Robot branch: EURGBP V5
Version reviewed: EURGBP V5.28 M5 Body Filter
Observation period: Week 28
Week 28 result: -3.1288R
Research decision: Stop the broad V5.28 structure
Next research version: EURGBP V5.29 Selective SELL Groups
Current priority: Tested Logic
Mode: PAPER_SIM_ONLY
orders_sent: NO
Live orders: No live orders were sent
Executive Summary
EURGBP V5.28 completed Week 28 with 35 closed paper trades and a final result of -3.1288R.
The version generated +12.1972R in Gross +R, but this was outweighed by -15.3260R in Gross -R. The M5 Body Filter therefore did not make the broad V5 structure selective enough.
A subsequent full-depth review combined and deduplicated the available EURGBP V5 trade history from Weeks 25–28. The resulting baseline contained 124 trades and produced:
- 61 winning trades
- 62 losing trades
- -5.2873R Net R
- -0.0426R average per trade
The review identified a narrower positive structure inside SELL trades using PARALLEL_ASCENDING corridors and the PCT_70_90 position area.
A refined historical selection containing 11 trades produced +7.6627R with no negative week in the available review. This result was used to create the next paper-only research version: EURGBP V5.29 Selective SELL Groups.
V5.29 is not a Demo Candidate. The selected conditions were derived from the existing research dataset and require fresh forward paper observation during Week 29.
Purpose of This Report
This report documents the Week 28 result of EURGBP V5.28 and explains why the EURGBP V5 branch moved from broad signal admission to a selective SELL-only model.
The report covers two separate stages:
- the Week 28 paper result produced by EURGBP V5.28; and
- the retrospective multiweek analysis used to define EURGBP V5.29.
The selected V5.29 groups are a new research hypothesis. Their historical result must not be interpreted as independent forward performance.
EURGBP V5.28 Research Logic
EURGBP V5.28 used an M5 Body Filter designed to block candidate entries when the current M5 candle body was moving against the intended trade direction.
The purpose of this controlled change was to reduce weak entries without replacing the broader V5 signal structure.
Week 28 tested whether this filter could improve the balance between positive and negative trades.
Week 28 Results
| Metric | EURGBP V5.28 |
|---|---|
| Closed trades | 35 |
| Winning trades | 16 |
| Losing trades | 18 |
| Zero-result trades | 1 |
| Win rate | 45.71% |
| Gross +R | +12.1972R |
| Gross -R | -15.3260R |
| Net R | -3.1288R |
| Average R per trade | -0.0894R |
| TP exits | 9 |
| SL exits | 12 |
| MAX_HOLD exits | 14 |
Internal weekly target: +5R
Target status: Not reached
Interpretation of the Week 28 Result
EURGBP V5.28 continued to generate profitable trades. Its Gross +R exceeded +12R.
However, the negative contribution was larger than the positive contribution. Gross -R reached -15.3260R, leaving the final weekly result at -3.1288R.
The problem was therefore not an absence of positive signals. The problem was that the broad V5.28 structure admitted too many weak or losing trades alongside them.
The exit distribution supported the same conclusion:
- 9 trades reached TP;
- 12 trades reached SL;
- 14 trades closed through MAX_HOLD.
The M5 Body Filter alone did not isolate the strongest parts of the V5 signal population.
Full-Depth EURGBP V5 Review
After Week 28, the available EURGBP V5 closed-trade files were combined and duplicate trades were removed.
The objective was to evaluate the V5 branch across its full available depth rather than judge it from one week alone.
The review examined:
- the overall multiweek result;
- weekly stability;
- corridor types;
- sessions;
- position-percentage areas;
- BUY and SELL directions;
- entry-body classifications;
- and combinations that could form a simple auditable allowlist.
After deduplication, the broad V5 baseline contained 124 trades.
Full Deduplicated V5 Baseline
| Metric | V5 Baseline |
|---|---|
| Trades | 124 |
| Winning trades | 61 |
| Losing trades | 62 |
| Zero-result trades | 1 |
| Win rate | 49.19% |
| Gross +R | +48.2952R |
| Gross -R | -53.5825R |
| Net R | -5.2873R |
| Average R per trade | -0.0426R |
| TP exits | 35 |
| SL exits | 43 |
| MAX_HOLD exits | 46 |
The broad V5 baseline was negative overall.
Gross -R exceeded Gross +R, the average result per trade was below zero, and SL exits exceeded TP exits.
This confirmed that the broad V5 model did not have enough aggregate quality to continue unchanged.
V5 Weekly Baseline
| Week | Trades | Wins | Losses | Gross +R | Gross -R | Net R |
|---|---|---|---|---|---|---|
| Week 25 | 31 | 14 | 17 | +12.9961R | -13.2241R | -0.2280R |
| Week 26 | 28 | 13 | 15 | +9.2842R | -13.8240R | -4.5398R |
| Week 27 | 30 | 18 | 12 | +13.8178R | -11.2084R | +2.6094R |
| Week 28 | 35 | 16 | 18 | +12.1972R | -15.3260R | -3.1288R |
Only Week 27 was positive.
Weeks 25, 26 and 28 were negative, and none of the four weeks reached the internal +5R target.
The result showed that the broad V5 structure was not only negative in total but also unstable from week to week.
Main Negative Areas
The full-depth audit identified several areas with large negative contributions.
| Negative area | Trades | Net R | SL exits |
|---|---|---|---|
| PARALLEL_HORIZONTAL | 35 | -10.9801R | 19 |
| LONDON_06_10 | 36 | -9.5078R | 18 |
| PCT_30_70 | 25 | -8.1236R | 13 |
| BUY / LOWER_ZONE_BUY | 29 | -7.2406R | 15 |
The strongest negative concentrations appeared in:
- PARALLEL_HORIZONTAL corridors;
- the London morning session;
- the middle PCT_30_70 corridor area;
- and BUY-side activity from LOWER_ZONE_BUY.
This evidence pointed away from broad BUY and SELL continuation and toward a narrower SELL-only structure.
Positive Selection Review
After identifying the principal negative areas, the review searched for signal combinations that retained a positive result across the available V5 history.
The strongest initial candidate was:
SELL + PARALLEL_ASCENDING + NY_LATE_16_20 + PCT_70_90
Initial Group A
| Metric | Group A |
|---|---|
| Trades | 11 |
| Winning trades | 10 |
| Losing trades | 1 |
| Win rate | 90.91% |
| Gross +R | +7.7351R |
| Gross -R | -0.6667R |
| Net R | +7.0685R |
| Average R per trade | +0.6426R |
| TP exits | 5 |
| SL exits | 0 |
| MAX_HOLD exits | 6 |
Group A produced a strong total result, but its weekly distribution revealed one weakness.
Week 26 was slightly negative because of one trade classified as BODY_STRONG_NEG.
Group B
A second positive group was identified:
SELL + PARALLEL_ASCENDING + PCT_70_90 + BODY_WEAK_NEG
| Metric | Group B |
|---|---|
| Trades | 7 |
| Winning trades | 6 |
| Losing trades | 1 |
| Win rate | 85.71% |
| Gross +R | +5.5708R |
| Gross -R | -0.4167R |
| Net R | +5.1542R |
| Average R per trade | +0.7363R |
| TP exits | 3 |
| SL exits | 0 |
| MAX_HOLD exits | 4 |
Group B was smaller, but it supported the same central observation: the strongest V5 material was concentrated inside SELL trades using PARALLEL_ASCENDING corridors and the PCT_70_90 position area.
Initial A+B Combination
The initial Group A and Group B allowlist produced the following combined retrospective result:
| Metric | Initial A+B Allowlist |
|---|---|
| Trades | 17 |
| Winning trades | 15 |
| Losing trades | 2 |
| Win rate | 88.24% |
| Gross +R | +12.6623R |
| Gross -R | -1.0833R |
| Net R | +11.5789R |
| Average R per trade | +0.6811R |
| TP exits | 8 |
| SL exits | 0 |
| MAX_HOLD exits | 9 |
The trade count is 17 rather than 18 because one trade matched both Group A and Group B and was counted only once after deduplication.
Initial A+B Result by Week
| Week | Net R |
|---|---|
| Week 25 | +6.3718R |
| Week 26 | -0.6245R |
| Week 27 | +3.7071R |
| Week 28 | +2.1245R |
The total result was strong, but Week 26 remained negative.
The negative Week 26 contribution came from an A-group entry classified as BODY_STRONG_NEG.
Final Refined Candidate
To remove the identified negative condition, Group A was refined by excluding BODY_STRONG_NEG entries.
The final V5.29 research selection is:
Group A Refined
- Direction: SELL
- Corridor type: PARALLEL_ASCENDING
- Session: NY_LATE_16_20
- Position percentage: PCT_70_90
- Entry body: Any allowed body classification except BODY_STRONG_NEG
Group B
- Direction: SELL
- Corridor type: PARALLEL_ASCENDING
- Position percentage: PCT_70_90
- Entry body: BODY_WEAK_NEG
Refined Historical Result
| Metric | A Refined + B |
|---|---|
| Trades | 11 |
| Winning trades | 10 |
| Losing trades | 1 |
| Win rate | 90.91% |
| Gross +R | +8.0794R |
| Gross -R | -0.4167R |
| Net R | +7.6627R |
| Average R per trade | +0.6966R |
| TP exits | 5 |
| SL exits | 0 |
| MAX_HOLD exits | 6 |
The refined selection produced less total Net R than the wider initial A+B model because it admitted fewer trades.
However, it provided a cleaner weekly profile and removed the identified BODY_STRONG_NEG weakness from Group A.
Refined Candidate by Week
| Week | Trades | Winning trades | Losing trades | Net R |
|---|---|---|---|---|
| Week 25 | 3 | 2 | 1 | +1.7889R |
| Week 26 | 1 | 1 | 0 | +0.0422R |
| Week 27 | 4 | 4 | 0 | +3.7071R |
| Week 28 | 3 | 3 | 0 | +2.1245R |
The refined selection did not produce a negative week in the available review.
This result remains preliminary because:
- the full sample contains only 11 trades;
- Week 26 contains only one selected trade;
- the same historical dataset was used to identify and evaluate the conditions;
- and no fresh forward observation has yet confirmed V5.29.
Analysis of the Excluded Trades
If the refined V5.29 selection is applied retrospectively, 113 of the 124 baseline trades are excluded.
| Metric | Excluded Trades |
|---|---|
| Trades | 113 |
| Winning trades | 51 |
| Losing trades | 61 |
| Zero-result trades | 1 |
| Win rate | 45.13% |
| Gross +R | +40.2158R |
| Gross -R | -53.1658R |
| Net R | -12.9500R |
| Average R per trade | -0.1146R |
| TP exits | 30 |
| SL exits | 43 |
| MAX_HOLD exits | 40 |
The excluded population still contained 51 profitable trades and more than +40R in Gross +R.
However, its negative contribution was substantially larger, producing a combined result of -12.9500R.
This does not prove that every excluded trade is structurally bad. It shows that the broad excluded population did not justify continued admission under the new research model.
Version Decision
Decision: REPLACE EURGBP V5.28 AS THE ACTIVE V5 RESEARCH VERSION
Previous active version: EURGBP V5.28 M5 Body Filter
New active research version: EURGBP V5.29 Selective SELL Groups
Priority: Tested Logic
Testing mode: PAPER_SIM_ONLY
EURGBP V5.28 will remain available as an audit reference, but its broad structure will not continue as the active V5 research model.
EURGBP V5.29 represents a structural transition:
- from broad BUY and SELL admission to SELL-only selection;
- from multiple corridor structures to PARALLEL_ASCENDING;
- from broad corridor positioning to PCT_70_90;
- from incremental blacklist filtering to an explicit allowlist;
- and from V5.28 weekly modification to a new V5.29 research hypothesis.
EURGBP V5.29 Logic
EURGBP V5.29 is a selective SELL-only paper research model.
A signal is admitted when it matches Group A Refined or Group B.
All other signals are blocked with:
SIGNAL_BLOCKED_NOT_IN_V5_29_SELECTIVE_SELL_GROUP
The EURGBP V5.29 selection was derived independently from the EURGBP V4 branch. Although both branches now use selective SELL structures, their admitted conditions are different.
Why V5.29 Is Not a Demo Candidate
The refined historical result is materially stronger than the broad V5 baseline, but it is not sufficient for Demo Candidate status.
The selected conditions were identified from the same historical paper dataset used to calculate their performance. This introduces selection bias and increases the risk that the observed result is specific to the reviewed sample.
Current limitations include:
- only 11 selected trades;
- only one selected trade during Week 26;
- low expected weekly trade frequency;
- no independent forward week;
- and no evidence that the selected groups will continue behaving similarly under new market conditions.
EURGBP V5.29 therefore remains in the Tested Logic category.
Week 29 Research Objective
Week 29 will be the first fresh forward paper observation period for EURGBP V5.29.
The main questions are:
- Will the selected groups produce new qualifying trades?
- Will the historical positive structure persist on unseen data?
- Will the trade frequency be sufficient for evaluation?
- Will Gross -R remain controlled?
- Will BODY_STRONG_NEG exclusion improve the Group A profile?
- Will MAX_HOLD behaviour remain acceptable?
- Will the task and output files remain operationally stable?
No priority upgrade will be made solely because the retrospective result is positive.
Operational Status
EURGBP V5.29 was implemented as a separate paper-only research task.
- Mode: PAPER_SIM_ONLY
- orders_sent: NO
- Live orders: No live orders are sent
- Order execution: Disabled
- Output files: Separate V5.29 files
- VBS wrapper: Separate V5.29 wrapper
- Scheduled task: Separate V5.29 task
- Previous task: V5.28 disabled after V5.29 verification
The active EURGBP V5 research branch is now EURGBP V5.29 Selective SELL Groups.
Research Conclusion
EURGBP V5.28 completed Week 28 with a negative result of -3.1288R.
The M5 Body Filter did not sufficiently reduce the negative side of the broad V5 model. The full deduplicated V5 history confirmed the problem: 124 trades produced a combined result of -5.2873R.
The strongest observed structure was concentrated inside SELL trades using PARALLEL_ASCENDING corridors and the PCT_70_90 position area.
A refined historical selection produced +7.6627R from 11 trades and avoided a negative week in the available review. However, this result was derived from the same data used to select the conditions and is therefore not independent confirmation.
The Week 28 decision is:
- stop V5.28 as the active broad V5 research version;
- retain V5.28 as an audit reference;
- activate EURGBP V5.29 as Tested Logic;
- run V5.29 in PAPER_SIM_ONLY mode;
- and evaluate it using fresh Week 29 forward paper data.
Risk Note
This report documents an internal trading robot research process.
EURGBP V5.28 and EURGBP V5.29 operate only in PAPER_SIM_ONLY mode. orders_sent remains NO, and no real orders are sent.
The V5.29 conditions were selected from historical paper observations. Their reported result may be affected by selection bias and does not demonstrate how the version will perform under future market conditions.
Historical analysis, backtesting, live paper observation and weekly reports do not guarantee future performance.
Forex and CFD trading involve significant risk. This report is provided for research and educational purposes only and does not constitute financial advice, investment advice, a recommendation to trade, or a promise of future returns.