Does last week's high or low work on NQ? Eighteen years, tested

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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      : B - Last week's high or low
   as you locked it:
     Last week's high or low, at the settings the door shows before anyone touches them (SHELF-01 v1.1): excursion 0.1; sustain 10; hold 60; window 0930-1130; mode fade; 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   : 47 / 100
   VERDICT : MARGINAL
   CRATERS : pillar(s) below 50%: II, III, IV
   Pillars : I=5  II=0  III=8  IV=1  V=20  VI=13

3. RESULT
   Trades 638   Net $29,955.40   Per trade $46.95
   Seen era (2023+): 131 trades, $29,374.80
   Unseen era    : 507 trades, $580.60
   Win rate 46.2%  (295 of 638 trades closed above zero after costs)
   Exits by type: time 638

4. THE NULL (random-side twins, 5000 seeds)
   Full window  p = 0.0844  (422 / 5000)
   Unseen era   p = 0.3186  (1593 / 5000)   <- governs
   Lineage-adjusted p (variant #1) = 0.3186

5. ERA CONSISTENCY (unseen calendar years as windows)
   Years 15   profitable 4   WF efficiency (PF unseen/seen) 0.74
   Largest year 2021 = 1973.5% of unseen-era net
   By year (unseen): 2008 -$1,506.80  2009 -$769.20  2010 -$1,043.80  2011 -$356.60  2012 -$267.80  2013 -$521.80  2014 -$189.40  2015 $290.60  2016 $3,309.80  2017 $2,867.60  2018 -$3,868.60  2019 -$682.00  2020 -$5,508.40  2021 $11,458.40  2022 -$2,631.40

6. COST STRESS (re-simulated)
   1 tick $29,955.40   2 ticks $23,575.40   3 ticks $17,195.40
   Net/gross at 1 tick 76.8%   PF at 2x friction 1.11   Breakeven 5.7 ticks/side

7. FRAGILITY (bootstrap x5000)
   Full   CI -$25,024.60 .. $85,290.40   P(net>0) 0.8534
   Unseen CI -$30,624.40 .. $32,915.60   P(net>0) 0.5228
   DD95/actual 2.93x   Top trade 24.5%   Top-5 92.6%

8. SENSITIVITY (+-10% on primary trigger)
   Plateau retention 101%   Sign flip no   Parameters 5

9. LIVABILITY (no points; could a person have held this?)
   Longest stretch without a new equity high: 113 months (ending 2017-05)
   Rolling 12-month windows negative: 54% of 213   Worst 12 months: -$5,508.40 (ending 2020-12)
   Max drawdown $11,327.00   Median year -$267.80   Years of median to recoup the drawdown: n/a (median year not positive)
   Share of all profit from the best two years: 103%

10. CODE OFFER
   [ ] validated
   [ ] unseen_p_adj_le_0.05
   [ ] unseen_ci_excludes_zero
   [x] breakeven_ge_4_ticks
   [x] top_trade_le_25pct
   => not offered at this result.

11. SCORING LINES
   II: Sharpe retention 0.01 (per-trade) -> 0; absolute OOS -> 0
   III: windows profitable 0.27 -> 0; efficiency 0.74 -> 8; window concentration -> 0
   IV: null p 0.3186 (5000 seeds) -> 0; DD95/BT 2.93 -> 0; top trade 0.245 -> 1
   V: retention@1x 0.768 -> 12; PF@2x 1.11 -> 8
   VI: plateau 1.01 -> 8; parsimony 5 -> 2; sign flip False -> 3

12. THE AUTOPSY (where the money came from and went; the rule as it ran, no new try)
   Exits: time 638, $29,955.40
   On the books, unseen era (net $580.60): 10:00 -$3,770.80  11:00 -$7,100.80  12:00 $1,150.60  13:00 $580.60  14:00 $580.60  15:00 $580.60
   By 12:00 the books held $1,150.60 against $580.60 at the close; the afternoon gave back $570.00
   Eras: unseen $580.60, seen $29,374.80 (98% of the net); largest unseen year 2021 = 1974% of the unseen net
   Plateau: 101% retained on a 10% nudge; sign flip no
   Drought: 113 months without a new high (ending 2017-05); median year -$267.80; years of median to recoup n/a

   The money was on the books by noon: $1,150.60 at 12:00 against $580.60 at the close; the afternoon gave back $570.00. The era is the rule: the seen years carry 98% of $29,955.40; the unseen years made $580.60. Longest wait for a new equity high: 113 months, median year -$267.80.
   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.
   Everything this rule made, it made in the years you learned it in; the fifteen before them say the written rule is a coin, and whatever you do on top of it is where any edge is.
   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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