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30824.25, "low": 30797.0, "open": 30800.25, "timestamp": "2026-09-30T18:55:00+00:00", "volume": 3196.0}, {"close": 30843.25, "high": 30844.0, "low": 30811.25, "open": 30812.75, "timestamp": "2026-09-30T19:00:00+00:00", "volume": 3308.0}, {"close": 30853.25, "high": 30855.0, "low": 30838.0, "open": 30843.5, "timestamp": "2026-09-30T19:05:00+00:00", "volume": 3344.0}, {"close": 30852.25, "high": 30854.75, "low": 30841.0, "open": 30853.25, "timestamp": "2026-09-30T19:10:00+00:00", "volume": 0.0}], "replication": "not_run", "status": "data_blocked", "strategy_id": "fabio_orb", "trades": [], "updated_at": "2026-09-30T19:20:11.233502+00:00", "validation": {"holdout": {"average_trade": 0.0, "average_trade_bps": 0.0, "beats_buy_and_hold": false, "buy_and_hold_return": 0.0, "compounded_return": 0.0, "maximum_drawdown": 0.0, "outperformance": 0.0, "profit_factor": null, "trade_count": 0, "win_rate": 0.0}, "independent_evidence": false, "method": "rolling_chronological_70_30_diagnostic", "parameters_selected_on_holdout": null, "training": {"average_trade": 0.0, "average_trade_bps": 0.0, "compounded_return": 0.0, "maximum_drawdown": 0.0, "profit_factor": null, "trade_count": 0, "win_rate": 0.0}, "warning": "This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence."}}, "paper_archives": [{"archived_at": "2026-08-16T22:55:34.268546+00:00", "cash": 100000.0, "created_at": "2026-08-16T16:54:09.212635+00:00", "fill_count": 0, "realized_pnl": 0.0, "starting_cash": 100000.0, "status": "data_blocked", "status_reason": "Required field unavailable: bar_delta", "strategy_spec": {}, "strategy_version": "legacy-v1", "superseded_by_version": "2:14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b"}], "paper_fills": [], "portfolio": {"cash": 100000.0, "created_at": "2026-08-16T22:55:34.268546+00:00", "realized_pnl": 0.0, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:20:11.233502+00:00", "starting_cash": 100000.0, "status": "data_blocked", "status_reason": "Required field unavailable: bar_delta", "strategy_id": "fabio_orb", "strategy_spec": {"data_requirement": "uptick_downtick", "execution_code_sha256": "c3e688671d9703d678363189eb499a2096dfd3d26ba01a96080fb2e78b034d3a", "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": "5m", "name": "Fabio Valentini ORB", "paper_allocation": 0.1, "paper_spec_id": "2:14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 08:30\u201309:00 ET opening range.", "Require a 5-minute close above the range high.", "Require Upticks \u2212 Downticks \u2265 200.", "Stop at range low, target 1R, one trade, flatten at 15:00 ET."], "strategy_id": "fabio_orb", "strategy_spec_hash": "14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "symbol": "NQ=F"}, "strategy_version": "2:14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "updated_at": "2026-09-30T19:20:11.240253+00:00", "version_current": true}, "strategy": {"best_conditions": "Opening sessions with genuine directional order flow and a clean range expansion.", "caveat": "Blocked until a genuine uptick/downtick data feed is connected.", "data_requirement": "uptick_downtick", "exact_with_yahoo": false, "example": "If the 08:30\u201309:00 ET range is 19,950\u201320,020, a 5-minute close at 20,025 qualifies only when that bar's Upticks minus Downticks is at least 200. The stop is 19,950 and the 1R target is 20,100.", "execution_code_sha256": "c3e688671d9703d678363189eb499a2096dfd3d26ba01a96080fb2e78b034d3a", "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": "Fabio ORB first defines the morning auction range, then requires both a price breakout and positive order-flow participation. The delta filter is intended to reject price breaks that are not supported by aggressive buying.", "id": "fabio_orb", "interval": "5m", "main_risks": ["Delta definitions vary by platform and feed", "The opening range can be unusually wide", "A close beyond the range may be late", "Cannot be reproduced from OHLCV alone"], "name": "Fabio Valentini ORB", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "paper_spec_manifest": {"data_requirement": "uptick_downtick", "execution_code_sha256": "c3e688671d9703d678363189eb499a2096dfd3d26ba01a96080fb2e78b034d3a", "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": "5m", "name": "Fabio Valentini ORB", "paper_allocation": 0.1, "paper_spec_id": "2:14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 08:30\u201309:00 ET opening range.", "Require a 5-minute close above the range high.", "Require Upticks \u2212 Downticks \u2265 200.", "Stop at range low, target 1R, one trade, flatten at 15:00 ET."], "strategy_id": "fabio_orb", "strategy_spec_hash": "14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "symbol": "NQ=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": "fabio_orb"}, "qualification_benchmark": "NQ=F adjusted close", "rules": ["Build the 08:30\u201309:00 ET opening range.", "Require a 5-minute close above the range high.", "Require Upticks \u2212 Downticks \u2265 200.", "Stop at range low, target 1R, one trade, flatten at 15:00 ET."], "strategy_spec_hash": "14d10e85fdc8b28c446e21c3fbccb0d931f52cc9819f7dfecaf36d3ccc5b061b", "summary": "Opening-range breakout confirmed by bar-level order-flow delta.", "symbol": "NQ=F"}}