🔒 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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%0———No 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
22009-02-01——no candidate this fold
32009-03-01——no candidate this fold
42009-03-29——no candidate this fold
52009-04-26——no candidate this fold
62009-05-24——no candidate this fold
72009-06-21——no candidate this fold
82009-07-19——no candidate this fold
92009-08-16——no candidate this fold
102009-09-13——no candidate this fold
112009-10-11——no candidate this fold
122009-11-08——no candidate this fold
132009-12-06——no candidate this fold
142010-01-03——no candidate this fold
152010-01-31——no candidate this fold
162010-02-28——no candidate this fold
172010-03-28——no candidate this fold
182010-04-25——no candidate this fold
192010-05-23—Q1+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 17:009h0p4hYes—3
212010-07-18Q1+Q3+Q4 | 03:00 | 5p | Fri 17:00Q1+Q2+Q4 | 03:00 | 5p | Fri 17:000h0p0hYes—1
222010-08-15Q1+Q2+Q4 | 03:00 | 5p | Fri 17:00Q1+Q3 | 03:00 | 5p | Fri 17:000h0p0hYes—1
232010-09-12Q1+Q3 | 03:00 | 5p | Fri 17:00Q1+Q3 | 03:00 | 5p | Fri 17:000h0p0h——0
242010-10-10Q1+Q3 | 03:00 | 5p | Fri 17:00Q1+Q2 | 09:00 | 15p | Fri Close6h10p4hYes—4
252010-11-07Q1+Q2 | 09:00 | 15p | Fri CloseQ1+Q2 | 09:00 | 15p | Fri Close0h0p0h——0
262010-12-05Q1+Q2 | 09:00 | 15p | Fri CloseQ1+Q4 | 09:00 | 15p | Fri Close0h0p0hYes—1
272011-01-02Q1+Q4 | 09:00 | 15p | Fri CloseQ1+Q4 | 09:00 | 15p | Fri Close0h0p0h——0
282011-01-30Q1+Q4 | 09:00 | 15p | Fri CloseQ1 | 03:00 | 5p | Fri 15:006h10p6hYes—4
292011-02-27Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
302011-03-27Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
312011-04-24Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
322011-05-22Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
332011-06-19Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
342011-07-17Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri Close0h0p6h——1
352011-08-14Q1 | 03:00 | 5p | Fri CloseQ4 | 12:00 | 5p | Fri 15:009h0p6hYes—3
362011-09-11Q4 | 12:00 | 5p | Fri 15:00Q4 | 12:00 | 5p | Fri 15:000h0p0h——0
372011-10-09Q4 | 12:00 | 5p | Fri 15:00Q4 | 12:00 | 5p | Fri 15:000h0p0h——0
382011-11-06Q4 | 12:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri Close9h0p6hYes—3
392011-12-04Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
402012-01-01Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
412012-01-29Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
422012-02-26Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
432012-03-25Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
442012-04-22Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
452012-05-20Q1 | 03:00 | 5p | Fri CloseQ1 | 03:00 | 5p | Fri Close0h0p0h——0
462012-06-17Q1 | 03:00 | 5p | Fri CloseQ2+Q4 | 12:00 | 5p | Fri 15:009h0p6hYes—3
472012-07-15Q2+Q4 | 12:00 | 5p | Fri 15:00Q4 | 03:00 | 5p | Fri 15:009h0p0hYes—2
482012-08-12Q4 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 10p | Fri Close0h5p6hYes—3
492012-09-09Q1 | 03:00 | 10p | Fri CloseQ1+Q4 | 03:00 | 5p | Fri 15:000h5p6hYes—3
502012-10-07Q1+Q4 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 10p | Fri Close0h5p6hYes—3
512012-11-04Q1 | 03:00 | 10p | Fri CloseQ4 | 03:00 | 5p | Fri 15:000h5p6hYes—3
522012-12-02Q4 | 03:00 | 5p | Fri 15:00Q1+Q4 | 03:00 | 5p | Fri 15:000h0p0hYes—1
532012-12-30Q1+Q4 | 03:00 | 5p | Fri 15:00Q1+Q4 | 03:00 | 5p | Fri 15:000h0p0h——0
542013-01-27Q1+Q4 | 03:00 | 5p | Fri 15:00Q3 | 12:00 | 20p | Fri 19:009h15p4hYes—4
552013-02-24Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h——0
562013-03-24Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h——0
572013-04-21Q3 | 12:00 | 20p | Fri 19:00Q3 | 12:00 | 20p | Fri 19:000h0p0h——0
582013-05-19Q3 | 12:00 | 20p | Fri 19:00Q2+Q3 | 12:00 | 20p | Fri 19:000h0p0hYes—1
592013-06-16Q2+Q3 | 12:00 | 20p | Fri 19:00Q3+Q4 | 12:00 | 5p | Fri 19:000h15p0hYes—2
602013-07-14Q3+Q4 | 12:00 | 5p | Fri 19:00Q1+Q3 | 12:00 | 5p | Fri 15:000h0p4hYes—2
612013-08-11Q1+Q3 | 12:00 | 5p | Fri 15:00Q1 | 09:00 | 20p | Fri Close3h15p6hYes—4
622013-09-08Q1 | 09:00 | 20p | Fri CloseQ1 | 09:00 | 20p | Fri Close0h0p0h——0
632013-10-06Q1 | 09:00 | 20p | Fri CloseQ1 | 09:00 | 20p | Fri Close0h0p0h——0
642013-11-03Q1 | 09:00 | 20p | Fri CloseQ1+Q3 | 09:00 | 20p | Fri Close0h0p0hYes—1
652013-12-01Q1+Q3 | 09:00 | 20p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h10p0h——1
662013-12-29Q1+Q3 | 09:00 | 10p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h0p0h——0
672014-01-26Q1+Q3 | 09:00 | 10p | Fri CloseQ1+Q3 | 09:00 | 10p | Fri Close0h0p0h——0
682014-02-23Q1+Q3 | 09:00 | 10p | Fri CloseQ1 | 09:00 | 20p | Fri 19:000h10p2hYes—3
692014-03-23Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h——0
702014-04-20Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h——0
712014-05-18Q1 | 09:00 | 20p | Fri 19:00Q1 | 09:00 | 20p | Fri 19:000h0p0h——0
722014-06-15Q1 | 09:00 | 20p | Fri 19:00Q1 | 12:00 | 10p | Fri 15:003h10p4h——3
732014-07-13Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 10p | Fri 15:000h0p0h——0
742014-08-10Q1 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 20p | Fri 19:003h10p4h——3
752014-09-07Q1 | 09:00 | 20p | Fri 19:00Q1 | 12:00 | 10p | Fri 15:003h10p4h——3
762014-10-05Q1 | 12:00 | 10p | Fri 15:00Q1+Q3 | 09:00 | 20p | Fri 19:003h10p4hYes—4
772014-11-02Q1+Q3 | 09:00 | 20p | Fri 19:00Q1+Q3 | 09:00 | 20p | Fri 19:000h0p0h——0
782014-11-30Q1+Q3 | 09:00 | 20p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h10p0h——1
792014-12-28Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h0p0h——0
802015-01-25Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 10p | Fri 19:000h0p0h——0
812015-02-22Q1+Q3 | 09:00 | 10p | Fri 19:00Q1+Q3 | 09:00 | 15p | Fri 19:000h5p0h——1
822015-03-22Q1+Q3 | 09:00 | 15p | Fri 19:00Q1+Q3 | 09:00 | 15p | Fri 19:000h0p0h——0
832015-04-19Q1+Q3 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0hYes—1
842015-05-17Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h——0
852015-06-14Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h——0
862015-07-12Q1 | 09:00 | 15p | Fri 19:00Q1+Q2 | 09:00 | 20p | Fri 17:000h5p2hYes—3
872015-08-09Q1+Q2 | 09:00 | 20p | Fri 17:00Q1+Q2 | 09:00 | 5p | Fri 15:000h15p2h——2
882015-09-06Q1+Q2 | 09:00 | 5p | Fri 15:00Q2+Q3 | 09:00 | 10p | Fri 15:000h5p0hYes—2
892015-10-04Q2+Q3 | 09:00 | 10p | Fri 15:00Q1+Q3 | 09:00 | 10p | Fri 15:000h0p0hYes—1
902015-11-01Q1+Q3 | 09:00 | 10p | Fri 15:00Q1 | 09:00 | 10p | Fri 15:000h0p0hYes—1
912015-11-29Q1 | 09:00 | 10p | Fri 15:00Q1 | 09:00 | 15p | Fri 19:000h5p4h——2
922015-12-27Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 19:000h0p0h——0
932016-01-24Q1 | 09:00 | 15p | Fri 19:00Q1 | 09:00 | 15p | Fri 17:000h0p2h——1
942016-02-21Q1 | 09:00 | 15p | Fri 17:00Q1 | 03:00 | 10p | Fri Close6h5p4h——3
952016-03-20Q1 | 03:00 | 10p | Fri CloseQ1 | 09:00 | 5p | Fri 15:006h5p6h——3
962016-04-17Q1 | 09:00 | 5p | Fri 15:00Q1+Q3 | 09:00 | 10p | Fri 15:000h5p0hYes—2
972016-05-15Q1+Q3 | 09:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:006h0p0hYes—2
982016-06-12Q2+Q3 | 03:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
992016-07-10Q2+Q3 | 03:00 | 10p | Fri 15:00Q2+Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1002016-08-07Q2+Q3 | 03:00 | 10p | Fri 15:00Q1 | 03:00 | 10p | Fri 17:000h0p2hYes—2
1012016-09-04Q1 | 03:00 | 10p | Fri 17:00Q1 | 03:00 | 10p | Fri 17:000h0p0h——0
1022016-10-02Q1 | 03:00 | 10p | Fri 17:00Q1 | 03:00 | 10p | Fri 17:000h0p0h——0
1032016-10-30Q1 | 03:00 | 10p | Fri 17:00Q3 | 03:00 | 10p | Fri 15:000h0p2hYes—2
1042016-11-27Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1052016-12-25Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1062017-01-22Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1072017-02-19Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1082017-03-19Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1092017-04-16Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1102017-05-14Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1112017-06-11Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1122017-07-09Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 15:000h0p0h——0
1132017-08-06Q3 | 03:00 | 10p | Fri 15:00Q3 | 03:00 | 10p | Fri 19:000h0p4h——1
1142017-09-03Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h——0
1152017-10-01Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes—1
1162017-10-29Q4 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0hYes—1
1172017-11-26Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes—1
1182017-12-24Q4 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0hYes—1
1192018-01-21Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h——0
1202018-02-18Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h——0
1212018-03-18Q3 | 03:00 | 10p | Fri 19:00Q3 | 03:00 | 10p | Fri 19:000h0p0h——0
1222018-04-15Q3 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0hYes—1
1232018-05-13Q4 | 03:00 | 10p | Fri 19:00Q4 | 03:00 | 10p | Fri 19:000h0p0h——0
1242018-06-10Q4 | 03:00 | 10p | Fri 19:00Q4 | 09:00 | 5p | Fri 19:006h5p0h——2
1252018-07-08Q4 | 09:00 | 5p | Fri 19:00Q4 | 09:00 | 5p | Fri 19:000h0p0h——0
1262018-08-05Q4 | 09:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:006h0p0h——1
1272018-09-02Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h——0
1282018-09-30Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h——0
1292018-10-28Q4 | 03:00 | 5p | Fri 19:00Q4 | 03:00 | 5p | Fri 19:000h0p0h——0
1302018-11-25Q4 | 03:00 | 5p | Fri 19:00Q2 | 12:00 | 5p | Fri 17:009h0p2hYes—3
1312018-12-23Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1322019-01-20Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1332019-02-17Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1342019-03-17Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1352019-04-14Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1362019-05-12Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1372019-06-09Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1382019-07-07Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1392019-08-04Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1402019-09-01Q2 | 12:00 | 5p | Fri 17:00Q2 | 12:00 | 5p | Fri 17:000h0p0h——0
1412019-09-29Q2 | 12:00 | 5p | Fri 17:00Q1 | 12:00 | 10p | Fri 15:000h5p2hYes—3
1422019-10-27Q1 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 10p | Fri 17:003h0p2h——2
1432019-11-24Q1 | 09:00 | 10p | Fri 17:00Q1 | 12:00 | 10p | Fri 15:003h0p2h——2
1442019-12-22Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 10p | Fri 15:000h0p0h——0
1452020-01-19Q1 | 12:00 | 10p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h5p0h——1
1462020-02-16Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:009h0p0h——1
1472020-03-15Q1 | 03:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:000h0p0h——0
1482020-04-12Q1 | 03:00 | 15p | Fri 15:00Q2 | 12:00 | 15p | Fri Close9h0p6hYes—3
1492020-05-10Q2 | 12:00 | 15p | Fri CloseQ1 | 12:00 | 15p | Fri 15:000h0p6hYes—2
1502020-06-07Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1512020-07-05Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 15p | Fri 15:009h0p0h——1
1522020-08-02Q1 | 03:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:009h0p0h——1
1532020-08-30Q1 | 12:00 | 15p | Fri 15:00Q2 | 12:00 | 10p | Fri 19:000h5p4hYes—3
1542020-09-27Q2 | 12:00 | 10p | Fri 19:00Q1 | 12:00 | 15p | Fri 15:000h5p4hYes—3
1552020-10-25Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1562020-11-22Q1 | 12:00 | 15p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:009h10p0h——2
1572020-12-20Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
1582021-01-17Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
1592021-02-14Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
1602021-03-14Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 5p | Fri 15:000h0p0h——0
1612021-04-11Q1 | 03:00 | 5p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h15p0h——1
1622021-05-09Q1 | 03:00 | 20p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h0p0h——0
1632021-06-06Q1 | 03:00 | 20p | Fri 15:00Q1 | 03:00 | 20p | Fri 15:000h0p0h——0
1642021-07-04Q1 | 03:00 | 20p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:009h5p0h——2
1652021-08-01Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1662021-08-29Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1672021-09-26Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1682021-10-24Q1 | 12:00 | 15p | Fri 15:00Q1 | 12:00 | 15p | Fri 15:000h0p0h——0
1692021-11-21Q1 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0hYes—1
1702021-12-19Q1+Q3 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0h——0
1712022-01-16Q1+Q3 | 12:00 | 15p | Fri 15:00Q1+Q3 | 12:00 | 15p | Fri 15:000h0p0h——0
1722022-02-13Q1+Q3 | 12:00 | 15p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:003h5p0hYes—3
1732022-03-13Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h——0
1742022-04-10Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h——0
1752022-05-08Q1 | 09:00 | 20p | Fri 15:00Q4 | 12:00 | 10p | Fri 15:003h10p0hYes—3
1762022-06-05Q4 | 12:00 | 10p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:003h10p0hYes—3
1772022-07-03Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h——0
1782022-07-31Q1 | 09:00 | 20p | Fri 15:00Q1 | 09:00 | 20p | Fri 15:000h0p0h——0
1792022-08-28Q1 | 09:00 | 20p | Fri 15:00Q2 | 09:00 | 15p | Fri 19:000h5p4hYes—3
1802022-09-25Q2 | 09:00 | 15p | Fri 19:00Q4 | 03:00 | 10p | Fri 15:006h5p4hYes—4
1812022-10-23Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1822022-11-20Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1832022-12-18Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1842023-01-15Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1852023-02-12Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1862023-03-12Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1872023-04-09Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1882023-05-07Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1892023-06-04Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1902023-07-02Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h0p0h——0
1912023-07-30Q4 | 03:00 | 10p | Fri 15:00Q4 | 03:00 | 5p | Fri 15:000h5p0h——1
1922023-08-27Q4 | 03:00 | 5p | Fri 15:00Q4 | 03:00 | 10p | Fri 15:000h5p0h——1
1932023-09-24Q4 | 03:00 | 10p | Fri 15:00Q2 | 09:00 | 15p | Fri 19:006h5p4hYes—4
1942023-10-22Q2 | 09:00 | 15p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h10p0h——1
1952023-11-19Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
1962023-12-17Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
1972024-01-14Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
1982024-02-11Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
1992024-03-10Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
2002024-04-07Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
2012024-05-05Q2 | 09:00 | 5p | Fri 19:00Q2 | 09:00 | 5p | Fri 19:000h0p0h——0
2022024-06-02Q2 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri Close0h0p2hYes—2
2032024-06-30Q3 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0hYes—1
2042024-07-28Q4 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0h——0
2052024-08-25Q4 | 09:00 | 5p | Fri CloseQ4 | 09:00 | 5p | Fri Close0h0p0h——0
2062024-09-22Q4 | 09:00 | 5p | Fri CloseQ2+Q3 | 09:00 | 5p | Fri Close0h0p0hYes—1
2072024-10-20Q2+Q3 | 09:00 | 5p | Fri CloseQ2+Q3 | 09:00 | 5p | Fri Close0h0p0h——0
2082024-11-17Q2+Q3 | 09:00 | 5p | Fri CloseQ1 | 12:00 | 20p | Fri 19:003h15p2hYes—4
2092024-12-15Q1 | 12:00 | 20p | Fri 19:00Q1 | 12:00 | 5p | Fri 15:000h15p4h——2
2102025-01-12Q1 | 12:00 | 5p | Fri 15:00Q1 | 12:00 | 5p | Fri 15:000h0p0h——0
2112025-02-09Q1 | 12:00 | 5p | Fri 15:00Q3 | 09:00 | 5p | Fri Close3h0p6hYes—3
2122025-03-09Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2132025-04-06Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2142025-05-04Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2152025-06-01Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2162025-06-29Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2172025-07-27Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri Close0h0p0h——0
2182025-08-24Q3 | 09:00 | 5p | Fri CloseQ3 | 09:00 | 5p | Fri 19:000h0p2h——1
2192025-09-21Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 17:000h0p2h——1
2202025-10-19Q3 | 09:00 | 5p | Fri 17:00Q3 | 09:00 | 5p | Fri 17:000h0p0h——0
2212025-11-16Q3 | 09:00 | 5p | Fri 17:00Q3 | 09:00 | 5p | Fri 19:000h0p2h——1
2222025-12-14Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h——0
2232026-01-11Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h——0
2242026-02-08Q3 | 09:00 | 5p | Fri 19:00Q3 | 09:00 | 5p | Fri 19:000h0p0h——0

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.