RECONSTRUCTED replay
complete
Massive provider daily aggregate OHLC; NOT regular-session-only execution prices. A future execution-validation milestone should obtain or derive certified regular-session-only OHLC before stronger claims about realistic market-open performance.
Static research symbols: survivorship/selection bias; no historical index membership claim.
Requested signal range: 2026-09-22 through 2026-09-22. Outcome coverage ends 2026-09-22. Zero costs; split-adjusted price returns without dividend reinvestment.
Evaluated: 8. PRE_BREAKOUT: 0; NO_SETUP: 8; INSUFFICIENT_DATA: 0. Distinct triggering symbols: 0. Adjacent trigger pairs: 0.
Each consecutive trigger is a separate event. Overlaps count intersecting expected holding windows for the same symbol; these observations are not independent positions.
| H | Signals | Complete | Excluded | Positive / denominator | Positive rate | Mean / median gross | Mean / median MFE | Mean / median MAE | Overlap pairs / signals |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | 0/0 | — | — / — | — / — | — / — | 0/0 |
| 3 | 0 | 0 | 0 | 0/0 | — | — / — | — / — | — / — | 0/0 |
| 5 | 0 | 0 | 0 | 0/0 | — | — / — | — / — | — / — | 0/0 |
| 10 | 0 | 0 | 0 | 0/0 | — | — / — | — / — | — / — | 0/0 |
| 20 | 0 | 0 | 0 | 0/0 | — | — / — | — / — | — / — | 0/0 |
Positive means gross_return > 0; rates use complete outcomes only. All returns are fractions.
Insufficient reasons and exact statistics
{
"evaluated": 8,
"states": [
[
"PRE_BREAKOUT",
0
],
[
"NO_SETUP",
8
],
[
"INSUFFICIENT_DATA",
0
]
],
"insufficient_reasons": [],
"distinct_signal_symbols": 0,
"consecutive_pairs": 0,
"streaks": [],
"horizons": [
{
"horizon": 1,
"total_signals": 0,
"complete": 0,
"excluded": 0,
"exclusions": [],
"positive_count": 0,
"positive_rate": null,
"mean_gross_return": null,
"median_gross_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"overlapping_pairs": 0,
"overlapping_signals": 0
},
{
"horizon": 3,
"total_signals": 0,
"complete": 0,
"excluded": 0,
"exclusions": [],
"positive_count": 0,
"positive_rate": null,
"mean_gross_return": null,
"median_gross_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"overlapping_pairs": 0,
"overlapping_signals": 0
},
{
"horizon": 5,
"total_signals": 0,
"complete": 0,
"excluded": 0,
"exclusions": [],
"positive_count": 0,
"positive_rate": null,
"mean_gross_return": null,
"median_gross_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"overlapping_pairs": 0,
"overlapping_signals": 0
},
{
"horizon": 10,
"total_signals": 0,
"complete": 0,
"excluded": 0,
"exclusions": [],
"positive_count": 0,
"positive_rate": null,
"mean_gross_return": null,
"median_gross_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"overlapping_pairs": 0,
"overlapping_signals": 0
},
{
"horizon": 20,
"total_signals": 0,
"complete": 0,
"excluded": 0,
"exclusions": [],
"positive_count": 0,
"positive_rate": null,
"mean_gross_return": null,
"median_gross_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"overlapping_pairs": 0,
"overlapping_signals": 0
}
]
}Individual historical signals
No signals on this page.
Previous · NextImmutable run manifest
{
"version": "1",
"engine_version": "M5_REPLAY_V1",
"rule_version": "PRE_BREAKOUT_V1",
"rule_name": "PRE_BREAKOUT",
"indicator_version": "1",
"feature_version": "1",
"revision_policy": "latest_observed_at_frozen_cutoff_v1",
"config": {
"candidates": [
"AAPL",
"MSFT",
"NVDA",
"GOOGL",
"AMZN",
"META",
"TSLA",
"AVGO"
],
"start": "2026-09-22",
"end": "2026-09-22",
"data_cutoff": "2026-09-23T11:41:25.350167Z",
"outcome_end_session": "2026-09-22",
"mode": "RECONSTRUCTED",
"horizons": [
1,
3,
5,
10,
20
],
"price_policy": {
"version": "MASSIVE_PROVIDER_DAILY_AGGREGATE_V1",
"execution_version": "NEXT_ELIGIBLE_SESSION_PROVIDER_DAILY_OPEN_V1",
"provider": "massive",
"adjustment": "split_adjusted",
"session_scope": "provider_aggregate",
"timeframe": "1d",
"entry_field": "provider_daily_open",
"exit_field": "provider_daily_close",
"mfe_field": "provider_daily_high",
"mae_field": "provider_daily_low",
"return_basis": "split_adjusted_price_return_not_total_return",
"limitation": "Massive provider daily aggregate OHLC; NOT regular-session-only execution prices. A future execution-validation milestone should obtain or derive certified regular-session-only OHLC before stronger claims about realistic market-open performance."
},
"costs": {
"version": "ZERO_COST_V1",
"entry_slippage_bps": 0,
"exit_slippage_bps": 0,
"fees": 0
},
"structure_policy": {
"version": "1",
"pivot_left": 2,
"pivot_right": 2,
"level_lookback": 126,
"clustering_tolerance": 0.005,
"minimum_touches": 2,
"weighting": "equal"
},
"universe_type": "STATIC_SYMBOL_SET",
"universe_version": "M5_STATIC_V1",
"universe_source": "explicit_user_research_symbols",
"universe_limitation": "Static research symbols: survivorship/selection bias; no historical index membership claim.",
"benchmarks": [
"SPY",
"QQQ"
]
},
"schedule": {
"name": "XNYS",
"version": "4.13.2",
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