{ "methodology": "Published primary signals[] only. Complete regular-session 15-minute coverage is mandatory for every session in the published horizon: US listings use the New York 09:30–15:45 contract and .L listings use the LSE 08:00–16:15 London contract. 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 is scan_date plus N exchange trading sessions. Diagnostics include only fills whose full published horizon has elapsed; non-mature outcomes, including an early observed stop or target, remain reported but excluded. A non-US listing without an exchange-specific intraday contract is retained in the denominator as data_error.", "summary": { "period_start": "2026-09-14", "period_end": "2026-09-18", "scan_period_end": "2026-09-18", "reference_close": "2026-09-18", "generated_at": "2026-09-19T17:57:52.368Z", "scans": 4, "proposed": 35, "filled": 24, "mature_filled": 0, "non_mature_filled": 24, "resolved": 0, "fully_closed": 0, "open_runners": 3, "pending": 16, "no_fill": 11, "data_error": 0, "open_unverified": 0, "non_mature": 35, "ambiguous": 0, "measurement_coverage_complete": true, "performance_exclusions": { "no_fill": 11, "data_error": 0, "open_unverified": 0, "ambiguous": 0, "non_mature": 35, "pending": 16, "open_runners": 3 }, "tp1_or_better": 0, "stopped": 0, "hit_rate_pct": null, "stop_rate_pct": null, "average_r": null, "average_return_pct": 0, "profit_factor": null, "resolution_rate_pct": 0, "filled_resolution_rate_pct": 0 }, "publication": { "execution_certified": false, "performance_basis": "hypothetical_published_levels_without_activation_confirmation", "unverified_conditions": [ "published_intraday_activation", "portfolio_capacity", "actual_order_fills" ], "type": "coverage_review", "cohort_performance_certified": false }, "measurement_input": { "type": "bars_15m", "path": "scanner/retrospective/20260919/_data/intraday-bars-15m.json", "sha256": "f255e08df9708229f71c3dc8fb02313af79132a571752fc3ed0d7a96f24f380a", "reference_close": "2026-09-18" }, "cohort": { "path": "scanner/retrospective/20260919/cohort-manifest.json", "sha256": "65a81943a8a90e81ca2ca320d73c4b2e376665c4b96e61a394c19fa857d00d0b", "certified_proposals": 35, "review_only_records_preserved": 0 }, "scan_dates": [ "2026-09-14", "2026-09-15", "2026-09-16", "2026-09-17" ], "by_scan": [ { "name": "2026-09-14", "proposed": 8, "filled": 6, "resolved": 0, "fully_closed": 0, "open_runners": 2, "pending": 3, "mature_filled": 0, "non_mature_filled": 6, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "2026-09-15", "proposed": 9, "filled": 4, "resolved": 0, "fully_closed": 0, "open_runners": 0, "pending": 1, "mature_filled": 0, "non_mature_filled": 4, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "2026-09-16", "proposed": 10, "filled": 9, "resolved": 0, "fully_closed": 0, "open_runners": 0, "pending": 8, "mature_filled": 0, "non_mature_filled": 9, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "2026-09-17", "proposed": 8, "filled": 5, "resolved": 0, "fully_closed": 0, "open_runners": 1, "pending": 4, "mature_filled": 0, "non_mature_filled": 5, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null } ], "by_strategy": [ { "name": "Breakout", "proposed": 12, "filled": 9, "resolved": 0, "fully_closed": 0, "open_runners": 1, "pending": 6, "mature_filled": 0, "non_mature_filled": 9, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "Momentum", "proposed": 14, "filled": 9, "resolved": 0, "fully_closed": 0, "open_runners": 1, "pending": 6, "mature_filled": 0, "non_mature_filled": 9, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "Pullback", "proposed": 9, "filled": 6, "resolved": 0, "fully_closed": 0, "open_runners": 1, "pending": 4, "mature_filled": 0, "non_mature_filled": 6, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null } ], "by_region": [ { "name": "ETF", "proposed": 8, "filled": 6, "resolved": 0, "fully_closed": 0, "open_runners": 1, "pending": 4, "mature_filled": 0, "non_mature_filled": 6, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null }, { "name": "US", "proposed": 27, "filled": 18, "resolved": 0, "fully_closed": 0, "open_runners": 2, "pending": 12, "mature_filled": 0, "non_mature_filled": 18, "tp_hits": 0, "stopped": 0, "hit_rate_pct": null, "average_r": null, "average_return_pct": null, "profit_factor": null } ], "top": [], "bottom": [], "outcomes": [ { "scan_date": "2026-09-14", "ticker": "META", "name": "Meta Platforms", "strategy": "Breakout", "region": "US", "regime": "RECOVERY", "score": 80, "published_entry": 648.03, "published_entry_low": 648.03, "published_entry_high": 648.03, "stop": 615.97, "tp1": 680.08, "tp2": 690.76, "horizon": 10, "horizon_end": "2026-09-28", "measurement_calendar": "US_RTH_15M", "status": "tp1_pending", "reason": null, "effective_entry": 660.6644, "fill_policy": "chase", "fill_time": "2026-09-14T13:30:00Z", "opening_bar": { "timestamp": "2026-09-14T13:30:00Z", "open": 660.6644, "high": 663.68, "low": 659, "close": 662.355, "volume": 0, "date": "2026-09-14" }, "fill_deviation_pct": 1.95, "tp1_date": "2026-09-16", "runner_status": "marked_to_market", "exit_date": "2026-09-18", "exit_price": 672.8, "r_multiple": 0.272, "return_pct": 1.84, "mae_pct": -1.54, "mfe_pct": 4.46, "ambiguous_bar": false, "observed_bars": 130 }, { "scan_date": "2026-09-14", "ticker": "AAPL", "name": "Apple", "strategy": "Breakout", "region": "US", "regime": "RECOVERY", "score": 80, "published_entry": 332.27, "published_entry_low": 332.27, "published_entry_high": 332.27, "stop": 320.2, "tp1": 344.57, "tp2": 348.36, "horizon": 10, "horizon_end": "2026-09-28", "measurement_calendar": "US_RTH_15M", "status": "pending", "reason": "horizon_not_elapsed", "effective_entry": 332.27, "fill_policy": "opening_window_zone_touch", "fill_time": "2026-09-14T13:30:00Z", "opening_bar": { "timestamp": "2026-09-14T13:30:00Z", "open": 331.8009, "high": 334.2, "low": 331.435, "close": 332.5, "volume": 0, "date": 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"SPDR S&P Oil & Gas Exploration & Production ETF", "strategy": "Momentum", "region": "ETF", "regime": "RECOVERY", "score": 80, "published_entry": 193.47, "published_entry_low": 193.47, "published_entry_high": 193.47, "stop": 186.84, "tp1": 200.09, "tp2": 202.3, "horizon": 10, "horizon_end": "2026-09-29", "measurement_calendar": "US_RTH_15M", "status": "tp1_be", "reason": null, "effective_entry": 194.74, "fill_policy": "chase", "fill_time": "2026-09-15T13:30:00Z", "opening_bar": { "timestamp": "2026-09-15T13:30:00Z", "open": 194.74, "high": 197.8, "low": 194.54, "close": 197.11, "volume": 167759, "date": "2026-09-15" }, "fill_deviation_pct": 0.66, "tp1_date": "2026-09-15", "runner_status": "breakeven", "exit_date": "2026-09-16", "exit_price": 197.415, "r_multiple": 0.339, "return_pct": 1.37, "mae_pct": -0.49, "mfe_pct": 3.16, "ambiguous_bar": false, "observed_bars": 104 }, { "scan_date": "2026-09-15", "ticker": "IBIT", "name": "iShares Bitcoin Trust ETF", "strategy": "Momentum", 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