Backtest Pipeline

Replay · parity-certified11 strategies

Honest retest-fill on RAW BRONZE TICKS: a resting LIMIT fills only if price retests the level within the ~120s TTL, else expired_no_retest (no trade). Instant-fill / fill-at-open / bar-proxy is BANNED — it manufactured ~3 weeks of fake profitability.

Strategy portfolio — replay readiness

Every strategy with a parity-certified replay result. PF, ship verdict, and days-certified at a glance. Click a row to load its full pipeline view.

no_candle_wickmulti-day · 2026-06-07 → 2026-06-18ES + NQfill: honest_retestSHIP: ready11/11 days certified · generated 6/19/2026, 10:24:52 AM

PF (window)

2.96

Win rate

50.8%

Trades

309

Net (window)

$30,062.87

Days certified

11/11

expired_no_retest

Apex tier	Net	Max DD	Profit target	DD limit	Daily-loss limit	Verdict
50K	$30,062.87	$1,162.68	$3,000	$2,000	$1,000	PASS
100K	$30,062.87	$1,162.68	$6,000	$3,000	$1,500	PASS
150K	$30,062.87	$1,162.68	$9,000	$4,000	$2,000	PASS

Per-day breakdown

Each settled bronze day, ES+NQ, honest retest-fill. Only parity-certified days feed the aggregate above.

Date	Trades	PF	WR	Net	Parity
2026-06-07	0	—	—	$0	certified
2026-06-08	30	1.38	40.0%	$714.65	certified
2026-06-09	25	0.70	40.0%	$-550.9	certified
2026-06-10	47	4.93	57.4%	$12,190.36	certified
2026-06-11	38	1.95	55.3%	$1,871.99	certified
2026-06-12	27	1.89	33.3%	$1,341.76	certified
2026-06-14	0	—	—	$0	certified
2026-06-15	25	3.05	60.0%	$1,271.17	certified
2026-06-16	41	2.17	56.1%	$1,517.24	certified
2026-06-17	36	8.59	61.1%	$8,750	certified
2026-06-18	40	2.50	45.0%	$2,956.6	certified

Parity verdict — 7-hop replay workflow

11/11 days certified

The backtest IS the live pipeline driven by replayed bronze ticks. Each node is the same hop the live feed runs; the badge is its aggregate parity verdict across the window. A diverged day is excluded from the PnL aggregate and blocks an all-days-certified ship gate.

bronze ticks

bronze

→

silver bars

bronze to silver

→

market context

silver to context

→

no_candle_wick

context to strategy

→

risk gate

strategy to risk

→

signal router

risk to router

→

exec bridge

router to bridge

→

fill / PnL ledger

bridge to accounts

→

ship gate

ship

Contrast — honest vs the inflated history: Multi-day HONEST retest-fill verdict across the settled bronze window. PF/WR/net + Apex tiers are computed ONLY from parity-CERTIFIED days (11 certified, 0 diverged-excluded). The single clean 06-18 day was +$2,956/PF 2.5 (n=40); one day is not a verdict. The legacy instant-fill demo model + corrupt silver-delta warehouse manufactured ~3 weeks of FAKE profitability (RCAs: project_instant_fill_masked_3wk_losses_2026-06-18, project_silver_delta_msdedup_bug_2026-06-18); those numbers are INVALID for a ship decision. This window reruns the SAME live pipeline on raw bronze ticks with honest fills and certifies bronze->silver provenance per day. Only certified days feed PF/WR/net + the Apex tier math; a diverged day's trades (and any rule breach on it) are excluded by design, never silently dropped.

EMA direction impact — with-trend vs counter-trendEMA feature #1160 · shadow only

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Governed demo record — historical (replay, parity-certified) + live (governed)sandbox · governed projection

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