Pulse Scalping v0.1 ENABLED (paper)
strategy id SCALPING · paper_only True · bridge False · generated 2026-09-19 13:44:10 UTC
PAPER ONLY — this strategy writes simulated rows tagged strategy=SCALPING.
It sends nothing to any broker and shares no figure with the live strategy. Every number on this page
is computed from strategy='SCALPING' rows alone.
Exit-walk audit — PROVISIONAL
HOW THESE RESULTS ARE PUBLISHED (corrected basis): the headline numbers on this page are the
CORRECTED exit-walk basis, re-walked with the fixed logic as far as the data goes
(to now, as of 2026-09-19 13:43:21 UTC, cached). The recorded values and the narrower
audit-window figure are shown beside them, and no stored row has been rewritten.
The three rows below stay PROVISIONAL: they are not evidence of edge.
THESE ARE THE FIRST THREE PAPER ROWS. They were written and closed by the walker before the 2026-09-18 audit found the faults in it, so no figure that contains them is evidence of edge. The headline on this page is the CORRECTED exit-walk basis walked to now; the audit-window figure and the recorded values are kept beside it and NO stored row has been rewritten. The fixes apply to rows written from now on.
| row | instrument | as recorded | published now (corrected) |
|---|
| 6646 | DOT | EXPIRED -0.382R | BE 0.2R |
| 6647 | XRP | W +7.200R | SL -1.3R |
| 6648 | BTCUSD | BE +0.200R | BE 0.2R |
Bases, side by side — recorded (as originally written): 17 closed, 5.106R net
· audit window (bars closed by each row's recorded close): 16 closed, -3.012R net
· published (corrected, to now): 17 closed, -2.812R net. No row has been rewritten.
Faults found by a read-only 5m-candle replay and fixed for new rows: walk_intrabar_order: FIXED — inside one bar the exit is now tested against the trail that existed at the bar's open, then the target, and only then is the trail ratcheted; walk_feed_end_is_not_expiry: FIXED — running out of 5m bars no longer closes a row; max_hold_bars must actually elapse before EXPIRED; walk_closed_bars_only: FIXED — the still-forming 5m bar is excluded from the walk; min_stop_atr_frac: FIXED (new knob, default 0.5) — the structural stop can no longer collapse onto the ATR buffer alone: risk >= knob x ATR(14, M15)
Performance (this strategy only)
expiries (stale setups)
269
Basis: Headline figures on this page are the CORRECTED exit-walk basis, re-walked with the fixed logic AS FAR AS THE DATA GOES (to now, cached). The audit-window figure and the values as originally recorded are published beside them and no stored row has been rewritten. (as of 2026-09-19 13:43:21 UTC) — headline figures are the CORRECTED exit-walk
basis walked to now; the recorded aggregate (17 closed, 5.106R net) and the audit-window
aggregate (16 closed, -3.012R net) are kept in the audit block below. Cycle figures treat one
closed paper signal as one cycle (this strategy holds one position per signal, by design).
Open paper positions
| instrument | dir | tier | entry | stop | target | issued (UTC) | score |
|---|
| no open paper positions |
State machine
| instrument | state | sweep bar (UTC) | displacement bar (UTC) | grade | entries |
|---|
| GOLD | armed | 2026-09-18 19:15:00 | — | — | 0 |
| NAS100 | swept | 2026-09-18 20:00:00 | — | | 0 |
| SP500 | swept | 2026-09-18 19:45:00 | — | | 0 |
| DOW | armed | — | — | — | 0 |
| DOGE | awaiting_retest | 2026-09-18 22:45:00 | 2026-09-18 23:15:00 | | 0 |
| ETH | swept | 2026-09-19 13:00:00 | — | | 0 |
| SOL | swept | 2026-09-19 13:00:00 | — | | 1 |
| XRP | awaiting_retest | 2026-09-19 11:30:00 | 2026-09-19 11:30:00 | | 4 |
| ADA | swept | 2026-09-19 12:45:00 | — | | 2 |
| LINK | swept | 2026-09-19 12:15:00 | — | | 0 |
| AVAX | awaiting_retest | 2026-09-19 11:45:00 | 2026-09-19 12:30:00 | | 2 |
| LTC | awaiting_retest | 2026-09-18 22:15:00 | 2026-09-18 22:15:00 | | 0 |
| DOT | swept | 2026-09-19 12:45:00 | — | | 3 |
| BNB | awaiting_retest | 2026-09-19 11:45:00 | 2026-09-19 11:45:00 | | 0 |
| US500 | awaiting_retest | 2026-09-18 20:00:00 | 2026-09-18 20:00:00 | | 0 |
| DOW30 | swept | 2026-09-18 20:00:00 | — | | 0 |
| BTCUSD | awaiting_retest | 2026-09-18 22:30:00 | 2026-09-19 00:45:00 | | 1 |
| BCHUSD | armed | 2026-09-19 12:15:00 | 2026-09-19 12:30:00 | — | 3 |
| GER40 | swept | 2026-09-18 15:15:00 | — | | 0 |
| GBPJPY | armed | — | — | — | 0 |
| USDJPY | awaiting_retest | 2026-09-18 19:15:00 | 2026-09-18 19:30:00 | | 0 |
| AXS | armed | — | — | — | 0 |
| DASH | swept | 2026-09-19 13:15:00 | — | | 0 |
| UNI | swept | 2026-09-19 13:15:00 | — | | 0 |
| XLM | armed | — | — | — | 0 |
| XMR | armed | — | — | — | 0 |
| YFI | armed | — | — | — | 0 |
Recent events
| utc | instrument | event | detail |
|---|
| 2026-09-19 13:43:35 UTC | BCHUSD | entered | BUY SW30H grade B @251.04 |
| 2026-09-19 13:37:18 UTC | XLM | armed | cold start at 2026-09-19 13:15:00 |
| 2026-09-19 13:37:17 UTC | UNI | armed | cold start at 2026-09-19 13:15:00 |
| 2026-09-19 13:37:17 UTC | DASH | armed | cold start at 2026-09-19 13:15:00 |
| 2026-09-19 13:22:08 UTC | XRP | expired | |
| 2026-09-19 13:14:47 UTC | BCHUSD | expired | |
| 2026-09-19 13:11:02 UTC | ADA | expired | |
| 2026-09-19 13:05:21 UTC | BNB | expired | retest found but score 6 < 7 |
| 2026-09-19 13:05:20 UTC | AVAX | expired | |
| 2026-09-19 12:48:17 UTC | DOT | expired | retest found but score 5 < 7 |
| 2026-09-19 12:25:42 UTC | LINK | expired | retest found but score 5 < 7 |
| 2026-09-19 12:12:29 UTC | LINK | expired | retest found but score 5 < 7 |
| 2026-09-19 12:02:56 UTC | DOT | expired | |
| 2026-09-19 11:35:38 UTC | AVAX | expired | |
| 2026-09-19 11:31:25 UTC | ADA | expired | |
| 2026-09-19 11:00:44 UTC | ETH | expired | |
| 2026-09-19 10:56:47 UTC | DOT | expired | retest found but score 4 < 7 |
| 2026-09-19 10:51:04 UTC | BNB | expired | |
| 2026-09-19 10:49:02 UTC | XRP | expired | |
| 2026-09-19 10:45:44 UTC | ADA | expired | |
| 2026-09-19 10:37:03 UTC | LINK | expired | |
| 2026-09-19 10:37:02 UTC | ADA | expired | |
| 2026-09-19 10:31:00 UTC | DOT | expired | |
| 2026-09-19 10:24:37 UTC | BCHUSD | expired | |
| 2026-09-19 10:17:09 UTC | DOT | expired | |
Risk parameters — NOT ENFORCED
| parameter | value | status |
|---|
| risk per trade | 0.25% | stored only |
| max daily loss | 1.5% | stored only |
| max concurrent exposure | 1.0% | stored only |
| correlated instruments count as one unit | yes | stored only |
STORED, NOT ENFORCED — there is no equity tracking in this engine, so no size or loss limit is applied to the paper book. The correlation rule (every index = one unit, the crypto majors = one unit) is therefore a stated policy, not an enforced cap.
Instrument set — 27 instruments
Only the original five (NAS100, ETH, US500, DOW30, BTCUSD) were studied in the ablation. The other 22 instruments are UNTESTED for this pattern: the parameters are the ablation's five-instrument values applied unchanged, and no per-instrument expectancy is assumed. Per-instrument figures are reported separately below.
| instrument | kind | risk unit | ablation evidence | closed trades | net R | expectancy R |
|---|
| GOLD | commodity | commodities | UNTESTED | 0 | — | — |
| NAS100 | index | indices | yes | 0 | — | — |
| SP500 | index | indices | UNTESTED | 0 | — | — |
| DOW | index | indices | UNTESTED | 0 | — | — |
| DOGE | crypto | crypto | UNTESTED | 0 | — | — |
| ETHUSD | crypto | crypto | yes | 0 | — | — |
| SOL | crypto | crypto | UNTESTED | 1 | 0.2 | 0.2 |
| XRP | crypto | crypto | UNTESTED | 4 | -5.2 | -1.3 |
| ADA | crypto | crypto | UNTESTED | 2 | -0.497 | -0.248 |
| LINK | crypto | crypto | UNTESTED | 0 | — | — |
| AVAX | crypto | crypto | UNTESTED | 2 | 0.4 | 0.2 |
| LTC | crypto | crypto | UNTESTED | 1 | 1.2 | 1.2 |
| DOT | crypto | crypto | UNTESTED | 3 | -0.216 | -0.072 |
| BNB | crypto | crypto | UNTESTED | 0 | — | — |
| US500 | index | indices | yes | 0 | — | — |
| DOW30 | index | indices | yes | 0 | — | — |
| BTCUSD | crypto | crypto | yes | 1 | 0.2 | 0.2 |
| BCHUSD | crypto | crypto | UNTESTED | 3 | 1.1 | 0.367 |
| GER40 | index | indices | UNTESTED | 0 | — | — |
| GBPJPY | forex | forex | UNTESTED | 0 | — | — |
| USDJPY | forex | forex | UNTESTED | 0 | — | — |
| AXS | crypto | other | UNTESTED | 0 | — | — |
| DASH | crypto | other | UNTESTED | 0 | — | — |
| UNI | crypto | other | UNTESTED | 0 | — | — |
| XLM | crypto | other | UNTESTED | 0 | — | — |
| XMR | crypto | other | UNTESTED | 0 | — | — |
| YFI | crypto | other | UNTESTED | 0 | — | — |
Per-instrument expectancy is reported separately and NONE of the untested
instruments is assumed good: a 0-trade cell means there is no evidence at all, not a zero-expectancy result.
Risk units (correlated instruments count as ONE)
| risk unit | members |
|---|
| indices | NAS100, US500, DOW30, SP500, DOW, GER40 |
| crypto | BTCUSD, ETH, SOL, XRP, ADA, LINK, AVAX, LTC, DOT, BNB, DOGE, BCHUSD |
| commodities | GOLD |
| forex | GBPJPY, USDJPY |
With 27 instruments this rule matters more, not less: a book holding six
indices or twelve crypto majors is ONE correlated exposure, not six or twelve independent bets. It is
stored and displayed, not enforced (STORED, NOT ENFORCED — there is no equity tracking in this engine, so no size or loss limit is applied to the paper book. The correlation rule (every index = one unit, the crypto majors = one unit) is therefore a stated policy, not an enforced cap.).
Knobs (tested values, with source)
| knob | value | source |
|---|
atr_period | 14 | ablation slcore.DEFAULTS / engine atr_period=14 |
buf_atr_frac | 0.15 | ablation slcore.DEFAULTS (0.15 x ATR14 M15; §5.1 flat) |
commission_r | 0.02 | ablation cost model (0.02 R explicit commission) |
context_tf | 30m | ablation slcore.DEFAULTS |
correlated_as_one_unit | True | SPEC risk block (stored, NOT enforced) |
disp_body_ratio | 0.6 | ablation slcore.DEFAULTS (0.60; §5.2 monotone) |
disp_close_ext | 0.25 | ablation slcore.DEFAULTS (extreme 25%) |
disp_window | 3 | ablation slcore.DEFAULTS (3 M15 bars) |
entry_tf | 15m | ablation slcore.DEFAULTS |
eq_tol_pct | 0.1 | ablation slcore.DEFAULTS (sensitivity §5.1: 0.10 mid) |
exit_mode | trail | ablation slcore.DEFAULTS |
m15_fallback_fetch_cap | 3 | ablation slcore.DEFAULTS |
max_daily_loss_pct | 1.5 | SPEC risk block (stored, NOT enforced) |
max_hold_bars | 400 | ablation slcore.DEFAULTS |
max_simultaneous_exposure_pct | 1.0 | SPEC risk block (stored, NOT enforced) |
max_swings | 8 | ablation slcore.DEFAULTS |
min_stop_atr_frac | 0.5 | AUDIT FIX 2026-09-18 (Sofia) — NOT an ablation value: minimum stop distance as a fraction of ATR14 M15; needs Sir's sign-off |
near50_tol | 0.05 | ablation slcore.DEFAULTS |
opp_atr | 1.0 | ablation slcore.DEFAULTS (1.0 x M15 ATR overhead) |
retest_window | 8 | ablation slcore.DEFAULTS (8 M15 bars) |
retr_hi | 0.6 | ablation spec 60% band |
retr_lo | 0.4 | ablation spec 40% band |
risk_per_trade_pct | 0.25 | SPEC risk block (stored, NOT enforced) |
score_min | 7 | SPEC threshold >=7 AFTER the hard gate (ablation variant 6a) |
session_crypto | [720, 960] | ablation slcore.DEFAULTS |
session_filter | False | ablation variant 5a/5b -> DEFAULT OFF (CIs overlap) |
session_index | [810, 1200] | ablation slcore.DEFAULTS |
setup_stale_hours | 24.0 | ablation slcore.DEFAULTS |
strong_body | 0.7 | ablation slcore.DEFAULTS |
strong_close_ext | 0.15 | ablation slcore.DEFAULTS |
swing_lb_m15 | 2 | ablation slcore.DEFAULTS (sensitivity §5.1: 2/3/4 flat) |
swing_lb_m30 | 3 | ablation slcore.DEFAULTS (sensitivity §5.1) |
tp2_min_r | 1.0 | ablation slcore.DEFAULTS (TP2 floor 1.0R) |
tp2_r | 2.5 | ablation slcore.DEFAULTS (2.5R; §5.1 flat 2.0-3.0) |
trail_arm_r | 0.9 | ablation variant 4c walk_engine_trail default 0.9R |
trail_step_mult | 1.0 | ablation variant 4c walk_engine_trail default 1.0R |
trail_stop_mult | 0.5 | ablation variant 4c walk_engine_trail default 0.5R |
walk_fetch_budget_per_cycle | 4 | ablation slcore.DEFAULTS |