{ "methodology": "Published primary signals[] only. For US listings, complete regular-session 15-minute coverage is mandatory for every session in the horizon; fill must be demonstrated in the first regular 15-minute bar with the shared 2% chase tolerance; gap-down through stop is no-fill; events are evaluated chronologically on 15-minute bars; bars containing incompatible stop/target events are ambiguous and excluded from performance statistics; 50% exits at TP1 and the runner moves to breakeven for TP2; overnight stop gaps execute at the open; expiry at scan_date plus N trading sessions; unresolved runners are marked at the reference close. A non-US listing without an exchange-specific intraday contract is retained in the denominator as data_error and is not evaluated on a New York session.", "summary": { "period_start": "2026-08-24", "period_end": "2026-09-11", "scan_period_end": "2026-09-01", "reference_close": "2026-09-11", "generated_at": "2026-09-12T11:01:49.220Z", "scans": 6, "proposed": 56, "filled": 16, "resolved": 16, "fully_closed": 16, "open_runners": 0, "pending": 0, "no_fill": 10, "data_error": 9, "open_unverified": 21, "non_mature": 27, "ambiguous": 0, "tp1_or_better": 4, "stopped": 12, "hit_rate_pct": 25, "stop_rate_pct": 75, "average_r": -0.365, "average_return_pct": -1.47, "profit_factor": 0.55, "resolution_rate_pct": 28.6, "filled_resolution_rate_pct": 100 }, "publication": { "type": "coverage_review", "cohort_performance_certified": false }, "measurement_input": { "type": "bars_15m", "path": "scanner/retrospective/20260912/_data/intraday-bars-15m.json", "sha256": "d69e9bbbd18253b87fe1c96802b8d8628e4b8ccda450858e3745f71177f1b306", "reference_close": "2026-09-11" }, "cohort": { "path": "scanner/retrospective/20260912/cohort-manifest.json", "sha256": "b9dcfe61a348202396adb92f43b3dec93e1382387c5ab3fa827611830eac36be", "certified_proposals": 56, "review_only_records_preserved": 8 }, "scan_dates": [ "2026-08-24", "2026-08-25", "2026-08-27", "2026-08-28", "2026-08-31", "2026-09-01" ], "by_scan": [ { "name": "2026-08-24", "proposed": 9, "filled": 9, "resolved": 9, "fully_closed": 9, "open_runners": 0, "pending": 0, "tp_hits": 1, "stopped": 8, "hit_rate_pct": 11.1, "average_r": -0.723, "average_return_pct": -2.77, "profit_factor": 0.27 }, { "name": "2026-08-25", "proposed": 10, "filled": 3, "resolved": 3, "fully_closed": 3, "open_runners": 0, "pending": 0, "tp_hits": 1, "stopped": 2, "hit_rate_pct": 33.3, "average_r": -0.424, "average_return_pct": -2.21, "profit_factor": 0.36 }, { "name": "2026-08-27", "proposed": 10, "filled": 4, "resolved": 4, "fully_closed": 4, "open_runners": 0, "pending": 0, "tp_hits": 2, "stopped": 2, "hit_rate_pct": 50, "average_r": 0.486, "average_return_pct": 2.04, "profit_factor": 1.97 }, { "name": "2026-08-28", "proposed": 10, "filled": 0, "resolved": 0, "fully_closed": 0, "open_runners": 0, "pending": 0, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "2026-08-31", "proposed": 9, "filled": 0, "resolved": 0, "fully_closed": 0, "open_runners": 0, "pending": 0, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "2026-09-01", "proposed": 8, "filled": 0, "resolved": 0, "fully_closed": 0, "open_runners": 0, "pending": 0, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null } ], "by_strategy": [ { "name": "Breakout", "proposed": 11, "filled": 1, "resolved": 1, "fully_closed": 1, 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