EURUSD — Bucket Sweep 05: Open-Trap Discovery

CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH | Symbol: EURUSD | Run: 2026-03-14 06:49 | File: EURUSD_bucket_sweep_05_20260314_0648

Long — downside_failed

Buckets	Hour	Buffer	Exit	N	WR%	Exp	PF	MaxDD
Q2	12:00	20p	Fri close	20	65.0%	60.5p	4.72	173.7p
Q2	12:00	20p	Fri 1900	20	65.0%	56.6p	4.48	173.8p
Q2	12:00	20p	Fri 1500	20	60.0%	54.5p	4.34	168.2p
Q2	12:00	20p	Fri 1700	20	60.0%	55.9p	4.30	157.2p
Q2	12:00	15p	Fri close	20	60.0%	53.5p	4.11	153.7p
Q2	03:00	20p	Fri close	23	47.8%	53.6p	4.01	312.6p
Q2	03:00	20p	Fri 1900	23	47.8%	52.3p	3.93	312.6p
Q2	12:00	15p	Fri 1900	20	60.0%	49.3p	3.86	153.8p
Q2	03:00	20p	Fri 1700	23	47.8%	50.9p	3.85	312.6p
Q2	12:00	15p	Fri 1500	20	55.0%	49.1p	3.84	148.2p
Q2	03:00	20p	Fri 1500	23	47.8%	50.0p	3.80	312.6p
Q2	12:00	15p	Fri 1700	20	55.0%	49.2p	3.74	137.2p
Q2	03:00	5p	Fri 1500	23	26.1%	38.1p	3.70	229.6p
Q2	03:00	5p	Fri close	23	26.1%	36.5p	3.59	229.6p
Q2	03:00	5p	Fri 1700	23	26.1%	36.3p	3.57	229.6p
Q2	03:00	5p	Fri 1900	23	26.1%	35.4p	3.51	229.6p
Q2	03:00	15p	Fri close	23	39.1%	44.5p	3.49	322.4p
Q2+Q3	03:00	5p	Fri 1700	59	28.8%	33.0p	3.42	135.7p
Q2+Q3	03:00	5p	Fri close	59	28.8%	32.7p	3.40	135.7p
Q2+Q3	03:00	5p	Fri 1900	59	28.8%	32.5p	3.39	135.7p
Q2	03:00	15p	Fri 1900	23	39.1%	41.8p	3.34	322.4p
Q3	03:00	5p	Fri 1700	36	30.6%	30.9p	3.32	123.0p
Q2	03:00	10p	Fri 1500	23	30.4%	39.1p	3.31	294.6p
Q3	03:00	5p	Fri 1900	36	30.6%	30.7p	3.30	123.0p
Q2	12:00	5p	Fri close	20	40.0%	43.2p	3.29	172.1p
Q2	03:00	15p	Fri 1700	23	39.1%	41.0p	3.29	322.4p
Q3	03:00	5p	Fri close	36	30.6%	30.3p	3.27	123.0p
Q2+Q3	03:00	5p	Fri 1500	59	28.8%	31.0p	3.27	135.7p
Q2	03:00	10p	Fri close	23	30.4%	38.5p	3.27	294.6p
Q2	03:00	15p	Fri 1500	23	39.1%	40.5p	3.26	322.4p

Short — upside_failed

Buckets	Hour	Buffer	Exit	N	WR%	Exp	PF	MaxDD
Q2	03:00	15p	Fri 1700	14	50.0%	41.3p	4.01	65.6p
Q2	03:00	15p	Fri 1500	14	50.0%	40.0p	3.92	70.7p
Q2	03:00	15p	Fri 1900	14	50.0%	39.8p	3.90	65.6p
Q2	03:00	15p	Fri close	14	50.0%	38.5p	3.80	65.6p
Q2	03:00	10p	Fri 1700	14	42.9%	32.3p	3.49	107.0p
Q2	03:00	10p	Fri 1500	14	42.9%	31.9p	3.46	109.4p
Q2	03:00	10p	Fri 1900	14	42.9%	31.2p	3.41	107.0p
Q2	03:00	20p	Fri 1700	14	50.0%	38.8p	3.39	82.8p
Q2	03:00	20p	Fri 1500	14	50.0%	37.5p	3.31	95.7p
Q2	03:00	20p	Fri 1900	14	50.0%	37.3p	3.30	80.6p
Q2	03:00	10p	Fri close	14	42.9%	29.7p	3.29	107.0p
Q2	03:00	20p	Fri close	14	50.0%	36.0p	3.22	80.6p
Q2	03:00	5p	Fri 1500	14	35.7%	20.3p	2.83	101.0p
Q2	03:00	5p	Fri 1700	14	35.7%	19.0p	2.71	101.0p
Q2	09:00	5p	Fri close	12	41.7%	23.1p	2.59	118.8p
Q2	03:00	5p	Fri 1900	14	35.7%	17.5p	2.58	101.0p
Q2	09:00	5p	Fri 1900	12	41.7%	22.5p	2.56	118.8p
Q2	03:00	5p	Fri close	14	35.7%	16.2p	2.46	101.0p
Q2	09:00	5p	Fri 1700	12	41.7%	20.1p	2.39	118.8p
Q2	09:00	20p	Fri close	12	50.0%	21.9p	2.34	160.2p
Q2	09:00	15p	Fri close	12	41.7%	20.6p	2.22	168.8p
Q2	09:00	10p	Fri close	12	41.7%	20.6p	2.21	143.8p
Q2	09:00	10p	Fri 1900	12	41.7%	20.0p	2.18	143.8p
Q2	09:00	5p	Fri 1500	12	41.7%	16.8p	2.16	129.3p
Q2	09:00	15p	Fri 1900	12	41.7%	19.4p	2.10	168.8p
Q2	12:00	5p	Fri 1700	19	47.4%	17.7p	2.07	121.1p
Q2+Q4	09:00	5p	Fri 1500	26	38.5%	19.2p	2.06	163.2p
Q2	09:00	10p	Fri 1700	12	41.7%	17.6p	2.04	146.4p
Q4	09:00	5p	Fri 1500	14	35.7%	21.2p	2.00	107.8p
Q2+Q3	03:00	15p	Fri 1700	29	37.9%	17.3p	1.99	236.6p

Confidentiality: This analysis is proprietary to Kalaya Capital. All strategy logic, parameters, and results are internal research material.

Bucket Sweep 05 — Open-Trap Discovery