回测

pv 0.3.1 = pv 0.3.0 + the portfolio cap inputs (engine build 0.2.1): 4 open positions / 1.0% open risk / 2.0% daily account loss / 3 per currency, evaluated by every instance on the account before an order. No trading value changed; identical to 0.3.0 on this window. Tier unchanged (proven). Headless run; generated ticks before 2026.

pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 156 / 1.31 / +$18 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.

pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. 2019-2026; pv 0.1.0 on the same window: 483 / 1.96 / +$119 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.

Tier set: PROVEN (PF >= 1.0 on 2010-2018 and 2019-2026, cause stated). Status: live.

Tokyo fix fade on another yen cross, same values as the USDJPY/EURJPY sets (pv 0.1.0: short at 09:55 JST on gotobi + month-end days, exit 25 min later, 20-pip stop). Same participant, new instrument: a test of the cause, not a tune. Whole window in-sample by construction. Headless run; generated ticks before 2026. | Same cause, third instrument: PF 1.96, $0.25/trade, every full year 2020-2025 positive (2019 has only 7 trades: the broker's GBPJPY M5 history starts late 2019). Matches USDJPY/EURJPY ($0.24/trade). Candidate. | Live at 0.01 lot from 2026-09-11 10:51 JST as a forward test (candidate status kept).