Pre-registers the real-money test that starts 2026-09-24, the first session
without commission drag. PASS needs at least 80 round trips with a positive
mean R and positive P&L. FAIL is any session the equity floor halts. Changing
any strategy setting in live_test_freeze.json restarts the count, and the
scorecard reports that drift.
The settings were frozen, not tuned, because a study of 239 real fills
re-simulated under the current exit found nothing worth changing:
- Capping how far above the trigger an entry may fill lost R at every cap
from 0.25% to 10%, with either skip or resting-limit handling. Fills more
than 5% above the trigger were the best bucket (+0.66R).
- No break-time factor (spread, price, VWAP distance, stop width, L1
bid/ask size, premarket range) kept its sign across both date halves and
both accounts.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
