Files
fx-quant/results/phase1/S7_FULL_trades.csv
T
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

22 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
22023-04-06 14:00:00+00:007GBP_USDLONG1.24366000000000021.23865849648498831.24641150351501181.24935300703002361.2493530070300236199939.884OVERLAP1.50.00196100234334120927.56442483524126542.2175950047776851.24538069779211541.2382623917642934-11.22499478022343False-0.0002261792211212084417.62034879048408-19.106977921152790.5874439461884176143liquidity_sweep_bullish1.2436600000000002TP1+SL2023-04-06 21:00:00+00:0013.757517575058163275.06764130550204420True
32023-04-07 08:00:00+00:007GBP_USDLONG1.24419000000000011.2409664534681051.2458535465318951.247707093063791.24770709306379311070.643LONDON1.50.001235697687929990118.33305948139110745.6876444209217351.24487472573284071.23928147148369443.833333333331801False3.058676929892961e-0523.840115311951-8.7472573284075320.363636363636380384liquidity_sweep_bullish1.240966453468105SL2023-04-07 12:00:00+00:00-32.235465318950496-1002.7506827463735240False
42023-05-31 11:00:00+00:007GBP_USDSHORT1.23589999999999981.2398955431295471.23365445687045281.23121891374090581.2312189137409058248457.633LONDON1.50.001623695419698037724.96556437534564341.12066495813231.23785514165702541.23937396083733151.1703454022948812False-0.000596893408411123434.39508328992515-17.6514165702545970.3312500000000789112liquidity_sweep_bearish1.239895543129547SL2023-05-31 13:00:00+00:00-39.955431295473076-992.723176530107120False
52023-05-31 15:00:00+00:007GBP_USDSHORT1.239141.24470403262502581.23598596737497421.23264193474994821.2326419347499482176633.754OVERLAP1.50.00222935508335059629.7392462065219154.08435367568121.23798143411549241.239346673441183514.575319501981543False6.510213141506773e-0568.4912281684046913.485658845076020.009411764705891572152liquidity_sweep_bearish1.2447040326250258SL2023-05-31 23:00:00+00:00-55.64032625025916-982.7959476806715480False
62023-06-21 16:00:00+00:007GBP_USDLONG1.27578000000000011.26957613379136471.27921386620863541.28283773241727061.2828377324172706156832.523OVERLAP1.50.002415910805756877718.95705735544592653.437963975690341.27553573520957291.26924366841888631.25344386721185False0.000179512653439946472.617129980277540.54264790427138720.750889679715328162liquidity_sweep_bullish1.2757800000000001TP1+SL2023-06-22 11:00:00+00:0017.169331043176417269.27094542155861140True
72023-06-22 13:00:00+00:007GBP_USDLONG1.27610000000000021.26892799830512651.27969200169487361.28347400338974721.2834740033897472136037.434OVERLAP1.50.00252133446324900737.3104951827807748.657593400732981.276199315646211.270661692323134-12.132333224732506False-8.877856449388888e-0525.000404732830077-2.8931564620982010.29041095890413177133liquidity_sweep_bullish1.2689279983051265SL2023-06-23 08:00:00+00:00-71.72001694873754-975.66067852626951140False
82023-06-30 14:00:00+00:007GBP_USDLONG1.271461.26656278859393081.2743972114060691.2775244228121381.277524422812138197235.534OVERLAP1.50.00208480760404608140.0455318517796973.817774930397051.26476408612891891.268426421202167940.38899241378901False0.001100051503832231788.4202913311208265.059138710810150.5197368421052468144liquidity_sweep_bullish1.2665627885939308SL2023-07-03 07:00:00+00:00-48.972114060692455-965.9040871981133900False
92023-07-03 15:00:00+00:007GBP_USDLONG1.26949000000000021.26447407431487151.27218592568512871.27507185137025721.2750718513702572190641.793OVERLAP1.50.001923950456752387432.6662713908343756.216529905813361.26740321294367851.26857082443854678.580686504220392False-0.0001123451447299006159.0218866644063418.9678705632156940.23214285714288901150liquidity_sweep_bullish1.27101TP1+TIME2023-07-05 07:00:00+00:0021.079628425640927401.86580955990692400True
102023-07-17 09:00:00+00:007GBP_USDLONG1.309561.30560769318063421.31188230681936571.31439461363873171.3143946136387317242962.843LONDON1.50.00167487121291055915.27528448660281449.152786664605881.30813060633699531.2938815591507287-1.5447711686022991False-2.8116981003547615e-0573.3906485671170512.3939366300462870.01176470588234269790liquidity_sweep_bullish1.3056076931806342SL2023-07-17 12:00:00+00:00-39.523068193658695-960.2636893844987180False
112023-07-17 13:00:00+00:007GBP_USDLONG1.30751000000000021.30228045631851571.31009954368148441.3128790873629691.312879087362969181786.624OVERLAP1.50.0018530291209896528.29664454015451741.805240396591471.30804392270711831.2944177499515732-5.799009349940487False-0.0002212057698440332833.19533218260516-7.2392270711829630.250000000000047130liquidity_sweep_bullish1.3075100000000002TP1+SL2023-07-18 06:00:00+00:0012.94771840742115235.372196599687361020True
122023-07-18 09:00:00+00:007GBP_USDLONG1.31036000000000021.30548976671142941.31252023328857061.3148704665771411.314870466577141195681.553LONDON1.50.001566822192380309622.6523230717562359.515971106725091.308215984939721.29692705258218115.854531540167027False0.0002055775342804560951.47198480531725619.5401506028014540.903100775193853191liquidity_sweep_bullish1.3103600000000002TP1+SL2023-07-18 11:00:00+00:0010.801166442852006211.3588991345267120True
132023-07-28 14:00:00+00:007GBP_USDSHORT1.28617999999999991.29233029389654861.28246970610345131.27856941220690271.2785694122069027155298.014OVERLAP1.50.00260019593103245337.91936463351349656.6985187743979041.28553594522552221.289025244117256315.482758772995542False0.001293867830984495470.474135030580318.3405477447784370.34276729559749963144liquidity_sweep_bearish1.28313TP1+TIME2023-08-01 06:00:00+00:0033.801469482741545524.93009457454915280True
142023-08-07 08:00:00+00:007GBP_USDSHORT1.27257999999999981.27697954559201791.27010045440798211.2674309088159641.267430908815964218290.23LONDON1.50.001779697061345273718.0504827858827646.658277294231431.27346709058658331.278685808906779-2.5666666666701587False-0.000373766975456188456.01598213141787-6.9709058658329330.662337662337666180liquidity_sweep_bearish1.2769795455920179SL2023-08-07 12:00:00+00:00-43.9954559201805-960.3776871907387240False
152023-08-18 11:00:00+00:007GBP_USDSHORT1.26999999999999981.27481411431483951.26754588568516051.26490177137032081.2649017713703208197497.163LONDON1.50.00176274287655969627.36254172255375736.255280334758321.2731897224551471.2728946504380951-16.83293743707015False-0.000499325415520546923.326669456194608-29.9972245514701360.8086124401914018114liquidity_sweep_bearish1.2748141143148395SL2023-08-18 13:00:00+00:00-48.1411431483969-950.7739050961848120False
162023-04-13 08:00:00+00:007EUR_AUDLONG1.638341.63132908956946451.64235091043053541.64660182086107071.6466018208610707142634.833LONDON2.00.002833940287023606330.58251393212817647.4517487252329251.63859673091024231.63200014998596787.0000000000014495False-0.000515225534945689231.464408412937644-4.96730910242382250.799319727891121883liquidity_sweep_bullish1.6313290895694645SL2023-04-13 15:00:00+00:00-70.10910430535367-1000.0000174046387420False
172023-04-17 12:00:00+00:007EUR_AUDLONG1.636721.63169705187479151.63963294812520831.64278589625041651.6427858962504165197095.415LONDON2.00.002101965416805519719.92608132296107549.848876850823171.63603540569229941.63306678569918-6.152412736635249False-0.000301341995799706818.485972359667934.4459430770049660.1523437499999502120liquidity_sweep_bullish1.6316970518747915SL2023-04-17 14:00:00+00:00-50.229481252084256-990.0000201466861120False
182023-04-19 11:00:00+00:007EUR_AUDSHORT1.629891.63601599804239071.62684400195760941.62355800391521841.6235580039152184159990.264LONDON2.00.00219066536159386827.2369092187178447.870879922040691.6310757136268291.6319084430336557-20.182115562377145False0.0001250167422220532237.329138378319264-9.4571362682893680.39010989010987435112liquidity_sweep_bearish1.6360159980423907SL2023-04-20 09:00:00+00:00-61.259980423906676-980.10001956157411320False
192023-04-28 13:00:00+00:007EUR_AUDLONG1.670081.6629071849305141.6736928150694861.67754563013897221.6775456301389722135274.54OVERLAP2.00.00256854337965738530.47281413372247660.473043855383671.66546304062157341.652545962540883615.755450161485385False0.000561933693411982244.1162841058254843.769593784266370.5422535211267775134liquidity_sweep_bullish1.662907184930514SL2023-05-01 00:00:00+00:00-71.72815069486083-970.2989721171953540False
202023-05-11 08:00:00+00:007EUR_AUDSHORT1.622521.62863633035400081.61923366964599921.61570733929199851.6157073392919985157054.33LONDON2.00.002350886902667130220.89642453595866656.16634435188991.62212495869423211.6343614838833904-6.4999999999959535False0.000301956432702934665.86766574569546.3504130576785830.02545454545455044483liquidity_sweep_bearish1.6286363303540008SL2023-05-11 14:00:00+00:00-61.163303540008314-960.5959823163528360False
212023-05-16 13:00:00+00:007EUR_AUDSHORT1.628491.63417448241043341.62526551758956671.62180103517913341.6218010351791334167295.84OVERLAP2.00.002309654940288849338.81345310221967555.2243885092834361.6271376632824731.6309440145732303-4.5143003690184536False0.000592193836895415160.2823180174851615.9233671752700980.19910514541387436131liquidity_sweep_bearish1.6341744824104334SL2023-05-17 01:00:00+00:00-56.844824104334-950.990032439384720False
222023-05-17 09:00:00+00:007EUR_AUDSHORT1.62821.6344910310680061.6250089689319941.62157793786398791.6215779378639879149654.353LONDON2.00.00228735404533744620.74376680725977542.19401573556441.62981041119570681.6311302521692375-22.61153476415645False-0.000419853036295835724.68361016596589-13.7041119570668890.906574394463595692liquidity_sweep_bearish1.6282TP1+SL2023-05-17 14:00:00+00:0015.955155340030556238.77584015613022300True
232023-05-30 10:00:00+00:007EUR_AUDLONG1.64061000000000011.634085556340381.643784443659621.64719888731924021.6471988873192402144666.424LONDON2.00.002276295773080045523.7711181898442152.390559472145741.64033819296277231.637281781861785726.716091054284075False0.0001217795462912329835.19785112589090.31807037227826740.7535410764872753101liquidity_sweep_bullish1.6471988873192402TP32023-05-30 16:00:00+00:0048.81665944883848706.2131358822637360True
242023-06-15 12:00:00+00:007EUR_AUDSHORT1.5951.60321601700125881.59031398299874121.58538796599748231.5853879659974823115741.04LONDON2.00.003284011334172543726.7341127941189959.3218802056681941.59231074528982531.602012895212297424.30414572619055False0.0003852257091112494377.9260515489661729.292547101746890.4646739130434733123liquidity_sweep_bearish1.595TP1+SL2023-06-16 13:00:00+00:0023.430085006294064271.182146871348151500True
252023-07-03 09:00:00+00:007EUR_AUDLONG1.638151.6308026529718641.6418773470281361.6458446940562721.645844694056272129794.043LONDON2.00.002644898018757380312.7578176381294248.206272351485411.63980786508946791.632833445149865817.813568335474095False7.30830093040721e-0542.2722967613112-18.978650894678760.850467289719611990liquidity_sweep_bullish1.630802652971864SL2023-07-04 04:00:00+00:00-73.47347028135997-953.64185406376481140False
262023-07-21 12:00:00+00:007EUR_AUDLONG1.652691.64566937423711871.65651062576288121.66057125152576251.6605712515257625134475.974LONDON2.00.002707083841920842436.9468017226995966.585783094807111.64608440115858821.644289507347797930.44860317487519False0.001140478162633912786.7461545595896463.655988414117460.5017182130583923124liquidity_sweep_bullish1.6456693742371187SL2023-07-24 07:00:00+00:00-70.20625762881316-944.1054594704554020False
272023-08-04 12:00:00+00:007EUR_AUDLONG1.671171.66287082109627771.67510917890372221.67928835780744421.6792883578074442112621.314LONDON2.00.00278611926914809427.49843289219556354.9951538534894061.66847224697908431.656611653131579512.662167247134981False0.000387909465448924782.9840676206677724.577530209157760.06400000000001813124liquidity_sweep_bullish1.67117TP1+SL2023-08-07 01:00:00+00:0019.695894518610977221.817744230778773660True
282023-03-17 09:00:00+00:007GBP_JPYSHORT161.441162.4955014519834160.8184985480166160.16699709603324160.16699709603324948.323LONDON2.50.434334301322255325.5930914344450851.1959070513113161.4329863305534162.09993913786568-24.4159628208223False-0.00759031797964149239.838961298789663.7013669446594120.483065953654209694liquidity_sweep_bearish160.16699709603324TP32023-03-17 12:00:00+00:0094.82656122894868899.2592454463661180True
292023-03-23 12:00:00+00:007GBP_JPYSHORT161.36162.38640815683158160.84859184316844160.30818368633686160.30818368633686983.034LONDON2.50.3602721045543823625.7274613453138748.31568171738155161.52545861624577161.67898364589897-9.816317381205408False0.0580869506667098546.80189585997888-13.6458616245761280.2023809523809638123liquidity_sweep_bearish160.30818368633686TP32023-03-23 18:00:00+00:0078.16229349850508768.3587937783544360True
302023-04-05 08:00:00+00:007GBP_JPYLONG164.101163.1864621802121164.57253781978793165.07307563957585165.073075639575851111.685LONDON2.50.333691879858610224.7932706006426539.31662138494484164.50485552811688163.433830229018710.400000000001342False-0.05532233202895181521.40316825175562-43.285552811687470.1877729257642205882liquidity_sweep_bullish163.1864621802121SL2023-04-05 14:00:00+00:00-91.45378197879096-1016.6734035018235360False
312023-04-06 11:00:00+00:007GBP_JPYLONG164.047163.20016440235787164.49983559764212164.9816711952842164.98167119528421188.553LONDON2.50.3212237317614042326.0015357921170659.43401160210618163.8345578911688163.4451876835860830.136451528909447False0.1143629201734793267.7097979950734918.3442108831201270.6879432624113371113liquidity_sweep_bullish164.659TP1+TIME2023-04-10 03:00:00+00:0053.24177988210579632.80517478876835280True
322023-04-14 10:00:00+00:007GBP_JPYLONG165.85165.25311016647413166.19188983352586166.56277966705173166.562779667051731696.864LONDON2.50.2472598890172432235.33525924459634444.01614272595107165.9991741471991165.1018052734992213.86900074088544False-0.02743519452843887244.54111816741813-17.817414719911540.31153846153842957104liquidity_sweep_bullish165.85TP1+SL2023-04-14 17:00:00+00:0017.094491676293444290.06959145835293420True
332023-04-25 08:00:00+00:007GBP_JPYLONG167.31799999999998166.5966728618853167.70732713811466168.12565427622934168.125654276229341408.154LONDON2.50.278884758743120119.49293541560738446.58410450125601167.25863101698675166.62414891838958.733333333333348False-0.0699189122744374744.1693356086194343.03689830132327640.402097902097832681liquidity_sweep_bullish166.5966728618853SL2023-04-25 12:00:00+00:00-72.1327138114674-1015.7368095361783240False
342023-05-02 10:00:00+00:007GBP_JPYLONG171.553170.66818195950424171.97281804049575172.4216360809915172.42163608099151136.483LONDON2.50.2992120269971671527.03618844435635249.41193732405757170.97304944919085168.574612693512365.560857486790383False-0.0996624990807552216.48017187963876455.095055080914790.6550925925925377101liquidity_sweep_bullish170.66818195950424SL2023-05-02 14:00:00+00:00-88.48180404957589-1005.57800666262240False
352023-05-04 12:00:00+00:007GBP_JPYLONG169.257168.3087363204602169.7612636795398170.2945273590796170.29452735907961049.844LONDON2.50.355509119693201426.59006889960048545.81717441284099169.6920142120847169.009656864268869.24644021950769False0.0377295887360792958.53802365118008-46.401421208469170.12871287128712536123liquidity_sweep_bullish168.3087363204602SL2023-05-04 14:00:00+00:00-94.82636795397923-995.5251413280555120False
362023-05-09 08:00:00+00:007GBP_JPYLONG170.295169.45798582502496170.67401417497504171.0820283499501171.08202834995011177.484LONDON2.50.272009449983369430.6839576226588649.0840563465889170.19138760389558169.4926629763155612.233333333327323False-0.0480968865921558154.098892608806567.4612396104413390.923787528868323381liquidity_sweep_bullish171.0820283499501TP32023-05-10 07:00:00+00:0058.302794646867746686.50374640793841380True
372023-05-31 10:00:00+00:007GBP_JPYLONG173.138172.2818226973809173.55517730261911174.00135460523822174.001354605238221159.153LONDON2.50.297451535079406832.34015893323890447.39589159119422173.24329217527796172.5427795153737223.9411961935474False-0.0358278162081017362.53072311735078-13.429217527794890.5184331797235577102liquidity_sweep_bullish173.138TP1+SL2023-05-31 15:00:00+00:0020.85886513095545241.78553516547012300True
382023-06-07 11:00:00+00:007GBP_JPYLONG173.835173.1005509298618174.1774490701382174.54889814027644174.548898140276441354.564LONDON2.50.247632713425474136.83266149745069463.57060864352053173.4187369756332173.2807148597597735.89950334251455False0.0764143484696472496.2817260167827738.726302436680270.6556886227545522112liquidity_sweep_bullish174.54889814027644TP32023-06-09 00:00:00+00:0052.817887553967516715.44997765102242220True
392023-06-22 08:00:00+00:007GBP_JPYLONG181.409180.55535570524307181.80864429475693182.23728858951387182.237288589513871173.83LONDON2.50.285762863171289617.89568290460016462.01872161262305180.87989547482394179.1781396165699210.699999999999932False0.01191086815306856366.4666645166808150.0104525176055860.840764331210156183liquidity_sweep_bullish182.23728858951387TP32023-06-22 11:00:00+00:0061.397349860660746720.6820926644358180True
402023-06-26 13:00:00+00:007GBP_JPYLONG182.418181.29513385602647182.96086614397353183.53273228794706183.53273228794706898.784OVERLAP2.50.38124409598234632.39109054793648651.29800024175066182.1571955238508180.4479973141088523.496576952126702False-0.0772390525252152951.1635689890304123.1804476149221730.7530864197530902130liquidity_sweep_bullish183.53273228794706TP32023-06-27 14:00:00+00:0082.88116186871838744.9193066436671500True
412023-06-29 15:00:00+00:007GBP_JPYLONG182.59199999999998181.96379564883523182.95020435116476183.33740870232955183.337408702329551618.363OVERLAP2.50.25813623410985412.26731908617033949.941186815284844182.62696038224874181.650892660388885.135898068320444False0.02744263853473122351.11111111111413-6.3960382248751560.4560669456066045153liquidity_sweep_bullish182.59199999999998TP1+SL2023-06-30 04:00:00+00:0017.910217558238628289.8517968755106780True
422023-07-05 11:00:00+00:007GBP_JPYLONG183.515182.79387670058762183.84112329941237184.19624659882479184.196246598824791413.854LONDON2.50.2367488662749308324.705328108667546.83576962840995183.52111467713578182.712050348523929.82498360659747False-0.0446131908442300623.51413947873296-3.51146771357946360.973760932944646112liquidity_sweep_bullish183.515TP1+SL2023-07-05 21:00:00+00:0016.306164970619363230.54471343710185600True
432023-07-06 15:00:00+00:007GBP_JPYLONG183.28799999999998182.23877928639507183.8352207136049184.41144142720984184.41144142720984973.934OVERLAP2.50.384147142403285233.23556482338677447.28284034373919183.43160712699503182.88324756814768-19.34606737529805False0.02689937724889100739.23309924633907-17.2607126995046660.19144602851322085153liquidity_sweep_bullish182.23877928639507SL2023-07-07 08:00:00+00:00-104.92207136049102-1021.86752960123021020False
442023-07-18 14:00:00+00:007GBP_JPYSHORT181.303182.4487699276143180.7232300723857180.11446014477139180.11446014477139882.945OVERLAP2.50.4058466184095335721.54088648462729351.31237532673888181.27613736906008181.5416342194940323.51278824399685False0.00785534090571782356.6263959455620245.5862630939913060.011475409836073517141liquidity_sweep_bearish180.11446014477139TP32023-07-19 12:00:00+00:0088.41683525836591780.6676052302161320True
452023-08-08 12:00:00+00:007GBP_JPYLONG181.785180.89354936747375182.23545063252624182.71490126505248182.714901265052481143.595LONDON2.50.3196337550174946444.5955225282384242.45040920791141181.8629128901112181.65583251458378-25.91445320686603False-0.1389672078692237321.990170149313844-10.6912890111203750.08315098468273321121liquidity_sweep_bullish182.71490126505248TP32023-08-08 18:00:00+00:0069.01840802111549789.2876122886746360True
462023-08-24 11:00:00+00:007GBP_JPYSHORT184.31300000000002185.06271556654872183.8932844334513183.4445688669026183.44456886690261370.323LONDON2.50.299143711032466521.61343129671522747.47266395181888184.7307509349721184.8654247406399-6.864836329779678False0.0609271193920033230.603247728081282-38.875093497208010.3846153846153311113liquidity_sweep_bearish183.4445688669026TP32023-08-25 03:00:00+00:0064.40796872561639882.5952770408664960True
472023-08-28 15:00:00+00:007GBP_JPYSHORT184.291184.90416989725435184.00183010274566183.68366020549132183.683660205491321689.864OVERLAP2.50.21211326483622824.10671266608117649.978476111525566184.29660244681298184.5701444137502-8.184013616812535False-0.01903282511265197452.954297653968162.3397553187010090.33724340175954937150liquidity_sweep_bearish184.90416989725435SL2023-08-29 04:00:00+00:00-61.31698972543518-1036.1712825742388780False