Document EA-103 research methodology

Added detailed research methodology for EA-103 strategy including strategy definition, baseline specifications, testing results, acceptance criteria, controlled experiment policy, validation policy, and current status.

docs/EA-103_EMA20_RSI/methodology.md

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+# EA-103 — EMA20 + RSI Research Methodology
+
+## 1. Strategy Definition
+
+EA-103 is a short-term XAUUSD M1 mean-reversion strategy.
+
+The model identifies price extension away from EMA20 and combines that extension with an RSI extreme.
+
+### BUY Condition
+
+```text
+Close[1] < EMA20[1] - Minimum EMA Distance
+AND
+RSI[1] <= RSI Oversold
+```
+
+### SELL Condition
+
+```text
+Close[1] > EMA20[1] + Minimum EMA Distance
+AND
+RSI[1] >= RSI Overbought
+```
+
+The strategy evaluates the completed candle and executes on a new bar.
+
+---
+
+## 2. Baseline Specification
+
+**Baseline ID:** `EA103-M1-BASELINE-001`
+
+| Parameter            |   Baseline |
+| -------------------- | ---------: |
+| EMA Period           |         20 |
+| RSI Period           |         14 |
+| RSI Oversold         |         30 |
+| RSI Overbought       |         70 |
+| Minimum EMA Distance | 100 points |
+| Stop Loss            | 300 points |
+| Take Profit          | 600 points |
+| Break Even Start     | 150 points |
+| Trailing Start       | 200 points |
+| Trailing Distance    | 200 points |
+
+---
+
+## 3. Baseline Test
+
+The baseline was tested on:
+
+* Symbol: XAUUSD.PRO
+* Timeframe: M1
+* Period: 2026.01.02 – 2026.03.31
+* Initial Deposit: $1,000
+* Leverage: 1:500
+* History Quality: 100%
+* Ticks: 38,264,803
+* Trades: 4,460
+
+The baseline produced:
+
+* Net Profit: **+$2,636.37**
+* Profit Factor: **1.54**
+* Expected Payoff: **+$0.59**
+* Max Equity Drawdown: **2.43%**
+* Relative Equity Drawdown: **4.45%**
+* Sharpe Ratio: **61.83**
+
+**Baseline Classification:** `PASS FOR FURTHER RESEARCH`
+
+---
+
+## 4. Acceptance Criteria
+
+A research candidate must not be selected solely because it has the highest Net Profit.
+
+Evaluation must consider:
+
+* Net Profit
+* Profit Factor
+* Expected Payoff
+* Maximum Drawdown
+* Sharpe Ratio
+* Trade Count
+* BUY / SELL balance
+* Consecutive wins and losses
+* Stability across parameter ranges
+
+---
+
+## 5. Controlled Experiment Policy
+
+Each experiment must:
+
+1. Start from the frozen baseline.
+2. Change one logical parameter group.
+3. Record the exact parameter configuration.
+4. Record all relevant performance metrics.
+5. Compare results against the baseline.
+6. Preserve negative or inconclusive results as research evidence.
+
+Broad multi-parameter optimization is not allowed during the initial research stage.
+
+---
+
+## 6. Validation Policy
+
+The research lifecycle is:
+
+```text
+Baseline
+    ↓
+Controlled Parameter Research
+    ↓
+Entry / Exit Research
+    ↓
+Session / Regime Analysis
+    ↓
+Out-of-Sample
+    ↓
+Robustness
+    ↓
+Walk-Forward
+    ↓
+Forward Test
+    ↓
+Live Validation
+```
+
+A positive baseline result does not qualify the EA for live trading.
+
+The current EA-103 baseline remains:
+
+```text
+NOT VALIDATED FOR LIVE TRADING
+```
+
+---
+
+## 7. Current Methodology Status
+
+**Strategy Code:** COMPLETE
+
+**Baseline:** COMPLETE
+
+**Baseline Result:** PASS FOR FURTHER RESEARCH
+
+**Controlled Research:** IN PROGRESS
+
+**OOS:** NOT STARTED
+
+**Robustness:** NOT STARTED
+
+**Walk-Forward:** NOT STARTED
+
+**Forward Test:** NOT STARTED
+
+**Live Trading:** NO
+
+**Optimization Status:** `CONTROLLED RESEARCH ONLY`