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The shelf · Floor pivots · E-mini Nasdaq-100

Does floor pivots work on NQ? Eighteen years, tested

Close
51 /100

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.

3,462trades, 18.6 years
$17,780net after costs, $5 a trade
487 / 5,000coin flips that matched or beat it on the years before 2023
8 of 15years before 2023 that made money
148 monthslongest wait for a new equity high
1.5 ticksa side, where the rule reaches zero

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.

Test your version, freeOn the form, $49Change a setting, the market or the exit, in a sentence. The first run is free and read back to you line by line before it runs; the form runs it tonight for $49. Published either way.
Floor pivots on NQ, chart equityFloor pivots on NQ, chart nullFloor pivots on NQ, chart years
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.