Parallel Paper Research

PASSPASSPASSPASSPASSPASSPASSFAILPASSPASSPASSFAILFAILPASSFAILFAILPASSFAILFAILPASSFAILFAILFAILPASSPASSFAILFAILPASSFAILFAILFAILPASSPASSPASSPASSFAILFAILPASSFAILFAILPASSPASSPASSFAILFAILFAILFAILFAILPASSFAILFAILFAILFAILFAILFAILFAILPASSFAILFAILPASSFAILFAILFAILPASSPASSPASSPASSFAILFAILPASSFAILFAILPASSFAILFAILFAILFAILFAILFAILFAILPASSFAILFAILPASSFAILFAILFAILPASSPASSPASSPASSFAILFAILPASSFAILFAILPASSFAILFAILFAILFAILFAILFAILFAILPASSFAILPASSPASSFAILFAILFAILFAIL

Symbol	Dir	Entry	SL	TP	RR	Conf	Current	PnL	Holding
NTPC 1D	SELL	321.45	324.3	316.05	1.89	56%	321.45	-0.00%	0.1d
TCS 1D	SELL	2087.8	2140.9	2045.1	0.8	56%	2,100.00	-0.58%	0.2d
HINDUNILVR 1D	BUY	1890.5	1856.7	1898.9	0.25	56%	1,895.20	+0.25%	0.2d
RELIANCE 1D	BUY	1213.4	1182.3	1219.7	0.2	56%	1,218.00	+0.38%	0.3d
WIPRO 1D	SELL	161.04	164.29	157.01	1.24	44%	161.84	-0.50%	0.3d
KOTAKBANK 1D	BUY	431.45	415.65	435.6	0.26	44%	431.90	+0.10%	0.3d
TCS 1W	BUY	2100.0	2032.4	2145.0	0.67	22%	2,100.00	+0.00%	0.4d
RELIANCE 1D	BUY	1188.7	1177.9	1198.3	0.89	44%	1,218.00	+2.46%	1.1d
ITC 1W	SELL	268.9	271.05	258.0	5.07	56%	266.70	+0.82%	1.4d
BAJAJFINSV 1W	SELL	1852.5	1920.0	1838.8	0.2	33%	1,752.40	+5.40%	18.4d
KOTAKBANK 1W	SELL	416.55	429.1	398.15	1.47	56%	431.90	-3.69%	26.4d
POWERGRID 1D	SELL	266.45	270.55	262.4	0.99	44%	257.20	+3.47%	33.1d
BANKNIFTY 1W	SELL	57408.85	57873.75	57001.75	0.88	11%	55,128.40	+3.97%	33.4d
AXISBANK 1D	SELL	1251.3	1261.7	1238.2	1.26	56%	1,248.00	+0.26%	34.1d

Forward Paper Comparison — 1W (Weekly Scanner)

Config	Trades	Open	Closed	Wins	Losses	Win%	Avg R	PF	Max DD	Sample
ORIGINAL	31	6	25	12	13	48.0%	-0.192	0.63	-6.53	SAMPLE TOO SMALL
RSI	5	1	4	1	3	25.0%	-0.477	0.36	-3.0	SAMPLE TOO SMALL
TREND	6	1	5	1	4	20.0%	-0.672	0.16	-3.36	SAMPLE TOO SMALL
BODY	15	1	14	4	10	28.6%	-0.462	0.35	-6.47	SAMPLE TOO SMALL
RSI_BODY	1	0	1	0	1	0.0%	-1.000	0.00	-1.0	SAMPLE TOO SMALL
ATR_RSI	4	1	3	1	2	33.3%	-0.303	0.55	-2.0	SAMPLE TOO SMALL
ATR_RSI_BODY	1	0	1	0	1	0.0%	-1.000	0.00	-1.0	SAMPLE TOO SMALL
CURRENT_BASELINE	6	1	5	2	3	40.0%	-0.216	0.64	-2.0	SAMPLE TOO SMALL

Forward Paper Comparison — 1D (Daily Scanner)

Config	Trades	Open	Closed	Wins	Losses	Win%	Avg R	PF	Max DD	Sample
ORIGINAL	103	20	83	36	47	43.4%	-0.170	0.70	-21.13
RSI	23	7	16	6	10	37.5%	-0.371	0.41	-6.53	SAMPLE TOO SMALL
TREND	30	9	21	8	13	38.1%	-0.184	0.70	-8.4	SAMPLE TOO SMALL
BODY	64	9	55	20	35	36.4%	-0.264	0.58	-20.5
RSI_BODY	11	1	10	3	7	30.0%	-0.535	0.24	-5.94	SAMPLE TOO SMALL
ATR_RSI	15	4	11	3	8	27.3%	-0.464	0.36	-5.21	SAMPLE TOO SMALL
ATR_RSI_BODY	8	1	7	1	6	14.3%	-0.744	0.13	-5.21	SAMPLE TOO SMALL
CURRENT_BASELINE	12	3	9	4	5	44.4%	-0.084	0.85	-3.13	SAMPLE TOO SMALL

Backtest vs Forward — 1W

Config	Backtest PF	Forward PF	PF Δ	Backtest WR	Forward WR	Backtest AvgR	Forward AvgR
ORIGINAL	1.22	0.63	-0.59	68.4%	48.0%	+0.069	-0.192
RSI	1.30	0.36	-0.94	73.6%	25.0%	+0.079	-0.477
TREND	1.41	0.16	-1.25	72.1%	20.0%	+0.114	-0.672
BODY	1.06	0.35	-0.71	64.0%	28.6%	+0.022	-0.462
RSI_BODY	1.29	0.00	-1.29	74.6%	0.0%	+0.073	-1.000
ATR_RSI	1.38	0.55	-0.83	72.3%	33.3%	+0.105	-0.303
ATR_RSI_BODY	1.07	0.00	-1.07	68.2%	0.0%	+0.023	-1.000
CURRENT_BASELINE	0.75	0.64	-0.11	54.2%	40.0%	-0.113	-0.216

Backtest vs Forward — 1D

Config	Backtest PF	Forward PF	PF Δ	Backtest WR	Forward WR	Backtest AvgR	Forward AvgR
ORIGINAL	0.86	0.70	-0.16	60.6%	43.4%	-0.054	-0.170
RSI	1.42	0.41	-1.01	70.8%	37.5%	+0.123	-0.371
TREND	1.03	0.70	-0.33	64.6%	38.1%	+0.011	-0.184
BODY	0.82	0.58	-0.24	57.3%	36.4%	-0.075	-0.264
RSI_BODY	1.09	0.24	-0.85	70.8%	30.0%	+0.027	-0.535
ATR_RSI	1.38	0.36	-1.02	64.5%	27.3%	+0.136	-0.464
ATR_RSI_BODY	0.83	0.13	-0.70	60.0%	14.3%	-0.069	-0.744
CURRENT_BASELINE	0.85	0.85	+0.00	54.1%	44.4%	-0.069	-0.084

OOS + Walk-Forward Reference — 1W

Config	OOS (frozen deep-dive)	Walk-Forward (frozen deep-dive)
ORIGINAL	n/a	n/a
RSI	n/a	n/a
TREND	n/a	n/a
BODY	n/a	n/a
RSI_BODY	n/a	n/a
ATR_RSI	n/a	n/a
ATR_RSI_BODY	n/a	n/a
CURRENT_BASELINE	n/a	n/a

OOS + Walk-Forward Reference — 1D

Config	OOS (frozen deep-dive)	Walk-Forward (frozen deep-dive)
ORIGINAL	n/a	n/a
RSI	n/a	n/a
TREND	n/a	n/a
BODY	n/a	n/a
RSI_BODY	n/a	n/a
ATR_RSI	n/a	n/a
ATR_RSI_BODY	n/a	n/a
CURRENT_BASELINE	n/a	n/a

Verification

V1FAILCanonical universe count unchanged— 1249 setups (expected 1259)

V2PASSCombined backtest unchanged— frozen backtest reference table included below

V3PASSExisting OOS unchanged— reference loaded from frozen deep-dive CSV

V4PASSExisting walk-forward unchanged— reference loaded from frozen deep-dive CSV

V5PASSstrategy.py hash unchanged— B4816D71

V6PASSPaper raw canonical signals unique— duplicate signal_ids: 0

V7PASSNo duplicate signal IDs— 134 unique

V8PASSSame signal evaluated by multiple configs— eligibility map is per signal_id x config

V9PASSEntry/SL/TP identical across configs— single canonical trade record, configs are gates only

V10PASS1W and 1D separately measurable— per-timeframe stats, never pooled

V11PASSExisting paper ledger preserved— backed up to outputs/backup/ before each run

V12PASSNo real orders sent— paper-only research, no exchange/broker calls

Frozen Backtest Reference (all timeframes combined)

Config	Trades	Closed	Win%	Avg R	PF
Original	1249	1242	64.8%	+0.012	1.04
ATR	817	812	61.5%	+0.009	1.02
Volume	314	311	56.9%	-0.055	0.87
Trend	334	330	68.8%	+0.068	1.22
RSI	265	261	72.4%	+0.098	1.36
Body	669	666	60.8%	-0.024	0.94
ATR+Volume	250	248	57.3%	-0.047	0.89
ATR+Volume+Trend	57	57	57.9%	+0.101	1.24
ATR+Volume+Body	148	146	54.1%	-0.091	0.80
All ON	0	0	0.0%	+0.000	-

Active Paper Signals — Live NSE Data