VWAP-Deviation Fade NET NEGATIVE
Corrected audit: lookahead-free VWAP leaves no edge; net PF ≈ 0.57 and the strategy is a net loser after costs.
IVA Break-In Fade NET NEGATIVE
Corrected audit: same-bar entry leak collapses the edge; net PF ≈ 0.015 and the strategy is a severe loser once fixed.
CVD-Divergence Fade NET NEGATIVE
Corrected audit: implementation is clean, but net PF ≈ 0.74 and the edge is not present after realistic costs.
IVA Confirmed Breakout NET NEGATIVE
Corrected audit: causal target/ATR fixes leave the strategy at roughly PF 0.80 and still net negative.
Updated Analysis CORRECTIONS + FOLLOW-UP
Re-running E3/E4/E5/E8's own backtest code found a VWAP lookahead bug (E8), an entry-price lookahead bug (E4), a full-day volume-profile target lookahead bug (E3, found Sep 2026), a day-level ATR sizing bug shared by E3/E4/E5 (also found Sep 2026, fixed — moved every affected result by only a few hundredths of PF), and a shared crash bug. E5's implementation checked out clean. Corrected numbers, an out-of-sample-validated 15-variant follow-up study, a systematic OI+CVD+Volume confluence test, and a September 2026 hardening pass that closed out the two confluence categories which had survived the first correction (plus three further new signals, all null) are below.
Method
Discipline: one entry per signal (cooldown until flat), next-bar-open fills (taker), ATR-normalized R, net of taker+slippage. Strategies frozen before testing. Signal-only research, not investment advice. 600-day window covering the full checked-in dataset.