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"2026-09-03 17:50:00+00:00", "exit_price": 29526.0, "exit_time": "2026-09-03 19:50:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -10.758213759530118, "side": 1, "strategy_version": "2:7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43"}], "portfolio": {"cash": 99913.72911664081, "created_at": "2026-08-16T22:55:33.890862+00:00", "realized_pnl": -86.27088335919314, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:20:11.023630+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "vaultbreak_base", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "f634ed3b4f36ecdb89e926db97d2f705f76103e2cede4eb2bee6d3a92fc0a611", "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": "VaultBreak expanding range", "paper_allocation": 0.1, "paper_spec_id": "2:7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Boundary = session open + 0.6 \u00d7 expanding average daily range.", "Require price above the boundary and VWAP between 09:45 and 15:00 ET.", "Maximum 3 trades per day; 50-point target and 100-point stop.", "Exit after two closes below VWAP or at 15:50 ET."], "strategy_id": "vaultbreak_base", "strategy_spec_hash": "7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "symbol": "NQ=F"}, "strategy_version": "2:7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "updated_at": "2026-09-30T19:20:11.030762+00:00", "version_current": true}, "strategy": {"best_conditions": "Strong upside expansion days where price accepts above VWAP.", "caveat": "Continuous Yahoo futures can contain roll artefacts and only 60 days of 5-minute history.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "With an NQ session open of 20,000 and an expanding average daily range of 200 points, the boundary is 20,120. A long can trigger after 09:45 ET above both 20,120 and VWAP; its course target is 50 points and stop is 100 points.", "execution_code_sha256": "f634ed3b4f36ecdb89e926db97d2f705f76103e2cede4eb2bee6d3a92fc0a611", "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": "VaultBreak creates a volatility-adjusted upside boundary from the session open. A trade is allowed only when price expands far enough above that boundary and remains above VWAP, combining range expansion with intraday trend confirmation.", "id": "vaultbreak_base", "interval": "5m", "main_risks": ["The stop is twice the target, demanding a high win rate", "Expanding averages change slowly after regime shifts", "Up to three losing attempts can occur in one day", "Futures roll and point-value assumptions affect results"], "name": "VaultBreak expanding range", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "f634ed3b4f36ecdb89e926db97d2f705f76103e2cede4eb2bee6d3a92fc0a611", "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": "VaultBreak expanding range", "paper_allocation": 0.1, "paper_spec_id": "2:7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Boundary = session open + 0.6 \u00d7 expanding average daily range.", "Require price above the boundary and VWAP between 09:45 and 15:00 ET.", "Maximum 3 trades per day; 50-point target and 100-point stop.", "Exit after two closes below VWAP or at 15:50 ET."], "strategy_id": "vaultbreak_base", "strategy_spec_hash": "7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "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": "vaultbreak_base"}, "qualification_benchmark": "NQ=F adjusted close", "rules": ["Boundary = session open + 0.6 \u00d7 expanding average daily range.", "Require price above the boundary and VWAP between 09:45 and 15:00 ET.", "Maximum 3 trades per day; 50-point target and 100-point stop.", "Exit after two closes below VWAP or at 15:50 ET."], "strategy_spec_hash": "7dcd7ba79dd4ab6f6c0406a59f3539263ccf6cfdee73168d575078d652701a43", "summary": "Long NQ expansion above a volatility boundary with VWAP confirmation.", "symbol": "NQ=F"}}