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Brent NealeandClaude Opus 4.6 8df1bac3a4 Add 2025 forward validation: only S3 survives out of 4 strategies

Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1,
GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on
2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL,
S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p).
Only S3 (Key Level Breakout) maintained edge into 2025.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-21 12:00:22 +10:00

16 KiB

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1	timestamp	strategy_id	pair	signal_direction	entry_price	sl_price	tp1_price	tp2_price	tp3_price	lot_size	confluence_score	session	spread_at_entry	atr_at_entry	adx_at_entry	rsi_at_entry	ema_50_value	ema_200_value	vwap_deviation	news_within_60min	macd_hist_at_entry	stoch_k_at_entry	distance_from_ema50_pips	candle_body_ratio	hour_of_day	day_of_week	entry_pattern	exit_price	exit_reason	exit_time	pnl_pips	pnl_dollars	hold_time_minutes	win
2	2025-01-02 13:00:00+00:00	3	GBP_JPY	SHORT	194.497	194.98438307256333	193.84185078231008	193.38575130385013	192.70160208616022	1979.34	5	OVERLAP	2.5	0.4560994784599478	53.23697312740748	25.584911052554403	196.64761627313277	196.71736396264131	-91.60168368109396	False	-0.21127471707582773	15.097389036726605	-212.16162731327586	0.7547169811320885	13	3	key_level_break	194.98438307256333	SL	2025-01-02 16:00:00+00:00	-48.73830725633184	-964.6968108474786	180	False
3	2025-01-10 14:00:00+00:00	3	GBP_JPY	SHORT	193.326	193.7494785203664	192.6760644389007	192.22344073150117	191.5445051704019	2255.25	5	OVERLAP	2.5	0.45262370739952645	38.95561719942836	33.86544229081126	194.82731880126565	195.86690709305736	-65.81650341895511	False	-0.04922672962035998	40.5053411064868	-147.23188012656578	0.7123115577889354	14	4	key_level_break	191.5445051704019	TP3	2025-01-13 03:00:00+00:00	105.7296897758863	2384.468828670676	3660	True
4	2025-01-15 14:00:00+00:00	3	GBP_JPY	SHORT	191.684	192.5355808996434	191.05640015821268	190.61866693035446	189.96206708856715	1149.5	5	OVERLAP	2.5	0.4377332278582107	39.08655852417394	42.44381925580649	192.305609092027	193.93147797889625	-15.601164374157861	False	-0.05266014396619048	57.517099250059495	-59.26090920270042	0.8589562764457412	14	2	key_level_break	189.96206708856715	TP3	2025-01-16 02:00:00+00:00	102.15597468597082	1174.2829290152347	720	True
5	2025-01-16 13:00:00+00:00	3	GBP_JPY	SHORT	190.121	190.48273843390464	189.53398469828616	189.12330783047693	188.50729252876312	2738.55	5	OVERLAP	2.5	0.4106768678092243	35.357876072374715	37.267574188200975	191.32080681058747	193.27965894755692	-5.978630270192298	False	-0.005761267357707378	47.62532981530526	-117.08068105874645	0.5643340857787656	13	3	key_level_break	190.48273843390464	SL	2025-01-16 14:00:00+00:00	-36.17384339046339	-990.6387881695352	60	False
6	2025-01-24 14:00:00+00:00	3	GBP_JPY	LONG	194.435	193.7414257343567	195.09772279692987	195.55887132821647	196.25059412514634	1414.02	4	OVERLAP	2.5	0.4611485312865839	35.210979018501284	71.5768836064153	192.83189299725	192.3137179355624	78.83496325360397	False	0.16366671314045877	93.07563527837654	157.41070027499973	0.6077057793345177	14	4	key_level_break	193.7414257343567	SL	2025-01-27 00:00:00+00:00	-69.35742656432922	-980.727883104928	3480	False
7	2025-02-05 15:00:00+00:00	3	GBP_JPY	SHORT	190.40800000000002	191.365121240855	189.756636277435	189.30306046239167	188.62269673982667	1014.42	5	OVERLAP	2.5	0.45357581504334	37.0766631656943	28.591132666787416	191.87502906266835	192.2470668376155	-83.71675860483379	False	-0.057439498137697775	29.003530032027246	-143.80290626683347	0.815648445873528	15	2	key_level_break	188.62269673982667	TP3	2025-02-06 12:00:00+00:00	105.95819561040116	1074.8611279110314	1260	True
8	2025-02-21 14:00:00+00:00	3	GBP_JPY	SHORT	189.529	190.03210189281828	188.96719432154512	188.57332386924188	187.98251819078698	1951.24	4	OVERLAP	2.5	0.393870452303251	25.37110924847192	41.66245176977919	190.13341884916542	190.63185283680852	-62.080102935590276	False	-0.04347769886035274	30.296925529481314	-57.54188491654304	0.8506329113924099	14	4	key_level_break	188.95046974789906	TP1+TP2+SL	2025-02-23 23:00:00+00:00	72.26987741053847	1410.1587559853908	3420	True
9	2025-03-12 12:00:00+00:00	3	GBP_JPY	LONG	193.04	192.30577528273506	193.70000748512817	194.15934580854696	194.84835329367513	1356.23	4	LONDON	2.5	0.45933832341878533	44.8237062015922	75.68273202405237	191.09851162254492	190.53276109434807	61.19302513729963	False	0.09335510950043424	86.70092908715687	191.24883774550767	0.6380208333333446	12	2	key_level_break	192.30577528273506	SL	2025-03-12 13:00:00+00:00	-73.42247172649365	-995.7775882962248	60	False
10	2025-03-17 12:00:00+00:00	3	GBP_JPY	LONG	193.069	192.49210171162414	193.60069486512756	193.97449144187928	194.53518630700685	1708.82	5	LONDON	2.5	0.3737965767517135	20.702241997285892	66.16853350006848	192.18451043243147	191.33195391746656	35.24717288279646	False	0.031617572507774305	59.971167102327364	85.54895675685259	0.6022443890274422	12	0	key_level_break	194.53518630700685	TP3	2025-03-18 07:00:00+00:00	86.81117842041202	1483.4467790836848	1140	True
11	2025-04-01 11:00:00+00:00	3	GBP_JPY	SHORT	192.294	192.82981145377798	191.699190638666	191.28331773111	190.65950836977598	1867.54	4	LONDON	2.5	0.4158729075560048	21.238453476934822	32.06595400189933	193.64223469017827	193.75382938222035	-70.84659242934492	False	-0.0958450162681939	20.394408011251898	-131.92346901782628	0.8409090909091119	11	1	key_level_break	192.82981145377798	SL	2025-04-01 13:00:00+00:00	-53.5811453777967	-1000.6493223885045	120	False
12	2025-04-03 12:00:00+00:00	3	GBP_JPY	SHORT	191.928	192.64626960621501	191.07452451468836	190.48620752448062	189.60373203916902	1379.21	4	LONDON	2.5	0.5883169902077462	31.64199341633001	35.125989686055135	193.26838281307124	193.57390896517083	-83.48143394310057	False	-0.08721327615007979	14.818278035185685	-131.13828130712477	0.5105140186916058	12	3	key_level_break	189.60373203916902	TP3	2025-04-04 10:00:00+00:00	138.29607764986005	1907.393332554635	1320	True
13	2025-04-08 14:00:00+00:00	3	GBP_JPY	SHORT	187.91	188.63083883373105	186.91760849880683	186.2366808313447	185.21528933015153	1400.75	4	OVERLAP	2.5	0.6809276674621171	28.930013206360904	47.46077070596699	188.62995989716217	191.10662056541338	10.755495988894381	False	-0.0023966979134897037	62.02546554790512	-69.09598971621733	0.5141987829614707	14	1	key_level_break	186.95191160126862	TP1+TP2+SL	2025-04-09 01:00:00+00:00	125.79019476856617	1762.0061532206905	660	True
14	2025-05-13 12:00:00+00:00	3	GBP_JPY	LONG	196.01	195.6190644549294	196.40180663521178	196.68234439201962	197.1031510272314	2627.9	4	LONDON	2.5	0.28053775680785176	38.807915943812134	69.6859185053641	194.64227274492103	192.7793750609354	36.11116818764515	False	0.016342516742202773	88.18678049574855	133.87272550789646	0.608108108108083	12	1	key_level_break	195.6190644549294	SL	2025-05-13 13:00:00+00:00	-39.09355450705903	-1027.3395188910042	60	False
15	2025-05-13 14:00:00+00:00	3	GBP_JPY	LONG	196.058	195.60318567797484	196.49744296607545	196.80973827679244	197.2781812428679	2236.22	4	OVERLAP	2.5	0.3122953107169743	40.05359194386566	65.34169001065715	194.73251321051725	192.8394371869039	33.840990569945006	False	0.025155391240539393	72.32001479764033	129.6486789482742	0.8932238193018623	14	1	key_level_break	195.60318567797484	SL	2025-05-14 04:00:00+00:00	-45.48143220251575	-1017.0648831990976	840	False
16	2025-05-20 14:00:00+00:00	3	GBP_JPY	SHORT	193.229	193.60457105757715	192.8329118272686	192.54951971211432	192.12443153938293	2680.97	4	OVERLAP	2.5	0.2833921151542737	23.184969277480825	46.27056158522468	193.4905849278543	193.51749423374523	0.1945930788252781	False	-0.008528704790559546	57.00972555289216	-23.25849278542762	0.7781818181817971	14	1	key_level_break	193.60457105757715	SL	2025-05-20 16:00:00+00:00	-37.557105757713316	-1006.8947382325666	120	False
17	2025-05-23 13:00:00+00:00	3	GBP_JPY	SHORT	192.46800000000002	192.85036911612343	191.93339265162982	191.55765441938303	190.99404707101286	2606.97	4	OVERLAP	2.5	0.37573823224678926	34.201849808097535	41.98970011088173	192.9670361178132	193.2292748311599	-27.41814198580812	False	-0.06866208982446759	31.30562317009658	-47.003611781318	0.6403061224489259	13	4	key_level_break	192.85036911612343	SL	2025-05-23 16:00:00+00:00	-38.23691161234137	-996.8248146602558	180	False
18	2025-06-05 14:00:00+00:00	3	GBP_JPY	LONG	195.007	194.5958173733494	195.47579787995178	195.80766313325296	196.30546101320473	2400.05	4	OVERLAP	2.5	0.3318652533011814	49.31009875592514	69.98015372886118	194.1207308633276	194.01335008379831	39.0768205082594	False	0.13009248094344875	68.92088292288908	85.72691366724143	0.7970204841713502	14	3	key_level_break	195.007	TP1+SL	2025-06-05 17:00:00+00:00	18.751915198071174	450.0553407113073	180	True
19	2025-06-06 12:00:00+00:00	3	GBP_JPY	LONG	195.787	195.17899431133128	196.19601706600622	196.4880284433437	196.9260455093499	1630.51	5	LONDON	2.5	0.29201137733747584	33.92620529336979	69.52672082231129	194.7152106319891	194.23149251382875	42.63092402857467	False	0.01870868440868262	94.85791834694639	104.2789368010915	0.6704180064308861	12	4	key_level_break	195.787	TP1+SL	2025-06-10 05:00:00+00:00	16.360682640248573	266.762566517517	5340	True
20	2025-06-13 14:00:00+00:00	3	GBP_JPY	LONG	195.67	195.15743499729416	196.23902834145088	196.63771390241814	197.23574224386905	1939.32	4	OVERLAP	2.5	0.3986855609672636	27.31081836738945	60.64249109971264	195.15013520488617	195.06423605960205	42.14309237741247	False	0.12031382579923301	68.22167027966398	49.08647951138221	0.8216463414633878	14	4	key_level_break	195.15743499729416	SL	2025-06-13 18:00:00+00:00	-51.256500270582706	-994.0275610474645	240	False
21	2025-06-20 11:00:00+00:00	3	GBP_JPY	LONG	196.536	196.0945227368836	196.91093178934918	197.1802196489153	197.58415143826448	2229.07	4	LONDON	2.5	0.2692878595661198	22.156552735049925	67.43644425450441	195.60580202448418	195.38159334021114	32.363239947252964	False	0.014633608046707047	86.86021199183216	90.11979755158279	0.7329192546584361	11	4	key_level_break	197.58415143826448	TP3	2025-06-23 05:00:00+00:00	61.72908629586914	1375.9845438953303	3960	True
22	2025-06-30 14:00:00+00:00	3	GBP_JPY	LONG	197.968	197.50116887949284	198.37549336152154	198.6664889358692	199.10298229739075	2137.49	4	OVERLAP	2.5	0.29099557434768725	27.50051685447893	50.730643162174694	198.00442456262942	197.32268310650338	28.837764064334692	False	0.020965312855296542	72.70966511507753	-6.542456262943119	0.6548672566371788	14	0	key_level_break	197.50116887949284	SL	2025-06-30 21:00:00+00:00	-46.68311205071518	-997.8468517728318	420	False
23	2025-08-01 12:00:00+00:00	3	GBP_JPY	SHORT	197.42000000000002	197.9240625869552	196.9521455724677	196.62090928744615	196.12405485991385	1959.81	5	LONDON	2.5	0.3312362850215407	39.70741883714897	30.883748563855576	198.39358929989507	198.42740572261104	-44.094734242111144	False	-0.18151460798487157	13.76468588256765	-94.45892998950569	0.7970822281167195	12	4	key_level_break	196.12405485991385	TP3	2025-08-01 14:00:00+00:00	76.5967084051698	1501.1499509953583	120	True
24	2025-08-14 13:00:00+00:00	3	GBP_JPY	LONG	199.554	199.10977887941726	199.96666336174815	200.26110560291357	200.7027689646617	2257.61	5	OVERLAP	2.5	0.2944422411654218	40.79848802125706	54.95548743490444	199.34556971024975	198.53565295788798	39.03909081138863	False	0.029277806124416605	62.14737037230483	17.943028975025754	0.8668224299065693	13	3	key_level_break	199.554	TP1+SL	2025-08-15 01:00:00+00:00	16.506534469925782	372.6531728464915	720	True
25	2025-08-29 13:00:00+00:00	3	GBP_JPY	SHORT	198.084	198.37054912924077	197.78001927894445	197.5580321315741	197.22505141051857	3512.85	5	OVERLAP	2.5	0.22198714737035677	23.895428385806568	41.067792364739496	198.51657552909555	198.76682716062209	-1.8543425743160924	False	-0.009635298687658958	51.726292866489956	-40.357552909554784	0.7254098360655437	13	4	key_level_break	198.37054912924077	SL	2025-08-29 14:00:00+00:00	-28.65491292407682	-1006.6041086534327	60	False
26	2025-09-03 12:00:00+00:00	3	GBP_JPY	LONG	199.683	199.1745151348446	200.076097452609	200.3574957543483	200.7795932069573	1959.82	4	LONDON	2.5	0.28139830173932046	28.386640186435333	68.17455925510868	198.98764035953457	198.89036605529782	38.32679347516148	False	0.09955251783628763	94.46670215278057	66.635964046543	0.9243243243243422	12	2	key_level_break	199.1745151348446	SL	2025-09-03 14:00:00+00:00	-50.84848651553955	-996.5388084288471	120	False
27	2025-09-04 12:00:00+00:00	3	GBP_JPY	LONG	199.53	199.1580373683451	199.85858020265707	200.09696700442842	200.45454720708548	2652.34	5	LONDON	2.5	0.2383868017713703	31.76344050115275	63.05367443103985	199.07477481470764	198.9360884908947	14.62417504868938	False	0.044334013057012955	78.00884632110103	42.622518529236686	0.5539215686274278	12	3	key_level_break	199.1580373683451	SL	2025-09-04 21:00:00+00:00	-37.19626316548954	-986.5713664435453	540	False
28	2025-09-26 12:00:00+00:00	3	GBP_JPY	LONG	200.176	199.8810095833572	200.4204712499284	200.60278541654733	200.8762566664757	3310.98	5	LONDON	2.5	0.18231416661893246	27.37506137572165	57.91734386625047	199.92203116078872	199.8615161940762	7.902698610351422	False	0.025858923587124133	44.57708928787432	22.496883921127164	0.6569343065692621	12	4	key_level_break	200.176	TP1+SL	2025-09-28 21:00:00+00:00	9.778849997136376	323.775767635186	3420	True
29	2025-09-30 08:00:00+00:00	3	GBP_JPY	SHORT	198.775	199.17284708382297	198.4574587485311	198.22643124755186	197.87988999608297	2463.12	4	LONDON	2.5	0.23102750097925917	41.63705591756108	28.296084190987116	199.69308888938565	199.8329516544229	-10.666666666665492	False	-0.0658756422070308	9.996304863001129	-88.9088889385647	0.7949438202246949	8	1	key_level_break	199.17284708382297	SL	2025-10-01 00:00:00+00:00	-39.784708382296685	-979.945109106026	960	False
30	2025-10-02 13:00:00+00:00	3	GBP_JPY	SHORT	197.699	198.3673694359172	197.31846312081979	197.04543853469963	196.63590165551938	1451.51	5	OVERLAP	2.5	0.27302458612015656	31.897686513797137	38.36260126547985	198.45704338867026	199.24615107819562	-23.65148586146404	False	-0.030908554095362292	35.14437143789346	-72.90433886702488	0.877300613496929	13	3	key_level_break	198.3673694359172	SL	2025-10-03 01:00:00+00:00	-66.83694359171852	-970.1449199281535	720	False
31	2025-10-31 12:00:00+00:00	3	GBP_JPY	SHORT	201.986	202.36644328422398	201.53581300447095	201.21635500745157	200.73716801192253	2524.54	5	LONDON	2.5	0.3194579970193616	22.82419881407295	39.57823725047947	202.35922671547286	202.5386506524266	-38.64908045094637	False	-0.0749015214121307	13.06374361376191	-34.42267154728711	0.6082474226804637	12	4	key_level_break	202.36644328422398	SL	2025-10-31 15:00:00+00:00	-38.04432842239862	-960.4442887548221	180	False
32	2025-11-06 14:00:00+00:00	3	GBP_JPY	SHORT	200.678	201.43266638276307	200.2760008517108	199.98866808618465	199.55766893789541	1259.95	5	OVERLAP	2.5	0.2873327655261438	24.04747874311413	43.14585488567115	200.94600444412532	201.68973527402446	-32.44439173315925	False	-0.028705453789163754	58.49429881151105	-23.900444412532806	0.911602209944749	14	3	key_level_break	201.43266638276307	SL	2025-11-07 14:00:00+00:00	-75.46663827630766	-950.8419089623384	1440	False
33	2025-11-13 12:00:00+00:00	3	GBP_JPY	LONG	203.814	203.41034258243914	204.18957225268252	204.4592870878042	204.86385934048673	2332.01	4	LONDON	2.5	0.2697148351216835	20.56868702841438	66.40371602508213	203.0716856504323	202.39146860117472	35.692269634708396	False	0.04425282361647792	86.96687805168501	71.33143495676961	0.8272506082725116	12	3	key_level_break	203.41034258243914	SL	2025-11-13 14:00:00+00:00	-40.365741756085065	-941.3331343260795	120	False
34	2025-11-17 15:00:00+00:00	3	GBP_JPY	LONG	204.529	203.90295581495903	204.93363255512293	205.2227209252049	205.65635348032782	1488.58	4	OVERLAP	2.5	0.28908837008195803	44.120884639178314	73.67198224700778	203.50822492476817	202.83440965015498	50.228252496739856	False	0.08715369092268493	80.83038665305689	99.17750752318284	0.9121621621621302	15	0	key_level_break	203.90295581495903	SL	2025-11-17 22:00:00+00:00	-62.60441850409677	-931.9168529682837	420	False
35	2025-12-08 14:00:00+00:00	3	GBP_JPY	LONG	207.684	207.1324838268482	207.97334851945539	208.185580865759	208.50392938521438	1672.84	5	OVERLAP	2.5	0.2122323463035939	34.45429430805797	72.73022063720836	206.91691881158908	206.36578333963027	41.749328469771285	False	0.057577265589728144	85.74299857507897	73.80811884109164	0.8208616780045186	14	0	key_level_break	208.50392938521438	TP3	2025-12-09 08:00:00+00:00	48.035763112862924	803.5614596572161	1080	True
36	2025-12-17 15:00:00+00:00	3	GBP_JPY	LONG	208.258	207.80254291435278	208.65337125694163	208.936285428236	209.36065668517762	2043.3	5	OVERLAP	2.5	0.28291417129439966	24.794927127520445	64.23431513733097	207.6347248984463	207.61650916690658	69.46564805469961	False	0.05282173222311107	92.80520178810885	59.427510155370555	0.8038194444444924	15	2	key_level_break	208.45334380723025	TP1+TP2+SL	2025-12-18 14:00:00+00:00	46.85314355170931	957.3502821920763	1380	True

16 KiB Raw Permalink Blame History

16 KiB

Raw Permalink Blame History