Validated Combos (T2 v6)

▶ Минимально-достаточные ограничения

Период: IS = 2025-01-01 → 2025-09-30 (train, 9 мес), OOS = 2025-10-01 → 2026-04-07 (test, 6+ мес) — forward-looking split.
N на период: ≥ 30 в IS и OOS (защита от overfit).
Ratio: симметрия — TP=SL ≥ 2.5:2.5; асимметрия — TP ≥ 2.5.
WR: симметрия — WR ≥ 50% (психологический минимум); асимметрия — WR ≥ 1/(1+ratio) + 10pp (статистический edge над breakeven).
E[R]: ≥ +0.05R на обоих периодах.
EXPIRED%: ≤ 50% на обоих периодах (иначе edge лежит на close-at-N, шумно).
Consistency: min(IS,OOS)/max(IS,OOS) ≥ 0.5 — edge не должен схлопываться между периодами.
Window: подбирается максимизацией E[R] на IS; OOS оценивается на этом окне как clean test.
Strength (v6): buckets [0.0, 1.5), [1.5, 3.0), [3.0, 7.0), [7.0, ∞) — каждый bucket фильтрует триггеры по силе в диапазоне [min ≤ strength < max) и валидируется независимо. Cell (direction × TP × SL) может пройти в нескольких buckets одновременно — каждый bucket даёт отдельную строку в таблице. Это ловит non-monotonic кривые (например U-shape), которые cumulative-фильтр strength ≥ X пропускает. N на bucket: ≥ 50 в IS и OOS (строже, чем 30 в cumulative-режиме — узкий фильтр = тоньше sample).
Direction: вариант сохраняется для того направления (original/inverted), где выше E[R]; второе направление приводится как contra.

VWAP_REVERSION 6 combo, 14 variant(s)

× Energy&Resources INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
asymmetric	TP=2.50R / SL=0.50R	15 bars	[1.5, 3.0)	+0.519R	34.4%	66	7.6%	+0.383R	29.6%	74	4.0%	+0.354	ℹ small N: IS=66 / OOS=74 — статистика на грани порога N≥50 per bucket

× Energy&Resources ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=4.00R / SL=4.00R	25 bars	[1.5, 3.0)	+0.099R	53.2%	66	28.8%	+0.051R	51.9%	74	27.0%	-0.075	⚠ fragile: OOS E[R]=+0.051R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.9% — близко к 50% (sym); ℹ small N: IS=66 / OOS=74 — статистика на грани порога N≥50 per bucket

× Financial INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	10 bars	[0.0, 1.5)	+0.142R	53.6%	2707	34.4%	+0.148R	52.8%	2078	35.8%	-0.145
symmetric	TP=3.00R / SL=3.00R	10 bars	[0.0, 1.5)	+0.163R	52.9%	2707	46.6%	+0.195R	53.5%	2078	46.3%	-0.179

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	15 bars	[0.0, 1.5)	+0.104R	52.4%	2233	40.3%	+0.194R	53.2%	1940	40.5%	-0.149

× Industrial INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.152R	53.3%	1864	11.5%	+0.109R	52.5%	1557	12.3%	-0.131
symmetric	TP=3.00R / SL=3.00R	25 bars	[0.0, 1.5)	+0.149R	52.5%	1864	23.1%	+0.104R	52.3%	1557	24.7%	-0.127

× Utility INVERTED 7 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[0.0, 1.5)	+0.111R	52.3%	3458	26.3%	+0.177R	54.1%	2938	30.0%	-0.144
symmetric	TP=2.50R / SL=2.50R	10 bars	[1.5, 3.0)	+0.206R	56.0%	111	18.0%	+0.235R	54.0%	63	20.6%	-0.221	ℹ small N: IS=111 / OOS=63 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.00R / SL=3.00R	15 bars	[0.0, 1.5)	+0.145R	52.7%	3458	37.7%	+0.174R	53.2%	2938	41.5%	-0.160
asymmetric	TP=2.50R / SL=0.50R	15 bars	[1.5, 3.0)	+0.613R	37.3%	111	0.9%	+0.399R	30.0%	63	4.8%	+0.280	ℹ small N: IS=111 / OOS=63 — статистика на грани порога N≥50 per bucket
asymmetric	TP=2.50R / SL=1.00R	10 bars	[1.5, 3.0)	+0.555R	44.8%	111	5.4%	+0.417R	40.0%	63	12.7%	+0.107	⚠ fragile: OOS WR 40.0% — близко к breakeven+10pp (asym); ℹ small N: IS=111 / OOS=63 — статистика на грани порога N≥50 per bucket
asymmetric	TP=3.00R / SL=0.50R	15 bars	[1.5, 3.0)	+0.537R	29.4%	111	1.8%	+0.404R	25.4%	63	6.3%	+0.223	⚠ fragile: OOS WR 25.4% — близко к breakeven+10pp (asym); ℹ small N: IS=111 / OOS=63 — статистика на грани порога N≥50 per bucket
asymmetric	TP=3.00R / SL=1.00R	10 bars	[1.5, 3.0)	+0.467R	36.6%	111	9.0%	+0.427R	35.2%	63	14.3%	+0.030	⚠ fragile: OOS WR 35.2% — близко к breakeven+10pp (asym); ℹ small N: IS=111 / OOS=63 — статистика на грани порога N≥50 per bucket

COMPRESSION 2 combo, 8 variant(s)

× Consumer INVERTED 5 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[0.0, 1.5)	+0.352R	58.0%	80	13.8%	+0.491R	60.8%	59	13.6%	-0.421	ℹ small N: IS=80 / OOS=59 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.00R / SL=3.00R	15 bars	[0.0, 1.5)	+0.328R	57.1%	80	38.8%	+0.271R	50.0%	59	45.8%	-0.300	⚠ fragile: OOS WR 50.0% — близко к 50% (sym); ℹ small N: IS=80 / OOS=59 — статистика на грани порога N≥50 per bucket
asymmetric	TP=2.50R / SL=0.75R	25 bars	[0.0, 1.5)	+0.371R	33.8%	80	3.8%	+0.460R	36.8%	59	3.4%	-0.253	ℹ small N: IS=80 / OOS=59 — статистика на грани порога N≥50 per bucket
asymmetric	TP=2.50R / SL=1.00R	25 bars	[0.0, 1.5)	+0.516R	42.7%	80	6.2%	+0.544R	43.9%	59	3.4%	-0.325	ℹ small N: IS=80 / OOS=59 — статистика на грани порога N≥50 per bucket
asymmetric	TP=2.50R / SL=1.50R	25 bars	[0.0, 1.5)	+0.557R	50.7%	80	8.8%	+0.516R	50.9%	59	6.8%	-0.369	ℹ small N: IS=80 / OOS=59 — статистика на грани порога N≥50 per bucket

× Utility INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[0.0, 1.5)	+0.495R	60.0%	62	11.3%	+0.758R	66.7%	50	10.0%	-0.626	ℹ small N: IS=62 / OOS=50 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.00R / SL=3.00R	25 bars	[0.0, 1.5)	+0.582R	60.0%	62	19.4%	+0.424R	57.5%	50	20.0%	-0.503	ℹ small N: IS=62 / OOS=50 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.50R / SL=3.50R	25 bars	[0.0, 1.5)	+0.906R	64.4%	62	27.4%	+0.549R	57.1%	50	30.0%	-0.727	ℹ small N: IS=62 / OOS=50 — статистика на грани порога N≥50 per bucket

BOS 2 combo, 4 variant(s)

× Energy&Resources INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[0.0, 1.5)	+0.663R	67.5%	54	25.9%	+0.613R	63.0%	59	22.0%	-0.638	ℹ small N: IS=54 / OOS=59 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.00R / SL=3.00R	15 bars	[0.0, 1.5)	+0.854R	68.6%	54	35.2%	+0.729R	63.4%	59	30.5%	-0.791	ℹ small N: IS=54 / OOS=59 — статистика на грани порога N≥50 per bucket

× Financial INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	15 bars	[0.0, 1.5)	+0.370R	55.6%	55	34.5%	+0.226R	52.9%	57	40.4%	-0.298	ℹ small N: IS=55 / OOS=57 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.50R / SL=3.50R	20 bars	[0.0, 1.5)	+0.452R	55.9%	55	38.2%	+0.252R	55.2%	57	49.1%	-0.352	ℹ small N: IS=55 / OOS=57 — статистика на грани порога N≥50 per bucket

STOP_HUNT 2 combo, 3 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[1.5, 3.0)	+0.299R	55.2%	63	7.9%	+0.598R	61.9%	79	20.2%	-0.449	ℹ small N: IS=63 / OOS=79 — статистика на грани порога N≥50 per bucket

× Growth&Tech ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[0.0, 1.5)	+0.061R	50.5%	248	22.6%	+0.086R	52.4%	253	26.1%	-0.074
symmetric	TP=3.00R / SL=3.00R	20 bars	[0.0, 1.5)	+0.069R	50.9%	248	29.4%	+0.131R	53.1%	253	36.0%	-0.100

FALSE_BREAKOUT 10 combo, 19 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[3.0, 7.0)	+0.537R	61.6%	262	9.5%	+0.322R	58.0%	369	16.8%	-0.429
symmetric	TP=3.50R / SL=3.50R	30 bars	[3.0, 7.0)	+0.574R	60.7%	262	27.1%	+0.382R	58.8%	369	33.6%	-0.478
symmetric	TP=4.00R / SL=4.00R	30 bars	[3.0, 7.0)	+0.622R	61.1%	262	36.3%	+0.393R	58.2%	369	42.3%	-0.508

× Consumer ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	25 bars	[1.5, 3.0)	+0.102R	52.7%	430	26.7%	+0.106R	52.8%	556	29.9%	-0.104

× Energy&Resources INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	[3.0, 7.0)	+0.144R	52.8%	189	24.9%	+0.163R	54.1%	233	26.2%	-0.154
symmetric	TP=4.00R / SL=4.00R	30 bars	[3.0, 7.0)	+0.169R	52.3%	189	30.2%	+0.133R	53.1%	233	31.3%	-0.151

× Growth&Tech INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[3.0, 7.0)	+0.380R	60.4%	148	31.8%	+0.254R	56.5%	195	29.2%	-0.317
symmetric	TP=2.50R / SL=2.50R	10 bars	[7.0, ∞)	+0.856R	76.5%	54	37.0%	+0.609R	69.6%	86	46.5%	-0.732	ℹ small N: IS=54 / OOS=86 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.00R / SL=3.00R	15 bars	[3.0, 7.0)	+0.267R	56.0%	148	43.2%	+0.180R	53.8%	195	39.0%	-0.223

× Industrial INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[3.0, 7.0)	+0.257R	54.4%	163	9.8%	+0.261R	55.0%	209	12.9%	-0.259

× Industrial ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	20 bars	[0.0, 1.5)	+0.068R	51.8%	683	34.1%	+0.109R	52.8%	598	34.8%	-0.088

× Metals&Materials INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.092R	51.1%	866	35.1%	+0.080R	51.0%	718	35.8%	-0.086	⚠ fragile: OOS WR 51.0% — близко к 50% (sym)

× Metals&Materials ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	[3.0, 7.0)	+0.325R	55.1%	127	22.8%	+0.187R	54.2%	173	30.6%	-0.256
symmetric	TP=4.00R / SL=4.00R	30 bars	[3.0, 7.0)	+0.134R	51.1%	127	29.1%	+0.159R	52.8%	173	38.7%	-0.147

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[7.0, ∞)	+0.253R	55.0%	153	8.5%	+0.151R	54.1%	183	14.2%	-0.202
symmetric	TP=4.00R / SL=4.00R	30 bars	[7.0, ∞)	+0.223R	51.5%	153	36.6%	+0.167R	51.2%	183	33.9%	-0.195	⚠ fragile: OOS WR 51.2% — близко к 50% (sym)

× Utility ORIGINAL 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	20 bars	[0.0, 1.5)	+0.071R	51.9%	746	32.8%	+0.061R	51.3%	670	35.4%	-0.066	⚠ fragile: OOS E[R]=+0.061R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.3% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	20 bars	[3.0, 7.0)	+0.065R	52.2%	293	37.9%	+0.067R	52.2%	295	38.3%	-0.066	⚠ fragile: OOS E[R]=+0.067R близко к порогу +0.05R
symmetric	TP=3.50R / SL=3.50R	20 bars	[0.0, 1.5)	+0.153R	54.2%	746	42.9%	+0.115R	51.8%	670	44.9%	-0.134	⚠ fragile: OOS WR 51.8% — близко к 50% (sym)

CLEAN_BOUNCE 2 combo, 2 variant(s)

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[1.5, 3.0)	+0.249R	61.8%	51	33.3%	+0.310R	59.0%	50	22.0%	-0.280	ℹ small N: IS=51 / OOS=50 — статистика на грани порога N≥50 per bucket

× Industrial ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[0.0, ∞)	+0.368R	59.5%	128	30.5%	+0.192R	55.2%	87	33.3%	-0.280	restored from v5: validated combo missed v6 strength-bucket criteria (N<50 per bucket)

VWAP_REVERSION 6 combo, 13 variant(s)

× Consumer INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.088R	51.9%	4938	17.1%	+0.064R	51.5%	3408	20.8%	-0.076	⚠ fragile: OOS E[R]=+0.064R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.5% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.116R	52.2%	4938	26.4%	+0.068R	51.5%	3408	30.5%	-0.092	⚠ fragile: OOS E[R]=+0.068R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.5% — близко к 50% (sym)

× Energy&Resources INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.069R	50.9%	4931	41.2%	+0.121R	51.4%	3575	43.9%	-0.095	⚠ fragile: OOS WR 51.4% — близко к 50% (sym)

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.060R	51.0%	3547	24.6%	+0.105R	52.1%	2452	28.9%	-0.082
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.119R	52.1%	3547	34.9%	+0.079R	51.2%	2452	37.9%	-0.099	⚠ fragile: OOS WR 51.2% — близко к 50% (sym)

× Industrial INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[0.0, 1.5)	+0.141R	53.8%	3530	35.2%	+0.090R	52.0%	2190	38.0%	-0.116

× Metals&Materials INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.092R	51.9%	4055	12.2%	+0.059R	51.0%	2703	14.5%	-0.075	⚠ fragile: OOS E[R]=+0.059R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.0% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.103R	51.8%	4055	20.7%	+0.076R	51.0%	2703	22.7%	-0.089	⚠ fragile: OOS WR 51.0% — близко к 50% (sym)
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.117R	51.7%	4055	28.7%	+0.090R	51.1%	2703	31.5%	-0.103	⚠ fragile: OOS WR 51.1% — близко к 50% (sym)

× Utility INVERTED 4 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.084R	51.8%	6446	15.0%	+0.065R	51.3%	4127	17.9%	-0.074	⚠ fragile: OOS E[R]=+0.065R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.3% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.084R	51.5%	6446	23.6%	+0.069R	51.3%	4127	26.6%	-0.076	⚠ fragile: OOS E[R]=+0.069R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.3% — близко к 50% (sym)
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.113R	51.8%	6446	33.1%	+0.066R	51.1%	4127	34.8%	-0.089	⚠ fragile: OOS E[R]=+0.066R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.1% — близко к 50% (sym)
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.121R	51.6%	6446	41.3%	+0.069R	50.7%	4127	42.9%	-0.095	⚠ fragile: OOS E[R]=+0.069R близко к порогу +0.05R; ⚠ fragile: OOS WR 50.7% — близко к 50% (sym)

BOS 1 combo, 2 variant(s)

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[0.0, 1.5)	+0.143R	50.5%	162	37.6%	+0.151R	52.4%	99	36.4%	-0.147	ℹ small N: IS=162 / OOS=99 — статистика на грани порога N≥50 per bucket
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.477R	55.6%	162	38.9%	+0.392R	57.4%	99	45.5%	-0.435	ℹ small N: IS=162 / OOS=99 — статистика на грани порога N≥50 per bucket

STOP_HUNT 5 combo, 6 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.066R	51.4%	1136	26.6%	+0.085R	53.0%	841	34.7%	-0.075

× Growth&Tech INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.130R	53.0%	807	15.9%	+0.099R	52.8%	619	21.6%	-0.114

× Industrial ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[1.5, 3.0)	+0.162R	53.0%	126	20.6%	+0.234R	55.4%	107	30.8%	-0.198

× Metals&Materials INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[0.0, 1.5)	+0.090R	51.4%	810	19.5%	+0.175R	53.9%	539	23.9%	-0.133
symmetric	TP=3.00R / SL=3.00R	25 bars	[0.0, 1.5)	+0.077R	50.7%	810	27.6%	+0.099R	52.2%	539	33.6%	-0.088

× Utility INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[3.0, 7.0)	+0.144R	54.4%	71	19.7%	+0.251R	56.9%	78	25.6%	-0.198	ℹ small N: IS=71 / OOS=78 — статистика на грани порога N≥50 per bucket

FALSE_BREAKOUT 9 combo, 20 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[1.5, 3.0)	+0.063R	51.3%	1576	20.6%	+0.124R	53.4%	1338	24.6%	-0.093
symmetric	TP=3.00R / SL=3.00R	30 bars	[1.5, 3.0)	+0.072R	51.6%	1576	30.0%	+0.117R	53.1%	1338	35.3%	-0.094
symmetric	TP=3.50R / SL=3.50R	30 bars	[1.5, 3.0)	+0.131R	52.8%	1576	39.4%	+0.124R	52.8%	1338	45.8%	-0.128

× Energy&Resources INVERTED 4 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.077R	51.8%	3368	15.1%	+0.093R	52.1%	2436	19.1%	-0.085
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.105R	52.3%	3368	24.4%	+0.080R	51.3%	2436	28.5%	-0.092	⚠ fragile: OOS WR 51.3% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	30 bars	[7.0, ∞)	+0.242R	53.3%	170	28.2%	+0.203R	54.7%	230	30.9%	-0.223
symmetric	TP=3.50R / SL=3.50R	30 bars	[7.0, ∞)	+0.219R	52.9%	170	40.0%	+0.164R	53.0%	230	42.6%	-0.192

× Energy&Resources ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[3.0, 7.0)	+0.149R	53.6%	817	27.7%	+0.115R	54.4%	753	29.8%	-0.132
symmetric	TP=3.00R / SL=3.00R	20 bars	[3.0, 7.0)	+0.144R	52.9%	817	39.2%	+0.269R	59.1%	753	40.5%	-0.206

× Financial INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	15 bars	[7.0, ∞)	+0.423R	62.1%	190	34.7%	+0.238R	57.0%	211	42.6%	-0.330

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.093R	52.1%	2673	18.3%	+0.055R	51.5%	1959	22.9%	-0.074	⚠ fragile: OOS E[R]=+0.055R близко к порогу +0.05R; ⚠ fragile: OOS WR 51.5% — близко к 50% (sym)
symmetric	TP=2.50R / SL=2.50R	30 bars	[3.0, 7.0)	+0.075R	52.0%	498	19.7%	+0.087R	51.6%	587	25.0%	-0.081	⚠ fragile: OOS WR 51.6% — близко к 50% (sym)

× Industrial ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[3.0, 7.0)	+0.135R	52.3%	606	34.6%	+0.172R	55.5%	519	33.7%	-0.153
symmetric	TP=3.00R / SL=3.00R	20 bars	[3.0, 7.0)	+0.134R	51.8%	606	46.2%	+0.183R	56.6%	519	46.2%	-0.158

× Metals&Materials INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.086R	51.2%	2796	23.4%	+0.083R	51.7%	1881	28.3%	-0.084	⚠ fragile: OOS WR 51.7% — близко к 50% (sym)
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.100R	51.2%	2796	31.9%	+0.090R	51.4%	1881	37.5%	-0.095	⚠ fragile: OOS WR 51.4% — близко к 50% (sym)
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.108R	51.2%	2796	40.8%	+0.099R	51.2%	1881	46.4%	-0.103	⚠ fragile: OOS WR 51.2% — близко к 50% (sym)

× Metals&Materials ORIGINAL 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.50R / SL=3.50R	30 bars	[3.0, 7.0)	+0.195R	53.5%	534	30.7%	+0.134R	54.2%	517	39.6%	-0.164

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[7.0, ∞)	+0.066R	50.8%	412	27.9%	+0.130R	53.1%	383	32.1%	-0.098
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.107R	52.2%	2919	27.0%	+0.076R	51.7%	1662	31.4%	-0.091	⚠ fragile: OOS WR 51.7% — близко к 50% (sym)

VWAP_REVERSION 2 combo, 5 variant(s)

× Consumer INVERTED 3 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.194R	55.0%	700	21.6%	+0.335R	57.7%	717	23.4%	-0.264
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.236R	56.0%	700	32.4%	+0.409R	59.4%	717	35.0%	-0.322
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.256R	56.2%	700	43.3%	+0.379R	57.3%	717	43.5%	-0.318

× Utility INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[0.0, 1.5)	+0.172R	54.5%	933	34.5%	+0.247R	56.0%	961	32.1%	-0.209
symmetric	TP=3.00R / SL=3.00R	20 bars	[0.0, 1.5)	+0.200R	54.5%	933	45.3%	+0.306R	57.2%	961	44.1%	-0.253

STOP_HUNT 2 combo, 3 variant(s)

× Growth&Tech ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	20 bars	[0.0, 1.5)	+0.145R	55.2%	178	41.0%	+0.199R	54.7%	144	34.0%	-0.172
symmetric	TP=3.00R / SL=3.00R	20 bars	[0.0, 1.5)	+0.156R	57.3%	178	50.0%	+0.265R	54.4%	144	45.1%	-0.210

× Utility INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=4.00R / SL=4.00R	30 bars	[0.0, 1.5)	+0.210R	56.6%	146	48.0%	+0.156R	53.8%	141	43.3%	-0.183

FALSE_BREAKOUT 7 combo, 18 variant(s)

× Consumer INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.185R	54.5%	924	25.3%	+0.145R	53.5%	930	27.3%	-0.165

× Energy&Resources INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=3.00R / SL=3.00R	30 bars	[1.5, 3.0)	+0.238R	53.7%	296	32.1%	+0.401R	58.4%	266	28.6%	-0.319
symmetric	TP=3.50R / SL=3.50R	30 bars	[1.5, 3.0)	+0.325R	56.7%	296	47.0%	+0.418R	57.2%	266	40.2%	-0.371

× Financial INVERTED 5 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.193R	54.8%	1057	24.7%	+0.183R	54.0%	686	20.7%	-0.188
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.223R	54.9%	1057	36.6%	+0.220R	55.2%	686	31.1%	-0.222
symmetric	TP=3.00R / SL=3.00R	25 bars	[1.5, 3.0)	+0.266R	55.7%	361	39.3%	+0.343R	57.5%	219	42.0%	-0.304
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.206R	53.5%	1057	45.0%	+0.264R	55.5%	686	41.7%	-0.235
symmetric	TP=3.50R / SL=3.50R	30 bars	[1.5, 3.0)	+0.283R	57.6%	361	41.8%	+0.391R	60.5%	219	45.7%	-0.337

× Growth&Tech INVERTED 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.169R	54.1%	774	25.4%	+0.249R	56.0%	613	29.9%	-0.209
symmetric	TP=3.00R / SL=3.00R	30 bars	[0.0, 1.5)	+0.129R	52.5%	774	37.5%	+0.256R	55.5%	613	40.3%	-0.192

× Industrial INVERTED 1 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[0.0, 1.5)	+0.171R	54.7%	753	27.2%	+0.101R	52.8%	575	21.2%	-0.132

× Metals&Materials INVERTED 5 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	25 bars	[1.5, 3.0)	+0.346R	58.4%	213	27.7%	+0.357R	57.5%	164	31.1%	-0.352
symmetric	TP=2.50R / SL=2.50R	25 bars	[3.0, 7.0)	+0.124R	51.5%	107	36.5%	+0.115R	51.6%	100	36.0%	-0.119	⚠ fragile: OOS WR 51.6% — близко к 50% (sym)
symmetric	TP=3.00R / SL=3.00R	25 bars	[1.5, 3.0)	+0.335R	58.0%	213	38.5%	+0.424R	58.5%	164	42.7%	-0.379
symmetric	TP=3.00R / SL=3.00R	25 bars	[3.0, 7.0)	+0.098R	50.0%	107	47.7%	+0.096R	51.9%	100	46.0%	-0.097	⚠ fragile: OOS WR 51.9% — близко к 50% (sym)
symmetric	TP=3.50R / SL=3.50R	30 bars	[0.0, 1.5)	+0.230R	55.0%	836	43.4%	+0.155R	52.5%	566	43.5%	-0.193

× Utility ORIGINAL 2 variant(s)

Type	Ratio	Window	Strength	IS (train)				OOS (test)				Contra	Notes
				E[R]	WR	N	Exp%	E[R]	WR	N	Exp%	E[R]
symmetric	TP=2.50R / SL=2.50R	30 bars	[7.0, ∞)	+0.138R	53.1%	59	16.9%	+0.145R	53.3%	77	22.1%	-0.142	ℹ small N: IS=59 / OOS=77 — статистика на грани порога N≥50 per bucket
symmetric	TP=3.50R / SL=3.50R	30 bars	[7.0, ∞)	+0.225R	52.6%	59	35.6%	+0.138R	53.1%	77	36.4%	-0.181	ℹ small N: IS=59 / OOS=77 — статистика на грани порога N≥50 per bucket