{
  "created": "2026-10-26",
  "scope": "Frozen 69-instrument availability universe used in the preceding research; six attempted native/pivot configurations. Cached inputs only; data cutoff remains before 2026-10-25.",
  "population": "All eligible setups from 2022. First completed native close inside full band per parent/side, parent opens inward of band. Only native bars fully within active parent, prior completed HLC known. No retry after failed first candidate. Require a subsequent inward close within six native bars, with no outer-edge touch from candidate candle through response. That is an eligibility rule known at response, not an outcome filter.",
  "band": "Full 0.618\u20130.786; centre 0.702. P=(H+L+C)/3; D=H-L from previous completed parent. Both sides tested.",
  "native": "Crypto native gaps explicitly reindexed; indicators restart after gaps. Non-crypto observed session blocks retain closures. A parent with incomplete native state/coverage is excluded. Weekly/monthly native candles crossing a parent reset are excluded from setup windows.",
  "common_cohort": "All six indicator conditions must have finite state on every bar in an eligible setup window. Every policy uses the same baseline executable opportunities; skipped setups score zero rather than being deleted.",
  "entry": "Observe response at completed native close; enter at next observed native open. Require entry strictly between fixed outer-edge stop and fixed pivot target. Otherwise the original setup is unexecutable and excluded from all policies.",
  "exit": "Fixed stop=outer edge; target=central pivot. Same calendar evaluation endpoint for all policies: up to 12 native bars after response, capped at parent end. Next-open stop gaps fill at open; target gaps conservatively fill at target. Both stop and target touched within a candle: stop first. Separate target-first sensitivity retains those same setups. End-of-window close exit otherwise.",
  "gate": "Take original next-open entry only if indicator condition holds at response close; otherwise cash/zero.",
  "wait": "First qualifying condition at response or within six later completed bars; enter next open if within original stop/target. Cancel when original stop or target is touched before confirmation. Same original terminal bar; never extend window until confirmation succeeds.",
  "rules": {
    "RSI-extreme-exit": "long RSI14>=30; short <=70",
    "RSI-50": "long RSI14>50; short <50",
    "MACD-signal": "long MACD12/26 minus EMA9 signal >0; short <0",
    "MACD-zero": "long MACD12/26 >0; short <0",
    "EMA9-21": "long EMA9>EMA21; short <",
    "SMA50-side": "long close>SMA50; short <"
  },
  "units": "One original setup risk unit = absolute baseline next-open entry minus fixed stop. Every policy outcome uses this SAME denominator. Waiting does not get a favourable new denominator. Independent possibly overlapping setup comparisons, not a portfolio equity curve.",
  "costs": "0,10,25 bp roundtrip notional scenarios; cost=bp/10000*policy entry/original setup risk. Hypothetical all-in cost, not actual fee, slippage, funding, borrowing or spread calibration.",
  "classification": "At stated cost, positive net outcome = winner, negative = loser, zero separate. Skipped baseline winners and skipped baseline losers both shown. Target hits and stopped/time exits also retained.",
  "splits": "All cached eligible history from 2022; later chronological slice from 2025-01-01. Both reused research history, neither claimed untouched prospective holdout. No thresholds optimized on results.",
  "uncertainty": "Paired mean change per original opportunity. Equal-asset summary for assets with >=20 baseline opportunities per shown sample/config/cohort; pooled descriptive metrics retain every opportunity. Descriptive 1999 two-way bootstrap resamples assets and shared calendar-quarter blocks; intervals are not prospective or multiplicity-adjusted superiority proof.",
  "limitations": "Tests this one explicitly defined price-response rule, six filters/two policies, selected available assets and cached source conventions. Not 100 complete indicator systems, not every pivot method, not a universal or causal superiority test."
}