# REDACTED COPY — not the original frozen file; no hash is shown # Pre-registration: T-WYS Claim Check backtests (claims 1-5), Sat 31-10-2026 Written and frozen BEFORE any signal, trade or outcome was computed (time recorded at freeze; this public page is a redacted copy only). Research only: no orders, no live broker/API calls, no alerts, no messages. Nothing outside the research folder is written. Source claims: internal research report (ranks 1-4 and 6). Exact quotes: transcripts/key_quotes.md. **Fidelity note:** all claims were made for US stocks / futures. We test them on crypto perpetual futures (24/7), so "the open" is tested twice: 00:00 UTC and the US cash open. ## 0. Data, coins, periods (fixed) - 16 coins (BASE16): ADA ATOM AVAX BCH BNB BTC DOGE DOT ETH LINK LTC NEAR SOL SUI TRX XRP. Binance USD-M perpetuals, 1m OHLCV. - 2021-06..2022-08 downloaded from data.binance.vision (public monthly zips, into data/raw); 2022-09..2026-10-23 from `data_extra/loaders.load_crypto`. Built by scripts/build_data.py (data/build.log). - SUI starts 2023-05-03. LTC NEAR SOL TRX XRP have a 5-day gap in the Binance archive; any session whose window has missing 1m bars is skipped. - Funding: real Binance funding per settlement (2021-06..2026-09-30). After 2026-09-30 funding = 0 (not in our dataset). - Daily bars = UTC days (00:00-24:00). ATRd = daily ATR14 (Wilder) of the last fully closed UTC day before the session start. SMA50 = simple mean of the last 50 closed UTC daily closes. - **IS** = sessions starting 2021-07-01 .. 2023-12-31. **OOS** = 2024-01-01 .. data end (2026-10-23). Rules are fixed here; nothing is tuned on OOS (nor on IS). - No hold-out coin set: the 12 hold-out coins have no 1m data before 2022-09 in our dataset (stated as a limit). ## 1. Sessions ("the open") - **U0** = 00:00 UTC, every calendar day. - **US** = 09:30 America/New_York (13:30 UTC during US daylight time, 14:30 UTC in winter; converted with zoneinfo, so DST is exact), Monday-Friday only (US exchange holidays are NOT removed; stated as a limit). - Session start S = open of the first 1m bar at that time. "Session end" for intraday trades = S + 6h30m (length of the US cash session), used for both U0 and US so they are comparable. - "Previous day" (box theory): U0 = previous UTC day high/low; US = high/low of the previous US weekday's 09:30-16:00 New York window (crypto prices in that window), mirroring the stock "previous day" (regular session). ## 2. Costs and simulation (our standard cost model B, same as in our earlier tests) - Taker 0.04019% + 0.02% slippage per side for market, stop-entry, stop-loss and time exits; maker 0.0134% for take-profit (limit) fills. Real funding over (entry, exit], long pays positive funding. - Result per trade in **R** = (gross P&L − costs − funding) / |entry − stop at entry|. Sensitivity: costs × 2. - 1m simulation. Entry minute: OHLC path o→l→h→c if c ≥ o, else o→h→l→c; the entry fills at the first crossing (at the open if gapped through), after which the rest of that path is checked for stop/TP. Later minutes: stop is checked before TP; a gap through a level fills at the bar open. Time exit at the open of the first minute ≥ the exit time. - Every rule has a stop. One trade per coin per session per variant. ## 3. Claim rules ### Claim 1 — "Pattern scalp": fade the opening 15-minute manipulation candle (4 variants: PS-U0, PS-US, PS70-U0, PS70-US) - Opening candle = first 15m candle [S, S+15m). Range15 = high − low. **Manipulation if Range15 > 0.20 × ATRd** (the daily ATR, as the video says; not the prior day's range). Variant PS70: Range15 ≥ 0.70 × ATRd ("I look for the ones that are around 70 to 80%"). - Direction: we fade the candle. Red opening candle (c < o) → longs only; green (c > o) → shorts only; c = o → no trade. - 5m bars from S (bar j covers [S+5j, S+5j+5m)). Patterns are looked for in bars j = 2..11 (from the third 5m bar to the end of the first hour). Entries only from S+15m, last entry before S+2h. - Long patterns (shorts are mirrored): - **Hammer ("John Wick")**: lower wick ≥ 2 × |body|, lower wick ≥ 0.5 × bar range, upper wick ≤ 0.25 × bar range. Entry = buy-stop at the hammer high, any later bar until S+2h. Stop = hammer low. - **Big engulfing ("Power of Tower")**: bar j−1 is red with body ≥ 0.10 × ATRd ("massively large"); during bar j (j = 3..11) price rises back to the midpoint of bar j−1's body → buy there. Stop = session low so far (low of the day since S, up to the entry minute). - **Small engulfing**: bar j green, bar j−1 red with body < 0.10 × ATRd, close(j) > open(j−1) and open(j) ≤ close(j−1). Treated like the hammer: buy-stop at bar j's high, stop at bar j's low. - A newer hammer / small-engulfing pattern replaces a pending, not-yet-triggered one. The first fill wins. - Target = the opposite side of the opening 15m box (long: Range15 high; short: Range15 low), take-profit at maker. If entry is already at/through the target, no trade. Time exit at session end. ### Claim 2 — Box theory on the previous day's high/low (4 variants: BX-mid-U0, BX-mid-US, BX-far-U0, BX-far-US) - Box top T and bottom B = previous day's high and low (§1); height Hb = T − B; middle M = (T + B)/2. - At S (first 1m bar open P): P ≥ T − 0.25 Hb ("close to, at or above") → **short**; P ≤ B + 0.25 Hb → **long**; otherwise no trade ("don't idle in the middle"). - Entry at P (market, taker + slip): "You just hit the button based off of the box." - Stop (the video gives none; our choice, fixed here): short = max(T, P) + 0.25 × ATRd; long = min(B, P) − 0.25 × ATRd. - Target: **mid** = M; **far** = the opposite side of the box (B for shorts, T for longs) ("made a beeline to the low pivot"). Take-profit at maker. Time exit at session end. ### Claim 3 — "Just buying at the open wins 51-54%" (6 variants: BO-U0-1h/2h/full, BO-US-1h/2h/full) - Long at P (taker + slip). Exit at S+1h, S+2h, or full session (U0: S+24h; US: S+6h30m = 16:00 New York), taker + slip. - Catastrophe stop (house rule "always a stop"): 1 × ATRd below entry; R = result / (1 × ATRd). - Reported: win rate gross and net of costs, mean % return, mean R. The claim is judged on win rate (> 50% after costs?) and on the edge vs a random time of day. - Supplementary (no label): the original market. SPY 1m regular session from data_extra (2022-01-03 .. 2026-03-31, the part with full 1m data): buy at the 09:30 open, sell at 10:30, 11:30 and the 16:00 close; win rate gross. Only ±4 years, not the claimed 15. - "Futures go up about 80% of the time": no time unit or definition given → not tested (stated). ### Claim 4 — Opening range reversal (4 variants: OR-50-U0, OR-50-US, OR-top-U0, OR-top-US) - Bias: last closed UTC daily close > SMA50 → longs only; ≤ SMA50 → shorts only. - Sucker move (long bias; short mirrored): after each 5m bar k (k = 0..11, first hour), L = session low so far, Hpre = highest high from S up to and including the bar that made L. **Armed if Hpre − L > 0.20 × ATRd.** - Entry: after arming, the first 5m bar m (until S+2h) whose high exceeds the previous 5m bar's high → buy-stop at that previous bar's high ("one candle to take out the high of another candle"). - Stop = session low at the entry minute ("stop loss ... at the low of the day"). - Target: **50** = L + 0.5 × (Hpre − L) ("50% at least"); **top** = Hpre ("lean it all the way up to the top"). If entry ≥ target → no trade that session. Take-profit at maker. Time exit at session end. ### Claim 5 — IQ Capital challenge odds (descriptive, no label) - Rules as published on iqcapital.io (general-rules and crypto pages, read 31-10-2026), crypto **$100K challenge**: profit target +8% ($8,000); max drawdown 6% trailing end-of-day (line set at each New York close 6% below the previous day's highest equity, only moves up); **no daily loss limit on crypto**; max position loss < 1% of starting balance including all costs (0.5% when funded) — a breach closes the position (soft breach), the 3rd breach ends the account; 90 calendar days; no minimum trading days; account ends after 8 calendar days without a trade. Funded: 90% split, first payout after 10 active trading days, each payout ≤ 50% of profit, cap $2,000 per payout on $100K (how-it-works page), payout resets the drawdown line to the starting balance. - Our modelling: fixed risk per trade 0.9% of starting balance in the challenge, 0.45% funded (a 1.0R planned risk at exactly 1% would breach on costs). A trade whose net loss ≥ 1.0% (funded ≥ 0.5%) counts as a soft breach and its loss is capped at that limit. Equity = realized balance (closed trades only) at each New York close (17:00 New York); open trades are not marked to market (optimistic; stated). Pass = realized balance ≥ +8% before day 90, before the 6% line is broken, before 3 breaches and before an 8-day gap without a new trade. - Funded: new $100K at 0.45% risk, same DD line/breach/inactivity rules; **first payout** = first moment with ≥ 10 active trading days (UTC days with an entry or exit) and profit > 0; payout = 90% × min(50% of profit, $2,000). Followed for up to 180 days. P(payout) = P(pass) × P(first payout | funded). - Strategies (trade lists already in our dataset, fixed now, no selection on outcome): - A = 4h EMA100/200 cross, swing stop S00 + TP 2× (round45c cid 1, `out45c/*.parquet`), BASE16 coins, 2022-10..2026-09. - B = same signal with the named third-party TP ladder (strategy B) (round45c cid 2). - C = S9 (`scanner/validation/s9_replay_trades.csv`). - D = PWR1H (`scanner/validation/pwr1h_replay_trades.csv`). - R = random-direction twin of A (column TWR in out45c, cid 1) = zero-skill benchmark with the same stops/holds. - Monte Carlo: 10,000 synthetic 90-day challenges per strategy and period by **week-block bootstrap** (13 calendar weeks drawn with replacement from the strategy's own history, keeping the timing of trades inside each week; seed fixed), plus historical replays starting every Monday. Funded phase: 10,000 week-block paths of 180 days. Periods: all, IS-part (< 2025-01-01, as in r45c) and OOS-part (≥ 2025-01-01). - Reported: P(pass), split of failure causes, median days to pass, P(first payout | pass), P(payout) overall, mean first payout $, and expected value against the fee ($89 current discounted price for $100K crypto; $445 list; activation fee after passing is not on the official pages I read, so EV is shown without it and with JoinProp's $299). ## 4. Random benchmark (claims 1-4) Per real trade K = 3 twins: same coin, same period (IS/OOS), entry at the open of a random 1m bar within ±3.5 days of the real entry (crc32 seed of coin, variant, time, k); **random direction 50/50** (claim 3: long, because the claim is "buy"); stop at the same distance in ATRd units (ATRd at the twin's time); take-profit at the same multiple of risk if the real trade had one; time exit after the same maximum holding time as the real trade had (real session end − real entry). Same costs and funding. Twin mean per trade = mean of its 3 twins. - **t vs random** = paired t of (R − twin mean) over trades. ## 5. Statistics per variant (IS and OOS separately) n, win rate (net), mean R, t of mean R, twin mean, difference and its t, profit factor, max drawdown (R, by exit time), 95% week-block bootstrap interval (OOS), mean without the best 5% of trades, costs × 2, per year, long/short split, coins positive. ## 6. Labels (our standard labels) and multiple testing - N = 18 labelled variants (claims 1-4). Bonferroni one-sided 5%/18 → t ≥ 2.77. We use the stricter **round45 bar t ≥ 3.41** (and report both). - **VERBODEN (red):** mean R ≤ 0 (after costs B + funding) in IS or OOS, or not better than the random twin in IS or OOS. - **EERSTE INDRUK (amber):** IS and OOS > 0 and better than the twin, but not the full PAPIER bar. - **PAPIER (paper candidate):** ≥ 300 trades with ≥ 100 OOS; IS and OOS mean ≥ +0.10R; twin beaten by ≥ +0.05R in IS and OOS; OOS 95% interval lower bound > 0; costs × 2 still ≥ 0; without the top 5% still > 0; OOS t ≥ 3.41 and OOS t vs random ≥ 2. - **BEWEZEN (proven):** additionally all of §2 of `mentor/leraar/bewezen_edge_criteria.md` plus forward phases B-D; cannot be reached in a backtest round alone. - Claim 3 extra verdict on the claim's own number: is the net win rate > 50% in IS and OOS for the 1h/2h/full holds? ## 7. What we will not do No changes to rules after seeing results. If a coding bug is found after a run, the fix and its reason go into `afwijkingen.md` with time, and all variants are rerun. No OOS-based selection. Pass bar fixed above.