# Detection threshold of the London-breakout test — summarised 2026-09-05 19:19 UTC

This is a test record, not advice.

Each row: `calibrate.py --null-years 0 --edge-years 40 --edge E --seed 11`, i.e. sign-flipped 2026 days (no directional structure) plus a drift of E USD/oz per minute in the breakout direction for 120 minutes after each day's first breakout; the full pipeline (rule, 300-series random-entry control, halves) unchanged. Null reference from calibration.md: 80 years, 5.0% at ≥2 s.e., 10.0% at ≥1.5 s.e.

| drift E (USD/oz/min) | years | mean trades | rule mean, USD/oz per trade | control s.e. | excess mean | excess s.d. | min | max | ≥2 s.e. | ≥1.5 s.e. |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 (null) | 80 | 105 | | | +0.05 | 1.07 | −1.95 | +2.69 | 5% | 10% |
| 0.01 | 40 | 104 | +0.31 | 3.38 | +0.14 | 0.97 | -2.02 | +2.73 | 5% | 10% |
| 0.02 | 40 | 104 | +1.19 | 3.38 | +0.40 | 0.96 | -1.50 | +2.91 | 5% | 10% |
| 0.035 | 40 | 104 | +2.54 | 3.39 | +0.79 | 0.89 | -0.99 | +3.08 | 8% | 18% |
| 0.05 | 40 | 104 | +4.02 | 3.39 | +1.23 | 0.84 | -0.44 | +3.56 | 15% | 35% |
| 0.075 | 40 | 104 | +6.42 | 3.39 | +1.95 | 0.82 | +0.27 | +3.70 | 50% | 75% |
| 0.1 | 40 | 104 | +8.96 | 3.40 | +2.69 | 0.87 | +1.09 | +4.55 | 80% | 88% |

Standard error of a rate from 40 years is about 8 points near 50% and about 3 points near 5%.

