Looks for price to return toward the session’s volume-weighted average after moving away from it. Uses limit entries, with short trades restricted to midday.
A larger 554-trade sample and positive complete-history net, considered alongside substantial drawdown. Protective cover is delayed until a favorable move. Original profit-factor/drawdown replacement gates were not passed; its human-selected management is not a qualified replacement or a related broker plugin’s performance. All-history-seen research with an original historical prefix and a volume-roll source-policy suffix from September 16, 2026; not a homogeneous backtest, fresh out-of-sample validation or execution authorization.
Original publication label: Session Reversion (Continuity). The display name is simpler; strategy rules and results are unchanged.
Membership is fixed at this ledger’s cutoff, not chosen by performance. These windows are descriptive, not holdouts or promotion criteria. Unknown outcomes remain null; no-trade sessions are zero only when known. Fewer than the requested sessions are shown if history is shorter.
Published research accounting in USD; costs and exposure vary by study. Dollar results are not normalized for equal capital or sizing. Drawdown is observed over known daily-close segments, not an intraday risk ceiling. Historical research can overfit and does not establish live performance.
Complete window metrics
Accepted events554
Best-day contribution share7.0%
Best day pnl (USD)$4,252
Best complete-known session2026-02-04
Censored trades0
Complete-known-day P&L$61,144
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$110.37
EV / resolved trade$110.37
Green calendar share42.1%
Green days179
Gross loss (USD)$154,547
Gross profit (USD)$215,691
Known sessions425
Losses213
Known-segment drawdown$7,520
Resolved net P&L$61,144
Trade profit factor1.4
Red calendar share27.5%
Red days117
Resolved trades554
Source events554
Unknown calendar share0.0%
Unknown sessions0
Whole-window net P&L$61,144
Resolved-trade win rate61.6%
Win-rate support (wins + losses)554
Wins341
Zero calendar share30.4%
Zero days129
Zero pnl trades0
Trade profit factor and daily profit factor are distinct. ∞ means supported positive economics with no losses; unavailable support stays null. Win rate excludes zero-P&L outcomes. Session shares include all admitted sessions, including unknowns. Best-day contribution is a descriptive ratio and can exceed 100% or be negative.
Published portfolio economics. Explore the accounting boundary and component relationships.
Historical net · full period
$123,688.18
Known / admitted sessions
143 / 143
Through Sep 25, 2026Research only
PUBLICATION RECEIPT
Traceable to the same ledger.
Byte hashes establish consistency with the published snapshot. They are not independent audit opinions, signatures, or certifications of a live algorithm.
