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"2:172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e"}], "portfolio": {"cash": 100014.72421757127, "created_at": "2026-08-16T22:55:39.915747+00:00", "realized_pnl": 14.724217571279642, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:30:40.921523+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "big_daddy_orb_reversal", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "bc77f4fbddb681dbbafff35248b4e965234f9a444e47a418917adc7a78e5e08f", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "15m", "name": "Big Daddy ORB \u2014 failed-break reversal", "paper_allocation": 0.1, "paper_spec_id": "2:172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "paper_version": "2", "qualification_benchmark": "MNQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 09:30\u201309:45 ET range and record its first closing breakout.", "Track the breakout extreme until a candle closes back inside the range.", "Enter the reversal at the following bar open with the extreme as stop and a 1R target.", "Take at most one reversal and flatten by 16:00 ET."], "strategy_id": "big_daddy_orb_reversal", "strategy_spec_hash": "172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "symbol": "MNQ=F"}, "strategy_version": "2:172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "updated_at": "2026-09-30T19:30:40.931064+00:00", "version_current": true}, "strategy": {"best_conditions": "False morning breakouts where price rapidly rejects an extreme and returns to the opening auction.", "caveat": "This isolates the reversal branch from continuation. The short sample and continuous-contract roll effects prevent a profitability claim.", "data_requirement": "ohlcv", "evidence_label": "Grant, Wolf & Yu \u2014 Intraday Price Reversals", "evidence_url": "https://doi.org/10.1016/j.jbankfin.2004.04.006", "exact_with_yahoo": true, "example": "MNQ closes above a 30,060 range high, reaches 30,085, then closes back inside at 30,050. The next bar opens the short; 30,085 is the stop reference and the target is equally far below the attainable entry.", "execution_code_sha256": "bc77f4fbddb681dbbafff35248b4e965234f9a444e47a418917adc7a78e5e08f", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "A first close outside the opening range arms a failed-breakout setup. If price subsequently closes back inside, the model reverses against the failed move on the next bar, places its stop beyond the full failure extreme, and targets one unit of risk.", "id": "big_daddy_orb_reversal", "interval": "15m", "main_risks": ["A return inside can be a pause before renewed breakout", "Stops expand as the failure extreme extends", "Reversal fills can gap", "Transaction costs frequently eliminate small intraday reversal effects"], "name": "Big Daddy ORB \u2014 failed-break reversal", "origin": "research", "paper_allocation": 0.1, "paper_spec_id": "2:172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "bc77f4fbddb681dbbafff35248b4e965234f9a444e47a418917adc7a78e5e08f", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "15m", "name": "Big Daddy ORB \u2014 failed-break reversal", "paper_allocation": 0.1, "paper_spec_id": "2:172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "paper_version": "2", "qualification_benchmark": "MNQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 09:30\u201309:45 ET range and record its first closing breakout.", "Track the breakout extreme until a candle closes back inside the range.", "Enter the reversal at the following bar open with the extreme as stop and a 1R target.", "Take at most one reversal and flatten by 16:00 ET."], "strategy_id": "big_daddy_orb_reversal", "strategy_spec_hash": "172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "symbol": "MNQ=F"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "big_daddy_orb_reversal"}, "qualification_benchmark": "MNQ=F adjusted close", "rules": ["Build the 09:30\u201309:45 ET range and record its first closing breakout.", "Track the breakout extreme until a candle closes back inside the range.", "Enter the reversal at the following bar open with the extreme as stop and a 1R target.", "Take at most one reversal and flatten by 16:00 ET."], "strategy_spec_hash": "172b78e9006b5c63234c81046a7a9108b81018641e6976e85ac98734b472688e", "summary": "Trades against the first opening-range breakout after price closes back inside the range.", "symbol": "MNQ=F"}}