{"archived_paper_fills": [], "backtest": {"data": {"adjusted": false, "end": "2026-09-30T19:10:00+00:00", "fetched_at": "2026-09-30T19:20:11.507908+00:00", "interval": "1m", "period": "7d", "provider": "Yahoo Finance (delayed/unofficial)", "start": "2026-09-23T04:09:00+00:00", "symbol": "NQ=F"}, "metrics": {"average_trade": -0.0004206001419968516, "average_trade_bps": -4.206001419968516, "beats_buy_and_hold": false, "buy_and_hold_maximum_drawdown": 0.023101912159660287, "buy_and_hold_return": -0.00577638850845108, "compounded_return": -0.0021021004039155633, "maximum_drawdown": 0.00283718480450712, "outperformance": 0.003674288104535517, "profit_factor": 0.25955283942989976, "trade_count": 5, "win_rate": 0.2}, "reason": null, "recent_bars": [{"close": 30834.75, "high": 30854.0, "low": 30830.0, "open": 30847.75, "timestamp": "2026-09-30T15:11:00+00:00", "volume": 1422.0}, {"close": 30832.0, "high": 30845.75, "low": 30815.5, "open": 30834.0, "timestamp": "2026-09-30T15:12:00+00:00", "volume": 2165.0}, {"close": 30834.0, "high": 30844.0, "low": 30832.0, "open": 30833.0, "timestamp": "2026-09-30T15:13:00+00:00", "volume": 674.0}, {"close": 30827.75, "high": 30834.5, "low": 30817.25, "open": 30833.75, "timestamp": "2026-09-30T15:14:00+00:00", "volume": 1305.0}, {"close": 30844.25, "high": 30845.0, "low": 30825.5, "open": 30827.25, "timestamp": "2026-09-30T15:15:00+00:00", "volume": 802.0}, {"close": 30853.25, "high": 30857.5, "low": 30841.0, "open": 30843.25, "timestamp": "2026-09-30T15:16:00+00:00", "volume": 1064.0}, {"close": 30843.75, "high": 30852.75, "low": 30840.0, "open": 30852.0, "timestamp": "2026-09-30T15:17:00+00:00", "volume": 667.0}, {"close": 30829.75, "high": 30843.0, "low": 30829.25, "open": 30843.0, "timestamp": "2026-09-30T15:18:00+00:00", "volume": 803.0}, {"close": 30835.75, "high": 30840.5, "low": 30829.5, "open": 30830.25, "timestamp": "2026-09-30T15:19:00+00:00", "volume": 452.0}, {"close": 30822.0, "high": 30840.0, "low": 30820.75, "open": 30835.75, "timestamp": "2026-09-30T15:20:00+00:00", "volume": 726.0}, {"close": 30817.25, "high": 30823.75, "low": 30811.75, "open": 30821.75, "timestamp": "2026-09-30T15:21:00+00:00", "volume": 1287.0}, {"close": 30807.5, "high": 30822.25, "low": 30806.0, "open": 30817.25, "timestamp": "2026-09-30T15:22:00+00:00", "volume": 852.0}, {"close": 30818.0, "high": 30819.0, "low": 30806.0, "open": 30808.0, "timestamp": "2026-09-30T15:23:00+00:00", "volume": 659.0}, {"close": 30821.75, "high": 30825.0, "low": 30814.75, "open": 30818.25, "timestamp": "2026-09-30T15:24:00+00:00", "volume": 724.0}, {"close": 30817.0, "high": 30830.5, "low": 30816.25, "open": 30822.25, "timestamp": "2026-09-30T15:25:00+00:00", "volume": 630.0}, {"close": 30821.25, "high": 30829.25, "low": 30814.25, "open": 30816.25, "timestamp": "2026-09-30T15:26:00+00:00", "volume": 577.0}, {"close": 30840.0, "high": 30840.75, "low": 30818.0, "open": 30820.75, "timestamp": "2026-09-30T15:27:00+00:00", "volume": 800.0}, {"close": 30842.0, "high": 30846.25, "low": 30836.0, "open": 30840.0, "timestamp": "2026-09-30T15:28:00+00:00", "volume": 726.0}, {"close": 30856.0, "high": 30856.0, "low": 30840.75, "open": 30842.25, "timestamp": "2026-09-30T15:29:00+00:00", "volume": 1429.0}, {"close": 30863.25, "high": 30864.25, "low": 30852.25, "open": 30855.75, "timestamp": "2026-09-30T15:30:00+00:00", "volume": 1013.0}, {"close": 30866.5, "high": 30867.5, "low": 30854.5, "open": 30863.5, "timestamp": "2026-09-30T15:31:00+00:00", "volume": 672.0}, {"close": 30870.5, "high": 30877.0, "low": 30864.25, "open": 30866.5, "timestamp": "2026-09-30T15:32:00+00:00", "volume": 1334.0}, {"close": 30866.5, "high": 30870.75, "low": 30860.5, "open": 30870.5, "timestamp": "2026-09-30T15:33:00+00:00", "volume": 763.0}, {"close": 30859.5, "high": 30877.75, "low": 30855.0, "open": 30866.75, "timestamp": "2026-09-30T15:34:00+00:00", "volume": 1718.0}, {"close": 30861.75, "high": 30870.75, "low": 30856.75, "open": 30860.0, "timestamp": "2026-09-30T15:35:00+00:00", "volume": 963.0}, {"close": 30852.25, "high": 30861.0, "low": 30847.75, "open": 30861.0, "timestamp": "2026-09-30T15:36:00+00:00", "volume": 945.0}, {"close": 30860.75, "high": 30860.75, "low": 30843.0, "open": 30852.25, "timestamp": "2026-09-30T15:37:00+00:00", "volume": 933.0}, {"close": 30861.25, "high": 30865.75, "low": 30859.0, "open": 30859.5, "timestamp": "2026-09-30T15:38:00+00:00", "volume": 476.0}, {"close": 30865.5, "high": 30872.25, "low": 30861.5, "open": 30862.5, "timestamp": "2026-09-30T15:39:00+00:00", "volume": 564.0}, {"close": 30863.25, "high": 30868.25, "low": 30859.75, "open": 30866.75, "timestamp": "2026-09-30T15:40:00+00:00", "volume": 629.0}, {"close": 30861.5, "high": 30874.25, "low": 30860.75, "open": 30863.25, "timestamp": "2026-09-30T15:41:00+00:00", "volume": 904.0}, {"close": 30860.25, "high": 30868.5, "low": 30859.5, "open": 30861.75, "timestamp": "2026-09-30T15:42:00+00:00", "volume": 609.0}, {"close": 30836.25, "high": 30861.5, "low": 30836.0, "open": 30861.25, "timestamp": "2026-09-30T15:43:00+00:00", "volume": 1271.0}, {"close": 30833.75, "high": 30840.0, "low": 30825.25, "open": 30837.0, "timestamp": "2026-09-30T15:44:00+00:00", "volume": 1518.0}, {"close": 30836.5, "high": 30840.25, "low": 30826.5, "open": 30832.25, "timestamp": "2026-09-30T15:45:00+00:00", "volume": 961.0}, {"close": 30833.5, "high": 30839.0, "low": 30828.5, "open": 30836.75, "timestamp": "2026-09-30T15:46:00+00:00", "volume": 823.0}, {"close": 30843.0, "high": 30843.25, "low": 30831.25, "open": 30833.5, "timestamp": "2026-09-30T15:47:00+00:00", "volume": 815.0}, {"close": 30869.75, "high": 30874.5, "low": 30842.5, "open": 30842.5, "timestamp": "2026-09-30T15:48:00+00:00", "volume": 2099.0}, {"close": 30900.5, "high": 30902.5, "low": 30866.0, "open": 30870.0, "timestamp": "2026-09-30T15:49:00+00:00", "volume": 2123.0}, {"close": 30895.75, "high": 30906.0, "low": 30894.0, "open": 30900.5, "timestamp": "2026-09-30T15:50:00+00:00", "volume": 1365.0}, {"close": 30883.25, "high": 30899.0, "low": 30879.5, "open": 30896.0, "timestamp": "2026-09-30T15:51:00+00:00", "volume": 918.0}, {"close": 30870.25, "high": 30883.0, "low": 30867.5, "open": 30882.75, "timestamp": "2026-09-30T15:52:00+00:00", "volume": 998.0}, {"close": 30876.5, "high": 30879.75, "low": 30868.5, "open": 30870.25, "timestamp": "2026-09-30T15:53:00+00:00", "volume": 636.0}, {"close": 30855.75, "high": 30884.25, "low": 30855.0, "open": 30876.5, "timestamp": "2026-09-30T15:54:00+00:00", "volume": 1127.0}, {"close": 30853.75, "high": 30860.5, "low": 30846.25, "open": 30855.75, "timestamp": "2026-09-30T15:55:00+00:00", "volume": 1130.0}, {"close": 30859.25, "high": 30863.0, "low": 30853.75, "open": 30853.75, "timestamp": "2026-09-30T15:56:00+00:00", "volume": 615.0}, {"close": 30872.5, "high": 30872.75, "low": 30858.25, "open": 30859.0, "timestamp": "2026-09-30T15:57:00+00:00", "volume": 589.0}, {"close": 30871.5, "high": 30875.75, "low": 30867.0, "open": 30872.5, "timestamp": "2026-09-30T15:58:00+00:00", "volume": 658.0}, {"close": 30879.25, "high": 30880.0, "low": 30867.75, "open": 30871.5, "timestamp": "2026-09-30T15:59:00+00:00", "volume": 525.0}, {"close": 30874.0, "high": 30879.75, "low": 30866.0, "open": 30878.75, "timestamp": "2026-09-30T16:00:00+00:00", "volume": 1649.0}, {"close": 30873.25, "high": 30879.75, "low": 30869.0, "open": 30873.0, "timestamp": "2026-09-30T16:01:00+00:00", "volume": 470.0}, {"close": 30883.0, "high": 30889.0, "low": 30874.0, "open": 30874.0, "timestamp": "2026-09-30T16:02:00+00:00", "volume": 841.0}, {"close": 30881.75, "high": 30884.75, "low": 30875.75, "open": 30883.0, "timestamp": "2026-09-30T16:03:00+00:00", "volume": 500.0}, {"close": 30883.0, "high": 30883.75, "low": 30873.0, "open": 30881.5, "timestamp": "2026-09-30T16:04:00+00:00", "volume": 752.0}, {"close": 30881.5, "high": 30887.25, "low": 30879.75, "open": 30883.25, "timestamp": "2026-09-30T16:05:00+00:00", "volume": 589.0}, {"close": 30883.75, "high": 30887.0, "low": 30880.0, "open": 30881.75, "timestamp": "2026-09-30T16:06:00+00:00", "volume": 491.0}, {"close": 30875.5, "high": 30884.75, "low": 30875.25, "open": 30883.75, "timestamp": "2026-09-30T16:07:00+00:00", "volume": 590.0}, {"close": 30881.0, "high": 30882.0, "low": 30874.25, "open": 30875.75, "timestamp": "2026-09-30T16:08:00+00:00", "volume": 466.0}, {"close": 30884.5, "high": 30884.5, "low": 30878.25, "open": 30881.25, "timestamp": "2026-09-30T16:09:00+00:00", "volume": 355.0}, {"close": 30882.25, "high": 30888.5, "low": 30881.0, "open": 30883.5, "timestamp": "2026-09-30T16:10:00+00:00", "volume": 454.0}, {"close": 30887.0, "high": 30896.75, "low": 30880.0, "open": 30883.75, "timestamp": "2026-09-30T16:11:00+00:00", "volume": 1051.0}, {"close": 30873.5, "high": 30887.75, "low": 30871.25, "open": 30887.25, "timestamp": "2026-09-30T16:12:00+00:00", "volume": 682.0}, {"close": 30882.75, "high": 30887.75, "low": 30870.5, "open": 30874.0, "timestamp": "2026-09-30T16:13:00+00:00", "volume": 507.0}, {"close": 30890.25, "high": 30891.0, "low": 30881.75, "open": 30882.0, "timestamp": "2026-09-30T16:14:00+00:00", "volume": 463.0}, {"close": 30884.0, "high": 30893.0, "low": 30879.5, "open": 30890.75, "timestamp": "2026-09-30T16:15:00+00:00", "volume": 440.0}, {"close": 30876.5, "high": 30884.5, "low": 30873.75, "open": 30883.0, "timestamp": "2026-09-30T16:16:00+00:00", "volume": 344.0}, {"close": 30856.5, "high": 30878.5, "low": 30855.75, "open": 30876.75, "timestamp": "2026-09-30T16:17:00+00:00", "volume": 961.0}, {"close": 30858.75, "high": 30860.0, "low": 30850.0, "open": 30857.0, "timestamp": "2026-09-30T16:18:00+00:00", "volume": 875.0}, {"close": 30867.0, "high": 30867.5, "low": 30858.5, "open": 30859.25, "timestamp": "2026-09-30T16:19:00+00:00", "volume": 557.0}, {"close": 30860.75, "high": 30867.75, "low": 30857.5, "open": 30866.5, "timestamp": "2026-09-30T16:20:00+00:00", "volume": 533.0}, {"close": 30859.0, "high": 30862.0, "low": 30858.25, "open": 30860.75, "timestamp": "2026-09-30T16:21:00+00:00", "volume": 305.0}, {"close": 30864.75, "high": 30869.0, "low": 30859.75, "open": 30859.75, "timestamp": "2026-09-30T16:22:00+00:00", "volume": 329.0}, {"close": 30866.75, "high": 30868.75, "low": 30857.5, "open": 30865.0, "timestamp": "2026-09-30T16:23:00+00:00", "volume": 582.0}, {"close": 30863.25, "high": 30873.25, "low": 30861.25, "open": 30866.5, "timestamp": "2026-09-30T16:24:00+00:00", "volume": 536.0}, {"close": 30862.25, "high": 30866.75, "low": 30859.5, "open": 30862.5, "timestamp": "2026-09-30T16:25:00+00:00", "volume": 336.0}, {"close": 30859.5, "high": 30865.0, "low": 30857.0, "open": 30862.75, "timestamp": "2026-09-30T16:26:00+00:00", "volume": 363.0}, {"close": 30856.5, "high": 30860.0, "low": 30853.5, "open": 30860.0, "timestamp": "2026-09-30T16:27:00+00:00", "volume": 527.0}, {"close": 30852.25, "high": 30859.5, "low": 30850.0, "open": 30856.5, "timestamp": "2026-09-30T16:28:00+00:00", "volume": 697.0}, {"close": 30846.5, "high": 30858.25, "low": 30845.25, "open": 30852.5, "timestamp": "2026-09-30T16:29:00+00:00", "volume": 658.0}, {"close": 30835.5, "high": 30851.75, "low": 30835.0, "open": 30846.75, "timestamp": "2026-09-30T16:30:00+00:00", "volume": 1201.0}, {"close": 30833.0, "high": 30839.75, "low": 30830.25, "open": 30836.25, "timestamp": "2026-09-30T16:31:00+00:00", "volume": 770.0}, {"close": 30829.25, "high": 30837.25, "low": 30825.75, "open": 30833.0, "timestamp": "2026-09-30T16:32:00+00:00", "volume": 601.0}, {"close": 30833.0, "high": 30833.75, "low": 30825.25, "open": 30829.5, "timestamp": "2026-09-30T16:33:00+00:00", "volume": 667.0}, {"close": 30834.25, "high": 30835.75, "low": 30826.25, "open": 30832.75, "timestamp": "2026-09-30T16:34:00+00:00", "volume": 602.0}, {"close": 30831.25, "high": 30838.0, "low": 30828.0, "open": 30833.75, "timestamp": "2026-09-30T16:35:00+00:00", "volume": 632.0}, {"close": 30822.0, "high": 30834.5, "low": 30819.75, "open": 30831.75, "timestamp": "2026-09-30T16:36:00+00:00", "volume": 814.0}, {"close": 30828.75, "high": 30834.0, "low": 30821.0, "open": 30822.0, "timestamp": "2026-09-30T16:37:00+00:00", "volume": 634.0}, {"close": 30841.5, "high": 30843.5, "low": 30826.75, "open": 30829.25, "timestamp": "2026-09-30T16:38:00+00:00", "volume": 665.0}, {"close": 30836.25, "high": 30842.25, "low": 30833.5, "open": 30841.75, "timestamp": "2026-09-30T16:39:00+00:00", "volume": 446.0}, {"close": 30840.0, "high": 30841.25, "low": 30832.75, "open": 30836.25, "timestamp": "2026-09-30T16:40:00+00:00", "volume": 377.0}, {"close": 30851.75, "high": 30859.0, "low": 30840.0, "open": 30840.25, "timestamp": "2026-09-30T16:41:00+00:00", "volume": 1110.0}, {"close": 30848.25, "high": 30854.5, "low": 30843.25, "open": 30852.25, "timestamp": "2026-09-30T16:42:00+00:00", "volume": 686.0}, {"close": 30860.0, "high": 30864.25, "low": 30847.5, "open": 30848.5, "timestamp": "2026-09-30T16:43:00+00:00", "volume": 842.0}, {"close": 30861.5, "high": 30866.5, "low": 30859.0, "open": 30860.0, "timestamp": "2026-09-30T16:44:00+00:00", "volume": 589.0}, {"close": 30850.0, "high": 30861.25, "low": 30847.25, "open": 30861.25, "timestamp": "2026-09-30T16:45:00+00:00", "volume": 881.0}, {"close": 30850.75, "high": 30854.0, "low": 30845.25, "open": 30850.0, "timestamp": "2026-09-30T16:46:00+00:00", "volume": 432.0}, {"close": 30853.25, "high": 30860.5, "low": 30851.0, "open": 30851.0, "timestamp": "2026-09-30T16:47:00+00:00", "volume": 403.0}, {"close": 30838.25, "high": 30852.75, "low": 30836.0, "open": 30852.75, "timestamp": "2026-09-30T16:48:00+00:00", "volume": 648.0}, {"close": 30839.5, "high": 30840.0, "low": 30834.0, "open": 30838.0, "timestamp": "2026-09-30T16:49:00+00:00", "volume": 382.0}, {"close": 30847.0, "high": 30847.0, "low": 30837.75, "open": 30839.75, "timestamp": "2026-09-30T16:50:00+00:00", "volume": 400.0}, {"close": 30843.5, "high": 30851.0, "low": 30842.0, "open": 30847.25, "timestamp": "2026-09-30T16:51:00+00:00", "volume": 442.0}, {"close": 30843.5, "high": 30851.75, "low": 30840.75, "open": 30843.25, "timestamp": "2026-09-30T16:52:00+00:00", "volume": 353.0}, {"close": 30844.25, "high": 30848.5, "low": 30841.5, "open": 30843.0, "timestamp": "2026-09-30T16:53:00+00:00", "volume": 323.0}, {"close": 30843.25, "high": 30846.5, "low": 30841.25, "open": 30844.25, "timestamp": "2026-09-30T16:54:00+00:00", "volume": 391.0}, {"close": 30842.0, "high": 30849.5, "low": 30838.75, "open": 30843.75, "timestamp": "2026-09-30T16:55:00+00:00", "volume": 312.0}, {"close": 30843.75, "high": 30845.25, "low": 30837.75, "open": 30841.5, "timestamp": "2026-09-30T16:56:00+00:00", "volume": 274.0}, {"close": 30851.25, "high": 30856.5, "low": 30844.0, "open": 30844.25, "timestamp": "2026-09-30T16:57:00+00:00", "volume": 524.0}, {"close": 30857.5, "high": 30861.0, "low": 30851.0, "open": 30851.5, "timestamp": "2026-09-30T16:58:00+00:00", "volume": 582.0}, {"close": 30861.25, "high": 30863.0, "low": 30855.5, "open": 30857.0, "timestamp": "2026-09-30T16:59:00+00:00", "volume": 459.0}, {"close": 30862.25, "high": 30868.25, "low": 30857.25, "open": 30860.75, "timestamp": "2026-09-30T17:00:00+00:00", "volume": 652.0}, {"close": 30868.25, "high": 30871.0, "low": 30859.25, "open": 30862.0, "timestamp": "2026-09-30T17:01:00+00:00", "volume": 543.0}, {"close": 30863.25, "high": 30870.25, "low": 30861.75, "open": 30869.0, "timestamp": "2026-09-30T17:02:00+00:00", "volume": 389.0}, {"close": 30865.0, "high": 30866.5, "low": 30858.25, "open": 30863.75, "timestamp": "2026-09-30T17:03:00+00:00", "volume": 448.0}, {"close": 30860.25, "high": 30867.75, "low": 30860.0, "open": 30865.5, "timestamp": "2026-09-30T17:04:00+00:00", "volume": 286.0}, {"close": 30862.5, "high": 30868.0, "low": 30857.5, "open": 30859.75, "timestamp": "2026-09-30T17:05:00+00:00", "volume": 430.0}, {"close": 30865.75, "high": 30869.5, "low": 30860.75, "open": 30862.5, "timestamp": "2026-09-30T17:06:00+00:00", "volume": 576.0}, {"close": 30865.5, "high": 30870.25, "low": 30862.25, "open": 30865.75, "timestamp": "2026-09-30T17:07:00+00:00", "volume": 317.0}, {"close": 30868.0, "high": 30870.0, "low": 30863.25, "open": 30864.5, "timestamp": "2026-09-30T17:08:00+00:00", "volume": 329.0}, {"close": 30861.75, "high": 30869.25, "low": 30861.25, "open": 30867.5, "timestamp": "2026-09-30T17:09:00+00:00", "volume": 239.0}, {"close": 30859.0, "high": 30864.75, "low": 30856.0, "open": 30862.5, "timestamp": "2026-09-30T17:10:00+00:00", "volume": 373.0}, {"close": 30856.25, "high": 30863.25, "low": 30854.25, "open": 30859.25, "timestamp": "2026-09-30T17:11:00+00:00", "volume": 462.0}, {"close": 30849.25, "high": 30858.75, "low": 30849.25, "open": 30856.5, "timestamp": "2026-09-30T17:12:00+00:00", "volume": 590.0}, {"close": 30833.25, "high": 30850.25, "low": 30831.5, "open": 30849.5, "timestamp": "2026-09-30T17:13:00+00:00", "volume": 875.0}, {"close": 30835.5, "high": 30840.5, "low": 30832.0, "open": 30833.5, "timestamp": "2026-09-30T17:14:00+00:00", "volume": 587.0}, {"close": 30810.0, "high": 30835.5, "low": 30809.5, "open": 30835.0, "timestamp": "2026-09-30T17:15:00+00:00", "volume": 1293.0}, {"close": 30808.75, "high": 30810.0, "low": 30797.75, "open": 30809.5, "timestamp": "2026-09-30T17:16:00+00:00", "volume": 1548.0}, {"close": 30813.25, "high": 30817.5, "low": 30804.5, "open": 30809.0, "timestamp": "2026-09-30T17:17:00+00:00", "volume": 874.0}, {"close": 30805.5, "high": 30813.75, "low": 30802.5, "open": 30813.25, "timestamp": "2026-09-30T17:18:00+00:00", "volume": 628.0}, {"close": 30791.0, "high": 30810.5, "low": 30790.5, "open": 30805.75, "timestamp": "2026-09-30T17:19:00+00:00", "volume": 826.0}, {"close": 30791.25, "high": 30795.5, "low": 30783.5, "open": 30791.0, "timestamp": "2026-09-30T17:20:00+00:00", "volume": 1378.0}, {"close": 30806.0, "high": 30808.5, "low": 30791.5, "open": 30791.5, "timestamp": "2026-09-30T17:21:00+00:00", "volume": 993.0}, {"close": 30799.25, "high": 30809.75, "low": 30794.0, "open": 30805.5, "timestamp": "2026-09-30T17:22:00+00:00", "volume": 992.0}, {"close": 30797.5, "high": 30801.25, "low": 30790.75, "open": 30798.75, "timestamp": "2026-09-30T17:23:00+00:00", "volume": 452.0}, {"close": 30800.25, "high": 30801.0, "low": 30796.25, "open": 30797.25, "timestamp": "2026-09-30T17:24:00+00:00", "volume": 235.0}, {"close": 30789.25, "high": 30800.25, "low": 30785.25, "open": 30799.75, "timestamp": "2026-09-30T17:25:00+00:00", "volume": 774.0}, {"close": 30766.25, "high": 30792.5, "low": 30760.5, "open": 30789.25, "timestamp": "2026-09-30T17:26:00+00:00", "volume": 1721.0}, {"close": 30778.0, "high": 30781.0, "low": 30763.5, "open": 30766.75, "timestamp": "2026-09-30T17:27:00+00:00", "volume": 1368.0}, {"close": 30783.25, "high": 30785.75, "low": 30776.0, "open": 30778.25, "timestamp": "2026-09-30T17:28:00+00:00", "volume": 538.0}, {"close": 30788.75, "high": 30795.5, "low": 30783.0, "open": 30783.25, "timestamp": "2026-09-30T17:29:00+00:00", "volume": 824.0}, {"close": 30796.0, "high": 30797.75, "low": 30788.25, "open": 30789.0, "timestamp": "2026-09-30T17:30:00+00:00", "volume": 653.0}, {"close": 30803.5, "high": 30805.0, "low": 30788.75, "open": 30796.25, "timestamp": "2026-09-30T17:31:00+00:00", "volume": 720.0}, {"close": 30813.5, "high": 30813.5, "low": 30802.75, "open": 30803.5, "timestamp": "2026-09-30T17:32:00+00:00", "volume": 736.0}, {"close": 30804.25, "high": 30813.0, "low": 30804.0, "open": 30812.25, "timestamp": "2026-09-30T17:33:00+00:00", "volume": 416.0}, {"close": 30801.75, "high": 30808.25, "low": 30797.75, "open": 30804.25, "timestamp": "2026-09-30T17:34:00+00:00", "volume": 686.0}, {"close": 30809.75, "high": 30816.25, "low": 30802.25, "open": 30802.25, "timestamp": "2026-09-30T17:35:00+00:00", "volume": 547.0}, {"close": 30808.0, "high": 30818.0, "low": 30807.0, "open": 30810.5, "timestamp": "2026-09-30T17:36:00+00:00", "volume": 636.0}, {"close": 30799.25, "high": 30809.5, "low": 30799.0, "open": 30807.75, "timestamp": "2026-09-30T17:37:00+00:00", "volume": 610.0}, {"close": 30811.0, "high": 30812.0, "low": 30798.0, "open": 30800.0, "timestamp": "2026-09-30T17:38:00+00:00", "volume": 477.0}, {"close": 30823.5, "high": 30824.5, "low": 30809.5, "open": 30811.25, "timestamp": "2026-09-30T17:39:00+00:00", "volume": 809.0}, {"close": 30821.75, "high": 30828.25, "low": 30820.75, "open": 30824.0, "timestamp": "2026-09-30T17:40:00+00:00", "volume": 662.0}, {"close": 30829.5, "high": 30832.5, "low": 30818.75, "open": 30822.25, "timestamp": "2026-09-30T17:41:00+00:00", "volume": 691.0}, {"close": 30834.0, "high": 30836.0, "low": 30822.5, "open": 30829.5, "timestamp": "2026-09-30T17:42:00+00:00", "volume": 685.0}, {"close": 30825.5, "high": 30837.5, "low": 30825.5, "open": 30834.75, "timestamp": "2026-09-30T17:43:00+00:00", "volume": 560.0}, {"close": 30826.25, "high": 30826.5, "low": 30817.5, "open": 30826.0, "timestamp": "2026-09-30T17:44:00+00:00", "volume": 603.0}, {"close": 30822.0, "high": 30827.5, "low": 30816.0, "open": 30826.5, "timestamp": "2026-09-30T17:45:00+00:00", "volume": 644.0}, {"close": 30825.5, "high": 30826.5, "low": 30820.0, "open": 30822.5, "timestamp": "2026-09-30T17:46:00+00:00", "volume": 401.0}, {"close": 30835.0, "high": 30852.0, "low": 30820.75, "open": 30825.25, "timestamp": "2026-09-30T17:47:00+00:00", "volume": 1563.0}, {"close": 30850.5, "high": 30853.25, "low": 30832.0, "open": 30835.5, "timestamp": "2026-09-30T17:48:00+00:00", "volume": 736.0}, {"close": 30856.75, "high": 30857.0, "low": 30850.0, "open": 30851.0, "timestamp": "2026-09-30T17:49:00+00:00", "volume": 993.0}, {"close": 30854.75, "high": 30862.25, "low": 30853.5, "open": 30856.5, "timestamp": "2026-09-30T17:50:00+00:00", "volume": 727.0}, {"close": 30858.0, "high": 30860.0, "low": 30853.25, "open": 30854.25, "timestamp": "2026-09-30T17:51:00+00:00", "volume": 437.0}, {"close": 30849.75, "high": 30863.75, "low": 30848.25, "open": 30857.75, "timestamp": "2026-09-30T17:52:00+00:00", "volume": 904.0}, {"close": 30852.25, "high": 30852.75, "low": 30847.25, "open": 30850.5, "timestamp": "2026-09-30T17:53:00+00:00", "volume": 704.0}, {"close": 30855.75, "high": 30855.75, "low": 30847.0, "open": 30852.0, "timestamp": "2026-09-30T17:54:00+00:00", "volume": 466.0}, {"close": 30852.25, "high": 30856.5, "low": 30847.0, "open": 30855.0, "timestamp": "2026-09-30T17:55:00+00:00", "volume": 628.0}, {"close": 30858.0, "high": 30859.0, "low": 30851.5, "open": 30852.5, "timestamp": "2026-09-30T17:56:00+00:00", "volume": 444.0}, {"close": 30854.5, "high": 30860.25, "low": 30851.25, "open": 30857.75, "timestamp": "2026-09-30T17:57:00+00:00", "volume": 509.0}, {"close": 30855.25, "high": 30857.5, "low": 30853.0, "open": 30854.25, "timestamp": "2026-09-30T17:58:00+00:00", "volume": 400.0}, {"close": 30856.5, "high": 30860.0, "low": 30853.75, "open": 30855.0, "timestamp": "2026-09-30T17:59:00+00:00", "volume": 470.0}, {"close": 30841.0, "high": 30856.75, "low": 30840.5, "open": 30856.5, "timestamp": "2026-09-30T18:00:00+00:00", "volume": 904.0}, {"close": 30837.75, "high": 30845.75, "low": 30828.75, "open": 30841.25, "timestamp": "2026-09-30T18:01:00+00:00", "volume": 951.0}, {"close": 30838.25, "high": 30841.0, "low": 30835.5, "open": 30837.25, "timestamp": "2026-09-30T18:02:00+00:00", "volume": 515.0}, {"close": 30839.75, "high": 30843.5, "low": 30836.75, "open": 30839.5, "timestamp": "2026-09-30T18:03:00+00:00", "volume": 450.0}, {"close": 30843.0, "high": 30846.25, "low": 30836.5, "open": 30839.0, "timestamp": "2026-09-30T18:04:00+00:00", "volume": 481.0}, {"close": 30836.0, "high": 30847.0, "low": 30835.75, "open": 30842.75, "timestamp": "2026-09-30T18:05:00+00:00", "volume": 530.0}, {"close": 30822.75, "high": 30835.75, "low": 30819.25, "open": 30835.5, "timestamp": "2026-09-30T18:06:00+00:00", "volume": 1096.0}, {"close": 30829.25, "high": 30830.75, "low": 30821.5, "open": 30822.75, "timestamp": "2026-09-30T18:07:00+00:00", "volume": 589.0}, {"close": 30835.0, "high": 30835.5, "low": 30820.0, "open": 30829.5, "timestamp": "2026-09-30T18:08:00+00:00", "volume": 755.0}, {"close": 30843.5, "high": 30844.0, "low": 30828.75, "open": 30835.25, "timestamp": "2026-09-30T18:09:00+00:00", "volume": 614.0}, {"close": 30845.25, "high": 30845.75, "low": 30838.5, "open": 30843.5, "timestamp": "2026-09-30T18:10:00+00:00", "volume": 659.0}, {"close": 30851.75, "high": 30853.75, "low": 30843.25, "open": 30845.0, "timestamp": "2026-09-30T18:11:00+00:00", "volume": 644.0}, {"close": 30859.75, "high": 30864.75, "low": 30850.25, "open": 30851.0, "timestamp": "2026-09-30T18:12:00+00:00", "volume": 849.0}, {"close": 30853.0, "high": 30861.25, "low": 30847.75, "open": 30860.0, "timestamp": "2026-09-30T18:13:00+00:00", "volume": 749.0}, {"close": 30857.0, "high": 30860.5, "low": 30851.75, "open": 30853.5, "timestamp": "2026-09-30T18:14:00+00:00", "volume": 586.0}, {"close": 30855.25, "high": 30859.25, "low": 30851.0, "open": 30857.0, "timestamp": "2026-09-30T18:15:00+00:00", "volume": 429.0}, {"close": 30847.75, "high": 30858.0, "low": 30847.25, "open": 30855.25, "timestamp": "2026-09-30T18:16:00+00:00", "volume": 482.0}, {"close": 30837.25, "high": 30848.75, "low": 30837.25, "open": 30848.25, "timestamp": "2026-09-30T18:17:00+00:00", "volume": 670.0}, {"close": 30842.5, "high": 30843.25, "low": 30831.25, "open": 30838.0, "timestamp": "2026-09-30T18:18:00+00:00", "volume": 551.0}, {"close": 30833.75, "high": 30843.5, "low": 30830.5, "open": 30842.25, "timestamp": "2026-09-30T18:19:00+00:00", "volume": 637.0}, {"close": 30831.0, "high": 30839.25, "low": 30826.75, "open": 30834.75, "timestamp": "2026-09-30T18:20:00+00:00", "volume": 686.0}, {"close": 30823.75, "high": 30830.5, "low": 30816.75, "open": 30830.0, "timestamp": "2026-09-30T18:21:00+00:00", "volume": 1058.0}, {"close": 30822.75, "high": 30827.25, "low": 30820.5, "open": 30824.0, "timestamp": "2026-09-30T18:22:00+00:00", "volume": 856.0}, {"close": 30823.5, "high": 30825.0, "low": 30816.0, "open": 30822.75, "timestamp": "2026-09-30T18:23:00+00:00", "volume": 440.0}, {"close": 30818.75, "high": 30825.5, "low": 30818.25, "open": 30824.0, "timestamp": "2026-09-30T18:24:00+00:00", "volume": 433.0}, {"close": 30812.0, "high": 30823.75, "low": 30810.75, "open": 30819.0, "timestamp": "2026-09-30T18:25:00+00:00", "volume": 622.0}, {"close": 30826.5, "high": 30829.0, "low": 30807.75, "open": 30811.25, "timestamp": "2026-09-30T18:26:00+00:00", "volume": 1291.0}, {"close": 30823.25, "high": 30830.25, "low": 30821.0, "open": 30826.75, "timestamp": "2026-09-30T18:27:00+00:00", "volume": 537.0}, {"close": 30831.5, "high": 30833.5, "low": 30822.75, "open": 30822.75, "timestamp": "2026-09-30T18:28:00+00:00", "volume": 691.0}, {"close": 30832.5, "high": 30836.75, "low": 30827.5, "open": 30831.75, "timestamp": "2026-09-30T18:29:00+00:00", "volume": 537.0}, {"close": 30832.25, "high": 30837.5, "low": 30825.25, "open": 30832.0, "timestamp": "2026-09-30T18:30:00+00:00", "volume": 959.0}, {"close": 30814.25, "high": 30833.25, "low": 30814.0, "open": 30831.75, "timestamp": "2026-09-30T18:31:00+00:00", "volume": 947.0}, {"close": 30810.5, "high": 30816.0, "low": 30807.25, "open": 30813.75, "timestamp": "2026-09-30T18:32:00+00:00", "volume": 640.0}, {"close": 30800.75, "high": 30812.5, "low": 30797.5, "open": 30810.25, "timestamp": "2026-09-30T18:33:00+00:00", "volume": 1000.0}, {"close": 30800.75, "high": 30802.25, "low": 30794.5, "open": 30800.75, "timestamp": "2026-09-30T18:34:00+00:00", "volume": 888.0}, {"close": 30800.5, "high": 30806.0, "low": 30799.5, "open": 30801.0, "timestamp": "2026-09-30T18:35:00+00:00", "volume": 555.0}, {"close": 30806.0, "high": 30813.25, "low": 30797.0, "open": 30800.25, "timestamp": "2026-09-30T18:36:00+00:00", "volume": 759.0}, {"close": 30810.75, "high": 30813.75, "low": 30804.0, "open": 30806.5, "timestamp": "2026-09-30T18:37:00+00:00", "volume": 499.0}, {"close": 30816.5, "high": 30817.5, "low": 30806.75, "open": 30810.5, "timestamp": "2026-09-30T18:38:00+00:00", "volume": 464.0}, {"close": 30827.75, "high": 30831.5, "low": 30813.75, "open": 30817.0, "timestamp": "2026-09-30T18:39:00+00:00", "volume": 1217.0}, {"close": 30824.25, "high": 30829.5, "low": 30820.25, "open": 30827.5, "timestamp": "2026-09-30T18:40:00+00:00", "volume": 598.0}, {"close": 30824.25, "high": 30825.5, "low": 30821.0, "open": 30823.5, "timestamp": "2026-09-30T18:41:00+00:00", "volume": 306.0}, {"close": 30830.75, "high": 30831.25, "low": 30820.75, "open": 30824.25, "timestamp": "2026-09-30T18:42:00+00:00", "volume": 662.0}, {"close": 30830.0, "high": 30834.75, "low": 30825.0, "open": 30831.0, "timestamp": "2026-09-30T18:43:00+00:00", "volume": 667.0}, {"close": 30825.75, "high": 30830.5, "low": 30824.5, "open": 30829.75, "timestamp": "2026-09-30T18:44:00+00:00", "volume": 255.0}, {"close": 30816.0, "high": 30828.0, "low": 30813.5, "open": 30825.5, "timestamp": "2026-09-30T18:45:00+00:00", "volume": 562.0}, {"close": 30818.5, "high": 30821.0, "low": 30815.25, "open": 30816.0, "timestamp": "2026-09-30T18:46:00+00:00", "volume": 262.0}, {"close": 30814.5, "high": 30822.0, "low": 30813.25, "open": 30818.25, "timestamp": "2026-09-30T18:47:00+00:00", "volume": 308.0}, {"close": 30804.5, "high": 30816.5, "low": 30802.25, "open": 30815.0, "timestamp": "2026-09-30T18:48:00+00:00", "volume": 599.0}, {"close": 30802.5, "high": 30807.25, "low": 30795.5, "open": 30804.75, "timestamp": "2026-09-30T18:49:00+00:00", "volume": 493.0}, {"close": 30805.0, "high": 30809.75, "low": 30801.75, "open": 30802.75, "timestamp": "2026-09-30T18:50:00+00:00", "volume": 521.0}, {"close": 30798.25, "high": 30806.25, "low": 30794.0, "open": 30805.0, "timestamp": "2026-09-30T18:51:00+00:00", "volume": 460.0}, {"close": 30801.25, "high": 30803.0, "low": 30796.5, "open": 30798.0, "timestamp": "2026-09-30T18:52:00+00:00", "volume": 464.0}, {"close": 30793.0, "high": 30805.75, "low": 30791.0, "open": 30801.0, "timestamp": "2026-09-30T18:53:00+00:00", "volume": 693.0}, {"close": 30800.25, "high": 30803.75, "low": 30790.5, "open": 30793.0, "timestamp": "2026-09-30T18:54:00+00:00", "volume": 623.0}, {"close": 30802.25, "high": 30805.25, "low": 30799.25, "open": 30800.25, "timestamp": "2026-09-30T18:55:00+00:00", "volume": 562.0}, {"close": 30803.0, "high": 30808.75, "low": 30797.0, "open": 30802.25, "timestamp": "2026-09-30T18:56:00+00:00", "volume": 547.0}, {"close": 30812.0, "high": 30812.75, "low": 30802.0, "open": 30803.0, "timestamp": "2026-09-30T18:57:00+00:00", "volume": 556.0}, {"close": 30818.75, "high": 30824.25, "low": 30808.5, "open": 30812.5, "timestamp": "2026-09-30T18:58:00+00:00", "volume": 822.0}, {"close": 30812.0, "high": 30823.25, "low": 30811.75, "open": 30819.0, "timestamp": "2026-09-30T18:59:00+00:00", "volume": 709.0}, {"close": 30821.0, "high": 30821.75, "low": 30811.25, "open": 30812.75, "timestamp": "2026-09-30T19:00:00+00:00", "volume": 691.0}, {"close": 30827.0, "high": 30828.0, "low": 30814.0, "open": 30821.0, "timestamp": "2026-09-30T19:01:00+00:00", "volume": 606.0}, {"close": 30831.0, "high": 30831.75, "low": 30824.5, "open": 30826.75, "timestamp": "2026-09-30T19:02:00+00:00", "volume": 523.0}, {"close": 30837.5, "high": 30839.25, "low": 30829.0, "open": 30831.25, "timestamp": "2026-09-30T19:03:00+00:00", "volume": 685.0}, {"close": 30843.25, "high": 30844.0, "low": 30836.0, "open": 30837.25, "timestamp": "2026-09-30T19:04:00+00:00", "volume": 803.0}, {"close": 30841.75, "high": 30844.25, "low": 30838.25, "open": 30843.5, "timestamp": "2026-09-30T19:05:00+00:00", "volume": 544.0}, {"close": 30840.25, "high": 30845.0, "low": 30839.0, "open": 30842.0, "timestamp": "2026-09-30T19:06:00+00:00", "volume": 660.0}, {"close": 30845.5, "high": 30848.5, "low": 30838.0, "open": 30840.5, "timestamp": "2026-09-30T19:07:00+00:00", "volume": 643.0}, {"close": 30851.25, "high": 30855.0, "low": 30844.5, "open": 30844.75, "timestamp": "2026-09-30T19:08:00+00:00", "volume": 851.0}, {"close": 30853.25, "high": 30853.75, "low": 30844.0, "open": 30851.75, "timestamp": "2026-09-30T19:09:00+00:00", "volume": 646.0}, {"close": 30852.25, "high": 30854.75, "low": 30841.0, "open": 30853.25, "timestamp": "2026-09-30T19:10:00+00:00", "volume": 0.0}], "replication": "exact_course_rules", "status": "completed", "strategy_id": "vwap_pullback", "trades": [{"entry_price": 30551.0, "entry_time": "2026-09-24 14:56:00+00:00", "exit_price": 30544.0, "exit_time": "2026-09-24 14:57:00+00:00", "gross_exposure": 1.0, "net_return": -0.0006291250695558577, "outcome": "MISS", "side": 1, "strategy_id": "vwap_pullback"}, {"entry_price": 30854.5, "entry_time": "2026-09-25 19:36:00+00:00", "exit_price": 30845.0, "exit_time": "2026-09-25 19:36:00+00:00", "gross_exposure": 1.0, "net_return": -0.0007078967411560551, "outcome": "MISS", "side": 1, "strategy_id": "vwap_pullback"}, {"entry_price": 30570.0, "entry_time": "2026-09-28 17:07:00+00:00", "exit_price": 30585.75, "exit_time": "2026-09-28 17:07:00+00:00", "gross_exposure": 1.0, "net_return": -0.0009152109911679137, "outcome": "MISS", "side": -1, "strategy_id": "vwap_pullback"}, {"entry_price": 30594.25, "entry_time": "2026-09-29 18:20:00+00:00", "exit_price": 30600.0, "exit_time": "2026-09-29 18:22:00+00:00", "gross_exposure": 1.0, "net_return": -0.0005879438129714916, "outcome": "MISS", "side": -1, "strategy_id": "vwap_pullback"}, {"entry_price": 30778.0, "entry_time": "2026-09-30 17:27:00+00:00", "exit_price": 30813.0, "exit_time": "2026-09-30 17:32:00+00:00", "gross_exposure": 1.0, "net_return": 0.0007371759048670605, "outcome": "HIT", "side": 1, "strategy_id": "vwap_pullback"}], "updated_at": "2026-09-30T19:20:16.976365+00:00", "validation": {"holdout": {"average_trade": 7.461604594778443e-05, "average_trade_bps": 0.7461604594778443, "beats_buy_and_hold": false, "buy_and_hold_return": 0.00843295717332504, "compounded_return": 0.00014879867388328805, "maximum_drawdown": 0.0005879438129714476, "outperformance": -0.008284158499441752, "profit_factor": 1.2538203287510483, "trade_count": 2, "win_rate": 0.5}, "independent_evidence": false, "method": "rolling_chronological_70_30_diagnostic", "parameters_selected_on_holdout": null, "training": {"average_trade": -0.0007507442672932754, "average_trade_bps": -7.507442672932754, "compounded_return": -0.0022505641968308954, "maximum_drawdown": 0.0022505641968308954, "profit_factor": 0.0, "trade_count": 3, "win_rate": 0.0}, "warning": "This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence."}}, "paper_archives": [{"archived_at": "2026-08-16T22:55:38.331990+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": "running", "status_reason": null, "strategy_spec": {}, "strategy_version": "legacy-v1", "superseded_by_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}], "paper_fills": [{"capital_basis": 10000.0, "created_at": "2026-09-29T20:20:23.847065+00:00", "entry_price": 30594.25, "entry_time": "2026-09-29 18:20:00+00:00", "exit_price": 30600.0, "exit_time": "2026-09-29 18:22:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -5.8794381297149165, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-28T20:20:46.490773+00:00", "entry_price": 30570.0, "entry_time": "2026-09-28 17:07:00+00:00", "exit_price": 30585.75, "exit_time": "2026-09-28 17:07:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -9.152109911679137, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-25T20:20:37.666614+00:00", "entry_price": 30854.5, "entry_time": "2026-09-25 19:36:00+00:00", "exit_price": 30845.0, "exit_time": "2026-09-25 19:36:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -7.078967411560551, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-24T20:20:26.913580+00:00", "entry_price": 30551.0, "entry_time": "2026-09-24 14:56:00+00:00", "exit_price": 30544.0, "exit_time": "2026-09-24 14:57:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -6.291250695558578, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-18T20:20:19.085279+00:00", "entry_price": 29774.5, "entry_time": "2026-09-18 18:25:00+00:00", "exit_price": 29779.5, "exit_time": "2026-09-18 18:27:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -5.679289324758582, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-16T20:20:33.634569+00:00", "entry_price": 29440.25, "entry_time": "2026-09-16 17:46:00+00:00", "exit_price": 29475.25, "exit_time": "2026-09-16 17:58:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "HIT", "pnl": 7.888486001307985, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-11T20:20:10.419288+00:00", "entry_price": 29399.0, "entry_time": "2026-09-11 19:52:00+00:00", "exit_price": 29405.0, "exit_time": "2026-09-11 19:53:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -1.9591142555879204, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-10T20:20:44.508138+00:00", "entry_price": 29239.0, "entry_time": "2026-09-10 14:25:00+00:00", "exit_price": 29177.75, "exit_time": "2026-09-10 16:10:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -24.94804883887913, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-09T20:20:59.239715+00:00", "entry_price": 29494.0, "entry_time": "2026-09-09 14:20:00+00:00", "exit_price": 29505.0, "exit_time": "2026-09-09 14:20:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -0.2704278836378437, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-08T20:20:24.306489+00:00", "entry_price": 29543.75, "entry_time": "2026-09-08 14:57:00+00:00", "exit_price": 29562.0, "exit_time": "2026-09-08 14:59:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -10.177279458430274, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-04T20:21:04.826558+00:00", "entry_price": 29580.25, "entry_time": "2026-09-04 16:56:00+00:00", "exit_price": 29588.0, "exit_time": "2026-09-04 16:56:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -6.6199913793822915, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-09-01T20:20:57.175509+00:00", "entry_price": 29199.75, "entry_time": "2026-09-01 14:31:00+00:00", "exit_price": 29274.75, "exit_time": "2026-09-01 15:41:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "HIT", "pnl": 21.685151413967763, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-31T20:20:18.401508+00:00", "entry_price": 29427.25, "entry_time": "2026-08-31 14:43:00+00:00", "exit_price": 29412.25, "exit_time": "2026-08-31 14:47:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "HIT", "pnl": 1.0973162629874833, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-28T20:20:41.095702+00:00", "entry_price": 29617.5, "entry_time": "2026-08-28 14:20:00+00:00", "exit_price": 29636.75, "exit_time": "2026-08-28 14:20:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -10.499535747446217, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-27T20:20:48.528810+00:00", "entry_price": 29575.25, "entry_time": "2026-08-27 14:48:00+00:00", "exit_price": 29532.0, "exit_time": "2026-08-27 15:44:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -18.623714085256754, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-26T20:21:08.311946+00:00", "entry_price": 29227.5, "entry_time": "2026-08-26 14:41:00+00:00", "exit_price": 29238.5, "exit_time": "2026-08-26 14:48:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -7.763578821316393, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-25T20:21:00.905887+00:00", "entry_price": 29268.0, "entry_time": "2026-08-25 15:34:00+00:00", "exit_price": 29269.5, "exit_time": "2026-08-25 20:00:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -4.512505125052076, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-21T20:20:27.469761+00:00", "entry_price": 29381.5, "entry_time": "2026-08-21 18:08:00+00:00", "exit_price": 29373.5, "exit_time": "2026-08-21 18:14:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -6.722801763014315, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-20T20:20:21.683193+00:00", "entry_price": 29366.0, "entry_time": "2026-08-20 16:48:00+00:00", "exit_price": 29320.0, "exit_time": "2026-08-20 17:16:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "HIT", "pnl": 11.664373765579276, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-19T20:21:02.373342+00:00", "entry_price": 29550.25, "entry_time": "2026-08-19 14:41:00+00:00", "exit_price": 29575.0, "exit_time": "2026-08-19 14:53:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -12.375563658513663, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-18T20:20:46.481966+00:00", "entry_price": 29664.5, "entry_time": "2026-08-18 16:49:00+00:00", "exit_price": 29669.25, "exit_time": "2026-08-18 16:54:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -5.601240540038962, "side": -1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}, {"capital_basis": 10000.0, "created_at": "2026-08-17T20:20:49.762144+00:00", "entry_price": 30240.25, "entry_time": "2026-08-17 15:51:00+00:00", "exit_price": 30214.75, "exit_time": "2026-08-17 16:05:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -12.432469969659184, "side": 1, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d"}], "portfolio": {"cash": 99885.74800044435, "created_at": "2026-08-16T22:55:38.331990+00:00", "realized_pnl": -114.25199955564429, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:20:16.976365+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "vwap_pullback", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "e5285fce536f259c207cd49b05f12134844e8ed21c07e7f8604d94bc8a2c4d44", "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": "1m", "name": "ORB-break VWAP pullback", "paper_allocation": 0.1, "paper_spec_id": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 08:30\u201309:00 CT range.", "Require a range break, then VWAP retest and reclaim.", "Enter toward the last confirmed pivot target.", "Use the pivot/pullback stop and bracket exit."], "strategy_id": "vwap_pullback", "strategy_spec_hash": "c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "symbol": "NQ=F"}, "strategy_version": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "updated_at": "2026-09-30T19:20:16.982009+00:00", "version_current": true}, "strategy": {"best_conditions": "Orderly trend days with a clean breakout, controlled pullback and decisive VWAP reclaim.", "caveat": "The free 1-minute sample is only seven days and pivot confirmation is path-dependent.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "After breaking above the morning range, NQ pulls down to VWAP and the next bar closes back above it. The long enters on that reclaim, stops below the pullback structure and targets the last confirmed upside pivot or bracket objective.", "execution_code_sha256": "e5285fce536f259c207cd49b05f12134844e8ed21c07e7f8604d94bc8a2c4d44", "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": "Instead of chasing the first opening-range break, this setup waits for price to return to VWAP and then resume in the breakout direction. The pullback supplies a defined stop while a confirmed pivot supplies the objective.", "id": "vwap_pullback", "interval": "1m", "main_risks": ["Pivot confirmation can lag", "Price may never retest VWAP", "A retest can become a full reversal", "Seven days of free one-minute data cannot validate the pattern"], "name": "ORB-break VWAP pullback", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "e5285fce536f259c207cd49b05f12134844e8ed21c07e7f8604d94bc8a2c4d44", "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": "1m", "name": "ORB-break VWAP pullback", "paper_allocation": 0.1, "paper_spec_id": "2:c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the 08:30\u201309:00 CT range.", "Require a range break, then VWAP retest and reclaim.", "Enter toward the last confirmed pivot target.", "Use the pivot/pullback stop and bracket exit."], "strategy_id": "vwap_pullback", "strategy_spec_hash": "c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "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": "vwap_pullback"}, "qualification_benchmark": "NQ=F adjusted close", "rules": ["Build the 08:30\u201309:00 CT range.", "Require a range break, then VWAP retest and reclaim.", "Enter toward the last confirmed pivot target.", "Use the pivot/pullback stop and bracket exit."], "strategy_spec_hash": "c565e4af793524f406c48d54bce9c2f5bda858dd2d5cbfa4e76d77076d39468d", "summary": "Enters an opening-range continuation after a VWAP retest and reclaim.", "symbol": "NQ=F"}}