Corrected audit: the original target logic used a full-day profile node not available at entry time. After fixing that and the shared ATR issue, the strategy remains net-negative at about PF 0.8.
Trades
~145,000
Win Rate
~44%
Avg R / Trade
≈−0.10R
Total R (net, YTD)
≈−15,000R
Profit Factor
0.80
Verdict
No edge
Orig. 600d net R
−31,816R
Updated fix
causal TP
Long / Short
N/A
Symbols
~66/166
Status
Net loser
Exit mix
The original continuation edge was overstated by using later-forming profile nodes as TP levels; the corrected result remains a net negative strategy.
KPI cards: corrected 2026 YTD audit (causal take-profit target + causal ATR, screened universe ≈145k trades, net PF 0.80). The two equity charts are the original 600-day engine and end at −31,816R net — already a loser, and not a regenerated causal series. See Updated Analysis.