STRAT_02 Reproducibility Manifest
| Field | Value |
| Strategy ID | STRAT_02 |
| Strategy Name | Session Range Breakout |
| Audit Threshold Profile | Profile A (Intraday Trend/Breakout) |
Data Provenance
| Field | Value |
| Data source | TBD |
| Instruments | EURUSD, GBPUSD, ES, NQ, GC |
| Timeframe | 15m (primary) |
| Date range (IS) | 2022-01-01 to 2024-06-30 |
| Date range (OOS) | 2024-07-01 to 2024-12-31 |
| Data hash (SHA256) | Generate before backtest |
| Row count | TBD |
Configuration Snapshot
| Parameter | Value |
| asia_start | 19:00 ET |
| asia_end | 02:00 ET |
| london_start | 02:00 ET |
| london_end | 05:00 ET |
| ny_open_start | 08:30 ET |
| ny_open_end | 11:00 ET |
| min_range_pips | 20 |
| max_range_pips | 80 |
| buffer_pips | 5 |
| tp1_mult | 0.75 |
| tp2_mult | 1.5 |
| tp3_mult | 2.5 |
| body_ratio_min | 0.5 |
| timezone | America/New_York (IANA) |
Full config file: configs/strat_02.yaml (to be created)
Execution Record
| Field | Value |
| Run timestamp | TBD |
| Runner command | python scripts/backtest_strategy.py --strategy STRAT_02 --config configs/strat_02.yaml |
| Python version | TBD |
| Dependencies hash | TBD |
| Random seed | N/A |
| Execution time | TBD |
Output Artifacts
| Artifact | Path | Status |
| Backtest results CSV | outputs/backtests/STRAT_02/results.csv | Pending |
| Trade log | outputs/backtests/STRAT_02/trades.csv | Pending |
| Equity curve | outputs/backtests/STRAT_02/equity_curve.png | Pending |
| Performance metrics | outputs/backtests/STRAT_02/metrics.json | Pending |
| Walk-forward results | outputs/backtests/STRAT_02/walkforward/ | Pending |
Verification Checklist
DST Verification (Critical for STRAT_02)
| Date | Event | Session times verified? |
| 2022-03-13 | US DST start | Pending |
| 2022-11-06 | US DST end | Pending |
| 2023-03-12 | US DST start | Pending |
| 2023-11-05 | US DST end | Pending |
| 2024-03-10 | US DST start | Pending |
| 2024-11-03 | US DST end | Pending |
Audit Sign-Off
| Role | Name | Date | Verified |
| Developer | | | |
| Auditor | | | |
| Risk Manager | | | |
Last updated: 2026-01-22 Status: PLACEHOLDER - awaiting backtest execution