Files
fx-quant/results/phase1/S7T_GBP_JPY_TEST_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

20 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
22022-11-30 10:00:00+00:007GBP_JPYSHORT166.446167.29046048064916165.9538092790263165.43261855805258165.432618558052581184.194LONDON2.50.3474604806491340428.94684054567962858.2106530361607166.30353912558652166.8897710018872310.003702026099859False0.0974050699871723186.713951858003917.1460874413469360.45983935742972837102liquidity_sweep_bearish167.29046048064916SL2022-11-30 14:00:00+00:00-84.44604806491611-1000.0016565799301240False
32022-12-15 09:00:00+00:007GBP_JPYLONG168.53199999999998167.69108965238104168.99636552142846169.48973104285693169.489731042856931177.33LONDON2.50.328910347618980730.31459006208729865.12720658759604167.8456964107379167.3702893629730424.657734193786496False0.0432022052679028673.0498630372459465.730358926208510.816216216216202193liquidity_sweep_bullish167.69108965238104SL2022-12-15 19:00:00+00:00-84.09103476189443-990.0037522517831600False
42022-12-23 15:00:00+00:007GBP_JPYSHORT160.13400000000001160.86604406507368159.6409339023895159.11886780477897159.118867804778971338.855OVERLAP2.50.3480440650736814630.5914689054661161.980188466308554159.99876926789878162.967223551262114.144913648058832False0.0558473417395045145.71117093582281416.4230732101231070.1756756756756945154liquidity_sweep_bearish160.13400000000001TP1+SL2022-12-26 08:00:00+00:0024.65330488052615330.07077239292433900True
52022-12-27 11:00:00+00:007GBP_JPYSHORT160.385161.07102035672665159.98946946491003159.5649389298201159.56493892982011433.494LONDON2.50.283020356726632217.7997205183187648.930149693745925160.31840309992057162.01386307840843-22.18699037434817False-0.01770113563698991238.450330619574789.5596900079414130.6943319838057043111liquidity_sweep_bearish161.07102035672665SL2022-12-28 02:00:00+00:00-68.6020356726658-983.4033211640971900False
62022-12-29 13:00:00+00:007GBP_JPYSHORT160.423161.14429245914303160.0060613112855159.56012262257096159.560122622570961349.754OVERLAP2.50.2972924591430119431.5991894244314136.334100495782224160.97230181330514161.63395828078927-39.571530513285325False-0.0643440978370152719.947616871690283-52.030181330513870.8983050847457615133liquidity_sweep_bearish159.56012262257096TP32022-12-30 06:00:00+00:0063.99144259399183863.72449641240471020True
72023-01-17 08:00:00+00:007GBP_JPYSHORT156.853157.58993007850478156.40510488224282155.92820976448562155.928209764485621332.834LONDON2.50.317930078504794429.33274528590539650.99217185424026157.02745972264546158.42288242533115-12.466666666668402False0.02586505574116525239.53856717784316-14.5459722645455260.859605911330071181liquidity_sweep_bearish157.58993007850478SL2023-01-17 11:00:00+00:00-73.69300785047699-982.2025165335124180False
82023-01-25 14:00:00+00:007GBP_JPYLONG160.293159.25868918760895160.82096621858656161.37793243717311161.37793243717311940.134OVERLAP2.50.371310812391036140.5639005139623446.85426544845374160.50512828109868159.778737960599324.78006285800518False-0.033253697926894257.51012407589763-24.112828109866770.3100137174211179142liquidity_sweep_bullish161.37793243717311TP32023-01-26 14:00:00+00:0080.64608681182798758.17805594403851440True
92023-01-27 14:00:00+00:007GBP_JPYLONG160.845160.1001034765563161.26884478516553161.72168957033105161.721689570331051315.575OVERLAP2.50.3018965234436874532.7345961136649949.31038392008543160.80278881570158160.1746410709492416.212754601434654False-0.0528524256520659435.905669383856371.3211184298427270.6779026217228109144liquidity_sweep_bullish160.845TP1+SL2023-01-30 04:00:00+00:0021.1922392582764278.79874201010683720True
102023-01-30 08:00:00+00:007GBP_JPYLONG160.998160.06247854774188161.48728217838718162.00556435677436162.005564356774361050.494LONDON2.50.345521452258121929.81427028106363552.3762512348054160.84220911269054160.2922797550207312.633333333334917False-0.0326017756509617243.4888505741241712.679088730945410.755047106325692380liquidity_sweep_bullish160.06247854774188SL2023-01-31 13:00:00+00:00-93.55214522581149-982.75593038262721740False
112023-02-07 08:00:00+00:007GBP_JPYSHORT158.514159.27615697459103158.09576453811346157.64852907622694157.648529076226941276.544LONDON2.50.2981569745910273633.8649433341431435.008196213806244158.9704970298257159.35304100713813-8.500000000000796False-0.1285983177942136812.796365888385523-42.749702982570170.562601626016257781liquidity_sweep_bearish157.64852907622694TP32023-02-07 15:00:00+00:0064.1859972648102819.359929484208420True
122023-02-10 09:00:00+00:007GBP_JPYSHORT158.394159.5612764895597157.82558526566046157.22817053132093157.22817053132093840.524LONDON2.50.398276489559689431.16535929030138537.1187562235617158.874648498845158.997797084794220.899918141557805False-0.153607164293008528.164741144448655-45.164849884500310.2835951134380317394liquidity_sweep_bearish159.5612764895597SL2023-02-13 08:00:00+00:00-116.7276489559697-981.11923500471654260False
132023-02-15 08:00:00+00:007GBP_JPYLONG161.475160.63822444901305161.9331633264804162.42032665296082162.420326652960821160.774LONDON2.50.3247755509869386735.76054692567653651.202358026019404160.9425495564048159.7694555560931614.799999999999613False-0.1031683269859078349.4037366683089150.3450443595198750.651340996168564282liquidity_sweep_bullish160.63822444901305SL2023-02-16 20:00:00+00:00-83.67755509869426-971.30395631911342160False
142023-02-20 13:00:00+00:007GBP_JPYLONG161.402160.94050661972355161.70224007041466162.0314801408293162.03148014082932083.663OVERLAP2.50.2194933802764381722.51089418292026851.96097937721921161.24768640682626160.529367370965160.5778540364076434False-0.0374293352100867926.2170498676821812.5313593173729030.42049469964661934130liquidity_sweep_bullish162.0314801408293TP32023-02-21 08:00:00+00:0046.486312665297284968.61670248173351140True
152023-02-24 08:00:00+00:007GBP_JPYLONG162.423161.62274599039742162.8338810144039163.27376202880774163.273762028807741213.714LONDON2.50.293254009602581749.4072517847641958.24704281301323162.23022203915804161.6495410055693513.866666666669403False0.0725372255631197376.4749357716231216.3777960841969160.4351851851852168784liquidity_sweep_bullish163.27376202880774TP32023-02-27 09:00:00+00:0063.08285312047161765.6428966084764380True
162023-03-01 10:00:00+00:007GBP_JPYLONG163.523162.8133527038778163.98997094418328164.4859418883666164.48594188836661379.475LONDON2.50.3306472961221955728.11280747988705334.99153525085441164.0190690325095162.8173321092983-42.234837800640435False-0.05805191279294108519.471233816607725-52.506903250949220.5142180094786736102liquidity_sweep_bullish163.446TIME2023-03-03 02:00:00+00:00-7.699999999999818-106.21918999999752400False
172023-03-03 10:00:00+00:007GBP_JPYLONG163.477162.8940483645097163.81542745323546164.18285490647094164.182854906470941677.453LONDON2.50.244951635490306324.20994373164617449.779455212860356163.54019799476737163.070080954675412.209907312367818False0.003860988651121881345.27194958648562-9.2197994767360570.680412371134087104liquidity_sweep_bullish163.673TIME2023-03-07 02:00:00+00:0019.599999999999795328.780199999996575280True
182023-03-10 08:00:00+00:007GBP_JPYLONG163.132162.11751173478035163.6527323978295164.20246479565898164.20246479565898967.154LONDON2.50.3664882652196592739.6137007526129562.79372119831741162.53065173207335162.8232943587172517.900000000000205False0.0882331639982147476.1326805919171257.234826792665670.0370898716119981584liquidity_sweep_bullish164.20246479565898TP32023-03-10 11:00:00+00:0079.56096649838699769.4738874891498180True
192023-03-10 15:00:00+00:007GBP_JPYSHORT162.441163.48110190893985161.73334713659025160.9966942731805160.9966942731805950.734OVERLAP2.50.491101908939832138.35320588841078442.58194566839862162.77656439505847162.87367816325352-84.7592107635478False-0.0474952024099695726.568477669723894-30.656439505847290.6263736263736274154liquidity_sweep_bearish162.441TP1+SL2023-03-12 23:00:00+00:0035.38264317048742336.39340341477513360True
202023-03-17 09:00:00+00:007GBP_JPYSHORT161.441162.27833430132225160.8184985480166160.16699709603324160.166997096033241184.983LONDON2.50.434334301322255325.5930914344450851.1959070513113161.4329863305534162.09994512939522-24.4159628208223False-0.00759031797964149239.838961298789623.7013669446594120.483065953654209694liquidity_sweep_bearish160.16699709603324TP32023-03-17 12:00:00+00:0094.826292923589251123.6726058859479180True
212023-03-23 12:00:00+00:007GBP_JPYSHORT161.36162.2062721045544160.84859184316844160.30818368633686160.308183686336861185.744LONDON2.50.3602721045543823625.7274613453138748.31568171738155161.52545861624577161.67898587219332-9.816317381205408False0.0580869506667098546.80189585997883-13.6458616245761280.2023809523809638123liquidity_sweep_bearish160.30818368633686TP32023-03-23 18:00:00+00:0078.16211057949872926.799409985348360True
222023-04-05 08:00:00+00:007GBP_JPYLONG164.101163.3533081201414164.57253781978793165.07307563957585165.073075639575851354.475LONDON2.50.333691879858610224.7932706006426539.31662138494484164.50485552811688163.433830496239710.400000000001342False-0.05532233202895181521.403168251755574-43.285552811687470.1877729257642205882liquidity_sweep_bullish163.3533081201414SL2023-04-05 13:00:00+00:00-74.76918798585928-1012.7262205120682300False
232023-04-06 08:00:00+00:007GBP_JPYLONG163.826163.0348498316098164.2532252525853164.70945050517062164.709450505170621267.273LONDON2.50.3041501683902095331.9105677634133255.32584375415158163.8411612918208163.4350387389389411.999999999997613False0.1056629135979125282.99181952934124-4.4161291820813630.0971223021582750483liquidity_sweep_bullish163.826TP1+SL2023-04-07 09:00:00+00:0021.36126262926581270.70487292189681500True
242023-04-14 10:00:00+00:007GBP_JPYLONG165.85165.37674011098275166.19188983352586166.56277966705173166.562779667051732124.214LONDON2.50.2472598890172432235.33525924459634444.01614272595107165.9991741471991165.1018053223155613.86900074088544False-0.02743519452843887244.541118167418084-17.817414719911540.31153846153842957104liquidity_sweep_bullish165.85TP1+SL2023-04-14 17:00:00+00:0017.094491676293444363.122901636993420True
252023-04-24 10:00:00+00:007GBP_JPYLONG167.549166.74543564498754167.9498465325187168.37969306503743168.379693065037431255.583LONDON2.50.2865643550124692425.55320489472437464.90492628035466166.8342213725533166.3936324913249530.64687650166036False0.0554474024878858584.885914929774968.57786274467230.8355387523629685100liquidity_sweep_bullish167.549TP1+SL2023-04-25 05:00:00+00:0020.042326625934948251.6474446499141140True
262023-04-25 08:00:00+00:007GBP_JPYLONG167.31799999999998166.73611524125687167.70732713811466168.12565427622934168.125654276229341738.244LONDON2.50.278884758743120119.49293541560738446.58410450125601167.25863101698675166.624148927671178.733333333333348False-0.0699189122744374744.1693356086193843.03689830132327640.402097902097832681liquidity_sweep_bullish166.73611524125687SL2023-04-25 11:00:00+00:00-58.1884758743115-1011.4553630376323180False
272023-04-26 11:00:00+00:007GBP_JPYLONG166.826165.8994563017889167.33031554731667167.86363109463335167.863631094633351080.724LONDON2.50.3555436982111127638.19650306403540459.77982653140025166.5364413909423166.5131500689798325.591999543357247False0.1398652721480087868.715905828308426.0558609057710560.3602739726027379112liquidity_sweep_bullish166.826TP1+SL2023-04-28 03:00:00+00:0025.215777365833958272.511949148040742400True
282023-05-02 10:00:00+00:007GBP_JPYLONG171.553170.81778797300282171.97281804049575172.4216360809915172.42163608099151365.683LONDON2.50.2992120269971671527.03618844435635249.41193732405757170.97304944919085168.57461269625265.560857486790383False-0.0996624990807552216.48017187963871855.095055080914790.6550925925925377101liquidity_sweep_bullish170.81778797300282SL2023-05-02 13:00:00+00:00-73.52120269971749-1004.0643610295019180False
292023-05-04 12:00:00+00:007GBP_JPYLONG169.257168.4864908803068169.7612636795398170.2945273590796170.29452735907961290.094LONDON2.50.355509119693201426.59006889960048545.81717441284099169.6920142120847169.00965686593089.24644021950769False0.0377295887360792958.538023651180026-46.401421208469170.12871287128712536123liquidity_sweep_bullish168.4864908803068SL2023-05-04 14:00:00+00:00-77.05091196932017-994.0261102250025120False
302023-05-09 08:00:00+00:007GBP_JPYLONG170.295169.59399055001666170.67401417497504171.0820283499501171.08202834995011403.814LONDON2.50.272009449983369430.6839576226588649.0840563465889170.19138760389558169.4926629771574412.233333333327323False-0.0480968865921558154.0988926088065167.4612396104413390.923787528868323381liquidity_sweep_bullish171.0820283499501TP32023-05-10 07:00:00+00:0058.30268688363056818.45894874109411380True
312023-05-31 10:00:00+00:007GBP_JPYLONG173.138172.4305484649206173.55517730261911174.00135460523822174.001354605238221402.593LONDON2.50.297451535079406832.34015893323890447.39589159119422173.24329217527796172.542779515391423.9411961935474False-0.0358278162081017362.53072311735074-13.429217527794890.5184331797235577102liquidity_sweep_bullish173.138TP1+SL2023-05-31 15:00:00+00:0020.85886513095545292.56435644026806300True
322023-06-05 14:00:00+00:007GBP_JPYLONG173.323172.59250170785805173.67124743821296174.04849487642588174.048494876425881362.355OVERLAP2.50.251498292141959848.367424423144923.92850720721752173.90016393884807173.2368849433851-20.862975566728892False-0.1066510707082095721.84302857764774-60.6163938848055750.029978586723728468140liquidity_sweep_bullish173.323TP1+SL2023-06-05 21:00:00+00:0017.41237191064755237.21744872470688420True
332023-06-07 11:00:00+00:007GBP_JPYLONG173.835173.22436728657453174.1774490701382174.54889814027644174.548898140276441633.664LONDON2.50.247632713425474136.83266149745069463.57060864352053173.4187369756332173.2807148597651435.89950334251455False0.0764143484696472496.2817260167827338.726302436680270.6556886227545522112liquidity_sweep_bullish174.54889814027644TP32023-06-09 00:00:00+00:0052.817797513826854862.86323086438382220True
342023-06-22 08:00:00+00:007GBP_JPYLONG181.409180.6982371368287181.80864429475693182.23728858951387182.237288589513871415.653LONDON2.50.285762863171289617.89568290460016462.01872161262305180.87989547482394179.1781396165703810.699999999999932False0.01191086815306856366.4666645166807550.0104525176055860.840764331210156183liquidity_sweep_bullish182.23728858951387TP32023-06-22 11:00:00+00:0061.397229307730306869.1698766948841180True
352023-06-26 13:00:00+00:007GBP_JPYLONG182.418181.48575590401765182.96086614397353183.53273228794706183.532732287947061088.654OVERLAP2.50.38124409598234632.39109054793648651.29800024175066182.1571955238508180.4479973141090723.496576952126702False-0.0772390525252152951.1635689890303523.1804476149221730.7530864197530902130liquidity_sweep_bullish183.53273228794706TP32023-06-27 14:00:00+00:0082.88094555440654902.28341377804691500True
362023-06-29 15:00:00+00:007GBP_JPYLONG182.59199999999998182.09286376589014182.95020435116476183.33740870232955183.337408702329552051.363OVERLAP2.50.25813623410985412.26731908617033949.941186815284844182.62696038224874181.650892660389085.135898068320444False0.02744263853473122351.11111111111408-6.3960382248751560.4560669456066045153liquidity_sweep_bullish182.59199999999998TP1+SL2023-06-30 04:00:00+00:0017.910217558238628367.40303890268393780True
372023-07-05 08:00:00+00:007GBP_JPYLONG183.535182.98273468863977183.81839796704034184.13079593408068184.130795934080681860.674LONDON2.50.2082653113602238327.70571403214592443.85604031116006183.54145154686174182.692282251929567.766666666668698False-0.0210773283931273239.06187809844921-3.5451546861736460.2065491183878977782liquidity_sweep_bullish183.535TP1+SL2023-07-05 21:00:00+00:0014.169898352017183263.65504766647814780True
382023-07-06 09:00:00+00:007GBP_JPYLONG183.474182.60717045049375183.93524432425934184.42548864851872184.425488648518721188.494LONDON2.50.326829549506239443.0371280141293452.278347692855704183.41298884925865182.8445631173554530.50797141506507False-0.01223677708899020882.921352822971023.2011150741340090.774491682070212993liquidity_sweep_bullish183.474TP1+SL2023-07-06 14:00:00+00:0023.062216212967712274.09213346949997300True
392023-07-06 15:00:00+00:007GBP_JPYLONG183.28799999999998182.4308528575967183.8352207136049184.41144142720984184.411441427209841205.114OVERLAP2.50.384147142403285233.23556482338677447.28284034373919183.43160712699503182.88324756814774-19.34606737529805False0.02689937724889100739.23309924633902-17.2607126995046660.19144602851322085153liquidity_sweep_bullish182.4308528575967SL2023-07-07 07:00:00+00:00-85.7147142403278-1032.9565927816143960False
402023-07-18 14:00:00+00:007GBP_JPYSHORT181.303182.24584661840953180.7232300723857180.11446014477139180.114460144771391084.625OVERLAP2.50.4058466184095335721.54088648462729351.31237532673888181.27613736906008181.5416342194940323.51278824399685False0.00785534090571782356.626395945561995.5862630939913060.011475409836073517141liquidity_sweep_bearish180.11446014477139TP32023-07-19 12:00:00+00:0088.41658495437075958.9839637320961320True
412023-08-08 12:00:00+00:007GBP_JPYLONG181.785181.0533662449825182.23545063252624182.71490126505248182.714901265052481410.845LONDON2.50.3196337550174946444.5955225282384242.45040920791141181.8629128901112181.65583251458378-25.91445320686603False-0.1389672078692237321.990170149313798-10.6912890111203750.08315098468273321121liquidity_sweep_bullish182.71490126505248TP32023-08-08 18:00:00+00:0069.01825399071696973.737134602631360True
422023-08-21 09:00:00+00:007GBP_JPYLONG185.746185.00312289067608186.12931566398586186.54163132797174186.541631327971741402.63LONDON2.50.274877109323905320.2176972519291462.95033921827559185.3184242752771184.556416546828735.332419491351175False0.0697299890072223881.2787654020079839.8575724722917360.917225950783048190liquidity_sweep_bullish186.54163132797174TP32023-08-21 19:00:00+00:0058.94791685249794826.8034817731361600True
432023-08-24 11:00:00+00:007GBP_JPYSHORT184.31300000000002184.91314371103246183.8932844334513183.4445688669026183.44456886690261749.963LONDON2.50.299143711032466521.61343129671522747.47266395181888184.7307509349721184.8654247406399-6.864836329779678False0.0609271193920033230.603247728081232-38.875093497208010.3846153846153311113liquidity_sweep_bearish183.4445688669026TP32023-08-25 03:00:00+00:0064.407831240010811127.1112835676931960True
442023-08-25 14:00:00+00:007GBP_JPYSHORT183.92000000000002184.64183149497364183.55025275753957183.15150551507912183.151505515079121470.564OVERLAP2.50.265831494973625837.1046417945057849.9501201551098184.15891785868124184.62946582868443-7.567181470571427False0.0718955675408437266.00448228145032-20.9917858681222920.46074380165285267144liquidity_sweep_bearish184.64183149497364SL2023-08-28 18:00:00+00:00-72.18314949736282-1061.49652324841874560False