Files
Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard
- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY
  is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81)
- S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55)
- S9 London Session: built, tested across 8 pairs with filter experiments
  GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2
- Added OBV indicator to technical.py
- Added GBP_NZD to engine spread/pip config
- Standalone OANDA fetcher (bypasses Supabase dependency)
- Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023)
- Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles
- Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-19 13:56:03 +10:00

35 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22023-03-15 09:00:00+00:009GBP_USDSHORT1.21122999999999981.21623762936733361.207861.20431.2043199695.294LONDON1.50.002155833765009634423.53104490830000435.071405614798451.21361353220615941.2044593767040805-24.54998439780809False-0.00046190229706967336.329261372572894-21.9353220615947640.87914230019495992london_breakout_short1.2112299999999998TP1+SL2023-03-15 12:00:00+00:0016.849999999999365336.4865636499873180True
32023-03-22 07:00:00+00:009GBP_USDLONG1.226151.22224413501468691.229051.23221.2322256886.735ASIAN1.50.00167432128025918726.927225256652965.069012920970241.22221488359315141.214366450536280632.25033709433944False0.0003635068324817868364.0076059703485636.851164068485430.690744920993252572london_breakout_long1.22615TP1+SL2023-03-22 12:00:00+00:0014.499999999999513372.4857584999875300True
42023-04-06 07:00:00+00:009GBP_USDLONG1.247091.243691.249821.25281.2528296202.865ASIAN1.50.001601891280933540635.2124511892572954.068360561909381.24552883413150631.23777308039238123.664286041404896False9.517627260932702e-0582.1395434571102813.1116586849366890.2159090909090775373london_breakout_long1.24369SL2023-04-06 12:00:00+00:00-34.000000000000696-1007.0897240000206300False
52023-04-12 08:00:00+00:009GBP_USDSHORT1.24159999999999981.244591.23929999999999981.23680999999999971.2368099999999997333451.114LONDON1.50.00139473279748159822.18507223530806645.823889485320941.24212134182643761.24041941985247580.09999999999843467False-0.0001616837005405982230.389406899051824-3.31341826437681060.271356783919599182london_breakout_short1.24459SL2023-04-12 12:00:00+00:00-29.9000000000027-997.0188189000901240False
62023-04-13 08:00:00+00:009GBP_USDLONG1.25223000000000021.24848328894526621.253911.25578000000000011.2557800000000001263444.025LONDON1.50.001501064106043985540.2854820803589277.547045066819761.24578193662729151.24195597021663238.266666666667533False3.78753864859931e-0571.6612891203756862.580633727085110.992063492063527783london_breakout_long1.2522300000000002TP1+SL2023-04-14 08:00:00+00:008.399999999999519221.292976799987341440True
72023-05-01 07:00:00+00:009GBP_USDSHORT1.253251.256891.250671.24783999999999981.2478399999999998271775.164ASIAN1.50.001609503661007863428.1459865073430149.0281405721307951.2517320883666651.2469819216545611.7906237503884093False-0.0004849670042376798621.96901227999484617.6791163333511750.569506726457301370london_breakout_short1.2478399999999998TP32023-05-02 08:00:00+00:0039.950001990616881085.7418183000221500True
82023-05-02 08:00:00+00:009GBP_USDSHORT1.246841.25065155215777371.244231.24142999999999981.2414299999999998262391.534LONDON1.50.001540862230030232323.893728524406933.9503830990427251.25062356369766281.247703739372643-4.133333333333766False-7.347598144957247e-0535.58622603813877-35.935636976627270.722627737226239581london_breakout_short1.24684TP1+SL2023-05-02 14:00:00+00:0013.050000000000004342.4209466500002360True
92023-05-23 07:00:00+00:009GBP_USDSHORT1.24061999999999981.24408629731367331.238291.23570999999999991.2357099999999999289514.465ASIAN1.50.001433196145078623527.2882330096816236.2963306623577251.24379017988962231.247459900796634-26.308130134888863False-0.0001532343885579116350.98226029598459-29.201798896223430.75075075075078971london_breakout_short1.2406199999999998TP1+SL2023-05-23 13:00:00+00:0011.649999999999716337.2843458999918360True
102023-06-05 07:00:00+00:009GBP_USDSHORT1.23956999999999981.24352462047807081.23637999999999981.23293999999999971.2329399999999997254617.625ASIAN1.50.00156028760614060567.7177105063854323.399000902243161.24603966693781.243122611687758-73.0129996890061False-0.000356961439957678220.98535163117375-62.196669378000720.37209302325583870london_breakout_short1.2435246204780708SL2023-06-05 15:00:00+00:00-39.54620478070936-1006.9160541296839480False
112023-07-21 08:00:00+00:009GBP_USDSHORT1.28559999999999991.28979135583975871.282031.278271.27827237833.995LONDON1.50.001732646454767472428.05681990118088737.094526628141071.2911698588113111.29497915036965970.43333333333395174False0.000282755965074085335.614894654758466-53.798588113109780.3275362318840842684london_breakout_short1.2855999999999999TP1+SL2023-07-21 13:00:00+00:0017.849999999999255424.5336721499823300True
122023-07-24 07:00:00+00:009GBP_USDSHORT1.28461999999999991.287681.282111.27935000000000021.2793500000000002327154.325ASIAN1.50.001567008742276943220.86644204179349843.010252398449031.28781025743117451.293021976549047-4.159757289443622False0.0002125627919481644560.09106166791518-29.4025743117454220.509661835748801970london_breakout_short1.2846199999999999TP1+SL2023-07-24 11:00:00+00:0012.54999999999895410.5786715999657240True
132023-08-10 07:00:00+00:009GBP_USDLONG1.274681.27138961113350321.277091.27975000000000021.2797500000000002305495.24ASIAN1.50.00133214443612733430.41071718914316360.814939885246771.27327669678932561.276295857777854716.309651709480733False0.000295176706143292883.9051251303417211.5330321067430570.426056338028152573london_breakout_long1.2797500000000002TP32023-08-10 12:00:00+00:0037.400001659601311142.5520987000234300True
142023-08-23 07:00:00+00:009GBP_USDSHORT1.271721.27488361481196131.269351.266731.26673321348.74ASIAN1.50.00149934264444279130.76654872114321337.202611507937531.27447532834712751.2737396100951996-24.27226446471531False4.88802178820677e-0563.49884332358278-25.0532834712746680.553082191780788972london_breakout_short1.26673TP32023-08-23 09:00:00+00:0036.800001552830481182.5632659000055120True
152023-08-23 09:00:00+00:009GBP_USDSHORT1.26413999999999981.26896775971031351.26170999999999991.25908999999999981.2590899999999998213028.245LONDON1.50.002016882178116469342.18657977979490420.1253854113407871.27382746765146231.2735878636513949-32.662350742391766False-0.00078365579016843611.683406515189487-94.97467651462310.854368932038847692london_breakout_short1.2641399999999998TP1+SL2023-08-23 13:00:00+00:0012.14999999999966258.82931159999276240True
162023-08-31 09:00:00+00:009GBP_USDSHORT1.26840999999999981.27227234339055541.26534999999999981.26209999999999961.2620999999999996266946.094LONDON1.50.001523298973634878636.9951778168709944.74768143010161.26766967120152721.2666557925776516-7.270478393759383False-0.000685048522947069119.796604415777699.3032879847276820.3991031390134471393london_breakout_short1.26706TP1+END2023-08-31 23:00:00+00:0022.049999999999013588.6161284499738840True
172023-03-14 07:00:00+00:009EUR_AUDSHORT1.602221.61083815175233941.59469999999999981.58687999999999961.5868799999999996116034.164ASIAN2.00.00338531350801177120.19588079739561337.4442619455508561.60819953469530041.595798799245981-50.363257625787305False-0.00057358960122827886.40237922010096-56.7953469530046960.823671497584567371london_breakout_short1.6108381517523394SL2023-03-14 09:00:00+00:00-86.18151752339375-999.9999993352276120False
182023-03-15 07:00:00+00:009EUR_AUDLONG1.608331.602711.613051.61807000000000011.6180700000000001176156.584ASIAN2.00.00318230494534028112.4492660390733752.831906346612171.607074107294781.598087175497640511.652912062243281False0.0002407851917801934876.264392268035989.5589270522000720.566037735849094372london_breakout_long1.60271SL2023-03-15 09:00:00+00:00-56.19999999999958-989.9999795999926120False
192023-03-31 07:00:00+00:009EUR_AUDLONG1.629631.62339192564917731.63493999999999981.64054999999999971.6405499999999997157115.795ASIAN2.00.00256842761601982924.8987569638274163.4216676126751651.62322705316758681.617307433788206341.643946355061075False0.0002089504387067248873.0695278160083661.029468324131920.653543307086615674london_breakout_long1.6233919256491773SL2023-03-31 10:00:00+00:00-62.380743508225756-980.0999797082262180False
202023-04-17 07:00:00+00:009EUR_AUDLONG1.639661.635331.643191.647021.64702224087.535ASIAN2.00.002102078219433188522.66466104104914759.194835049525511.635852191985191.632871264622342940.298760239996234False-0.0001383172632071767553.3228833591385935.078080148098760.884297520661133870london_breakout_long1.63533SL2023-04-17 12:00:00+00:00-43.29999999999945-970.2990048999877300False
212023-04-19 08:00:00+00:009EUR_AUDLONG1.633771.6285527757666931.638061.64259000000000021.6425900000000002184120.135LONDON2.00.002000111858085373825.15938888119662362.838915069065071.63106940074554351.6319318054182874.533333333334166False0.000376634239180679671.9059608506834424.605992544564080.712264150943382982london_breakout_long1.628552775766693SL2023-04-19 12:00:00+00:00-52.17224233306838-960.5960040756055240False
222023-05-03 07:00:00+00:009EUR_AUDLONG1.65666999999999991.650381.660661.66495000000000021.6649500000000002151190.795ASIAN2.00.00256593351490416740.7217286139268366.314691774176571.65220795236859571.6527665977841026105.74157427396312False0.000887401062108093486.6024432239293741.620476314041530.52537313432835972london_breakout_long1.6649500000000002TP32023-05-03 22:00:00+00:0061.3500054765263927.5555794500339900True
232023-05-09 08:00:00+00:009EUR_AUDLONG1.624891.61981181116295141.629471.634291.63429189096.084LONDON2.00.00187275585376090644.8014811428713850.608992710800531.62868930016638741.64251862072986542.80000000000058False0.000812593481957165584.18735150575706-40.393001663874270.433962264150828881london_breakout_long1.6198118111629514SL2023-05-09 21:00:00+00:00-50.78188837048581-960.2656025856453780False
242023-05-11 07:00:00+00:009EUR_AUDLONG1.622991.617781.627071.631451.63145182468.93ASIAN2.00.00232018589517998418.10662065473861355.960980370435321.62209903864093531.634478081711364220.277864828393False0.0002077790846421624863.268167465071375.90961359064667850.53141361256544873london_breakout_long1.63145TP32023-05-11 16:00:00+00:0062.700004636407621144.0800876000199540True
252023-05-19 07:00:00+00:009EUR_AUDSHORT1.620211.6259063969617391.615551.61059000000000021.6105900000000002168896.895ASIAN2.00.00214937601436029844.24350172668841528.1678670750492731.62688688029386721.6296081070607988-63.319201958085266False-0.000486842339256232616.846224221501227-63.768802938672930.87684729064036574london_breakout_short1.625906396961739SL2023-05-21 22:00:00+00:00-56.96396961739181-962.10373104319673780False
262023-05-23 07:00:00+00:009EUR_AUDLONG1.630081.62465768453213391.633671.637561.63756175659.774ASIAN2.00.002199717173778854530.79720081896053764.480907098522121.62609649070584751.628131363330054328.2940501635065False0.000247994899673402780.4589261152112836.835092941525090.932692307692296471london_breakout_long1.63756TP32023-05-24 06:00:00+00:0055.35000425823125972.27690174999221380True
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282023-06-08 07:00:00+00:009EUR_AUDSHORT1.603131.60893257949154211.599261.595091.59509164165.515ASIAN2.00.002440243811144299726.53716501179594542.175632098041971.60715551350948641.621038312915423-10.651954919762563False-0.0001680312468876033749.52921640587987-37.255135094864660.684684684684668873london_breakout_short1.6089325794915421SL2023-06-09 03:00:00+00:00-58.0257949154217-952.58342154456111200False
292023-06-14 07:00:00+00:009EUR_AUDSHORT1.590071.594791.586911.583451.58345199800.345ASIAN2.00.0022148017439605823.0732902133753640.731829868159651.59421951524153171.6055576845332276-24.006518860186787False-0.000194479985118635341.955233808662506-38.495152415316530.868354430379780472london_breakout_short1.59479SL2023-06-14 18:00:00+00:00-47.199999999998354-943.0576047999671660False
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322023-07-07 07:00:00+00:009EUR_AUDSHORT1.639531.644311.63541999999999991.63100999999999981.6310099999999998191432.64ASIAN2.00.002190479832176900728.17934327823059753.275296258080091.6366185054743261.633433412554801610.508309936312354False-0.000642193312295591428.2389354852501932.114945256738190.4350453172205863774london_breakout_short1.64431SL2023-07-07 12:00:00+00:00-47.80000000000006-915.0478280000012300False
332023-07-18 07:00:00+00:009EUR_AUDLONG1.653511.6472240115649161.65903000000000021.66485000000000041.6648500000000004144113.755ASIAN2.00.00263265284731699125.0394891168015267.224740220348221.6452817161509211.640548942382854842.819491414400886False-2.28816204662554e-0569.3393616107005279.282838490790650.722513089005239771london_breakout_long1.647224011564916SL2023-07-18 14:00:00+00:00-62.85988435084099-905.8973658366012420False
342023-07-21 08:00:00+00:009EUR_AUDLONG1.649631.6428766338700351.65502999999999981.66066999999999961.6606699999999996132798.725LONDON2.00.002714964562558410723.64423627070473862.762565889060821.64544134185073881.64406770608612334.266666666665753False0.000912960602967533573.5417278645908139.486581492611530.644927536231866984london_breakout_long1.64963TP1+SL2023-07-24 07:00:00+00:0026.999999999999247358.556543999994260True
352023-07-24 07:00:00+00:009EUR_AUDSHORT1.645091.65084069094800621.64052999999999981.63566999999999971.6356699999999997156576.664ASIAN2.00.002717399494973750526.4615537453417836.8097244592601741.64925271852423921.6456374075079383-57.75723224937579False-0.00072641843403282535.29945603754138-38.62718524239250.8711340206185670london_breakout_short1.6356699999999997TP32023-07-25 06:00:00+00:0069.900006016223971094.47094760002551380True
362023-08-03 08:00:00+00:009EUR_AUDLONG1.676321.670051.680811.68553999999999981.6855399999999998145353.855LONDON2.00.0026482554102677624.08524430826977268.121813567298671.66606839428171031.652295857220414513.066666666667892False-0.0003495079177756742465.07057027108013100.116057182897390.777777777777793683london_breakout_long1.67005SL2023-08-03 15:00:00+00:00-62.699999999999974-911.3686394999997420False
372023-08-10 08:00:00+00:009EUR_AUDLONG1.681891.677141.685111.68857000000000011.6885700000000001189948.425LONDON2.00.0021404199167793525.3203154377325859.6961023604236941.6780241088371521.66885961691851213.0333333333354418False-1.0979814594946555e-0569.0697872063845836.258911628481710.668246445497675883london_breakout_long1.67714SL2023-08-10 11:00:00+00:00-47.50000000000032-902.2549950000061180False
382023-08-21 07:00:00+00:009EUR_AUDLONG1.701321.69514458824933631.70628999999999991.71155999999999971.7115599999999997144643.384ASIAN2.00.00243158150738936912.84832425384035360.4615017090847151.69704000965026941.688232610634658630.70491257545438False0.000368407182159304593.225524472186339.799903497306220.3352435530085660670london_breakout_long1.6951445882493363SL2023-08-22 06:00:00+00:00-61.754117506636064-893.23242850770131380False
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