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USDJPY — Plateau Analysis 01 — Parameter Neighbourhood Robustness

CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH  |  Generated: 2026-03-14 08:09  |  File: USDJPY_bucket_sweep_05_20260313_2217.csv

Executive Summary

Symbol: USDJPY  |  Direction: LONG  |  Bucket: Q3  |  Entry hour: 9:00  |  Buffer: 5p  |  Exit: friday_1900

192
Neighbourhood rows
95.8%
PF>1.0 (need ≥60.0%)
1.365
Median PF (need ≥1.1)
69.3%
PF>1.2 neighbours
3.01
Selected PF (N=25)
#1 / 192
Selected rank
0.910
Worst neighbour PF
0.419
PF StdDev (lower=smoother)
VERDICT: ✅  DEPLOYABLE
95.8% of the 192-row neighbourhood is profitable (PF > 1.0). Median neighbour PF = 1.365. Selected point ranks #1 of 192 with PF 3.01 (N=25).
Neighbourhood scope: Hours [np.int64(3), 9, np.int64(12)]  |  Buffers [5, np.int64(10)]p  |  Buckets: Q1+Q2+Q3, Q1+Q2+Q3+Q4, Q1+Q3, Q1+Q3+Q4, Q2+Q3, Q2+Q3+Q4, Q3, Q3+Q4  |  Exits: friday_1500, friday_1700, friday_1900, friday_close  |  Total rows: 192

Threshold Scorecard

MetricValueDeploy ThresholdStatus
Profitable neighbours (PF > 1.0)95.8% (184/192)≥ 60.0%PASS ✅
Median neighbour PF1.365≥ 1.1PASS ✅
PF > 1.2 neighbours (informational)69.3% (133/192)≥ 40.0%PASS ✅
P25 PF1.150informational
Worst PF0.910informational
PF StdDev0.419lower = smoother plateau
Selected point rank#1 of 192informational

Charts

PF Heatmap — Hour × Buffer (selected bucket & exit). ★ = selected point.

PF by Exit Method — sensitivity to exit timing (selected bucket, hour, buffer).

PF by Bucket Combo — sensitivity to bucket filter (selected hour, buffer, exit).

Neighbourhood PF Distribution — all 192 rows ranked descending. Green ≥ 1.5 | Amber 1.0–1.5 | Red < 1.0. Blue line = selected PF.

Full Neighbourhood Table

Sorted by PF descending. ★ = selected parameter point.

BucketsHourBufferExit NWR%PFMaxDD
Q3 ★9:005pfriday_1900254000.0%3.010112.0
Q39:005pfriday_1700254400.0%2.950112.0
Q39:005pfriday_close254000.0%2.820125.4
Q39:005pfriday_1500254400.0%2.730126.2
Q39:0010pfriday_1900254000.0%2.660127.0
Q39:0010pfriday_1700254400.0%2.590127.0
Q2+Q39:005pfriday_1900483960.0%2.550240.3
Q2+Q39:005pfriday_1700484170.0%2.510257.2
Q39:0010pfriday_close254000.0%2.490147.9
Q2+Q39:005pfriday_close483960.0%2.480240.5
Q2+Q39:005pfriday_1500484170.0%2.430348.3
Q39:0010pfriday_1500254400.0%2.420141.2
Q2+Q39:0010pfriday_1900483960.0%2.310274.7
Q2+Q39:0010pfriday_1700484170.0%2.280297.2
Q2+Q39:0010pfriday_close483960.0%2.250278.7
Q2+Q39:0010pfriday_1500484170.0%2.210388.3
Q2+Q3+Q49:005pfriday_1900803500.0%2.000451.2
Q2+Q3+Q49:005pfriday_1700803620.0%1.990441.6
Q312:005pfriday_1900234780.0%1.980272.6
Q2+Q3+Q49:005pfriday_close803380.0%1.980451.4
Q2+Q3+Q49:005pfriday_1500803620.0%1.960529.5
Q312:005pfriday_1700234780.0%1.940278.2
Q312:005pfriday_close234780.0%1.910278.5
Q312:005pfriday_1500234350.0%1.850311.8
Q3+Q49:005pfriday_1900573330.0%1.850326.9
Q3+Q49:005pfriday_1700573510.0%1.840326.9
Q1+Q2+Q39:005pfriday_1900693770.0%1.840635.7
Q3+Q49:005pfriday_close573160.0%1.830326.9
Q1+Q2+Q39:005pfriday_1700693910.0%1.830633.0
Q312:0010pfriday_1900234780.0%1.820307.6
Q1+Q2+Q39:005pfriday_1500693910.0%1.820654.0
Q1+Q2+Q39:005pfriday_close693770.0%1.810627.8
Q2+Q3+Q49:0010pfriday_1900803500.0%1.810496.2
Q2+Q3+Q49:0010pfriday_1700803620.0%1.800493.4
Q3+Q49:005pfriday_1500573510.0%1.800326.9
Q2+Q3+Q49:0010pfriday_close803380.0%1.790496.4
Q2+Q3+Q49:0010pfriday_1500803620.0%1.780581.6
Q312:0010pfriday_1700234780.0%1.780313.2
Q312:0010pfriday_close234780.0%1.750313.5
Q312:0010pfriday_1500234350.0%1.700346.8
Q1+Q2+Q39:0010pfriday_1900693770.0%1.700670.7
Q1+Q2+Q3+Q49:005pfriday_15001013560.0%1.690745.7
Q1+Q2+Q39:0010pfriday_1700693910.0%1.690668.0
Q1+Q2+Q3+Q49:005pfriday_17001013560.0%1.690724.7
Q1+Q2+Q3+Q49:005pfriday_19001013470.0%1.680727.4
Q1+Q2+Q39:0010pfriday_1500693910.0%1.680689.0
Q1+Q2+Q39:0010pfriday_close693770.0%1.670662.8
Q1+Q2+Q3+Q49:005pfriday_close1013370.0%1.670719.5
Q3+Q49:0010pfriday_1900573330.0%1.650356.9
Q3+Q49:0010pfriday_close573160.0%1.640356.9
Q3+Q49:0010pfriday_1700573510.0%1.640356.9
Q3+Q49:0010pfriday_1500573510.0%1.620356.9
Q1+Q39:005pfriday_1900463700.0%1.610432.9
Q1+Q39:005pfriday_1700463910.0%1.600432.9
Q1+Q39:005pfriday_close463700.0%1.590432.9
Q1+Q39:005pfriday_1500463910.0%1.590432.9
Q1+Q2+Q3+Q49:0010pfriday_15001013560.0%1.550790.7
Q1+Q2+Q3+Q49:0010pfriday_19001013470.0%1.540772.4
Q2+Q312:005pfriday_1500553640.0%1.540692.3
Q1+Q2+Q3+Q49:0010pfriday_17001013560.0%1.540769.7
Q1+Q2+Q3+Q49:0010pfriday_close1013370.0%1.530764.5
Q1+Q3+Q49:005pfriday_1500783460.0%1.510718.2
Q1+Q3+Q49:005pfriday_1700783460.0%1.510744.8
Q2+Q312:005pfriday_1900553640.0%1.500750.9
Q1+Q3+Q49:005pfriday_1900783330.0%1.500703.4
Q1+Q3+Q49:005pfriday_close783210.0%1.490709.0
Q2+Q312:005pfriday_close553640.0%1.490751.1
Q1+Q39:0010pfriday_1900463700.0%1.490447.9
Q2+Q312:005pfriday_1700553640.0%1.490741.3
Q1+Q39:0010pfriday_1700463910.0%1.480447.9
Q1+Q39:0010pfriday_1500463910.0%1.470447.9
Q1+Q39:0010pfriday_close463700.0%1.460447.9
Q3+Q412:005pfriday_1500583280.0%1.450592.5
Q3+Q412:005pfriday_close583450.0%1.450698.8
Q3+Q412:005pfriday_1900583450.0%1.440726.9
Q3+Q412:005pfriday_1700583450.0%1.440654.1
Q1+Q312:005pfriday_1900444320.0%1.440639.3
Q2+Q3+Q412:005pfriday_1500903220.0%1.430917.4
Q1+Q312:005pfriday_1500443860.0%1.420639.3
Q2+Q312:0010pfriday_1500553640.0%1.420752.3
Q1+Q312:005pfriday_close444320.0%1.410639.3
Q1+Q312:005pfriday_1700444090.0%1.410639.3
Q1+Q2+Q312:005pfriday_1500763550.0%1.410965.5
Q2+Q312:0010pfriday_1900553640.0%1.390815.9
Q1+Q3+Q49:0010pfriday_1700783460.0%1.380814.8
Q2+Q3+Q412:005pfriday_close903220.0%1.3801001.2
Q1+Q3+Q49:0010pfriday_1500783460.0%1.380788.2
Q1+Q2+Q312:005pfriday_1900763680.0%1.380952.8
Q33:0010pfriday_close262690.0%1.380303.9
Q2+Q312:0010pfriday_1700553640.0%1.370806.3
Q1+Q3+Q49:0010pfriday_1900783330.0%1.370773.4
Q2+Q312:0010pfriday_close553640.0%1.370816.1
Q1+Q2+Q3+Q412:005pfriday_15001113240.0%1.3701126.3
Q1+Q3+Q49:0010pfriday_close783210.0%1.370779.0
Q2+Q3+Q412:005pfriday_1700903220.0%1.370966.4
Q2+Q3+Q412:005pfriday_1900903220.0%1.3701004.6
Q1+Q2+Q312:005pfriday_close763680.0%1.360952.3
Q1+Q2+Q312:005pfriday_1700763550.0%1.360890.6
Q1+Q312:0010pfriday_1900444320.0%1.360654.3
Q1+Q3+Q412:005pfriday_1500793290.0%1.360907.9
Q33:0010pfriday_1900262690.0%1.350303.9
Q1+Q312:0010pfriday_1500443860.0%1.340654.3
Q1+Q312:0010pfriday_close444320.0%1.330654.3
Q1+Q312:0010pfriday_1700444090.0%1.330654.3
Q1+Q3+Q412:005pfriday_1700793420.0%1.330907.9
Q1+Q3+Q412:005pfriday_1900793540.0%1.330907.9
Q1+Q3+Q412:005pfriday_close793540.0%1.330907.9
Q3+Q412:0010pfriday_close583450.0%1.330788.8
Q3+Q412:0010pfriday_1500583280.0%1.330679.6
Q1+Q2+Q312:0010pfriday_1500763550.0%1.3201015.5
Q1+Q2+Q3+Q412:005pfriday_19001113330.0%1.3201149.3
Q1+Q2+Q3+Q412:005pfriday_close1113330.0%1.3201145.2
Q3+Q412:0010pfriday_1700583450.0%1.310744.1
Q3+Q412:0010pfriday_1900583450.0%1.310816.9
Q1+Q2+Q3+Q412:005pfriday_17001113240.0%1.3101051.4
Q2+Q3+Q412:0010pfriday_1500903220.0%1.310984.5
Q1+Q2+Q312:0010pfriday_1900763680.0%1.2901037.8
Q1+Q2+Q3+Q412:0010pfriday_15001113240.0%1.2701181.3
Q1+Q2+Q312:0010pfriday_close763680.0%1.2701037.3
Q1+Q2+Q312:0010pfriday_1700763550.0%1.270965.1
Q2+Q3+Q412:0010pfriday_close903220.0%1.2701091.2
Q1+Q3+Q412:0010pfriday_1500793290.0%1.260937.9
Q2+Q3+Q412:0010pfriday_1900903220.0%1.2601104.3
Q2+Q3+Q412:0010pfriday_1700903220.0%1.2601048.8
Q33:0010pfriday_1700262690.0%1.250303.9
Q1+Q3+Q412:0010pfriday_close793540.0%1.240937.9
Q1+Q3+Q412:0010pfriday_1900793540.0%1.240937.9
Q33:0010pfriday_1500262690.0%1.230303.9
Q1+Q3+Q412:0010pfriday_1700793420.0%1.230937.9
Q1+Q2+Q3+Q412:0010pfriday_close1113330.0%1.2201250.2
Q1+Q2+Q3+Q412:0010pfriday_17001113240.0%1.2201114.5
Q2+Q33:0010pfriday_close502200.0%1.220567.7
Q1+Q2+Q3+Q412:0010pfriday_19001113330.0%1.2201254.3
Q2+Q33:0010pfriday_1900502200.0%1.200566.3
Q2+Q33:0010pfriday_1700502200.0%1.190563.1
Q2+Q33:0010pfriday_1500502200.0%1.190563.1
Q3+Q43:005pfriday_1500681910.0%1.190714.4
Q3+Q43:005pfriday_close681910.0%1.190715.3
Q3+Q43:0010pfriday_close682060.0%1.180709.2
Q3+Q43:005pfriday_1900681910.0%1.180711.2
Q3+Q43:005pfriday_1700681910.0%1.170736.9
Q33:005pfriday_1900262310.0%1.160263.9
Q33:005pfriday_close262310.0%1.150263.9
Q3+Q43:0010pfriday_1900682060.0%1.150705.1
Q2+Q3+Q43:0010pfriday_1700921960.0%1.1501118.6
Q2+Q3+Q43:0010pfriday_close921960.0%1.1501161.0
Q1+Q3+Q43:005pfriday_close922070.0%1.1501127.2
Q3+Q43:0010pfriday_1700682060.0%1.150730.8
Q1+Q3+Q43:005pfriday_1500922070.0%1.1401136.4
Q1+Q33:0010pfriday_close502600.0%1.140567.8
Q2+Q3+Q43:0010pfriday_1500921960.0%1.1401058.3
Q1+Q3+Q43:005pfriday_1900922070.0%1.1401121.6
Q1+Q2+Q33:0010pfriday_close742300.0%1.1301019.6
Q3+Q43:0010pfriday_1500682060.0%1.130708.3
Q1+Q3+Q43:005pfriday_1700922070.0%1.1301163.0
Q2+Q3+Q43:0010pfriday_1900921960.0%1.1301159.6
Q1+Q33:0010pfriday_1900502600.0%1.130562.2
Q33:005pfriday_1500262310.0%1.120263.9
Q1+Q3+Q43:0010pfriday_close922170.0%1.1101161.1
Q1+Q2+Q33:0010pfriday_1900742300.0%1.1101016.7
Q1+Q2+Q3+Q43:0010pfriday_close1162070.0%1.1101612.9
Q1+Q2+Q33:0010pfriday_1700742300.0%1.110991.4
Q1+Q33:005pfriday_close502400.0%1.100583.9
Q1+Q33:005pfriday_1900502400.0%1.100578.3
Q1+Q2+Q3+Q43:0010pfriday_17001162070.0%1.1001584.7
Q1+Q2+Q3+Q43:0010pfriday_15001162070.0%1.1001520.3
Q1+Q2+Q33:0010pfriday_1500742300.0%1.100927.0
Q1+Q3+Q43:0010pfriday_1700922170.0%1.0901196.9
Q1+Q33:0010pfriday_1700502600.0%1.090603.6
Q1+Q3+Q43:0010pfriday_1900922170.0%1.0901155.5
Q1+Q2+Q3+Q43:0010pfriday_19001162070.0%1.0901610.0
Q2+Q3+Q43:005pfriday_1500921740.0%1.0801014.4
Q1+Q3+Q43:0010pfriday_1500922170.0%1.0801170.3
Q1+Q33:005pfriday_1500502400.0%1.080593.1
Q1+Q33:0010pfriday_1500502600.0%1.080577.0
Q1+Q2+Q3+Q43:005pfriday_15001161900.0%1.0701436.4
Q2+Q3+Q43:005pfriday_1700921740.0%1.0601074.7
Q1+Q33:005pfriday_1700502400.0%1.060619.7
Q1+Q2+Q3+Q43:005pfriday_17001161900.0%1.0601500.8
Q1+Q2+Q3+Q43:005pfriday_close1161900.0%1.0501529.0
Q33:005pfriday_1700262310.0%1.050263.9
Q2+Q3+Q43:005pfriday_close921740.0%1.0501117.1
Q1+Q2+Q3+Q43:005pfriday_19001161900.0%1.0501526.1
Q2+Q3+Q43:005pfriday_1900921740.0%1.0401115.7
Q1+Q2+Q33:005pfriday_1500742030.0%0.990893.1
Q1+Q2+Q33:005pfriday_1900742030.0%0.970982.8
Q1+Q2+Q33:005pfriday_close742030.0%0.970985.7
Q1+Q2+Q33:005pfriday_1700742030.0%0.970957.5
Q2+Q33:005pfriday_1500501800.0%0.960556.0
Q2+Q33:005pfriday_close501800.0%0.920590.5
Q2+Q33:005pfriday_1900501800.0%0.920612.0
Q2+Q33:005pfriday_1700501800.0%0.910582.6

Judgement

✅  DEPLOYABLE — In-sample plateau robustness check only.
Classification thresholds (locked): DEPLOYABLE ≥ 60.0% profitable neighbours AND median PF ≥ 1.1 | RESEARCH ONLY 40.0–60.0% | UNSTABLE < 40.0%.
Important: Walk-forward validation is required before any live deployment decision. This module confirms parameter stability in-sample only.
Confidentiality: This analysis is proprietary to Kalaya Capital. All strategy logic, parameters, and results are internal research material.