | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 476 | +0.092R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0924R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result. |
| a3-multi-session-trend-persistence a3-multi-session-trend-persistence | Momentum / trend a3-multi-session-trend-persistence | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 49 | -0.060R | — | — | Lightning Screen: Aggregate expectancy -0.0600R is negative/flat, and the sign is inconsistent across years (0/1 qualifying years (n>=15) agree with the aggregate sign). |
| a3-path-disorder-regime-shift a3-path-disorder-regime-shift | Regime-conditioned a3-path-disorder-regime-shift | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 1,012 | +0.071R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0130, 0.1685]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a3-pb-elite-volume-confirmed-displacement a3-pb-elite-volume-confirmed-displacement | Market structure / FVG / liquidity a3-pb-elite-volume-confirmed-displacement | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 799 | +0.089R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0012, 0.1970]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a3-range-location-volume-interaction a3-range-location-volume-interaction | Auction / value profile a3-range-location-volume-interaction | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 24,675 | -0.005R | — | — | Lightning Screen: Aggregate expectancy -0.0052R over 24675 resolved trades is negative/flat (PF=0.992), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a3-semivariance-imbalance a3-semivariance-imbalance | Volatility expansion / contraction a3-semivariance-imbalance | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | retired | 9,682 | +0.035R | — | — | Execution+Statistical Gate: Survives the bootstrap CI and 0.25pt slippage but turns negative at 0.5pt (a realistic execution cost for this instrument) -- not a clean pass. |
| a3-vol-of-vol-transition a3-vol-of-vol-transition | Volatility expansion / contraction a3-vol-of-vol-transition | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 13,541 | +0.018R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0072, 0.0433]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| A3.3 — Volume Acceleration Momentum a3-volume-acceleration-momentum | Order flow / aggressor imbalance a3-volume-acceleration-momentum | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | HOLDOUT | fail | 4,817 | +0.061R | +0.065R | -0.110R · n=100 | Holdout: n=100, expectancy=-0.1100R -- did not confirm the prior evidence. |
| a4-close-location-pressure-persistence a4-close-location-pressure-persistence | Order flow / aggressor imbalance a4-close-location-pressure-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 22 | +0.227R | — | — | Lightning Screen: Only 22 resolved trades (< 30) -- expectancy/PF/drawdown figures are real but not statistically interpretable at this sample size. |
| a4-overnight-inventory-reversal a4-overnight-inventory-reversal | Overnight / prior-day structure a4-overnight-inventory-reversal | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 35 | -0.053R | — | — | Lightning Screen: Aggregate expectancy -0.0528R over 35 resolved trades is negative/flat (PF=0.918), with no individual year reached the minimum sample to assess consistency. |
| a4-signed-volume-persistence a4-signed-volume-persistence | Order flow / aggressor imbalance a4-signed-volume-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 24,805 | +0.018R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0021, 0.0374]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a4-volatility-clustering-persistence a4-volatility-clustering-persistence | Volatility expansion / contraction a4-volatility-clustering-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 7,025 | +0.019R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0116, 0.0491]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a4-volume-dry-up-expansion a4-volume-dry-up-expansion | Volatility expansion / contraction a4-volume-dry-up-expansion | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 91 | -0.253R | — | — | Lightning Screen: Aggregate expectancy -0.2527R over 91 resolved trades is negative/flat (PF=0.662), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-01-volatility-acceleration-continuation a5-01-volatility-acceleration-continuation | Volatility expansion / contraction a5-01-volatility-acceleration-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 102 | +0.118R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1176R) but the top 10 winning trades alone account for 166.7% of total R -- the apparent edge is fragile. |
| a5-02-price-per-volume-vacuum-continuation a5-02-price-per-volume-vacuum-continuation | Order flow / aggressor imbalance a5-02-price-per-volume-vacuum-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 5,259 | -0.006R | — | — | Lightning Screen: Aggregate expectancy -0.0057R over 5259 resolved trades is negative/flat (PF=0.991), with 2/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-03-price-per-volume-vacuum-reversal a5-03-price-per-volume-vacuum-reversal | Order flow / aggressor imbalance a5-03-price-per-volume-vacuum-reversal | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 138 | -0.174R | — | — | Lightning Screen: Aggregate expectancy -0.1739R over 138 resolved trades is negative/flat (PF=0.760), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-04-opening-inventory-rejection a5-04-opening-inventory-rejection | Session / time-of-day a5-04-opening-inventory-rejection | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 58 | -0.184R | — | — | Lightning Screen: Aggregate expectancy -0.1845R over 58 resolved trades is negative/flat (PF=0.742), with 2/3 qualifying years (n>=15) agree with the aggregate sign. |
| a5-05-overnight-reversion-failure a5-05-overnight-reversion-failure | Overnight / prior-day structure a5-05-overnight-reversion-failure | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 32 | +0.084R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0843R) but the top 10 winning trades alone account for 1100.9% of total R -- the apparent edge is fragile. |
| a5-06-vwap-displacement-regime-switch a5-06-vwap-displacement-regime-switch | Auction / value profile a5-06-vwap-displacement-regime-switch | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 458 | -0.096R | — | — | Lightning Screen: Aggregate expectancy -0.0959R over 458 resolved trades is negative/flat (PF=0.874), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-07-compression-break-false-failure a5-07-compression-break-false-failure | Breakout / failed breakout a5-07-compression-break-false-failure | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 2,004 | -0.021R | — | — | Lightning Screen: Aggregate expectancy -0.0210R over 2004 resolved trades is negative/flat (PF=0.969), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-08-session-handoff-continuation a5-08-session-handoff-continuation | Session / time-of-day a5-08-session-handoff-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | ROBUSTNESS | fail | 169 | +0.239R | — | — | Robustness Gauntlet: Removing the top 20 winning trades collapses expectancy from 0.2393R to 0.0029R (>70% reduction) -- the edge depends on a small number of outsized winners. |
| a5-09-premarket-or-confluence-break a5-09-premarket-or-confluence-break | Breakout / failed breakout a5-09-premarket-or-confluence-break | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 75 | +0.080R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0800R) but the top 10 winning trades alone account for 333.3% of total R -- the apparent edge is fragile. |
| a5-10-expansion-staircase a5-10-expansion-staircase | Volatility expansion / contraction a5-10-expansion-staircase | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 45 | -0.200R | — | — | Lightning Screen: Aggregate expectancy -0.2000R over 45 resolved trades is negative/flat (PF=0.727), with no individual year reached the minimum sample to assess consistency. |
| a5-11-failed-mean-reversion-continuation a5-11-failed-mean-reversion-continuation | Mean reversion a5-11-failed-mean-reversion-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | VALIDATION | fail | 6,900 | +0.058R | +0.007R | — | Validation Gate: Validation expectancy 0.0074R is less than 30% of Discovery's 0.0715R -- severe degradation. |
| a5-12-prior-day-extreme-acceptance a5-12-prior-day-extreme-acceptance | Overnight / prior-day structure a5-12-prior-day-extreme-acceptance | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 796 | +0.016R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0160R) but the top 10 winning trades alone account for 156.7% of total R -- the apparent edge is fragile. |
| a5-13-prior-day-extreme-failed-acceptance a5-13-prior-day-extreme-failed-acceptance | Overnight / prior-day structure a5-13-prior-day-extreme-failed-acceptance | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 621 | +0.185R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1854R) but the top 10 winning trades alone account for 121.4% of total R -- the apparent edge is fragile. |
| a5-14-impulse-pullback-velocity-asymmetry a5-14-impulse-pullback-velocity-asymmetry | Momentum / trend a5-14-impulse-pullback-velocity-asymmetry | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 3,105 | +0.005R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0050R) but the top 10 winning trades alone account for 127.7% of total R -- the apparent edge is fragile. |
| a5-15-trend-embedded-compression a5-15-trend-embedded-compression | Volatility expansion / contraction a5-15-trend-embedded-compression | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 1,606 | +0.037R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0353, 0.1113]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a5-16-round-number-magnetism a5-16-round-number-magnetism | Market structure / FVG / liquidity a5-16-round-number-magnetism | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 59 | +0.220R | — | — | 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. |
| a5-17-run-length-vs-expectation a5-17-run-length-vs-expectation | Regime-conditioned a5-17-run-length-vs-expectation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 6,946 | -0.053R | — | — | Lightning Screen: Aggregate expectancy -0.0533R over 6946 resolved trades is negative/flat (PF=0.922), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-18-level-revisit-count a5-18-level-revisit-count | Market structure / FVG / liquidity a5-18-level-revisit-count | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 24,941 | -0.036R | — | — | 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. |
| a5-19-inter-extreme-spacing a5-19-inter-extreme-spacing | Market structure / FVG / liquidity a5-19-inter-extreme-spacing | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | VALIDATION | fail | 866 | +0.094R | -0.022R | — | Validation Gate: Discovery expectancy 0.1243R flips sign to -0.0225R on the untouched Validation split. |
Read from research-output/strategy-lab/campaigns/*/campaign_state.json · research-output/strategy-factory/campaigns/*/report.json · research-output/registry/mechanism-families.json · lib/liveStatus/strategyRoster.ts
Campaigns
Both engines, newest lastResearch rules in force
Roadmap Part 0 — quoted, not restated- ✕Merge strategy/research branches into main without explicit approval.
- ✕Alter approved/frozen V1 strategy semantics without explicit approval.
- ✕Promote any research result into V1 automatically.
- ✕Change live READY behavior based on unvalidated research.
- ✕Change risk sizing in production.
- ✕Rewrite historical results.
- ✕Reuse discovery data and later present it as unseen validation.
- ✕Quietly discard failed/negative experiments.
- ✕Optimize only for win rate.
- ✕Invent new strategy mechanics because a test performed poorly.
- ✕Skip, disable, or hide a failed replication.
Any strategy-affecting proposal stops at CANDIDATE RULE — HUMAN REVIEW REQUIRED. Research may continue around it; the candidate itself is never promoted automatically.
Read from docs/TRADE_RESEARCH_ROADMAP.md
Holdout policy
One-shot, sealed, chronological, never retried1,079,881 sealed MNQ candles (2019-05-05..2022-06-02), handed out one chronological slice at a time and frozen before evaluation. 4 Holdout(s) spent. 0 strategies are Holdout-eligible and awaiting explicit human authorisation — nothing in this UI can grant it. Full state on the Monitor.
Read from research-output/strategy-lab/sealed-holdout-bank/SEALED_holdout_bank_manifest.json