Different baskets. Clear rules.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 17 / 17 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

{
  "gold-overnight-value-area": {
    "invalid_stops": 12
  },
  "nasdaq-5m-candle-momentum": {
    "invalid_stops": 642
  }
}

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it. FTMO worst daily stop-reserve loss proxy: $296.11 (not measured equity DD).

{
  "guard_proxy_breach": false,
  "last_admitted_entry": "2026-10-05T14:30:00+00:00",
  "max_daily_stop_reserve_loss_cash": 296.1076615537131,
  "skips": {
    "closed": 220,
    "daily_budget_rejected": 1,
    "min_lot_over_budget": 46,
    "open_risk_rejected": 1,
    "opened": 220,
    "three_losses_stop": 23
  },
  "unclosed_positions": 0
}

Fixed $50 / $10,000; fresh offline FTMO admission-guard replay.

Matched current strategy settings; frozen membership, no re-selection or optimization. Research overlay of separate five-year native MT5 tests, not a native simultaneous shared-margin portfolio. Each selected window replays sizing/guards from a fresh balance and excludes carry-in/carry-out positions. MT5 end-of-test liquidations are excluded from these closed-trade replays. The 3-year/recent views are slices/replays of the five-year signal ledger, not independent native tests. Source real-tick coverage varies: 15% real ticks. MT5 may synthesize unavailable earlier ticks. Partial exits/costs are collapsed at final close. Intratrade floating equity, shared margin, lot rounding and rejected-entry retries are not reconstructed. Saved admission guard, rounded lots and stop-reserve equity proxy; NOT measured floating equity or a calibrated funding forecast. This is one continuous account, not rolling challenges or restart-after-failure simulations; challenge phase targets are not simulated. Some native journals report rejected stops/volumes; only actual native fills are replayed, not idealized successful entries or trailing updates. Journal message counts are not unique rejected-trade counts.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 17 / 17 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

{
  "gold-overnight-value-area": {
    "invalid_stops": 12
  },
  "nasdaq-5m-candle-momentum": {
    "invalid_stops": 642
  }
}

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

{
  "daily_stopped_days": 0,
  "ruin": false,
  "skipped_entries": 0
}

Fixed $50 initial-stop risk, fractional-lot entry replay on $10,000.

Matched current strategy settings; frozen membership, no re-selection or optimization. Research overlay of separate five-year native MT5 tests, not a native simultaneous shared-margin portfolio. Each selected window replays sizing/guards from a fresh balance and excludes carry-in/carry-out positions. MT5 end-of-test liquidations are excluded from these closed-trade replays. The 3-year/recent views are slices/replays of the five-year signal ledger, not independent native tests. Source real-tick coverage varies: 15% real ticks. MT5 may synthesize unavailable earlier ticks. Partial exits/costs are collapsed at final close. Intratrade floating equity, shared margin, lot rounding and rejected-entry retries are not reconstructed. Some native journals report rejected stops/volumes; only actual native fills are replayed, not idealized successful entries or trailing updates. Journal message counts are not unique rejected-trade counts.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 5 / 5 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

{
  "daily_stopped_days": 0,
  "ruin": false,
  "skipped_entries": 0
}

Fixed $50 initial-stop risk, fractional-lot entry replay on $10,000.

Matched current strategy settings; frozen membership, no re-selection or optimization. Research overlay of separate five-year native MT5 tests, not a native simultaneous shared-margin portfolio. Each selected window replays sizing/guards from a fresh balance and excludes carry-in/carry-out positions. MT5 end-of-test liquidations are excluded from these closed-trade replays. The 3-year/recent views are slices/replays of the five-year signal ledger, not independent native tests. Source real-tick coverage varies: 15% real ticks. MT5 may synthesize unavailable earlier ticks. Partial exits/costs are collapsed at final close. Intratrade floating equity, shared margin, lot rounding and rejected-entry retries are not reconstructed.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 36 / 37 current members. Incomplete basket; missing members are not assigned zero P/L.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

Indicative research only—not dependable live-return evidence. Sub-minute news outcomes are particularly sensitive to generated ticks. Fractional-lot, filled-stop-risk normalization is not native portfolio execution and can exaggerate outcomes around gap-shifted or very small stop distances.

{
  "gold-overnight-value-area": {
    "invalid_stops": 12
  },
  "nasdaq-5m-candle-momentum": {
    "invalid_stops": 642
  },
  "news-pulse-eurusd": {
    "invalid_stops": 6
  },
  "news-pulse-xau": {
    "invalid_stops": 6
  },
  "xau-elliott-wave-1-2-3": {
    "invalid_stops": 4
  }
}

{
  "news-pulse-btc": {
    "attempted": 159,
    "boundary_violation": false,
    "expected": 159,
    "lookup_version": "immutable-utc-calendar-binary-search-v1",
    "parity_verified": true,
    "placed": 159
  },
  "news-pulse-eurusd": {
    "attempted": 159,
    "boundary_violation": false,
    "expected": 159,
    "lookup_version": "immutable-utc-calendar-binary-search-v1",
    "parity_verified": true,
    "placed": 159
  },
  "news-pulse-xag": {
    "attempted": 157,
    "boundary_violation": false,
    "expected": 159,
    "lookup_version": "immutable-utc-calendar-binary-search-v1",
    "parity_verified": true,
    "placed": 157
  },
  "news-pulse-xau": {
    "attempted": 157,
    "boundary_violation": false,
    "expected": 159,
    "lookup_version": "immutable-utc-calendar-binary-search-v1",
    "parity_verified": true,
    "placed": 157
  }
}

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

{
  "daily_stopped_days": 0,
  "ruin": false,
  "skipped_entries": 0
}

Fixed $25 non-news / 0.10% news, adaptive entry replay on $10,000.

Matched current strategy settings; frozen membership, no re-selection or optimization. Research overlay of separate five-year native MT5 tests, not a native simultaneous shared-margin portfolio. Each selected window replays sizing/guards from a fresh balance and excludes carry-in/carry-out positions. MT5 end-of-test liquidations are excluded from these closed-trade replays. The 3-year/recent views are slices/replays of the five-year signal ledger, not independent native tests. Source real-tick coverage varies: 15% real ticks. MT5 may synthesize unavailable earlier ticks. Partial exits/costs are collapsed at final close. Intratrade floating equity, shared margin, lot rounding and rejected-entry retries are not reconstructed. Approximate adaptive closed-balance controls; dynamic sizing uses closed balance, not floating equity. Hourly risk uses the unchanged annual historical-loss reference; NO protective stop. News uses the official-source receipted schedule, not a point-in-time calendar vintage. A tester-only, native-parity-verified cached calendar lookup preserves timer cadence and all trading rules; production news sources are unchanged. Sub-minute news results are especially sensitive to generated ticks and are NOT a full real-tick execution validation. Sizing is normalized from filled initial-stop distance, not reconstructed from pending-order placement-time risk; tiny/gap-shifted stop distances can exaggerate normalized outcomes. XAU Weakness retains its two-order allocation: half the selected idea budget per filled order. Incomplete basket: 36/37 current members tested. Missing members are NOT assigned zero P/L. Some native journals report rejected stops/volumes; only actual native fills are replayed, not idealized successful entries or trailing updates. Journal message counts are not unique rejected-trade counts.

Current members missing from this historical trade coverage (not zero-return EAs): gold-news-v9-direction.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 9 / 9 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

Fixed 0.5% cap ($50 on $10,000); Nasdaq DI ON (package default); package guard model, continuous mode.

Offline replay of the frozen five-year native MT5 signal ledgers of these nine EAs through the package guard model (frozen FTMO Faster Portfolio Screen engine, as in Best Prop Portfolio Retest 2026-10-20; parity with that retest reproduced exactly). Continuous account from a fresh $10,000 in each window: no Challenge/Verification profit-target stop, no carry-in positions. Not a native simultaneous shared-margin MT5 test. Equity drawdown uses stop-reserve sampled marks, not tick-level floating equity. Sampled-equity drawdown $303; worst sampled day $123.

2026-07-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 9 / 9 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

Fixed 1% cap ($100 on $10,000); Nasdaq DI OFF (package default); package guard model, continuous mode.

Offline replay of the frozen five-year native MT5 signal ledgers of these nine EAs through the package guard model (frozen FTMO Faster Portfolio Screen engine, as in Best Prop Portfolio Retest 2026-10-20; parity with that retest reproduced exactly). Continuous account from a fresh $10,000 in each window: no Challenge/Verification profit-target stop, no carry-in positions. Not a native simultaneous shared-margin MT5 test. Equity drawdown uses stop-reserve sampled marks, not tick-level floating equity. Sampled-equity drawdown $958; worst sampled day $226.