The +0.097 R EURUSD result in c9b489e is wrong. So is the +0.108 R pooled edge
in c2dd9eb and the selection model in 821f16d, which used the same labels.
THE BUG. The mirror test entered at the retail trigger price e2 - a STOP order
level - but started the outcome race at the OPEN of the fill bar. Price at that
open is on the far side of e2 by construction; that is why the order is a stop
order. So the race began before price had reached the entry, which handed the
fade a free run toward its target and pushed its stop further away than it
really was. Retail's side carries the same bias with the sign reversed, so the
DIFFERENCE - which is exactly how 'edge' was computed - was inflated twice over.
Found by generalising the trigger to swing-extreme breakouts, per the user's
suggestion. That version returned +0.7 R at t +110, which is not a result, and
it has the identical structure: enter at a level, measure from the bar open.
WITH AN HONEST INTRABAR FILL (first M5 bar that actually trades at the entry),
every EURUSD cell inverts:
bar open honest fill
H1 pin +0.0953 -0.0096
H1 pin +0.0559 -0.0573
H1 inside +0.0612 -0.0395
M15 pin +0.0407 -0.0135
The 4/4 walk-forward held because the bias was present in every fold. A
walk-forward validates against regime change, not against a broken fill model.
The tell was there and I walked past it: sweep_entry() was the ONE test that
modelled the fill properly, and it was the ONE test that came out negative. When
one arm of a suite disagrees with the rest, check what it does differently before
believing the majority.
So the standing conclusion returns to what it was: retail setups are close to a
coin flip that pays the spread, and there is nothing in them to harvest.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
