trading / confluences / b_pdbreak

b_pdbreak — prior-day high/low alignment DEAD

Online lane — practitioner · Scored and did not clear its own noise floor.

What it asks

Is price beyond yesterday's regular-hours high (long) or low (short) at the decision?

Exact definition · verbatim docstring from backtests/conf_lab/bits.py (sha1 5473adbbf694)

Prior-day-level alignment (practitioner standard, multiple independent
sources). 1 iff the last CLOSED 1m close at the decision is strictly beyond
the most recent prior RTH session's high (long) / low (short).

Prior session from `_rth_daily_from_m5`; no prior session -> 0. Adjacency to
c6's obstacle set is measured by the screen's novelty diagnostic, not
assumed away. No parameters to fix.

Fixed parameters & provenance

Every parameter below was fixed in the design document before any candidate value was computed. No sweep, no tuning: a bit that needs tuning to pass has failed.

Screen analytics — screen-2026-08-07

Conditional association on mean solo R, stratified on the count of the OTHER live bits, against a per-bit prevalence-matched null (50,000 i.i.d. Bernoulli draws at this bit's own prevalence, scored on its own strata). Population: 2,882 candidates, 2,289 filled, MES, 2019-06-04 → 2026-07-31.

Per era · reported separately, never pooled into a verdict — each cell is a smaller sample than the headline

Funnel & fill conditioning · a bit that mostly predicts whether a limit FILLS is not the same discovery as a bit that predicts whether a trade WINS

Novelty vs the six live bits · high agreement means the bit is mostly restating a gate that is already in the stack

By stratum — does it work where the method actually trades? · the live A/B take rule is count >= 4, so the count>=4 rows are the only ones that could change a live trade

Status — DEAD

Did not clear: pooled +0.065 R, matched p=0.290 (71.0th percentile), q=0.678. Its novelty diagnostic is the interesting part — the screen measured adjacency to c6's obstacle set rather than assuming it away, and found agreement 0.699 with c6 (jaccard 0.145). Fill-conditioned in the usual direction for a price-already-went bit (75.1% vs 81.3%).

Retest path

None as specified. Prior-day levels are already partially expressed through c6's obstacle set, so a retest would need to state what it adds that c6 does not — the b_roomstop lesson.

Standing caveats

• Fill model optimistic: touch fills, zero net slippage, entry-bar SL/TP not checked inside the fill minute.
• Not a holdout — 2019-2026 was selected on, tuned on and reported on before this lab existed. A good number here means 'worth pre-registering', nothing more.
• MES only; the P1 edge is MES-centric and recent-regime.
• Masters miss four Sunday-evening blocks (May-Jun 2026); data ends 2026-07-31.
• Mean solo R is an average per candidate. The solo ledger is not a book and is never summed (PROTOCOL.md §0).
• Per-era cells are reported separately and are NOT pooled into a verdict; each is a smaller sample than the headline.
• Nothing on this page is TV-verified. A backtest number becomes actionable only after an independent TradingView Pine port reproduces entries AND per-trade PnL on a Deep Backtest export.
• Screening is not certification. Promotion requires all seven PROTOCOL gates, ending in a forward paired evaluation and a Pine referee.

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