🔒 CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH — NOT FOR DISTRIBUTION — INTERNAL USE ONLY
KALAYA CAPITAL

USDJPY — Walk-Forward Validation 01 — Open-Trap Long

CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH  |  Generated: 2026-03-14 21:00  |  Symbol: USDJPY  |  Period: 2007-01-07 to 2026-03-01  |  Train: 104w / Test: 4w / Step: 4w  |  224 folds (206 with valid candidate)

What is this? This is not a standard backtest. The test is of the process — whether the monthly parameter-selection workflow would have produced acceptable results if run live. For each fold, only information available during the training window was used. Parameters were frozen before the forward window and not adjusted during it.

Statistical caveat: Each 4-week forward window is very small. With USDJPY Q3-Long occurring approximately once per 8 weeks, a single fold typically contains 0–1 forward trades. Individual fold results are low-information observations. The evidence lies in the aggregate across all folds. Do not draw conclusions from individual fold outcomes.

Aggregate Forward Summary

131
Total Forward Trades
23.7%
Aggregate Win Rate
+422.1p
Aggregate Net Profit
1.12
Aggregate PF
+3.2
Avg Trade (pips)
556.7p
Aggregate Max DD
224 (206 with candidate)
Folds Completed
79.7%
Avg Plateau Score

Cumulative Forward Equity Curve

Each shaded region is one forward fold. Gold line = cumulative pips. Vertical grey lines mark fold boundaries. Charts use dark backgrounds for visibility.

Forward PF by Fold

Green = PF ≥ 1.2, gold = PF 1.0–1.2, red = PF < 1.0. Zero bars = fold had no forward trades.

Final Recommendation

RESEARCH ONLY

Thresholds: Deploy = agg PF ≥ 1.2 AND trades ≥ 15 AND avg plateau ≥ 60.0%. Research = agg PF ≥ 1.0 AND avg plateau ≥ 40.0%.

Fold Summary Table

Low-information reminder: Each individual forward window contains very few trades (often 0 or 1). The PF and WR for individual folds are statistically meaningless. Use this table to inspect parameter stability and plateau consistency across folds, not to evaluate individual forward outcomes.

# Train StartTrain End Test StartTest End Selected Parameters Train NTrain PF PlateauPlateau % Fwd NFwd PFFwd NetFwd WR Notes
12007-01-072008-12-282009-01-042009-01-25— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
22007-02-042009-01-252009-02-012009-02-22— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
32007-03-042009-02-222009-03-012009-03-22— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
42007-04-012009-03-222009-03-292009-04-19— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
52007-04-292009-04-192009-04-262009-05-17— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
62007-05-272009-05-172009-05-242009-06-14— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
72007-06-242009-06-142009-06-212009-07-12— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
82007-07-222009-07-122009-07-192009-08-09— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
92007-08-192009-08-092009-08-162009-09-06— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
102007-09-162009-09-062009-09-132009-10-04— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
112007-10-142009-10-042009-10-112009-11-01— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
122007-11-112009-11-012009-11-082009-11-29— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
132007-12-092009-11-292009-12-062009-12-27— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
142008-01-062009-12-272010-01-032010-01-24— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
152008-02-032010-01-242010-01-312010-02-21— no candidate —NO CAND0.0%0No valid candidate in training window (N=0 raw obs, sweep had 0 variants with N ≥ 10)
162008-03-022010-02-212010-02-282010-03-21— no candidate —NO CAND0.0%0No valid candidate in training window (N=96 raw obs, sweep had 0 variants with N ≥ 10)
172008-03-302010-03-212010-03-282010-04-18— no candidate —NO CAND0.0%0No valid candidate in training window (N=224 raw obs, sweep had 0 variants with N ≥ 10)
182008-04-272010-04-182010-04-252010-05-16— no candidate —NO CAND0.0%0No valid candidate in training window (N=320 raw obs, sweep had 0 variants with N ≥ 10)
192008-05-252010-05-162010-05-232010-06-13Q1+Q2+Q3+Q4 | 12:00 | 5p | Fri Close100.14UNSTABLE0.0%30.00-151.6p0.0%
202008-06-222010-06-132010-06-202010-07-11Q1+Q3+Q4 | 03:00 | 5p | Fri 17:00110.30UNSTABLE0.0%20.00-59.2p0.0%
212008-07-202010-07-112010-07-182010-08-08Q1+Q2+Q4 | 03:00 | 5p | Fri 17:00100.30UNSTABLE0.0%30.00-84.1p0.0%
222008-08-172010-08-082010-08-152010-09-05Q1+Q3 | 03:00 | 5p | Fri 17:00100.37UNSTABLE0.0%0
232008-09-142010-09-052010-09-122010-10-03Q1+Q3 | 03:00 | 5p | Fri 17:00100.37UNSTABLE0.0%10.00-18.6p0.0%
242008-10-122010-10-032010-10-102010-10-31Q1+Q2 | 09:00 | 15p | Fri Close100.38UNSTABLE0.0%0
252008-11-092010-10-312010-11-072010-11-28Q1+Q2 | 09:00 | 15p | Fri Close100.38UNSTABLE0.0%0
262008-12-072010-11-282010-12-052010-12-26Q1+Q4 | 09:00 | 15p | Fri Close130.49UNSTABLE0.0%20.00-70.8p0.0%
272009-01-042010-12-262011-01-022011-01-23Q1+Q4 | 09:00 | 15p | Fri Close150.42UNSTABLE0.0%199.00+180.6p100.0%
282009-02-012011-01-232011-01-302011-02-20Q1 | 03:00 | 5p | Fri 15:00101.49UNSTABLE11.7%0
292009-03-012011-02-202011-02-272011-03-20Q1 | 03:00 | 5p | Fri 15:00101.49UNSTABLE9.4%199.00+65.7p100.0%
302009-03-292011-03-202011-03-272011-04-17Q1 | 03:00 | 5p | Fri 15:00111.87UNSTABLE27.3%0
312009-04-262011-04-172011-04-242011-05-15Q1 | 03:00 | 5p | Fri 15:00111.87RESEARCH55.5%10.00-18.3p0.0%
322009-05-242011-05-152011-05-222011-06-12Q1 | 03:00 | 5p | Fri 15:00121.69RESEARCH53.9%10.00-17.3p0.0%
332009-06-212011-06-122011-06-192011-07-10Q1 | 03:00 | 5p | Fri 15:00131.55UNSTABLE34.4%20.45-11.5p50.0%
342009-07-192011-07-102011-07-172011-08-07Q1 | 03:00 | 5p | Fri Close151.47UNSTABLE28.1%10.00-27.3p0.0%
352009-08-162011-08-072011-08-142011-09-04Q4 | 12:00 | 5p | Fri 15:00101.33UNSTABLE8.3%0
362009-09-132011-09-042011-09-112011-10-02Q4 | 12:00 | 5p | Fri 15:00101.33UNSTABLE7.5%0
372009-10-112011-10-022011-10-092011-10-30Q4 | 12:00 | 5p | Fri 15:00101.33UNSTABLE7.5%0
382009-11-082011-10-302011-11-062011-11-27Q1 | 03:00 | 5p | Fri Close191.99UNSTABLE31.2%10.00-7.9p0.0%
392009-12-062011-11-272011-12-042011-12-25Q1 | 03:00 | 5p | Fri Close201.94UNSTABLE26.6%0
402010-01-032011-12-252012-01-012012-01-22Q1 | 03:00 | 5p | Fri Close201.94UNSTABLE27.3%0
412010-01-312012-01-222012-01-292012-02-19Q1 | 03:00 | 5p | Fri Close201.94UNSTABLE25.8%0
422010-02-282012-02-192012-02-262012-03-18Q1 | 03:00 | 5p | Fri Close191.71UNSTABLE20.3%0
432010-03-282012-03-182012-03-252012-04-15Q1 | 03:00 | 5p | Fri Close181.92UNSTABLE25.0%10.00-30.2p0.0%
442010-04-252012-04-152012-04-222012-05-13Q1 | 03:00 | 5p | Fri Close181.87UNSTABLE21.9%10.00-27.7p0.0%
452010-05-232012-05-132012-05-202012-06-10Q1 | 03:00 | 5p | Fri Close191.70UNSTABLE21.9%10.00-14.0p0.0%
462010-06-202012-06-102012-06-172012-07-08Q2+Q4 | 12:00 | 5p | Fri 15:00111.74UNSTABLE31.2%0
472010-07-182012-07-082012-07-152012-08-05Q4 | 03:00 | 5p | Fri 15:00101.89RESEARCH55.8%0
482010-08-152012-08-052012-08-122012-09-02Q1 | 03:00 | 10p | Fri Close172.18RESEARCH56.2%0
492010-09-122012-09-022012-09-092012-09-30Q1+Q4 | 03:00 | 5p | Fri 15:00262.20DEPLOY100.0%0
502010-10-102012-09-302012-10-072012-10-28Q1 | 03:00 | 10p | Fri Close162.36DEPLOY79.2%0
512010-11-072012-10-282012-11-042012-11-25Q4 | 03:00 | 5p | Fri 15:00112.59DEPLOY85.0%0
522010-12-052012-11-252012-12-022012-12-23Q1+Q4 | 03:00 | 5p | Fri 15:00252.25DEPLOY100.0%199.00+158.0p100.0%
532011-01-022012-12-232012-12-302013-01-20Q1+Q4 | 03:00 | 5p | Fri 15:00242.94DEPLOY100.0%0
542011-01-302013-01-202013-01-272013-02-17Q3 | 12:00 | 20p | Fri 19:00105.39DEPLOY96.9%10.00-49.6p0.0%
552011-02-272013-02-172013-02-242013-03-17Q3 | 12:00 | 20p | Fri 19:00113.49DEPLOY92.2%0
562011-03-272013-03-172013-03-242013-04-14Q3 | 12:00 | 20p | Fri 19:00103.38DEPLOY85.2%0
572011-04-242013-04-142013-04-212013-05-12Q3 | 12:00 | 20p | Fri 19:00103.38RESEARCH56.2%0
582011-05-222013-05-122013-05-192013-06-09Q2+Q3 | 12:00 | 20p | Fri 19:00122.08UNSTABLE37.5%10.00-121.2p0.0%
592011-06-192013-06-092013-06-162013-07-07Q3+Q4 | 12:00 | 5p | Fri 19:00171.89RESEARCH53.1%199.00+147.3p100.0%
602011-07-172013-07-072013-07-142013-08-04Q1+Q3 | 12:00 | 5p | Fri 15:00173.53DEPLOY100.0%0
612011-08-142013-08-042013-08-112013-09-01Q1 | 09:00 | 20p | Fri Close103.59DEPLOY92.4%199.00+100.7p100.0%
622011-09-112013-09-012013-09-082013-09-29Q1 | 09:00 | 20p | Fri Close104.69DEPLOY95.3%0
632011-10-092013-09-292013-10-062013-10-27Q1 | 09:00 | 20p | Fri Close104.69DEPLOY95.3%0
642011-11-062013-10-272013-11-032013-11-24Q1+Q3 | 09:00 | 20p | Fri Close194.04DEPLOY99.0%0
652011-12-042013-11-242013-12-012013-12-22Q1+Q3 | 09:00 | 10p | Fri Close174.60DEPLOY100.0%0
662012-01-012013-12-222013-12-292014-01-19Q1+Q3 | 09:00 | 10p | Fri Close164.86DEPLOY99.3%0
672012-01-292014-01-192014-01-262014-02-16Q1+Q3 | 09:00 | 10p | Fri Close155.37DEPLOY100.0%20.96-2.7p50.0%
682012-02-262014-02-162014-02-232014-03-16Q1 | 09:00 | 20p | Fri 19:00108.07DEPLOY99.5%199.00+65.6p100.0%
692012-03-252014-03-162014-03-232014-04-13Q1 | 09:00 | 20p | Fri 19:00118.64DEPLOY100.0%199.00+77.4p100.0%
702012-04-222014-04-132014-04-202014-05-11Q1 | 09:00 | 20p | Fri 19:001114.73DEPLOY100.0%10.00-0.1p0.0%
712012-05-202014-05-112014-05-182014-06-08Q1 | 09:00 | 20p | Fri 19:001131.38DEPLOY100.0%0
722012-06-172014-06-082014-06-152014-07-06Q1 | 12:00 | 10p | Fri 15:00106.50DEPLOY100.0%0
732012-07-152014-07-062014-07-132014-08-03Q1 | 12:00 | 10p | Fri 15:00106.50DEPLOY100.0%10.00-26.2p0.0%
742012-08-122014-08-032014-08-102014-08-31Q1 | 09:00 | 20p | Fri 19:001014.58DEPLOY98.9%0
752012-09-092014-08-312014-09-072014-09-28Q1 | 12:00 | 10p | Fri 15:00105.16DEPLOY100.0%0
762012-10-072014-09-282014-10-052014-10-26Q1+Q3 | 09:00 | 20p | Fri 19:00184.85DEPLOY100.0%0
772012-11-042014-10-262014-11-022014-11-23Q1+Q3 | 09:00 | 20p | Fri 19:00174.58DEPLOY100.0%0
782012-12-022014-11-232014-11-302014-12-21Q1+Q3 | 09:00 | 10p | Fri 19:00164.76DEPLOY100.0%0
792012-12-302014-12-212014-12-282015-01-18Q1+Q3 | 09:00 | 10p | Fri 19:00164.76DEPLOY100.0%0
802013-01-272015-01-182015-01-252015-02-15Q1+Q3 | 09:00 | 10p | Fri 19:00153.80DEPLOY84.7%10.00-32.0p0.0%
812013-02-242015-02-152015-02-222015-03-15Q1+Q3 | 09:00 | 15p | Fri 19:00154.38DEPLOY81.2%0
822013-03-242015-03-152015-03-222015-04-12Q1+Q3 | 09:00 | 15p | Fri 19:00154.38DEPLOY76.4%31.53+41.4p33.3%
832013-04-212015-04-122015-04-192015-05-10Q1 | 09:00 | 15p | Fri 19:00118.21DEPLOY88.4%10.00-31.9p0.0%
842013-05-192015-05-102015-05-172015-06-07Q1 | 09:00 | 15p | Fri 19:00126.06DEPLOY86.2%0
852013-06-162015-06-072015-06-142015-07-05Q1 | 09:00 | 15p | Fri 19:00126.06DEPLOY94.6%20.00-124.8p0.0%
862013-07-142015-07-052015-07-122015-08-02Q1+Q2 | 09:00 | 20p | Fri 17:00202.11UNSTABLE39.6%0
872013-08-112015-08-022015-08-092015-08-30Q1+Q2 | 09:00 | 5p | Fri 15:00192.14RESEARCH44.8%10.00-28.0p0.0%
882013-09-082015-08-302015-09-062015-09-27Q2+Q3 | 09:00 | 10p | Fri 15:00132.21RESEARCH58.3%0
892013-10-062015-09-272015-10-042015-10-25Q1+Q3 | 09:00 | 10p | Fri 15:00192.22RESEARCH59.0%10.00-24.8p0.0%
902013-11-032015-10-252015-11-012015-11-22Q1 | 09:00 | 10p | Fri 15:00132.10RESEARCH51.7%199.00+236.2p100.0%
912013-12-012015-11-222015-11-292015-12-20Q1 | 09:00 | 15p | Fri 19:00143.14DEPLOY79.5%10.00-73.7p0.0%
922013-12-292015-12-202015-12-272016-01-17Q1 | 09:00 | 15p | Fri 19:00152.42DEPLOY71.2%0
932014-01-262016-01-172016-01-242016-02-14Q1 | 09:00 | 15p | Fri 17:00152.42DEPLOY70.5%10.00-87.2p0.0%
942014-02-232016-02-142016-02-212016-03-13Q1 | 03:00 | 10p | Fri Close122.09DEPLOY72.4%10.00-56.5p0.0%
952014-03-232016-03-132016-03-202016-04-10Q1 | 09:00 | 5p | Fri 15:00141.69RESEARCH46.9%0
962014-04-202016-04-102016-04-172016-05-08Q1+Q3 | 09:00 | 10p | Fri 15:00201.58RESEARCH41.0%0
972014-05-182016-05-082016-05-152016-06-05Q2+Q3 | 03:00 | 10p | Fri 15:00151.65RESEARCH56.2%199.00+167.8p100.0%
982014-06-152016-06-052016-06-122016-07-03Q2+Q3 | 03:00 | 10p | Fri 15:00152.06RESEARCH60.4%0
992014-07-132016-07-032016-07-102016-07-31Q2+Q3 | 03:00 | 10p | Fri 15:00152.06RESEARCH65.6%10.00-30.4p0.0%
1002014-08-102016-07-312016-08-072016-08-28Q1 | 03:00 | 10p | Fri 17:00152.22DEPLOY99.0%10.00-26.3p0.0%
1012014-09-072016-08-282016-09-042016-09-25Q1 | 03:00 | 10p | Fri 17:00162.08DEPLOY97.4%0
1022014-10-052016-09-252016-10-022016-10-23Q1 | 03:00 | 10p | Fri 17:00162.08DEPLOY99.0%0
1032014-11-022016-10-232016-10-302016-11-20Q3 | 03:00 | 10p | Fri 15:00113.44DEPLOY96.9%0
1042014-11-302016-11-202016-11-272016-12-18Q3 | 03:00 | 10p | Fri 15:00113.44DEPLOY99.5%199.00+123.4p100.0%
1052014-12-282016-12-182016-12-252017-01-15Q3 | 03:00 | 10p | Fri 15:00124.17DEPLOY100.0%10.00-29.1p0.0%
1062015-01-252017-01-152017-01-222017-02-12Q3 | 03:00 | 10p | Fri 15:00124.10DEPLOY100.0%0
1072015-02-222017-02-122017-02-192017-03-12Q3 | 03:00 | 10p | Fri 15:00124.10DEPLOY100.0%10.00-24.5p0.0%
1082015-03-222017-03-122017-03-192017-04-09Q3 | 03:00 | 10p | Fri 15:00123.98DEPLOY100.0%10.00-31.9p0.0%
1092015-04-192017-04-092017-04-162017-05-07Q3 | 03:00 | 10p | Fri 15:00123.57DEPLOY100.0%199.00+122.8p100.0%
1102015-05-172017-05-072017-05-142017-06-04Q3 | 03:00 | 10p | Fri 15:00134.20DEPLOY100.0%0
1112015-06-142017-06-042017-06-112017-07-02Q3 | 03:00 | 10p | Fri 15:00134.20DEPLOY99.0%10.00-15.5p0.0%
1122015-07-122017-07-022017-07-092017-07-30Q3 | 03:00 | 10p | Fri 15:00143.89DEPLOY99.0%0
1132015-08-092017-07-302017-08-062017-08-27Q3 | 03:00 | 10p | Fri 19:00133.67DEPLOY99.5%10.00-23.8p0.0%
1142015-09-062017-08-272017-09-032017-09-24Q3 | 03:00 | 10p | Fri 19:00143.30DEPLOY99.5%20.00-78.6p0.0%
1152015-10-042017-09-242017-10-012017-10-22Q4 | 03:00 | 10p | Fri 19:00112.89DEPLOY100.0%0
1162015-11-012017-10-222017-10-292017-11-19Q3 | 03:00 | 10p | Fri 19:00142.95DEPLOY100.0%0
1172015-11-292017-11-192017-11-262017-12-17Q4 | 03:00 | 10p | Fri 19:00103.25DEPLOY99.5%20.00-51.2p0.0%
1182015-12-272017-12-172017-12-242018-01-14Q3 | 03:00 | 10p | Fri 19:00142.95DEPLOY98.4%0
1192016-01-242018-01-142018-01-212018-02-11Q3 | 03:00 | 10p | Fri 19:00142.95DEPLOY98.4%0
1202016-02-212018-02-112018-02-182018-03-11Q3 | 03:00 | 10p | Fri 19:00142.95DEPLOY100.0%0
1212016-03-202018-03-112018-03-182018-04-08Q3 | 03:00 | 10p | Fri 19:00142.95DEPLOY100.0%20.00-51.0p0.0%
1222016-04-172018-04-082018-04-152018-05-06Q4 | 03:00 | 10p | Fri 19:00113.22DEPLOY100.0%199.00+120.7p100.0%
1232016-05-152018-05-062018-05-132018-06-03Q4 | 03:00 | 10p | Fri 19:00113.08DEPLOY100.0%20.00-46.5p0.0%
1242016-06-122018-06-032018-06-102018-07-01Q4 | 09:00 | 5p | Fri 19:00113.39DEPLOY100.0%10.00-19.0p0.0%
1252016-07-102018-07-012018-07-082018-07-29Q4 | 09:00 | 5p | Fri 19:00123.08DEPLOY100.0%10.00-30.4p0.0%
1262016-08-072018-07-292018-08-052018-08-26Q4 | 03:00 | 5p | Fri 19:00132.58DEPLOY100.0%0
1272016-09-042018-08-262018-09-022018-09-23Q4 | 03:00 | 5p | Fri 19:00132.58DEPLOY100.0%0
1282016-10-022018-09-232018-09-302018-10-21Q4 | 03:00 | 5p | Fri 19:00132.58DEPLOY100.0%10.00-14.9p0.0%
1292016-10-302018-10-212018-10-282018-11-18Q4 | 03:00 | 5p | Fri 19:00142.42DEPLOY100.0%10.00-15.4p0.0%
1302016-11-272018-11-182018-11-252018-12-16Q2 | 12:00 | 5p | Fri 17:00112.98DEPLOY100.0%0
1312016-12-252018-12-162018-12-232019-01-13Q2 | 12:00 | 5p | Fri 17:00112.98DEPLOY96.1%0
1322017-01-222019-01-132019-01-202019-02-10Q2 | 12:00 | 5p | Fri 17:00105.14DEPLOY100.0%0
1332017-02-192019-02-102019-02-172019-03-10Q2 | 12:00 | 5p | Fri 17:00105.14DEPLOY100.0%22.20+19.4p50.0%
1342017-03-192019-03-102019-03-172019-04-07Q2 | 12:00 | 5p | Fri 17:00124.77DEPLOY100.0%0
1352017-04-162019-04-072019-04-142019-05-05Q2 | 12:00 | 5p | Fri 17:00124.77DEPLOY100.0%10.00-12.7p0.0%
1362017-05-142019-05-052019-05-122019-06-02Q2 | 12:00 | 5p | Fri 17:00134.34DEPLOY100.0%0
1372017-06-112019-06-022019-06-092019-06-30Q2 | 12:00 | 5p | Fri 17:00125.17DEPLOY100.0%0
1382017-07-092019-06-302019-07-072019-07-28Q2 | 12:00 | 5p | Fri 17:00125.17DEPLOY96.9%199.00+78.8p100.0%
1392017-08-062019-07-282019-08-042019-08-25Q2 | 12:00 | 5p | Fri 17:00135.83DEPLOY100.0%0
1402017-09-032019-08-252019-09-012019-09-22Q2 | 12:00 | 5p | Fri 17:00135.83DEPLOY100.0%0
1412017-10-012019-09-222019-09-292019-10-20Q1 | 12:00 | 10p | Fri 15:00144.84DEPLOY100.0%199.00+154.3p100.0%
1422017-10-292019-10-202019-10-272019-11-17Q1 | 09:00 | 10p | Fri 17:00106.80DEPLOY97.1%199.00+87.3p100.0%
1432017-11-262019-11-172019-11-242019-12-15Q1 | 12:00 | 10p | Fri 15:00139.02DEPLOY100.0%0
1442017-12-242019-12-152019-12-222020-01-12Q1 | 12:00 | 10p | Fri 15:00139.02DEPLOY100.0%10.00-31.4p0.0%
1452018-01-212020-01-122020-01-192020-02-09Q1 | 12:00 | 15p | Fri 15:00148.92DEPLOY100.0%199.00+126.7p100.0%
1462018-02-182020-02-092020-02-162020-03-08Q1 | 03:00 | 15p | Fri 15:00109.31DEPLOY100.0%10.00-36.0p0.0%
1472018-03-182020-03-082020-03-152020-04-05Q1 | 03:00 | 15p | Fri 15:00116.79DEPLOY100.0%0
1482018-04-152020-04-052020-04-122020-05-03Q2 | 12:00 | 15p | Fri Close146.31DEPLOY100.0%10.00-20.4p0.0%
1492018-05-132020-05-032020-05-102020-05-31Q1 | 12:00 | 15p | Fri 15:00116.03DEPLOY91.7%0
1502018-06-102020-05-312020-06-072020-06-28Q1 | 12:00 | 15p | Fri 15:00116.03DEPLOY96.4%20.00-75.7p0.0%
1512018-07-082020-06-282020-07-052020-07-26Q1 | 03:00 | 15p | Fri 15:00124.38DEPLOY97.9%10.00-21.1p0.0%
1522018-08-052020-07-262020-08-022020-08-23Q1 | 12:00 | 15p | Fri 15:00133.16DEPLOY88.0%0
1532018-09-022020-08-232020-08-302020-09-20Q2 | 12:00 | 10p | Fri 19:00173.39DEPLOY87.5%0
1542018-09-302020-09-202020-09-272020-10-18Q1 | 12:00 | 15p | Fri 15:00143.40DEPLOY86.5%0
1552018-10-282020-10-182020-10-252020-11-15Q1 | 12:00 | 15p | Fri 15:00143.40DEPLOY94.3%22.76+64.8p50.0%
1562018-11-252020-11-152020-11-222020-12-13Q1 | 03:00 | 5p | Fri 15:00153.92DEPLOY92.2%10.00-24.3p0.0%
1572018-12-232020-12-132020-12-202021-01-10Q1 | 03:00 | 5p | Fri 15:00163.41DEPLOY88.3%0
1582019-01-202021-01-102021-01-172021-02-07Q1 | 03:00 | 5p | Fri 15:00153.72DEPLOY86.7%0
1592019-02-172021-02-072021-02-142021-03-07Q1 | 03:00 | 5p | Fri 15:00153.72DEPLOY83.6%0
1602019-03-172021-03-072021-03-142021-04-04Q1 | 03:00 | 5p | Fri 15:00153.72DEPLOY100.0%10.00-35.3p0.0%
1612019-04-142021-04-042021-04-112021-05-02Q1 | 03:00 | 20p | Fri 15:00163.78DEPLOY100.0%0
1622019-05-122021-05-022021-05-092021-05-30Q1 | 03:00 | 20p | Fri 15:00163.78DEPLOY100.0%199.00+75.3p100.0%
1632019-06-092021-05-302021-06-062021-06-27Q1 | 03:00 | 20p | Fri 15:00164.71DEPLOY100.0%10.00-41.4p0.0%
1642019-07-072021-06-272021-07-042021-07-25Q1 | 12:00 | 15p | Fri 15:00144.05DEPLOY100.0%0
1652019-08-042021-07-252021-08-012021-08-22Q1 | 12:00 | 15p | Fri 15:00134.63DEPLOY100.0%10.00-24.3p0.0%
1662019-09-012021-08-222021-08-292021-09-19Q1 | 12:00 | 15p | Fri 15:00144.06DEPLOY100.0%10.00-0.2p0.0%
1672019-09-292021-09-192021-09-262021-10-17Q1 | 12:00 | 15p | Fri 15:00154.06DEPLOY100.0%0
1682019-10-272021-10-172021-10-242021-11-14Q1 | 12:00 | 15p | Fri 15:00143.29DEPLOY96.9%10.00-27.9p0.0%
1692019-11-242021-11-142021-11-212021-12-12Q1+Q3 | 12:00 | 15p | Fri 15:00202.53DEPLOY76.0%10.00-38.7p0.0%
1702019-12-222021-12-122021-12-192022-01-09Q1+Q3 | 12:00 | 15p | Fri 15:00202.31DEPLOY61.5%0
1712020-01-192022-01-092022-01-162022-02-06Q1+Q3 | 12:00 | 15p | Fri 15:00191.79RESEARCH42.7%0
1722020-02-162022-02-062022-02-132022-03-06Q1 | 09:00 | 20p | Fri 15:00151.76UNSTABLE34.4%199.00+194.4p100.0%
1732020-03-152022-03-062022-03-132022-04-03Q1 | 09:00 | 20p | Fri 15:00153.47DEPLOY76.0%0
1742020-04-122022-04-032022-04-102022-05-01Q1 | 09:00 | 20p | Fri 15:00153.47DEPLOY95.8%0
1752020-05-102022-05-012022-05-082022-05-29Q4 | 12:00 | 10p | Fri 15:00154.09DEPLOY100.0%10.00-85.9p0.0%
1762020-06-072022-05-292022-06-052022-06-26Q1 | 09:00 | 20p | Fri 15:00153.47DEPLOY99.0%0
1772020-07-052022-06-262022-07-032022-07-24Q1 | 09:00 | 20p | Fri 15:00144.06DEPLOY100.0%10.00-62.5p0.0%
1782020-08-022022-07-242022-07-312022-08-21Q1 | 09:00 | 20p | Fri 15:00142.95DEPLOY100.0%0
1792020-08-302022-08-212022-08-282022-09-18Q2 | 09:00 | 15p | Fri 19:00133.26DEPLOY95.1%20.00-204.6p0.0%
1802020-09-272022-09-182022-09-252022-10-16Q4 | 03:00 | 10p | Fri 15:00213.39DEPLOY100.0%20.00-64.6p0.0%
1812020-10-252022-10-162022-10-232022-11-13Q4 | 03:00 | 10p | Fri 15:00223.03DEPLOY100.0%0
1822020-11-222022-11-132022-11-202022-12-11Q4 | 03:00 | 10p | Fri 15:00223.03DEPLOY96.9%10.00-23.3p0.0%
1832020-12-202022-12-112022-12-182023-01-08Q4 | 03:00 | 10p | Fri 15:00232.87DEPLOY99.5%0
1842021-01-172023-01-082023-01-152023-02-05Q4 | 03:00 | 10p | Fri 15:00223.10DEPLOY100.0%0
1852021-02-142023-02-052023-02-122023-03-05Q4 | 03:00 | 10p | Fri 15:00223.10DEPLOY98.4%10.00-30.8p0.0%
1862021-03-142023-03-052023-03-122023-04-02Q4 | 03:00 | 10p | Fri 15:00212.26DEPLOY89.1%10.00-39.7p0.0%
1872021-04-112023-04-022023-04-092023-04-30Q4 | 03:00 | 10p | Fri 15:00192.38DEPLOY94.3%10.00-34.5p0.0%
1882021-05-092023-04-302023-05-072023-05-28Q4 | 03:00 | 10p | Fri 15:00192.26DEPLOY94.3%25.62+224.4p50.0%
1892021-06-062023-05-282023-06-042023-06-25Q4 | 03:00 | 10p | Fri 15:00212.60DEPLOY100.0%20.00-52.4p0.0%
1902021-07-042023-06-252023-07-022023-07-23Q4 | 03:00 | 10p | Fri 15:00232.34DEPLOY96.4%10.00-26.9p0.0%
1912021-08-012023-07-232023-07-302023-08-20Q4 | 03:00 | 5p | Fri 15:00242.23DEPLOY94.5%0
1922021-08-292023-08-202023-08-272023-09-17Q4 | 03:00 | 10p | Fri 15:00232.31DEPLOY96.4%20.00-56.4p0.0%
1932021-09-262023-09-172023-09-242023-10-15Q2 | 09:00 | 15p | Fri 19:00152.37DEPLOY72.9%0
1942021-10-242023-10-152023-10-222023-11-12Q2 | 09:00 | 5p | Fri 19:00142.35DEPLOY64.6%0
1952021-11-212023-11-122023-11-192023-12-10Q2 | 09:00 | 5p | Fri 19:00142.35DEPLOY74.5%0
1962021-12-192023-12-102023-12-172024-01-07Q2 | 09:00 | 5p | Fri 19:00132.54DEPLOY75.0%0
1972022-01-162024-01-072024-01-142024-02-04Q2 | 09:00 | 5p | Fri 19:00122.74DEPLOY75.5%199.00+285.7p100.0%
1982022-02-132024-02-042024-02-112024-03-03Q2 | 09:00 | 5p | Fri 19:00133.50DEPLOY89.6%10.00-56.7p0.0%
1992022-03-132024-03-032024-03-102024-03-31Q2 | 09:00 | 5p | Fri 19:00133.13DEPLOY85.4%10.00-21.2p0.0%
2002022-04-102024-03-312024-04-072024-04-28Q2 | 09:00 | 5p | Fri 19:00132.59DEPLOY69.3%0
2012022-05-082024-04-282024-05-052024-05-26Q2 | 09:00 | 5p | Fri 19:00132.59DEPLOY85.4%0
2022022-06-052024-05-262024-06-022024-06-23Q3 | 09:00 | 5p | Fri Close112.33DEPLOY84.4%32.20+127.1p33.3%
2032022-07-032024-06-232024-06-302024-07-21Q4 | 09:00 | 5p | Fri Close182.60DEPLOY99.0%10.00-38.4p0.0%
2042022-07-312024-07-212024-07-282024-08-18Q4 | 09:00 | 5p | Fri Close192.40DEPLOY94.3%10.00-82.4p0.0%
2052022-08-282024-08-182024-08-252024-09-15Q4 | 09:00 | 5p | Fri Close182.41DEPLOY92.7%10.00-37.9p0.0%
2062022-09-252024-09-152024-09-222024-10-13Q2+Q3 | 09:00 | 5p | Fri Close232.44RESEARCH59.4%0
2072022-10-232024-10-132024-10-202024-11-10Q2+Q3 | 09:00 | 5p | Fri Close222.27DEPLOY68.8%199.00+91.0p100.0%
2082022-11-202024-11-102024-11-172024-12-08Q1 | 12:00 | 20p | Fri 19:00105.71DEPLOY100.0%10.00-107.1p0.0%
2092022-12-182024-12-082024-12-152025-01-05Q1 | 12:00 | 5p | Fri 15:00103.95DEPLOY100.0%0
2102023-01-152025-01-052025-01-122025-02-02Q1 | 12:00 | 5p | Fri 15:00103.95DEPLOY100.0%0
2112023-02-122025-02-022025-02-092025-03-02Q3 | 09:00 | 5p | Fri Close122.84DEPLOY95.8%0
2122023-03-122025-03-022025-03-092025-03-30Q3 | 09:00 | 5p | Fri Close122.84DEPLOY96.9%0
2132023-04-092025-03-302025-04-062025-04-27Q3 | 09:00 | 5p | Fri Close122.84DEPLOY95.8%0
2142023-05-072025-04-272025-05-042025-05-25Q3 | 09:00 | 5p | Fri Close122.84DEPLOY94.8%0
2152023-06-042025-05-252025-06-012025-06-22Q3 | 09:00 | 5p | Fri Close122.84DEPLOY80.2%0
2162023-07-022025-06-222025-06-292025-07-20Q3 | 09:00 | 5p | Fri Close113.04DEPLOY79.7%199.00+241.9p100.0%
2172023-07-302025-07-202025-07-272025-08-17Q3 | 09:00 | 5p | Fri Close114.72DEPLOY81.8%20.00-53.5p0.0%
2182023-08-272025-08-172025-08-242025-09-14Q3 | 09:00 | 5p | Fri 19:00134.12DEPLOY75.0%20.00-52.7p0.0%
2192023-09-242025-09-142025-09-212025-10-12Q3 | 09:00 | 5p | Fri 17:00142.83DEPLOY73.4%10.00-19.2p0.0%
2202023-10-222025-10-122025-10-192025-11-09Q3 | 09:00 | 5p | Fri 17:00133.09DEPLOY82.8%199.00+39.9p100.0%
2212023-11-192025-11-092025-11-162025-12-07Q3 | 09:00 | 5p | Fri 19:00143.31DEPLOY86.5%23.84+137.7p50.0%
2222023-12-172025-12-072025-12-142026-01-04Q3 | 09:00 | 5p | Fri 19:00154.35DEPLOY99.0%0
2232024-01-142026-01-042026-01-112026-02-01Q3 | 09:00 | 5p | Fri 19:00154.35DEPLOY100.0%0
2242024-02-112026-02-012026-02-082026-03-01Q3 | 09:00 | 5p | Fri 19:00154.35DEPLOY92.7%199.00+91.6p100.0%

Parameter Drift & Change Tracking

For each fold, compares the selected parameters to the prior fold’s selection. Tests whether the parameter selection process is stable and adaptive rather than erratic. High stability (frequent ‘no change’) supports structural signal; high volatility (frequent 2+ field changes) suggests noise-fitting.

205
Comparable Folds
1.01h
Avg |Δ Entry Hour|
1.71p
Avg |Δ Buffer|
0.89h
Avg |Δ Exit Hour|
26.8%
Quartile Change Freq
58.0%
% Folds Unchanged
17.1%
% 1-Field Change
24.9%
% 2+ Field Change
9h
Max Δ Hour
15p
Max Δ Buffer
6h
Max Δ Exit Hr
Moderate stability (58.0% of comparable folds with no change). Some parameter variation across windows is expected and healthy — it indicates the algorithm is adapting to market conditions rather than being fixed on noise. Investigate whether parameter changes correlate with identifiable regime shifts.
# Test Start Prior Parameters Current Parameters Δ Hour Δ Buffer Δ Exit Hr Quartile Δ Direction Δ Total Δ
12009-01-04— (baseline)baseline — no prior fold
22009-02-01no candidate this fold
32009-03-01no candidate this fold
42009-03-29no candidate this fold
52009-04-26no candidate this fold
62009-05-24no candidate this fold
72009-06-21no candidate this fold
82009-07-19no candidate this fold
92009-08-16no candidate this fold
102009-09-13no candidate this fold
112009-10-11no candidate this fold
122009-11-08no candidate this fold
132009-12-06no candidate this fold
142010-01-03no candidate this fold
152010-01-31no candidate this fold
162010-02-28no candidate this fold
172010-03-28no candidate this fold
182010-04-25no candidate this fold
192010-05-23Q1+Q2+Q3+Q4 | 12:00 | 5p | Fri Closeno candidate in prior fold
202010-06-20Q1+Q2+Q3+Q4 | 12:00 | 5p | Fri CloseQ1+Q3+Q4 | 03:00 | 5p | Fri 17:009h0p4hYes3
212010-07-18Q1+Q3+Q4 | 03:00 | 5p | Fri 17:00Q1+Q2+Q4 | 03:00 | 5p | Fri 17:000h0p0hYes1
222010-08-15Q1+Q2+Q4 | 03:00 | 5p | Fri 17:00Q1+Q3 | 03:00 | 5p | Fri 17:000h0p0hYes1
232010-09-12Q1+Q3 | 03:00 | 5p | Fri 17:00Q1+Q3 | 03:00 | 5p | Fri 17:000h0p0h0
242010-10-10Q1+Q3 | 03:00 | 5p | Fri 17:00Q1+Q2 | 09:00 | 15p | Fri Close6h10p4hYes4
252010-11-07Q1+Q2 | 09:00 | 15p | Fri CloseQ1+Q2 | 09:00 | 15p | Fri Close0h0p0h0
262010-12-05Q1+Q2 | 09:00 | 15p | Fri CloseQ1+Q4 | 09:00 | 15p | Fri Close0h0p0hYes1
272011-01-02Q1+Q4 | 09:00 | 15p | Fri CloseQ1+Q4 | 09:00 | 15p | Fri Close0h0p0h0
282011-01-30Q1+Q4 | 09:00 | 15p | Fri CloseQ1 | 03:00 | 5p | Fri 15:006h10p6hYes4
292011-02-27Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
302011-03-27Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
312011-04-24Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
322011-05-22Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
332011-06-19Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
342011-07-17Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri Close0h0p6h1
352011-08-14Q1 | 03:00 | 5p | Fri CloseQ4 | 12:00 | 5p | Fri 15:009h0p6hYes3
362011-09-11Q4 | 12:00 | 5p | Fri 15:00Q4 | 12:00 | 5p | Fri 15:000h0p0h0
372011-10-09Q4 | 12:00 | 5p | Fri 15:00Q4 | 12:00 | 5p | Fri 15:000h0p0h0
382011-11-06Q4 | 12:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri Close9h0p6hYes3
392011-12-04Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
402012-01-01Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
412012-01-29Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
422012-02-26Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
432012-03-25Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
442012-04-22Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
452012-05-20Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h0
462012-06-17Q1 | 03:00 | 5p | Fri CloseQ2+Q4 | 12:00 | 5p | Fri 15:009h0p6hYes3
472012-07-15Q2+Q4 | 12:00 | 5p | Fri 15:00Q4 | 03:00 | 5p | Fri 15:009h0p0hYes2
482012-08-12Q4 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 10p | Fri Close0h5p6hYes3
492012-09-09Q1 | 03:00 | 10p | Fri CloseQ1+Q4 | 03:00 | 5p | Fri 15:000h5p6hYes3
502012-10-07Q1+Q4 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 10p | Fri Close0h5p6hYes3
512012-11-04Q1 | 03:00 | 10p | Fri CloseQ4 | 03:00 | 5p | Fri 15:000h5p6hYes3
522012-12-02Q4 | 03:00 | 5p | Fri 15:00Q1+Q4 | 03:00 | 5p | Fri 15:000h0p0hYes1
532012-12-30Q1+Q4 | 03:00 | 5p | Fri 15:00Q1+Q4 | 03:00 | 5p | Fri 15:000h0p0h0
542013-01-27Q1+Q4 | 03:00 | 5p | Fri 15:00Q3 | 12:00 | 20p | Fri 19:009h15p4hYes4
552013-02-24Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h0
562013-03-24Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h0
572013-04-21Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h0
582013-05-19Q3 | 12:00 | 20p | Fri 19:00Q2+Q3 | 12:00 | 20p | Fri 19:000h0p0hYes1
592013-06-16Q2+Q3 | 12:00 | 20p | Fri 19:00Q3+Q4 | 12:00 | 5p | Fri 19:000h15p0hYes2
602013-07-14Q3+Q4 | 12:00 | 5p | Fri 19:00Q1+Q3 | 12:00 | 5p | Fri 15:000h0p4hYes2
612013-08-11Q1+Q3 | 12:00 | 5p | Fri 15:00Q1 | 09:00 | 20p | Fri Close3h15p6hYes4
622013-09-08Q1 | 09:00 | 20p | Fri CloseQ1 | 09:00 | 20p | Fri Close0h0p0h0
632013-10-06Q1 | 09:00 | 20p | Fri CloseQ1 | 09:00 | 20p | Fri Close0h0p0h0
642013-11-03Q1 | 09:00 | 20p | Fri CloseQ1+Q3 | 09:00 | 20p | Fri Close0h0p0hYes1
652013-12-01Q1+Q3 | 09:00 | 20p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h10p0h1
662013-12-29Q1+Q3 | 09:00 | 10p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h0p0h0
672014-01-26Q1+Q3 | 09:00 | 10p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h0p0h0
682014-02-23Q1+Q3 | 09:00 | 10p | Fri CloseQ1 | 09:00 | 20p | Fri 19:000h10p2hYes3
692014-03-23Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h0
702014-04-20Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h0
712014-05-18Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h0
722014-06-15Q1 | 09:00 | 20p | Fri 19:00Q1 | 12:00 | 10p | Fri 15:003h10p4h3
732014-07-13Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 10p | Fri 15:000h0p0h0
742014-08-10Q1 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 20p | Fri 19:003h10p4h3
752014-09-07Q1 | 09:00 | 20p | Fri 19:00Q1 | 12:00 | 10p | Fri 15:003h10p4h3
762014-10-05Q1 | 12:00 | 10p | Fri 15:00Q1+Q3 | 09:00 | 20p | Fri 19:003h10p4hYes4
772014-11-02Q1+Q3 | 09:00 | 20p | Fri 19:00Q1+Q3 | 09:00 | 20p | Fri 19:000h0p0h0
782014-11-30Q1+Q3 | 09:00 | 20p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h10p0h1
792014-12-28Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h0p0h0
802015-01-25Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h0p0h0
812015-02-22Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 15p | Fri 19:000h5p0h1
822015-03-22Q1+Q3 | 09:00 | 15p | Fri 19:00Q1+Q3 | 09:00 | 15p | Fri 19:000h0p0h0
832015-04-19Q1+Q3 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0hYes1
842015-05-17Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h0
852015-06-14Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h0
862015-07-12Q1 | 09:00 | 15p | Fri 19:00Q1+Q2 | 09:00 | 20p | Fri 17:000h5p2hYes3
872015-08-09Q1+Q2 | 09:00 | 20p | Fri 17:00Q1+Q2 | 09:00 | 5p | Fri 15:000h15p2h2
882015-09-06Q1+Q2 | 09:00 | 5p | Fri 15:00Q2+Q3 | 09:00 | 10p | Fri 15:000h5p0hYes2
892015-10-04Q2+Q3 | 09:00 | 10p | Fri 15:00Q1+Q3 | 09:00 | 10p | Fri 15:000h0p0hYes1
902015-11-01Q1+Q3 | 09:00 | 10p | Fri 15:00Q1 | 09:00 | 10p | Fri 15:000h0p0hYes1
912015-11-29Q1 | 09:00 | 10p | Fri 15:00Q1 | 09:00 | 15p | Fri 19:000h5p4h2
922015-12-27Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h0
932016-01-24Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 17:000h0p2h1
942016-02-21Q1 | 09:00 | 15p | Fri 17:00Q1 | 03:00 | 10p | Fri Close6h5p4h3
952016-03-20Q1 | 03:00 | 10p | Fri CloseQ1 | 09:00 | 5p | Fri 15:006h5p6h3
962016-04-17Q1 | 09:00 | 5p | Fri 15:00Q1+Q3 | 09:00 | 10p | Fri 15:000h5p0hYes2
972016-05-15Q1+Q3 | 09:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:006h0p0hYes2
982016-06-12Q2+Q3 | 03:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:000h0p0h0
992016-07-10Q2+Q3 | 03:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1002016-08-07Q2+Q3 | 03:00 | 10p | Fri 15:00Q1 | 03:00 | 10p | Fri 17:000h0p2hYes2
1012016-09-04Q1 | 03:00 | 10p | Fri 17:00Q1 | 03:00 | 10p | Fri 17:000h0p0h0
1022016-10-02Q1 | 03:00 | 10p | Fri 17:00Q1 | 03:00 | 10p | Fri 17:000h0p0h0
1032016-10-30Q1 | 03:00 | 10p | Fri 17:00Q3 | 03:00 | 10p | Fri 15:000h0p2hYes2
1042016-11-27Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1052016-12-25Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1062017-01-22Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1072017-02-19Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1082017-03-19Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1092017-04-16Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1102017-05-14Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1112017-06-11Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1122017-07-09Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h0
1132017-08-06Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 19:000h0p4h1
1142017-09-03Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h0
1152017-10-01Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes1
1162017-10-29Q4 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0hYes1
1172017-11-26Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes1
1182017-12-24Q4 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0hYes1
1192018-01-21Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h0
1202018-02-18Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h0
1212018-03-18Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h0
1222018-04-15Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes1
1232018-05-13Q4 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0h0
1242018-06-10Q4 | 03:00 | 10p | Fri 19:00Q4 | 09:00 | 5p | Fri 19:006h5p0h2
1252018-07-08Q4 | 09:00 | 5p | Fri 19:00Q4 | 09:00 | 5p | Fri 19:000h0p0h0
1262018-08-05Q4 | 09:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:006h0p0h1
1272018-09-02Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h0
1282018-09-30Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h0
1292018-10-28Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h0
1302018-11-25Q4 | 03:00 | 5p | Fri 19:00Q2 | 12:00 | 5p | Fri 17:009h0p2hYes3
1312018-12-23Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1322019-01-20Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1332019-02-17Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1342019-03-17Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1352019-04-14Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1362019-05-12Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1372019-06-09Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1382019-07-07Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1392019-08-04Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1402019-09-01Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h0
1412019-09-29Q2 | 12:00 | 5p | Fri 17:00Q1 | 12:00 | 10p | Fri 15:000h5p2hYes3
1422019-10-27Q1 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 10p | Fri 17:003h0p2h2
1432019-11-24Q1 | 09:00 | 10p | Fri 17:00Q1 | 12:00 | 10p | Fri 15:003h0p2h2
1442019-12-22Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 10p | Fri 15:000h0p0h0
1452020-01-19Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h5p0h1
1462020-02-16Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:009h0p0h1
1472020-03-15Q1 | 03:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:000h0p0h0
1482020-04-12Q1 | 03:00 | 15p | Fri 15:00Q2 | 12:00 | 15p | Fri Close9h0p6hYes3
1492020-05-10Q2 | 12:00 | 15p | Fri CloseQ1 | 12:00 | 15p | Fri 15:000h0p6hYes2
1502020-06-07Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1512020-07-05Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:009h0p0h1
1522020-08-02Q1 | 03:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:009h0p0h1
1532020-08-30Q1 | 12:00 | 15p | Fri 15:00Q2 | 12:00 | 10p | Fri 19:000h5p4hYes3
1542020-09-27Q2 | 12:00 | 10p | Fri 19:00Q1 | 12:00 | 15p | Fri 15:000h5p4hYes3
1552020-10-25Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1562020-11-22Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:009h10p0h2
1572020-12-20Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
1582021-01-17Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
1592021-02-14Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
1602021-03-14Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h0
1612021-04-11Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h15p0h1
1622021-05-09Q1 | 03:00 | 20p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h0p0h0
1632021-06-06Q1 | 03:00 | 20p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h0p0h0
1642021-07-04Q1 | 03:00 | 20p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:009h5p0h2
1652021-08-01Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1662021-08-29Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1672021-09-26Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1682021-10-24Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h0
1692021-11-21Q1 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0hYes1
1702021-12-19Q1+Q3 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0h0
1712022-01-16Q1+Q3 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0h0
1722022-02-13Q1+Q3 | 12:00 | 15p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:003h5p0hYes3
1732022-03-13Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h0
1742022-04-10Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h0
1752022-05-08Q1 | 09:00 | 20p | Fri 15:00Q4 | 12:00 | 10p | Fri 15:003h10p0hYes3
1762022-06-05Q4 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:003h10p0hYes3
1772022-07-03Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h0
1782022-07-31Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h0
1792022-08-28Q1 | 09:00 | 20p | Fri 15:00Q2 | 09:00 | 15p | Fri 19:000h5p4hYes3
1802022-09-25Q2 | 09:00 | 15p | Fri 19:00Q4 | 03:00 | 10p | Fri 15:006h5p4hYes4
1812022-10-23Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1822022-11-20Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1832022-12-18Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1842023-01-15Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1852023-02-12Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1862023-03-12Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1872023-04-09Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1882023-05-07Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1892023-06-04Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1902023-07-02Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h0
1912023-07-30Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 5p | Fri 15:000h5p0h1
1922023-08-27Q4 | 03:00 | 5p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h5p0h1
1932023-09-24Q4 | 03:00 | 10p | Fri 15:00Q2 | 09:00 | 15p | Fri 19:006h5p4hYes4
1942023-10-22Q2 | 09:00 | 15p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h10p0h1
1952023-11-19Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
1962023-12-17Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
1972024-01-14Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
1982024-02-11Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
1992024-03-10Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
2002024-04-07Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
2012024-05-05Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h0
2022024-06-02Q2 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri Close0h0p2hYes2
2032024-06-30Q3 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0hYes1
2042024-07-28Q4 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0h0
2052024-08-25Q4 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0h0
2062024-09-22Q4 | 09:00 | 5p | Fri CloseQ2+Q3 | 09:00 | 5p | Fri Close0h0p0hYes1
2072024-10-20Q2+Q3 | 09:00 | 5p | Fri CloseQ2+Q3 | 09:00 | 5p | Fri Close0h0p0h0
2082024-11-17Q2+Q3 | 09:00 | 5p | Fri CloseQ1 | 12:00 | 20p | Fri 19:003h15p2hYes4
2092024-12-15Q1 | 12:00 | 20p | Fri 19:00Q1 | 12:00 | 5p | Fri 15:000h15p4h2
2102025-01-12Q1 | 12:00 | 5p | Fri 15:00Q1 | 12:00 | 5p | Fri 15:000h0p0h0
2112025-02-09Q1 | 12:00 | 5p | Fri 15:00Q3 | 09:00 | 5p | Fri Close3h0p6hYes3
2122025-03-09Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2132025-04-06Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2142025-05-04Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2152025-06-01Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2162025-06-29Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2172025-07-27Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h0
2182025-08-24Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri 19:000h0p2h1
2192025-09-21Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 17:000h0p2h1
2202025-10-19Q3 | 09:00 | 5p | Fri 17:00Q3 | 09:00 | 5p | Fri 17:000h0p0h0
2212025-11-16Q3 | 09:00 | 5p | Fri 17:00Q3 | 09:00 | 5p | Fri 19:000h0p2h1
2222025-12-14Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h0
2232026-01-11Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h0
2242026-02-08Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h0

Drift chart (fold vs fold N−1): green = no change, gold = any change in that parameter, red = 2+ fields changed simultaneously. Bottom panel = total fields changed per fold.

Parameter History Timeline

Shows the parameter selected by the locked algorithm at each fold. Stable parameters across folds indicate structural consistency. Wild jumps may indicate an unstable parameter surface.

Plateau Stability Timeline

Plateau score at each fold (% of neighbourhood with PF > 1.0). Green dashed line = deploy threshold (60.0%). Orange dashed line = research threshold (40.0%). Bar colour matches plateau classification at selection time.

Methodology Appendix

Walk-forward design:
• Training window: 104 weeks (≈2 years)
• Forward test window: 4 weeks (≈1 month)
• Step size: 4 weeks (non-overlapping forward windows)
• Direction: Long / downside_failed only (USDJPY pilot)
• No look-ahead: each fold uses only data prior to the test window
• No re-optimisation between folds

Selection rule (locked, applied identically every fold):
• Filter to Long direction, N ≥ 10 trades
• Sort by Profit Factor descending
• Take the highest-PF variant
• If no variant meets the criteria: fold is skipped (no forward trade)

Plateau analysis:
• Based solely on the fold’s own training sweep surface (no future data)
• Neighbourhood: ±1 step in hour and buffer; all exits; all bucket combos containing the selected bucket
• DEPLOYABLE: ≥60.0% neighbours PF > 1.0 AND median PF ≥ 1.1
• RESEARCH: 40.0%–60.0% neighbours PF > 1.0
• UNSTABLE: <40.0% neighbours PF > 1.0

Forward application:
• Parameters frozen at selection; applied unchanged for the full test window
• No stops adjusted, no parameters modified during the forward period
• Stop = low_so_far − buffer; Exit = selected exit method; Entry = selected hour

Confidentiality: This analysis is proprietary to Kalaya Capital. All strategy logic, parameters, and results are internal research material. Walk-forward methodology and threshold settings are locked research artefacts.