ICTSB01 precheck 2026-10-19 21:09Z symbol nas100usd stage discovery hdam_sim sha256 d0752e2305fe92303f9941ca0c811a3cb2bd51791702ff9fde8e5ab70c203fa9 minutes 5,652,174 first 2005-01-02 23:00:00+00:00 last 2020-12-31 23:59:00+00:00 file price increment 0.1 flat-minute share 10:00-10:59 NY by year (limit 10%): 2005:0.067 2006:0.033 2007:0.023 2008:0.009 2009:0.011 2010:0.009 2011:0.004 2012:0.016 2013:0.011 2014:0.008 2015:0.001 2016:0.000 2017:0.010 2018:0.000 2019:0.000 2020:0.004 max 0.067 eligible days 4,136 draw direction: long 0.517, short 0.483, none 0.000 primary order status counts: {'no_fvg': 1667, 'order': 1500, 'draw_delivered': 968} primary orders 1,500 on 4,136 days (36.3%); target pool {'ONH': 646, 'ONL': 589, 'PDH': 155, 'PDL': 110} [M5] by year: orders, median 1R (pt), 1R / ATR14, spread before the order (pt), median cost per trade in R: hdam ex-ante (spread + 2 x 0.5), declared execution worst case (spread + 1 x 0.5, a stop exit), lab model (1.7 pt x price / 29794.05) 2005 85 1R 2.99 1R/ATR 1.37 spread 0.00 hdam 0.334R exec 0.167R lab 0.029R 2006 94 1R 3.46 1R/ATR 1.30 spread 0.00 hdam 0.289R exec 0.145R lab 0.029R 2007 83 1R 3.96 1R/ATR 1.23 spread 0.00 hdam 0.253R exec 0.126R lab 0.029R 2008 91 1R 5.98 1R/ATR 1.27 spread 0.00 hdam 0.167R exec 0.084R lab 0.017R 2009 85 1R 4.30 1R/ATR 1.18 spread 0.00 hdam 0.233R exec 0.116R lab 0.019R 2010 102 1R 4.25 1R/ATR 1.15 spread 0.00 hdam 0.235R exec 0.118R lab 0.027R 2011 100 1R 5.25 1R/ATR 1.21 spread 0.00 hdam 0.190R exec 0.095R lab 0.026R 2012 94 1R 4.50 1R/ATR 1.14 spread 1.00 hdam 0.396R exec 0.288R lab 0.035R 2013 108 1R 4.30 1R/ATR 1.25 spread 1.00 hdam 0.465R exec 0.349R lab 0.042R 2014 86 1R 6.77 1R/ATR 1.32 spread 0.60 hdam 0.226R exec 0.156R lab 0.031R 2015 96 1R 7.60 1R/ATR 1.17 spread 0.70 hdam 0.241R exec 0.168R lab 0.034R 2016 80 1R 7.75 1R/ATR 1.26 spread 0.60 hdam 0.218R exec 0.153R lab 0.035R 2017 90 1R 6.38 1R/ATR 1.19 spread 0.80 hdam 0.276R exec 0.193R lab 0.051R 2018 108 1R 16.23 1R/ATR 1.25 spread 0.50 hdam 0.101R exec 0.069R lab 0.025R 2019 95 1R 12.75 1R/ATR 1.13 spread 0.50 hdam 0.127R exec 0.088R lab 0.034R 2020 103 1R 31.20 1R/ATR 1.24 spread 0.50 hdam 0.049R exec 0.034R lab 0.020R ALL 1500 median cost: hdam ex-ante 0.223R, execution worst case 0.130R, lab model 0.029R (K4 limit 0.030R); share <= 0.030R: hdam 0.009, lab 0.520; spread-only median 0.023R [M1] by year: orders, median 1R (pt), 1R / ATR14, spread before the order (pt), median cost per trade in R: hdam ex-ante (spread + 2 x 0.5), declared execution worst case (spread + 1 x 0.5, a stop exit), lab model (1.7 pt x price / 29794.05) 2005 221 1R 1.49 1R/ATR 1.27 spread 0.00 hdam 0.671R exec 0.336R lab 0.059R 2006 229 1R 1.74 1R/ATR 1.32 spread 0.00 hdam 0.575R exec 0.287R lab 0.056R 2007 216 1R 1.75 1R/ATR 1.21 spread 0.00 hdam 0.571R exec 0.286R lab 0.060R 2008 228 1R 2.99 1R/ATR 1.20 spread 0.00 hdam 0.334R exec 0.167R lab 0.033R 2009 218 1R 2.00 1R/ATR 1.17 spread 0.00 hdam 0.500R exec 0.250R lab 0.040R 2010 234 1R 2.00 1R/ATR 1.22 spread 0.00 hdam 0.500R exec 0.250R lab 0.057R 2011 236 1R 2.38 1R/ATR 1.19 spread 0.00 hdam 0.421R exec 0.211R lab 0.055R 2012 224 1R 2.20 1R/ATR 1.18 spread 1.00 hdam 0.870R exec 0.652R lab 0.069R 2013 238 1R 2.15 1R/ATR 1.29 spread 1.00 hdam 0.931R exec 0.698R lab 0.080R 2014 228 1R 3.25 1R/ATR 1.22 spread 0.60 hdam 0.486R exec 0.331R lab 0.069R 2015 240 1R 3.88 1R/ATR 1.21 spread 0.70 hdam 0.457R exec 0.322R lab 0.065R 2016 227 1R 3.45 1R/ATR 1.21 spread 0.60 hdam 0.492R exec 0.344R lab 0.078R 2017 221 1R 3.20 1R/ATR 1.20 spread 0.80 hdam 0.597R exec 0.429R lab 0.105R 2018 232 1R 7.42 1R/ATR 1.22 spread 0.50 hdam 0.212R exec 0.145R lab 0.054R 2019 231 1R 6.00 1R/ATR 1.25 spread 0.50 hdam 0.263R exec 0.175R lab 0.074R 2020 235 1R 13.40 1R/ATR 1.27 spread 0.50 hdam 0.115R exec 0.079R lab 0.046R ALL 3658 median cost: hdam ex-ante 0.476R, execution worst case 0.280R, lab model 0.061R (K4 limit 0.030R); share <= 0.030R: hdam 0.000, lab 0.117; spread-only median 0.048R No fills or outcomes were computed in this mode.