The shelf · Floor pivots · E-mini Nasdaq-100
Does floor pivots work on NQ? Eighteen years, tested
The rule as it ran
Close through R1/S1 (or R2/S2) from yesterday. Run on NQ, the E-mini Nasdaq-100.
level 1; hold 60; window 0930-1500; mode follow; sides Both
One trade a day, the first signal in the window, on one-minute bars, with one tick of slippage each way and commission. Trades dated 2023 or later are the seen era; the years before decide the verdict. Tested September 15, 2026, under SHELF-01.
This rule's money was on the books by noon and the afternoon gave some of it back; taken by hand, the morning was the trade.
That is what the record says about the rule as written. It is not what next year says.



The engine's report, in full
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THINRIDGE ENGINE REPORT - SCORED UNDER PROTOCOL v1.1
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SCOPE: Scored under Protocol v1.1 on FirstRate 1-min unadjusted via Thinridge engine. Intake testimony: NOT received (rule tested as locked). Contamination map sworn: no (seen era as declared or by archive date). Human review of reconciliation residue: NO.
1. THE RULE AS LOCKED
family : N - Floor pivots
as you locked it:
Floor pivots, at the settings the door shows before anyone touches them (SHELF-01 v1.1): level 1; hold 60; window 0930-1500; mode follow; sides Both
seen era from 2023, the split the six teardowns were scored on
as the engine read it:
exit model : time only
filter : none
lineage : #1
bars : one-minute (every signal, fill and exit is on the one-minute series)
entries : one trade a day, the first qualifying signal in the window
history : 18.6 years, seen era = 2023 onward (declared by submitter, not sworn)
: trades dated 2023 or later are the seen era; trades before 2023 are the unseen era, and the unseen era decides the verdict
2. VERDICT
SCORE : 51 / 100
VERDICT : MARGINAL
CRATERS : pillar(s) below 50%: IV, V
Pillars : I=5 II=15 III=11 IV=7 V=4 VI=9
3. RESULT
Trades 3462 Net $17,779.60 Per trade $5.14
Seen era (2023+): 698 trades, $8,138.40
Unseen era : 2764 trades, $9,641.20
Win rate 50.0% (1732 of 3462 trades closed above zero after costs)
Exits by type: time 3462
4. THE NULL (random-side twins, 5000 seeds)
Full window p = 0.1676 (838 / 5000)
Unseen era p = 0.0974 (487 / 5000) <- governs
Lineage-adjusted p (variant #1) = 0.0974
5. ERA CONSISTENCY (unseen calendar years as windows)
Years 15 profitable 8 WF efficiency (PF unseen/seen) 1.00
Largest year 2022 = 192.3% of unseen-era net
By year (unseen): 2008 -$1,069.40 2009 $1,932.20 2010 -$3,848.00 2011 -$1,589.60 2012 $1,264.00 2013 -$669.00 2014 -$6,832.60 2015 -$1,877.00 2016 $2,953.00 2017 $2,355.80 2018 $359.20 2019 $8,595.00 2020 -$28,290.80 2021 $17,818.00 2022 $18,540.40
6. COST STRESS (re-simulated)
1 tick $17,779.60 2 ticks -$16,840.40 3 ticks -$51,460.40
Net/gross at 1 tick 26.6% PF at 2x friction 0.97 Breakeven 1.5 ticks/side
7. FRAGILITY (bootstrap x5000)
Full CI -$117,185.40 .. $153,749.60 P(net>0) 0.6108
Unseen CI -$65,518.80 .. $82,991.20 P(net>0) 0.6002
DD95/actual 1.71x Top trade 100.3% Top-5 307.5%
8. SENSITIVITY (+-10% on primary trigger)
Plateau retention 59% Sign flip YES Parameters 4
9. LIVABILITY (no points; could a person have held this?)
Longest stretch without a new equity high: 148 months (ending 2022-05)
Rolling 12-month windows negative: 44% of 213 Worst 12 months: -$38,832.00 (ending 2024-11)
Max drawdown $59,731.20 Median year $359.20 Years of median to recoup the drawdown: 166.3
Share of all profit from the best two years: 292%
10. CODE OFFER
[ ] validated
[ ] unseen_p_adj_le_0.05
[ ] unseen_ci_excludes_zero
[ ] breakeven_ge_4_ticks
[ ] top_trade_le_25pct
=> not offered at this result.
11. SCORING LINES
II: Sharpe retention 0.89 (per-trade) -> 15; absolute OOS -> 0
III: windows profitable 0.53 -> 3; efficiency 1.0 -> 8; window concentration -> 0
IV: null p 0.0974 (5000 seeds) -> 5; DD95/BT 1.71 -> 2; top trade 1.003 -> 0
V: retention@1x 0.266 -> 4; PF@2x 0.97 -> 0
VI: plateau 0.59 -> 5; parsimony 4 -> 4; sign flip True -> 0
12. THE AUTOPSY (where the money came from and went; the rule as it ran, no new try)
Exits: time 3462, $17,779.60
On the books, unseen era (net $9,641.20): 10:00 -$8,654.40 11:00 $4,183.80 12:00 $13,389.60 13:00 $13,012.00 14:00 $17,064.20 15:00 $4,878.00
By 12:00 the books held $13,389.60 against $9,641.20 at the close; the afternoon gave back $3,748.40
Eras: unseen $9,641.20, seen $8,138.40 (46% of the net); largest unseen year 2022 = 192% of the unseen net
Plateau: 59% retained on a 10% nudge; sign flip yes
Drought: 148 months without a new high (ending 2022-05); median year $359.20; years of median to recoup 166.3
The money was on the books by noon: $13,389.60 at 12:00 against $9,641.20 at the close; the afternoon gave back $3,748.40. One year is most of it: 2022 is 192% of the unseen-era net. Longest wait for a new equity high: 148 months, median year $359.20.
The one next run, if you want it: the clock exit at 12:00, as lineage #2. Prediction on file: within 20% of the unseen net with the afternoon's give-back removed; more than the whole unseen net was on the books by then. Three such runs at most, then the verdict stands.
13. IF YOU TRADE THIS BY EYE
This rule's money was on the books by noon and the afternoon gave some of it back; taken by hand, the morning was the trade.
That is what the record says about the rule as written. It is not what next year says.
WHAT THIS CANNOT TELL YOU: the score assumes this rule walked in
once (see lineage) and that your development did not touch the
unseen era. Neither was sworn. A Thinridge audit exists to take
that testimony. Not investment advice. No guarantee of future
results. Statistical analysis of a mechanical rule as submitted.
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Raw market data: FirstRate Data (firstratedata.com). Statistical analysis of a mechanical rule as written; not advice.