Files
fx-quant/results/phase1/S7T_GBP_USD_FULL_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

18 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
22022-11-29 11:00:00+00:007GBP_USDLONG1.202761.1950997891478321.20761031627825191.21265063255650381.2126506325565038130544.713LONDON1.50.00336021085216796122.61215719843085751.860816629763251.20293694411295921.195977966624262710.951510525123442False0.000681523923603860332.70216962524583-3.66944112959233240.3824228028503459111liquidity_sweep_bullish1.195099789147832SL2022-11-29 19:00:00+00:00-76.60210852167947-1000.0000042351177480False
32022-12-07 10:00:00+00:007GBP_USDLONG1.217751.21012757706084481.22174863440873251.22593726881746521.2259372688174652129879.963LONDON1.50.00279242293915506817.6912170494766354.643477635209961.2175159021387161.212360128281930528.098520582067188False0.000509028442866558778.35233269418810.440978612838982540.9486652977413008102liquidity_sweep_bullish1.21775TP1+SL2022-12-07 16:00:00+00:0019.993172043661907259.6712385303927360True
42022-12-19 09:00:00+00:007GBP_USDSHORT1.22095999999999981.22672683295693341.21729975056459951.21344950112919921.2134495011291992172121.633LONDON1.50.002566832956933584722.57548466197730656.126128552239991.2213566363871091.22396503871347-1.2668386520409136False0.000747081820859789976.4877171556406-2.0663638710893830.078947368421043490liquidity_sweep_bearish1.2134495011291992TP32022-12-19 15:00:00+00:0055.85374589448799961.3637784965082360True
52022-12-23 13:00:00+00:007GBP_USDSHORT1.20420999999999981.21023670591161171.20056494113258231.19672988226516491.1967298822651649166294.884OVERLAP1.50.002556705911611697423.11376341631424245.6093819972118341.20731322985041921.2151720381870066-12.903095233536277False0.0004381988544122836550.14330171902693-29.1322985041930770.4503676470588259134liquidity_sweep_bearish1.20944TIME2022-12-27 05:00:00+00:00-52.300000000002896-869.72222240004835280False
62022-12-27 08:00:00+00:007GBP_USDSHORT1.20686999999999991.21094583481384671.204306247779231.201552495558461.20155249555846243756.975LONDON1.50.001835834813846689237.75994628497845448.307418017894441.20710120921666441.2121676671715584-0.5666666666659381False6.420598586893425e-0553.51626644876771-0.412092166643951430.506361323155201481liquidity_sweep_bearish1.20155249555846TP32022-12-27 14:00:00+00:0039.40628549302728960.5556750735288360True
72022-12-29 14:00:00+00:007GBP_USDSHORT1.20403999999999981.2100350428166271.20092243577505921.19761487155011831.1976148715501183167324.695OVERLAP1.50.00220504281662718519.27362256140989851.682803638251481.20408232204433931.2085894858629964-0.16148382806946415False0.0001202375791517139747.323852198194111.47677955660618920.14847161572052614143liquidity_sweep_bearish1.210035042816627SL2022-12-30 14:00:00+00:00-59.95042816627327-1003.11868082889441440False
82022-12-30 14:00:00+00:007GBP_USDSHORT1.20735999999999981.2133199975220421.2036350037169371.1997200074338741.199720007433874166625.495OVERLAP1.50.002609997522041969317.8624883015194259.318003663215671.2048018687476091.207895943560170221.872574464931738False6.677310041395244e-0551.5915867809892727.4813125239092850.4111498257839681144liquidity_sweep_bearish1.2073599999999998TP1+SL2022-12-30 16:00:00+00:0018.62498141531388310.33966545675685120True
92023-01-02 08:00:00+00:007GBP_USDSHORT1.20441999999999981.21006443170189361.20109335244715941.1975767048943191.197576704894319176490.914LONDON1.50.002344431701893652721.1904407769024143.4190993616579061.20596960289715031.2077901042542192-8.899999999998354False-0.00035574740205108123.53496417098894-13.5960289715031380.563380281690150580liquidity_sweep_bearish1.197576704894319TP32023-01-03 08:00:00+00:0050.849717170026274897.45128565805631440True
102023-01-04 08:00:00+00:007GBP_USDSHORT1.20423999999999981.21145709794614391.2001293530807841.19582870616156821.1958287061615682139275.575LONDON1.50.002867097946143907529.93126470582887362.488461284625681.20096354498958011.205179418312492-7.500000000000284False0.00087603626083529564.6239832669325434.664550104197550.3014827018121898382liquidity_sweep_bearish1.1958287061615682TP32023-01-05 13:00:00+00:0062.60970982755417872.0003023767211740True
112023-01-13 14:00:00+00:007GBP_USDLONG1.220121.21183352374065811.22464971438901251.22936942877802521.2293694287780252122354.235OVERLAP1.50.00314647625934175630.47210228388549851.394011199996791.21814486257011661.21208104763574930.13087829475511015False-0.000484448105844178124.72965542255228417.851374298833990.6029962546816342144liquidity_sweep_bullish1.22012TP1+SL2023-01-16 08:00:00+00:0022.648571945061978277.11485809376613960True
122023-01-25 12:00:00+00:007GBP_USDLONG1.233231.22828242181972611.23629136727041061.23954273454082141.2395427345408214205485.73LONDON1.50.00216757818027380927.32696217275407251.523673291633341.23385127134600131.230414353078879418.04033563744145False0.0001107874238342890655.40969135865814-8.112713460013410.8059210526315448122liquidity_sweep_bullish1.2395427345408214TP32023-01-25 15:00:00+00:0046.87051212826348963.1219994034711180True
132023-02-08 14:00:00+00:007GBP_USDSHORT1.20658999999999981.21207342951954081.2030398557206891.1992997114413781.199299711441378187161.663OVERLAP1.50.002493429519540660645.8025628495891352.097796848735611.20631004040246051.217726576418489-20.934139609649627False9.019835852019085e-0524.331534738129264.6995959753948210.42415730337081997142liquidity_sweep_bearish1.2120734295195408SL2023-02-09 08:00:00+00:00-54.834295195409496-1026.28777137028671080False
142023-02-10 09:00:00+00:007GBP_USDSHORT1.209791.21584937361874461.2069359395718831.20389187914376631.2038918791437663167678.213LONDON1.50.002029373618744607731.6711667927258645.210064817365511.2104610176784961.2153942859398639-18.416405382326584False-0.000209573050114672865.66432471328459-4.8101767849595410.745192307692289594liquidity_sweep_bearish1.2038918791437663TP32023-02-13 01:00:00+00:0043.76090993927631733.77510465890613840True
152023-02-13 13:00:00+00:007GBP_USDSHORT1.20855999999999991.21363975865001451.20554036202497831.20233072404995631.2023307240499563201458.913OVERLAP1.50.002139758650014547734.5306967876383556.83508500117691.20754469717983381.2131783375072523.025410144903447False0.000696740400361980779.2336451266626512.0530282016617640.5630769230769269130liquidity_sweep_bearish1.2136397586500145SL2023-02-13 15:00:00+00:00-50.79758650014642-1023.3626406950215120False
162023-02-20 09:00:00+00:007GBP_USDSHORT1.201931.20646805273136031.19909292090295951.19606584180591911.1960658418059191223251.934LONDON1.50.002018052731360335441.8762782424415352.04267537900551.2016363269279631.2072196705227438-10.629956010070885False-3.1487093095435405e-0534.877619964954254.8367307203700530.2319391634981065690liquidity_sweep_bearish1.2064680527313603SL2023-02-21 09:00:00+00:00-45.3805273136032-1013.1290307179631440False
172023-02-22 12:00:00+00:007GBP_USDLONG1.21084000000000011.20542591343923331.214211129841151.21777225968229971.2177722596822997185257.064LONDON1.50.002374086560766597321.61894735653540454.909497960626831.20777222895396031.207358155268089921.092269080678072False-0.000503551464478265945.3566712480135328.777710460397010.5357142857143083122liquidity_sweep_bullish1.2054259134392333SL2023-02-22 19:00:00+00:00-54.14086560766806-1002.9977588331699420False
182023-02-23 08:00:00+00:007GBP_USDSHORT1.20339999999999981.20795605729017641.20095591406473521.19832182812947051.1983218281294705217944.533LONDON1.50.001756057290176478418.1020027269533836.5441368396730941.20672563771736271.207111144392567-8.566666666667277False1.1935572440487834e-0634.413555671829286-31.3563771736280470.920754716981116983liquidity_sweep_bearish1.2033999999999998TP1+SL2023-02-24 08:00:00+00:0012.220429676322864266.33758022042391440True
192023-02-27 15:00:00+00:007GBP_USDSHORT1.20235999999999991.20786178906751431.19918731639872831.19582463279745691.1958246327974569180964.985OVERLAP1.50.002241789067514377441.94172689333435569.080154207212431.19889604203294061.203544489635134630.12977861030386False0.001097885160016570181.6548011708868436.5395796705936250.1209068010075716150liquidity_sweep_bearish1.2078617890675143SL2023-02-28 08:00:00+00:00-55.01789067514418-995.63114856696531020False
202023-03-02 10:00:00+00:007GBP_USDSHORT1.195731.20069283317354941.1922107502396761.1885015004793521.188501500479352198611.313LONDON1.50.00247283317354938241.1303192732070631.8014351493487061.20202723381690161.203638229492989-15.94233001010581False-0.000391407228705012935.13878076856901-61.0723381690148060.5271317829456557103liquidity_sweep_bearish1.2006928331735494SL2023-03-03 13:00:00+00:00-49.628331735493965-985.6747979101031620False
212023-03-27 13:00:00+00:007GBP_USDLONG1.22779000000000021.22198008864990481.23056986702514281.23353973405028561.2335397340502856167957.483OVERLAP1.50.0019799113500951617.18396999502872559.584534357464921.22513122403533071.220785951213786917.406639727968187False0.000433385626859164365.5872625921519624.687759646693230.8019559902200073130liquidity_sweep_bullish1.2335397340502856TP32023-03-28 15:00:00+00:0042.6480088004677716.30520851443791560True
222023-04-06 14:00:00+00:007GBP_USDLONG1.24366000000000021.23963899765665891.24641150351501181.24935300703002361.2493530070300236244461.714OVERLAP1.50.00196100234334120927.56442483524126542.2175950047776851.24538069779211541.2382623916677515-11.22499478022343False-0.0002261792211212084417.620348790484005-19.106977921152790.5874439461884176143liquidity_sweep_bullish1.2436600000000002TP1+SL2023-04-06 21:00:00+00:0013.757517575058165336.31862717537723420True
232023-04-07 08:00:00+00:007GBP_USDLONG1.24419000000000011.241584302312071.2458535465318951.247707093063791.24770709306379378533.673LONDON1.50.001235697687929990118.33305948139110745.6876444209217351.24487472573284071.23928147140305583.833333333331801False3.058676929892961e-0523.840115311950925-8.7472573284075320.363636363636380384liquidity_sweep_bullish1.24158430231207SL2023-04-07 12:00:00+00:00-26.05697687930064-986.3443087226818240False
242023-04-27 10:00:00+00:007GBP_USDLONG1.246891.24236781160267351.24926828259598951.25183656519197941.2518365651919794215931.054LONDON1.50.001712188397326488728.95309174796380751.331231931274891.24578838696532431.24431070153802286.8441425979037795False-0.000257542688930606840.276260087580769.1161303467557350.8636363636363101103liquidity_sweep_bullish1.24689TP1+SL2023-04-27 13:00:00+00:0011.891412979947445256.7725290743681180True
252023-05-31 11:00:00+00:007GBP_USDSHORT1.23589999999999981.2390836954196981.23365445687045281.23121891374090581.2312189137409058307519.553LONDON1.50.001623695419698037724.96556437534564341.12066495813231.23785514165702541.23937396083732331.1703454022948812False-0.000596893408411123434.395083289925076-17.6514165702545970.3312500000000789112liquidity_sweep_bearish1.239083695419698SL2023-05-31 13:00:00+00:00-31.83695419698207-979.0485828026538120False
262023-05-31 14:00:00+00:007GBP_USDLONG1.23949000000000021.23357607914100691.24241088128848951.2455217625769791.245521762576979163894.334OVERLAP1.50.002073920858992942727.6937003544384353.977846517613661.23792639061000221.239346841013448517.920957566863738False-5.022898842934497e-0567.131906207798813.7360938999786520.0723140495867433142liquidity_sweep_bullish1.245521762576979TP32023-06-01 10:00:00+00:0044.763223007615935733.64384434737991200True
272023-06-21 16:00:00+00:007GBP_USDLONG1.27578000000000011.27078408919424321.27921386620863541.28283773241727061.2828377324172706195478.783OVERLAP1.50.002415910805756877718.95705735544592653.437963975690341.27553573520957291.269243668418885731.25344386721185False0.000179512653439946472.617129980277450.54264790427138720.750889679715328162liquidity_sweep_bullish1.2757800000000001TP1+SL2023-06-22 11:00:00+00:0017.169331043176417335.623988573625351140True
282023-06-22 13:00:00+00:007GBP_USDLONG1.27610000000000021.2701886655367511.27969200169487361.28347400338974721.2834740033897472165774.884OVERLAP1.50.00252133446324900737.3104951827807748.657593400732981.276199315646211.2706616923231335-12.132333224732506False-8.877856449388888e-0525.000404732830003-2.8931564620982010.29041095890413177133liquidity_sweep_bullish1.270188665536751SL2023-06-23 04:00:00+00:00-59.113344632493174-979.9507612850201900False
292023-06-30 14:00:00+00:007GBP_USDLONG1.271461.2676051923959541.2743972114060691.2775244228121381.277524422812138251673.074OVERLAP1.50.00208480760404608140.0455318517796973.817774930397051.26476408612891891.268426421202167940.38899241378901False0.001100051503832231788.4202913311207465.059138710810150.5197368421052468144liquidity_sweep_bullish1.267605192395954SL2023-07-03 06:00:00+00:00-38.54807604046106-970.15126396962813840False
302023-07-03 15:00:00+00:007GBP_USDLONG1.26949000000000021.26543604954324771.27218592568512871.27507185137025721.2750718513702572236917.03OVERLAP1.50.001923950456752387432.6662713908343756.216529905813361.26740321294367851.26857082443854678.580686504220392False-0.0001123451447299006159.0218866644062618.9678705632156940.23214285714288901150liquidity_sweep_bullish1.27101TP1+TIME2023-07-05 07:00:00+00:0021.079628425640927499.412232771757152400True
312023-07-17 09:00:00+00:007GBP_USDLONG1.309561.30644512878708931.31188230681936571.31439461363873171.3143946136387317309946.653LONDON1.50.00167487121291055915.27528448660281449.152786664605881.30813060633699531.2938815591507287-1.5447711686022991False-2.8116981003547615e-0573.3906485671169712.3939366300462870.01176470588234269790liquidity_sweep_bullish1.3064451287870893SL2023-07-17 12:00:00+00:00-31.148712129107633-965.443897623128180False
322023-07-17 13:00:00+00:007GBP_USDLONG1.30751000000000021.30320697087901041.31009954368148441.3128790873629691.312879087362969222120.144OVERLAP1.50.0018530291209896528.29664454015451741.805240396591471.30804392270711831.2944177499515732-5.799009349940487False-0.0002212057698440332833.195332182605085-7.2392270711829630.250000000000047130liquidity_sweep_bullish1.3075100000000002TP1+SL2023-07-18 06:00:00+00:0012.94771840742115287.59490253369631020True
332023-07-18 09:00:00+00:007GBP_USDLONG1.31036000000000021.30627317780761951.31252023328857061.3148704665771411.314870466577141234574.783LONDON1.50.001566822192380309622.6523230717562359.515971106725091.308215984939721.29692705258218115.854531540167027False0.0002055775342804560951.47198480531718419.5401506028014540.903100775193853191liquidity_sweep_bullish1.3103600000000002TP1+SL2023-07-18 11:00:00+00:0010.801166442852004253.36812420753918120True
342023-07-27 13:00:00+00:007GBP_USDSHORT1.28518999999999981.29291623345435271.28138064981847081.27738129963694161.2773812996369416124407.24OVERLAP1.50.00266623345435282336.37773976278534632.215565330054231.29181195402610771.291118438651677-63.651535482742716False-0.001144678506832577717.60952021267921-64.319540261077450.6929530201342267133liquidity_sweep_bearish1.2773812996369416TP32023-07-28 04:00:00+00:0058.09025899966359722.6846469422949900True
352023-07-28 14:00:00+00:007GBP_USDSHORT1.28617999999999991.29103019593103241.28246970610345131.27856941220690271.2785694122069027199667.384OVERLAP1.50.00260019593103245337.91936463351349656.6985187743979041.28553594522552221.289025244117256315.482758772995542False0.001293867830984495470.474135030580248.3405477447784370.34276729559749963144liquidity_sweep_bearish1.28313TP1+TIME2023-08-01 06:00:00+00:0033.80146948274154674.90508517689595280True
362023-08-07 08:00:00+00:007GBP_USDSHORT1.27257999999999981.27608969706134531.27010045440798211.2674309088159641.267430908815964277851.613LONDON1.50.001779697061345273718.0504827858827646.658277294231431.27346709058658331.278685808906779-2.5666666666701587False-0.000373766975456188456.01598213141779-6.9709058658329330.662337662337666180liquidity_sweep_bearish1.2760896970613453SL2023-08-07 12:00:00+00:00-35.09697061345518-975.1749791071209240False
372023-08-08 09:00:00+00:007GBP_USDSHORT1.272941.27695664245702421.27085503631446351.2685800726289271.268580072628927240355.783LONDON1.50.00151664245702437333.24780840808385636.455071711371661.27522104009506961.278157111018229-13.497816806176122False-0.000477688342052733532.15380636667134-20.9104009506955180.888429752066112691liquidity_sweep_bearish1.268580072628927TP32023-08-08 12:00:00+00:0032.22445709699489774.5334520624743180True
382023-08-09 09:00:00+00:007GBP_USDSHORT1.2731.27702099026221451.27089351460667821.26859702921335661.2685970292133566242022.113LONDON1.50.001530990262214514334.99868283791206442.3489951420561041.27467227057839821.2772739217518085-17.574981692498604False5.752150937290274e-0527.60756656279123-14.822705783981150.87199999999995892liquidity_sweep_bearish1.273TP1+SL2023-08-10 06:00:00+00:0010.532426966608499254.908019787948831260True
392023-08-18 11:00:00+00:007GBP_USDSHORT1.26999999999999981.27393274287655971.26754588568516051.26490177137032081.2649017713703208248101.053LONDON1.50.00176274287655969627.36254172255375736.255280334758321.2731897224551471.2728946504380951-16.83293743707015False-0.000499325415520546923.326669456194534-29.9972245514701360.8086124401914018114liquidity_sweep_bearish1.2739327428765597SL2023-08-18 13:00:00+00:00-39.32742876559869-975.717637054524120False