3 verified years | 13 years is the data goal

How does the M6 + PDF-source strategy behave on actual RangeProb ranges?

Public, reproducible research on a pre-defined, manually traded execution protocol - without our own selector, reconstructed ranges or synthetic history extension.

Explore the research Contribute older history

Independent community analysis. Rules, costs, denominators and limitations are visible.

Awaiting the canonical M6+PDF replay Result charts stay empty until the protocol, output and verification hashes are frozen.

Data: pending-canonical

Scope lock

What this research measures

One manual strategy combination. Actual vendor ranges. No reconstructed substitutes.

Included

Explicitly excluded

Headline rule

Generalization over optimization

Further optimization by market, timeframe, session and range size is possible. We deliberately do not use those extra degrees of freedom in the headline result. Experience with overfitting favors rules that generalize across NQ, ES, YM, RTY, GC and CL and across multiple timeframes. Any finer specialization appears only as a separately labeled sensitivity analysis.

Cross-market / cross-TF

Research dashboard

Results without a black box

Two public views stay separate: headline manual true netting + P=2 and isolated signals as a diagnostic.

TARGET-NETTED

The headline manual portfolio uses true instrument-level target-netting and P=2. It is not the arithmetic sum of isolated trade P&L.

Verified

Why the headline book is preferred

Stability matters more than the largest raw P&L

The isolated diagnostic produces more cash before the shared monthly fee, but it is not an executable account book. True netting + P=2 gives up 13.2% of that raw diagnostic cash while cutting maximum drawdown by 42.4%.

Max DD$9,717.70 → $5,595.7042.4% lower

Return / DD42.40 → 63.9550.8% higher

WinD66.67% → 67.68%headline improves

Why this can matter for MaxUSD: lower realized drawdown may support a larger risk budget under the trader's own drawdown limit. It does not automatically authorize higher size; the MaxUSD grid below remains a quantity overlay, not a new P&L replay.

Published one-dimensional slices

Results by timeframe, session, direction and market

Target-netting + P=2

Each row changes only the named dimension; the other three dimensions remain ALL. These are unconditional one-dimensional denominators and do not inherit the toolbar filters.

Signal interval

Timeframe

7 published

One-dimensional results by timeframe
Segment	Filled	Net cash	Max DD	WinD	WinM

Trading window

Session

3 published

One-dimensional results by session
Segment	Filled	Net cash	Max DD	WinD	WinM

Signal side

Direction

2 published

One-dimensional results by direction
Segment	Filled	Net cash	Max DD	WinD	WinM

Instrument

Market

6 published

One-dimensional results by market
Segment	Filled	Net cash	Max DD	WinD	WinM

After cost

Cumulative result

R / cash

Calendar view

Monthly heatmap

America/New_York

Result by session

Reality check

Gross to actual net

commission / spread / $99 per month

Trade anatomy

One LIMIT entry, two complementary jobs

M6 carries the structural range logic. PDF adds close resolution. "Two ticks" and "-2R" are deliberately different protections.

M62/3

PDF1/3

LONG / UP

Mirrored rules

M6 TPHresting broker LIMIT / through

Range highH

MidpointM

LIMIT entryM - 1 tickresting broker LIMIT / through

Range lowL

Natural M6 SLL - 2 ticksstop-market taker

SHORT / DOWN

Mirrored rules

Natural M6 SLH + 2 ticksstop-market taker

Range highH

LIMIT entryM + 1 tickresting broker LIMIT / through

MidpointM

Range lowL

M6 TPLresting broker LIMIT / through

Pending LIMIT lifetime

Cancel an unfilled entry at the first signal-timeframe candle close outside either range edge, or at 16:30 America/New_York - whichever occurs first. A canceled intent is not a fill and does not enter filled-trade denominators.

2/3 of position

M6 / structural leg

Structural range leg and realization stabilizer.

TPFar range edge50% of M6 leg / maker LIMIT
RunnerOriginal natural SLor separately labeled EOD market exit
SL2 ticks beyond opposite edgenatural stop-market / taker

1/3 of position

PDF-source / close-resolution strategy

Close-resolution complement designed to retain continuation.

ExitFirst signal-TF close above H or below Leither edge; market/taker, not an SL
Failsafe-2Rtechnological safety
Fallback16:30 New York flatmarket/taker exit, separately labeled

-2R is not the sought edge. The PDF stop was chosen primarily as a technological disaster guard for failure, gap or unexpected execution state.

Intrabar ambiguity

M1 by default; 1s only when M1 cannot order events

If one minute bar reaches multiple decision levels, only that ambiguous interval is resolved with one-second data. Events in the same second receive conservative stop-first treatment.

Observed scale: about 10.3k unique M1 event/collision intervals were sent to the 1s resolver (10,314 requested; 10,310 available). Only 3 remained same-second collisions and received stop-first ordering. Four missing 1s intervals, affecting five natural replay paths, remain explicitly flagged.

One actual 1-minute replay

A real RangeProb range, followed candle by candle

This is one permitted, bounded and derived example from the three-year archive. It shows the manual M6 + PDF-source mechanics; it is not a bulk signal feed or performance evidence.

Verified source row 6373390 continuous NQ one-minute bars · America/New_York

Hash-checked replay

Execution mappingLoadingNQ source, whole-micro execution

Source timeframeLoadingheld-range horizon

DirectionLoadingpublished side

Published probabilityLoadingvendor-stated probability

Range widthLoadingpoints and ticks

Availability checkLoadingimmediate versus +1 minute

January 5, 2026 · New York time

The full 10:00–16:30 M1 path

The green band is the actual 30-minute source range. The violet band is the separate 30-minute bar immediately before the 13:30 signal.

Loading the verified replay…

A limit is considered historically fillable only after price trades one tick through it. Exact event seconds come from the committed targeted one-second resolver; the displayed candles remain M1.

Selection rule

Chronological, not chosen for its outcome

Loading the deterministic selection receipt…

First accepted NQ fill at or after 2026-01-01 00:00 ET.
Sorted by fill time, then source row id.
No ranking by outcome, exit path, P&L, probability, range size or excursion.

Public redaction exception

One auditable example, no neighboring rows

Only this selected range and the bounded M1 window required to audit its path are exposed. No neighboring vendor rows, bulk vendor ledger or bulk exchange feed is published.

Scope: a mechanics illustration only. Aggregate research remains the evidence for strategy behavior.

Portfolio execution

The headline manual portfolio result uses genuine instrument-level netting

Concurrent RangeProb signals do not behave like isolated spreadsheet rows. Same-side exposure can pyramid, while opposing exposure is actually netted in each futures instrument.

Isolated analyticsEach range on its own. Best for signal diagnosis.

Netted / pyramided bookOne resulting position per instrument. Best for cash-account reality.

Reconciled

The P=2 cap, event priority, true netting and cash allocation reconcile to the ordered event ledger. The frozen release passed 136 ledger invariants and 23 adversarial execution tests.

NQ / instrument book manual event ledger

t1Same-side intent A+qA

t2Same-side intent B+qB

t3Opposing intent C-qC

Resulting instrument positionqA + qB - qC

Principle illustration only - not a published result or final sizing rule. A true-netting flip is separately labeled as a market/taker event.

Whole-micro risk sizing

One MaxUSD grid, with and without the frozen structure filter

The filter does not choose a different range and does not change M6 or PDF. It changes only the intended risk assigned to an otherwise eligible manual entry.

MaxUSD grid $50$100$150$250$500 Each point is applied as a quantity overlay to the frozen accepted-entry ledger; there is no portfolio re-admission.

Control

Flat MaxUSD

Every otherwise eligible range receives the same 1R reference budget. This is the clean control for judging whether filter-based sizing adds anything.

allocated USD = MaxUSD

Structure adjusted

K-filter MaxUSD

A signal-time structure state assigns a raw weight. The weights are then exposure-normalized on the frozen naturally fillable headline cohort, without using trade outcomes.

allocated USD = MaxUSD × normalized K weight

Priority rule K3 agreement 1.75× otherwise K2 or K6 agreement 1.25× otherwise default 1.00× London always starts at the 1.00× raw weight. A disagreeing or inactive K state is not a veto. K3 has priority when states co-occur.

K2 60-minute IFVG flip state

A close through an opposing 60-minute fair-value gap creates the state. It resets at 18:00 New York and counts as agreement only when its sign matches the published range direction.

K3 Prior-session high / low continuation

The first 60-minute close through the prior 18:00-to-18:00 high or low creates a continuation state; a later opposing event neutralizes it. Agreement with the range direction receives priority.

K6 Expansion FVG on the signal TF

An expansion fair-value gap in the last three fully closed signal-timeframe candles defines the state. Only a directionally agreeing state receives the higher raw weight.

Whole-micro sizing

Round risk down, never contracts up

N = floor(allocated USD / one-micro M6 1R risk)

Tick-rounded entry and natural M6 stop define one-micro reference risk. If N = 0, the range is skipped before it can alter the netted book. P=2 counts filled range composites, not micro contracts.

Risk interpretation

MaxUSD is a 1R reference, not a hard worst-case cap

The PDF-source strategy leg keeps its deliberately distant -2R technological failsafe. Consequently, full stop-based composite exposure can exceed the displayed MaxUSD reference. The report publishes both intended 1R allocation and worst-case stop exposure.

Exact integer allocation

The 2/3 + 1/3 design is allocated deterministically

M6 = round-even(2N / 3) PDF = N - M6 M6 target = round-even(M6 / 2) M6 runner = residual

Small positions cannot always contain all three jobs: one micro becomes an M6 runner; two micros become one M6 runner plus one PDF-source strategy leg; three micros reproduce one target, one runner and one PDF-source leg. These low-size cases remain visible rather than being silently forced to three micros.

Sizing feasibility and volume

Whole-micro quantity overlay on the frozen accepted-entry ledger

Verified quantity overlay · no P&L replay

Mode	MaxUSD	Eligible accepted entries	N≥1 entries	N=0	Coverage	Entered micros	Mean/fill	Median/fill	Max/fill

P=2 admission, portfolio netting and P&L were not rerun for these variants. The frozen accepted-entry ledger is held constant, so this table measures sizing feasibility and entered-micro volume only; it is not a performance comparison.

Execution reality

Cost is not a footnote

Liquidity classification follows the binding manual base protocol. The conservative TP-as-taker version is shown only as a stress test.

Maker resting entry LIMIT and resting M6 TP LIMIT Taker natural stop-market Market/taker, separately labeled PDF resolution, EOD flat and true-netting flip

Entry LIMITresting at broker / one-tick through

02A

M6 TP LIMITresting at broker / one-tick through

02B

Natural SLstop-market taker

02C

Other market exitsPDF close / EOD / net flip

Account netRT + BBO crossing + $99/month

Measured micro-futures BBO snapshot from 2026-06-24 through 2026-07-22: 6 markets by 48 New York half-hour slots. It is applied to the 3-year replay as a clock-conditioned proxy; 6 empty slots use same-contract fallback.

This is not a 3-year historical bid/ask series. The dated one-month snapshot and fallback count must remain visible beside every result that uses it.

Conservative sensitivity: TP-as-taker remains visible as an execution stress, not as the binding manual base protocol.

NinjaTrader Monthly

$99/ month

Charged once per CME session month at the dedicated futures-account level, never once per trade.

All-in round turn

Versioned cost snapshot

USD per original 1-micro position

Rates are versioned methodology inputs, not permanent constants. Every release must identify the plan and effective date.

Plan comparison · MaxUSD $250

Does the NinjaTrader plan pay for itself at MaxUSD $250?

Official pricing

This view compares plan cost only: Free has a $0 plan fee and adds $0.20 per entered micro round turn versus Monthly; Monthly is the $99/month reference; Lifetime (official name; sometimes called “Unlimited” in the community) is $1,499 upfront and saves $0.40 per entered micro round turn versus Monthly. BBO is excluded because it is identical across plans.

Official per-side commission rates pending.

Headline percentages use all-in plan costs, including exchange, clearing and NFA components that are common to every plan. Those shared components dilute the visible Free-versus-Monthly percentage; the plan-sensitive-only percentage removes them for a like-for-like view of the pricing decision.

FreeMonthlyLifetime (Unlimited)

Flat $250 arithmetic pending.

Pricing reference pending

Session lens

London + New York headline, Asia diagnostic

Every bucket uses America/New_York. Daylight saving time is never handled by a manual spreadsheet offset.

The headline accepts London, New York AM and New York PM signals; Asia remains a separately reported isolated-signal diagnostic. Attribution uses signal availability / entry-intent time, not exit time. The manual window ends at 16:30; no new entries are taken from 16:30 to 18:00 and any open position is flat. Maintenance 17:00-18:00 sits inside that flat block.

Session results verified

Stabilization metrics

Not just the full period. The weakest rolling 18 months.

At each CME session-month endpoint, recompute the complete trailing 18-month window. The minimum path result matters more than the flattering full-period total.

Rolling 18M / 1M step

The weakest window matters

19 windows verified

Metrics dictionary

Every number has a formula and denominator

Definitions are part of the result. "Win rate," "RF" or "exposure" without a population and clock are not accepted.

Isolated-signal metric Headline target-netted metric Both public layers, reported separately Headline values verified

Metric	Scope / unit	Exact formula	Denominator / population	Why it matters

Reproducible by design

From vendor range to audited aggregate

Every step has an input, version, rule and checksum. A chart without provenance is not research.

01Actual range ledgerfrozen + deduplicated

02M1 / targeted 1scontinuous futures

03M6 + PDF-source eventsisolated ledger

04Netted bookinstrument events

05Public aggregatesredacted + hashed

Method public-draft-v1 Data pending-canonical As of pending

Public data policy

Aggregated and derived metrics only.

Protect vendor know-how and respect exchange-data licensing and redistribution terms.

Reproducibility

Verification hashes

Range ledger SHA256: 40bda9a92cacc0fe44e4282cb143ff966b245bf13985263d145a430be8ee90f8
Vendor track SHA256: fc41919ff68f3abf4354cc6fdcde4327ed2d337774b5c3edc27babc89229ff67
Spread profile SHA256: 49673491ba2963cfabe94e0d693686ffaa519ba2181916a5e4beafb8cd65ea44
Combined replay runner: pending
Public aggregate: pending

Community data call

Ask @ramb0 or @Admin to help extend coverage from 3 to 13 years

Only @ramb0 or @Admin are likely to hold older original RangeProb / RangeORB exports. The community does not need to reconstruct them from charts.

Once either person shares, upload the original file or a durable download link in Discord PRO-chat and pin the message so everyone can find and inspect the same source.

Original export timestamps are essential. Signal-bar close time and first publication/receipt time must remain separate because delayed publication changes which fills are causally available.

@ramb0 / @Admin · PRO-chat · PIN

Account names and personal metadata may be removed before sharing. Every contribution will be deduplicated and checked for integrity and provenance.

minimum_schema.csv

In validation

A separate prop-firm evaluation model is being tested.

It estimates which rule and size combinations are more likely to pass or fail an evaluation. Methodology and results will be shared once the model has been validated.