959 B
Option 2 pre-registration (written before any chart was viewed)
Sample: 180 charts (90 rule-trigger candidates, 90 box-bar controls), shuffled, anonymised, H1 x120 bars, tick volume. Judge (Claude, playbook+figures in context) sees ONLY the PNG. For each id records: call = L / S / N (long / short / no trade), conf 1-3. Calls written to judge/calls.csv before _key.csv outcomes are joined. No call is edited after joining. Judging rule: call L/S only if the chart shows a Wyckoff event consistent with the playbook (spring/test/SOS/LPS for long, UTAD/SOW/LPSY for short) in a range, with volume behaviour that agrees; else N. Test: mean net R (rL for L, rS for S, TP2/SL1.5/48 bars, cost in) of called trades; t-stat; vs unconditional mean of the same direction on all 180 (control). Also called-trades by kind (trig vs ctl). Success = called mean > 0 with t>2 AND > same-direction pool mean. Anything less = null. n will be small; report the CI honestly.