GETGRAIL · EVIDENCE LAB
Gold Trading Research
Decision support for XAU/USD. Historical evidence, explicit uncertainty, no automated execution.
DATA INGEST
Load licensed one-minute XAU/USD data
Required columns: timestamp, open, high, low, close. UTC offsets and genuine session gaps are preserved.
COMPARABLE SITUATIONS
Current regime: Range
| Impulse | Regime | N | Hit rate | 95% interval | Median directional | Adverse excursion |
|---|---|---|---|---|---|---|
| Down | Range | 1 | +100.00% | +20.65%–+100.00% | +0.28% | +0.03% |
CURRENT READOUT
NO TRADE
Synthetic data can never qualify a research scenario.
- Price
- 1999.00
- 15m move
- -0.01%
- Regime
- Range
- Session
- UnitedStates
- Confidence
- Dataset ineligible for current setup
SCENARIO LEVELS
Withheld
No entry, invalidation, stop, or target is shown while evidence is weak or no setup is active.
DECISION AUDIT
Why this readout is allowed or blocked
Authentic market data
Synthetic fixture; market qualification prohibited.
Historical coverage
12.0 hours; minimum 48.
Current-data freshness
Latest candle age 6784.1 hours; maximum 24.
Active ±0.5% / 15m setup
Observed -0.01%.
Comparable evidence count
0/30 comparable events.
Net edge and uncertainty
No comparable regime evidence.
Historical reward/risk
Median net move / median adverse excursion = 0.00; minimum 1.00.
Multiple-testing control
Bonferroni-adjusted one-sided p = 1.0000; family-wise limit 0.0500.
Chronological holdout
No direction-specific holdout available.
Walk-forward replication
No direction-specific walk-forward result available.
Threshold stability
No direction-specific stability result available.
DATA QUALITY
CONTINUOUS
- Coverage
- +100.00%
- Gap count
- 0
- Missing minutes
- 0
- Largest gap
- 0 min
FIRST EXPERIMENT
After a ±0.5% move within 15 minutes
| Impulse | Horizon | N | Net hit rate | 95% interval | Avg next move | Median net edge | Avg adverse | Volatility |
|---|---|---|---|---|---|---|---|---|
| Up | 5 min | 4 | +50.00% | +15.00%–+85.00% | +0.11% | +0.09% | +0.03% | +0.02% |
| Up | 15 min | 4 | +50.00% | +15.00%–+85.00% | 0.00% | -0.03% | +0.08% | +0.02% |
| Up | 30 min | 4 | 0.00% | 0.00%–+48.99% | -0.34% | -0.37% | +0.36% | +0.02% |
| Up | 60 min | 4 | 0.00% | 0.00%–+48.99% | -0.58% | -0.59% | +0.61% | +0.02% |
| Up | 120 min | 4 | 0.00% | 0.00%–+48.99% | -0.53% | -0.55% | +1.16% | +0.02% |
| Down | 5 min | 5 | +60.00% | +23.07%–+88.24% | -0.08% | +0.04% | +0.03% | +0.02% |
| Down | 15 min | 5 | +60.00% | +23.07%–+88.24% | +0.02% | +0.03% | +0.10% | +0.02% |
| Down | 30 min | 5 | +20.00% | +3.62%–+62.45% | +0.23% | -0.25% | +0.31% | +0.02% |
| Down | 60 min | 5 | +20.00% | +3.62%–+62.45% | +0.45% | -0.51% | +0.51% | +0.02% |
| Down | 120 min | 5 | 0.00% | 0.00%–+43.45% | +0.54% | -0.54% | +1.05% | +0.02% |
LONG VS SHORT
Continuation compared with mean reversion
| Impulse | Horizon | N | Continuation | Net hit | Avg net move | Reversal | Net hit | Avg net move |
|---|---|---|---|---|---|---|---|---|
| Up | 5 min | 4 | LONG | +50.00% | +0.09% | SHORT | +25.00% | -0.13% |
| Up | 15 min | 4 | LONG | +50.00% | -0.02% | SHORT | +50.00% | -0.02% |
| Up | 30 min | 4 | LONG | 0.00% | -0.36% | SHORT | +100.00% | +0.32% |
| Up | 60 min | 4 | LONG | 0.00% | -0.60% | SHORT | +100.00% | +0.56% |
| Up | 120 min | 4 | LONG | 0.00% | -0.55% | SHORT | +100.00% | +0.51% |
| Down | 5 min | 5 | SHORT | +60.00% | +0.06% | LONG | +20.00% | -0.10% |
| Down | 15 min | 5 | SHORT | +60.00% | -0.04% | LONG | +40.00% | 0.00% |
| Down | 30 min | 5 | SHORT | +20.00% | -0.25% | LONG | +80.00% | +0.21% |
| Down | 60 min | 5 | SHORT | +20.00% | -0.47% | LONG | +80.00% | +0.43% |
| Down | 120 min | 5 | SHORT | 0.00% | -0.56% | LONG | +100.00% | +0.52% |
REVERSAL VALIDATION
Mean-reversion evidence tested separately
| Impulse | Research side | N | Net hit | Wilson low | Avg net | Holdout hit | WF folds | Stable thresholds | Adjusted p | R/R | Result |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Up | SHORT | 4 | +100.00% | +51.01% | +0.32% | +100.00% | 0/3 | 0 | 1.0000 | 1.98 | NO TRADE |
| Down | LONG | 5 | +80.00% | +37.55% | +0.21% | +100.00% | 0/3 | 0 | 1.0000 | 1.24 | NO TRADE |
COST STRESS
Does the continuation survive friction?
| Impulse | Horizon | Round-trip cost | N | Net hit rate | Average net | Median net |
|---|---|---|---|---|---|---|
| Up | 5 min | 0.00% | 4 | +75.00% | +0.11% | +0.11% |
| Up | 5 min | +0.02% | 4 | +50.00% | +0.09% | +0.09% |
| Up | 5 min | +0.04% | 4 | +50.00% | +0.07% | +0.07% |
| Up | 15 min | 0.00% | 4 | +50.00% | 0.00% | -0.01% |
| Up | 15 min | +0.02% | 4 | +50.00% | -0.02% | -0.03% |
| Up | 15 min | +0.04% | 4 | +50.00% | -0.04% | -0.05% |
| Up | 30 min | 0.00% | 4 | 0.00% | -0.34% | -0.35% |
| Up | 30 min | +0.02% | 4 | 0.00% | -0.36% | -0.37% |
| Up | 30 min | +0.04% | 4 | 0.00% | -0.38% | -0.39% |
| Up | 60 min | 0.00% | 4 | 0.00% | -0.58% | -0.57% |
| Up | 60 min | +0.02% | 4 | 0.00% | -0.60% | -0.59% |
| Up | 60 min | +0.04% | 4 | 0.00% | -0.62% | -0.61% |
| Up | 120 min | 0.00% | 4 | 0.00% | -0.53% | -0.53% |
| Up | 120 min | +0.02% | 4 | 0.00% | -0.55% | -0.55% |
| Up | 120 min | +0.04% | 4 | 0.00% | -0.57% | -0.57% |
| Down | 5 min | 0.00% | 5 | +60.00% | +0.08% | +0.06% |
| Down | 5 min | +0.02% | 5 | +60.00% | +0.06% | +0.04% |
| Down | 5 min | +0.04% | 5 | +60.00% | +0.04% | +0.02% |
| Down | 15 min | 0.00% | 5 | +60.00% | -0.02% | +0.05% |
| Down | 15 min | +0.02% | 5 | +60.00% | -0.04% | +0.03% |
| Down | 15 min | +0.04% | 5 | +60.00% | -0.06% | +0.01% |
| Down | 30 min | 0.00% | 5 | +20.00% | -0.23% | -0.23% |
| Down | 30 min | +0.02% | 5 | +20.00% | -0.25% | -0.25% |
| Down | 30 min | +0.04% | 5 | +20.00% | -0.27% | -0.27% |
| Down | 60 min | 0.00% | 5 | +20.00% | -0.45% | -0.49% |
| Down | 60 min | +0.02% | 5 | +20.00% | -0.47% | -0.51% |
| Down | 60 min | +0.04% | 5 | +20.00% | -0.49% | -0.53% |
| Down | 120 min | 0.00% | 5 | 0.00% | -0.54% | -0.52% |
| Down | 120 min | +0.02% | 5 | 0.00% | -0.56% | -0.54% |
| Down | 120 min | +0.04% | 5 | 0.00% | -0.58% | -0.56% |
SESSION COMPARABLES
Current UTC session: UnitedStates
| Impulse | Session | N | Net hit rate | 95% interval | Median net edge |
|---|---|---|---|---|---|
| Down | UnitedStates | 1 | 0.00% | 0.00%–+79.35% | -0.53% |
CHRONOLOGICAL HOLDOUT
Development 70% · untouched holdout 30%
| Direction | Development N | Development net hit | Holdout N | Holdout net hit | Holdout median net | Result |
|---|---|---|---|---|---|---|
| Up | 2 | 0.00% | 2 | 0.00% | -0.20% | NO TRADE |
| Down | 3 | +33.33% | 2 | 0.00% | -0.34% | NO TRADE |
WALK-FORWARD
Three sequential forward test blocks
| Direction | Fold | Train N | Train hit | Test N | Test hit | Test median | Result |
|---|---|---|---|---|---|---|---|
| Up | 1 | 2 | 0.00% | 0 | 0.00% | 0.00% | NO TRADE |
| Up | 2 | 2 | 0.00% | 1 | 0.00% | -0.12% | NO TRADE |
| Up | 3 | 3 | 0.00% | 1 | 0.00% | -0.28% | NO TRADE |
| Down | 1 | 2 | +50.00% | 1 | 0.00% | -0.25% | NO TRADE |
| Down | 2 | 3 | +33.33% | 1 | 0.00% | -0.15% | NO TRADE |
| Down | 3 | 4 | +25.00% | 1 | 0.00% | -0.53% | NO TRADE |
INDEPENDENCE CONTROL
15-minute event cooldown
Repeated crossings in the same direction and threshold inside the cooldown are excluded to reduce overlapping, pseudo-independent observations.
PARAMETER STABILITY
Neighboring impulse thresholds
| Direction | Qualified thresholds | Available thresholds | Result | Conclusion |
|---|---|---|---|---|
| Up | 0 | 2 | NO TRADE | Net continuation is not stable across at least two sufficiently populated thresholds. |
| Down | 0 | 2 | NO TRADE | Net continuation is not stable across at least two sufficiently populated thresholds. |
RESEARCH UNIVERSE