On volatile days, waits for price to retest a key level twice before entering. Looks for a larger move away from that level, rather than trying to win every trade.
A stronger full-history profit factor than the passive-value and key-open alternatives, but only 152 trades, a sub-40% win rate and substantial drawdown. Modeled second-retest limit fills and the translated-stop exclusion are not broker-fill evidence. 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: Market Rotation (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 events152
Best-day contribution share12.2%
Best day pnl (USD)$6,297
Best complete-known session2026-06-09
Censored trades0
Complete-known-day P&L$51,662
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$339.88
EV / resolved trade$339.88
Green calendar share11.8%
Green days50
Gross loss (USD)$79,453
Gross profit (USD)$131,115
Known sessions424
Losses92
Known-segment drawdown$8,669
Resolved net P&L$51,662
Trade profit factor1.65
Red calendar share12.0%
Red days51
Resolved trades152
Source events152
Unknown calendar share0.0%
Unknown sessions0
Whole-window net P&L$51,662
Resolved-trade win rate39.5%
Win-rate support (wins + losses)152
Wins60
Zero calendar share76.2%
Zero days323
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.
