{
  "snapshot": "smt_advanced_v1_baseline_2026-09-24",
  "updated": "2026-09-24",
  "title": "Strategies / Set Files",
  "hero": {
    "eyebrow": "Strategies \u00b7 Set Files \u00b7 SMT Advanced on the right",
    "h1_accent": "Strategies / Set Files",
    "h1_sub": "Left: ORB \u00b7 ICT \u00b7 SMT \u00b7 Right: SMT Advanced",
    "lede": "Strategies / Set Files desk. Left rail holds ORB, ICT and SMT (honest placeholders / SoT notes). Right panel is SMT Advanced \u2014 real NQ and GC equity curves from snapshot smt_advanced_v1_baseline_2026-09-24 (smooth_hunter best; #03 marked fails OOS)."
  },
  "stats": {
    "nq_curves": 6,
    "snapshot": "smt_advanced_v1_baseline_2026-09-24",
    "best_nq_pf": 2.03,
    "best_nq_points": 3300,
    "gc_points": 240,
    "ninja_status": "Strategy Analyzer on PC4 not finished"
  },
  "shared_notes": "All NQ cards: 1 trade/day, min score 1.5, BE at 1R, no trail, no HTF, NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026, Python backtest.",
  "status": "Published from snapshot smt_advanced_v1_baseline_2026-09-24. NinjaTrader SMT Advanced Strategy Analyzer run on PC4 is not finished yet. LIVE / School pins \u2014 not preview-only.",
  "cards": [
    {
      "id": "nq_01",
      "rank": 1,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#01 NQ SMT Advanced",
      "setup": "lb5 \u00b7 09:30-11:00 \u00b7 stop50/target200",
      "image": "img/orb-ict-smt/nq_01_lb5_st50_tp200.png",
      "trades": 169,
      "points": 3050.0,
      "pf": 1.91,
      "r2": 0.952,
      "oos": 700.0,
      "fails_oos": false,
      "flags": [],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb5 \u00b7 09:30-11:00 \u00b7 stop50/target200 lb5_one_s09301100_st50tp200_ms1.5_be1_tr0.0_nohtf trades 169 points 3050.0 PF 1.91 R2 0.952 OOS 700.0"
    },
    {
      "id": "nq_02",
      "rank": 2,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#02 NQ SMT Advanced",
      "setup": "lb5 \u00b7 09:30-11:00 \u00b7 stop50/target250 (smooth_hunter)",
      "image": "img/orb-ict-smt/nq_02_lb5_st50_tp250.png",
      "trades": 165,
      "points": 3300.0,
      "pf": 2.03,
      "r2": 0.952,
      "oos": 700.0,
      "fails_oos": false,
      "flags": [
        "smooth_hunter"
      ],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb5 \u00b7 09:30-11:00 \u00b7 stop50/target250 (smooth_hunter) lb5_one_s09301100_st50tp250_ms1.5_be1_tr0.0_nohtf trades 165 points 3300.0 PF 2.03 R2 0.952 OOS 700.0"
    },
    {
      "id": "nq_03",
      "rank": 3,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#03 NQ SMT Advanced",
      "setup": "lb3 \u00b7 09:30-10:30 \u00b7 stop100/target250",
      "image": "img/orb-ict-smt/nq_03_lb3_st100_tp250.png",
      "trades": 157,
      "points": 4150.0,
      "pf": 1.58,
      "r2": 0.876,
      "oos": -600.0,
      "fails_oos": true,
      "flags": [
        "Fails out-of-sample"
      ],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb3 \u00b7 09:30-10:30 \u00b7 stop100/target250 lb3_one_s09301030_st100tp250_ms1.5_be1_tr0.0_nohtf trades 157 points 4150.0 PF 1.58 R2 0.876 OOS -600.0"
    },
    {
      "id": "nq_04",
      "rank": 4,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#04 NQ SMT Advanced",
      "setup": "lb5 \u00b7 09:30-11:00 \u00b7 stop60/target180",
      "image": "img/orb-ict-smt/nq_04_lb5_st60_tp180.png",
      "trades": 169,
      "points": 2400.0,
      "pf": 1.56,
      "r2": 0.938,
      "oos": 900.0,
      "fails_oos": false,
      "flags": [],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb5 \u00b7 09:30-11:00 \u00b7 stop60/target180 lb5_one_s09301100_st60tp180_ms1.5_be1_tr0.0_nohtf trades 169 points 2400.0 PF 1.56 R2 0.938 OOS 900.0"
    },
    {
      "id": "nq_05",
      "rank": 5,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#05 NQ SMT Advanced",
      "setup": "lb5 \u00b7 09:30-10:30 \u00b7 stop50/target200",
      "image": "img/orb-ict-smt/nq_05_lb5_st50_tp200.png",
      "trades": 136,
      "points": 2050.0,
      "pf": 1.8,
      "r2": 0.925,
      "oos": 100.0,
      "fails_oos": false,
      "flags": [],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb5 \u00b7 09:30-10:30 \u00b7 stop50/target200 lb5_one_s09301030_st50tp200_ms1.5_be1_tr0.0_nohtf trades 136 points 2050.0 PF 1.8 R2 0.925 OOS 100.0"
    },
    {
      "id": "nq_06",
      "rank": 6,
      "strategy": "SMT",
      "section": "SMT Advanced",
      "instrument": "NQ",
      "title": "#06 NQ SMT Advanced",
      "setup": "lb5 \u00b7 09:30-11:00 \u00b7 stop100/target250",
      "image": "img/orb-ict-smt/nq_06_lb5_st100_tp250.png",
      "trades": 156,
      "points": 2600.0,
      "pf": 1.38,
      "r2": 0.924,
      "oos": 0.0,
      "fails_oos": false,
      "flags": [],
      "notes": "1 trade/day \u00b7 min score 1.5 \u00b7 BE at 1R \u00b7 no trail \u00b7 no HTF \u00b7 NQ vs ES/YM M1 ~Jul 2025\u2013Jun 2026 \u00b7 Python backtest",
      "search_text": "NQ SMT Advanced lb5 \u00b7 09:30-11:00 \u00b7 stop100/target250 lb5_one_s09301100_st100tp250_ms1.5_be1_tr0.0_nohtf trades 156 points 2600.0 PF 1.38 R2 0.924 OOS 0.0"
    }
  ],
  "gc_card": {
    "id": "gc_best",
    "rank": 1,
    "strategy": "SMT",
    "section": "SMT Advanced",
    "instrument": "GC",
    "title": "GC SMT Advanced \u00b7 best tune",
    "setup": "lb5 \u00b7 08:20\u201310:00 \u00b7 stop15/target45 \u00b7 invert direction true (gc_smooth_hunter)",
    "image": "img/orb-ict-smt/gc_best.png",
    "trades": 97,
    "points": 240.0,
    "pf": 1.39,
    "r2": 0.784,
    "oos": 105.0,
    "fails_oos": false,
    "flags": [
      "gc_smooth_hunter",
      "GC vs SI"
    ],
    "notes": "GC vs SI \u00b7 invert_smt_direction=true \u00b7 Python backtest \u00b7 snapshot curves_gc rank-1",
    "search_text": "GC SMT Advanced smooth_hunter lb5 08:20-10:00 stop15 target45 invert +240 97 trades R2 0.784 OOS +105"
  },
  "presets": {
    "smooth_hunter": {
      "name": "smt_advanced_smooth_hunter",
      "file": "smooth_hunter.yaml",
      "rows": [
        {
          "key": "name",
          "value": "smt_advanced_smooth_hunter"
        },
        {
          "key": "core.pivot_lookback",
          "value": 5
        },
        {
          "key": "core.short_signal_bars",
          "value": 10
        },
        {
          "key": "core.long_signal_bars",
          "value": 10
        },
        {
          "key": "core.candle_direction_validation",
          "value": true
        },
        {
          "key": "core.require_both_symbols",
          "value": false
        },
        {
          "key": "core.remove_broken_smts",
          "value": false
        },
        {
          "key": "session.enabled",
          "value": true
        },
        {
          "key": "session.start",
          "value": "09:30"
        },
        {
          "key": "session.end",
          "value": "11:00"
        },
        {
          "key": "session.tz",
          "value": "America/New_York"
        },
        {
          "key": "entry.mode",
          "value": "confluence"
        },
        {
          "key": "entry.require_bos",
          "value": false
        },
        {
          "key": "entry.require_fvg",
          "value": false
        },
        {
          "key": "entry.bos_max_bars_after_smt",
          "value": 10
        },
        {
          "key": "entry.fvg_mode",
          "value": "formation_close"
        },
        {
          "key": "entry.one_trade_per_day",
          "value": true
        },
        {
          "key": "entry.max_trades_per_day",
          "value": 1
        },
        {
          "key": "entry.min_score",
          "value": 1.5
        },
        {
          "key": "risk.use_structural_stop",
          "value": false
        },
        {
          "key": "risk.stop_points",
          "value": 50.0
        },
        {
          "key": "risk.target_points",
          "value": 250.0
        },
        {
          "key": "risk.risk_reward",
          "value": 2.0
        },
        {
          "key": "risk.breakeven_at_r",
          "value": 1.0
        },
        {
          "key": "risk.trail_atr_mult",
          "value": 0.0
        },
        {
          "key": "risk.atr_period",
          "value": 14
        },
        {
          "key": "confluence_score.min_score",
          "value": 1.5
        },
        {
          "key": "confluence_score.weight_smt",
          "value": 1.0
        },
        {
          "key": "confluence_score.weight_session",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_candle",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_both_symbols",
          "value": 1.0
        },
        {
          "key": "confluence_score.weight_bos",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_fvg",
          "value": 0.5
        },
        {
          "key": "htf_bias.enabled",
          "value": false
        },
        {
          "key": "htf_bias.timeframe",
          "value": "15min"
        },
        {
          "key": "htf_bias.swing_lookback",
          "value": 5
        },
        {
          "key": "data.primary_csv",
          "value": "data/futures/primary_nq.csv"
        },
        {
          "key": "data.symbol1_csv",
          "value": "data/futures/symbol1_es.csv"
        },
        {
          "key": "data.symbol2_csv",
          "value": "data/futures/symbol2_ym.csv"
        }
      ]
    },
    "gc_smooth_hunter": {
      "name": "smt_advanced_gc_smooth_hunter",
      "file": "gc_smooth_hunter.yaml",
      "rows": [
        {
          "key": "name",
          "value": "smt_advanced_gc_smooth_hunter"
        },
        {
          "key": "core.pivot_lookback",
          "value": 5
        },
        {
          "key": "core.short_signal_bars",
          "value": 10
        },
        {
          "key": "core.long_signal_bars",
          "value": 10
        },
        {
          "key": "core.candle_direction_validation",
          "value": true
        },
        {
          "key": "core.require_both_symbols",
          "value": false
        },
        {
          "key": "core.remove_broken_smts",
          "value": false
        },
        {
          "key": "session.enabled",
          "value": true
        },
        {
          "key": "session.start",
          "value": "08:20"
        },
        {
          "key": "session.end",
          "value": "10:00"
        },
        {
          "key": "session.tz",
          "value": "America/New_York"
        },
        {
          "key": "entry.mode",
          "value": "confluence"
        },
        {
          "key": "entry.require_bos",
          "value": false
        },
        {
          "key": "entry.require_fvg",
          "value": false
        },
        {
          "key": "entry.bos_max_bars_after_smt",
          "value": 10
        },
        {
          "key": "entry.fvg_mode",
          "value": "formation_close"
        },
        {
          "key": "entry.one_trade_per_day",
          "value": true
        },
        {
          "key": "entry.max_trades_per_day",
          "value": 1
        },
        {
          "key": "entry.min_score",
          "value": 1.5
        },
        {
          "key": "entry.invert_smt_direction",
          "value": true
        },
        {
          "key": "risk.use_structural_stop",
          "value": false
        },
        {
          "key": "risk.stop_points",
          "value": 15.0
        },
        {
          "key": "risk.target_points",
          "value": 45.0
        },
        {
          "key": "risk.risk_reward",
          "value": 3.0
        },
        {
          "key": "risk.breakeven_at_r",
          "value": 1.0
        },
        {
          "key": "risk.trail_atr_mult",
          "value": 0.0
        },
        {
          "key": "risk.atr_period",
          "value": 14
        },
        {
          "key": "confluence_score.min_score",
          "value": 1.5
        },
        {
          "key": "confluence_score.weight_smt",
          "value": 1.0
        },
        {
          "key": "confluence_score.weight_session",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_candle",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_both_symbols",
          "value": 1.0
        },
        {
          "key": "confluence_score.weight_bos",
          "value": 0.5
        },
        {
          "key": "confluence_score.weight_fvg",
          "value": 0.5
        },
        {
          "key": "htf_bias.enabled",
          "value": false
        },
        {
          "key": "htf_bias.timeframe",
          "value": "15min"
        },
        {
          "key": "htf_bias.swing_lookback",
          "value": 5
        },
        {
          "key": "data.primary_csv",
          "value": "data/futures/gc_si/primary_gc.csv"
        },
        {
          "key": "data.symbol1_csv",
          "value": "data/futures/gc_si/symbol1_si.csv"
        },
        {
          "key": "data.symbol2_csv",
          "value": "data/futures/gc_si/symbol2_none.csv"
        }
      ]
    }
  },
  "sections": {
    "SMT Advanced": {
      "id": "smt-advanced",
      "title": "SMT Advanced",
      "collapsible": true,
      "default_open": true,
      "blurb": "Top NQ equity curves from frozen snapshot + NQ/GC presets. Current strongest path."
    },
    "ORB": {
      "id": "orb",
      "title": "ORB",
      "collapsible": false,
      "blurb": "ORB breakout / retest / Nitro templates exist as SoT entry plugins that fold into Roman Essentials. No ORB equity curves are published in snapshot smt_advanced_v1_baseline_2026-09-24."
    },
    "ICT": {
      "id": "ict",
      "title": "ICT",
      "collapsible": false,
      "blurb": "ICT2023 / Nitro1 / Nitro2 SoT templates exist as entry plugins that fold into Roman Essentials. No ICT equity curves are published in snapshot smt_advanced_v1_baseline_2026-09-24."
    },
    "SMT": {
      "id": "smt",
      "title": "SMT",
      "collapsible": false,
      "blurb": "Base SMT SoT entry plugin. Curves are published under SMT Advanced, not on this left-rail item."
    }
  },
  "placeholders": {
    "ORB": {
      "strategy": "ORB",
      "title": "ORB playbooks",
      "blurb": "No ORB equity curves published in this snapshot. Playbooks (breakout / retest / Nitro) remain SoT templates that fold into the Roman Essentials host."
    },
    "ICT": {
      "strategy": "ICT",
      "title": "ICT / Nitro playbooks",
      "blurb": "No ICT equity curves published in this snapshot. ICT2023 / Nitro1 / Nitro2 SoT templates fold into the Roman Essentials host."
    },
    "SMT": {
      "strategy": "SMT",
      "title": "SMT (base)",
      "blurb": "Base SMT entry plugin notes only on this rail. Published equity curves and presets live under SMT Advanced (right panel) from snapshot smt_advanced_v1_baseline_2026-09-24."
    }
  },
  "filters": [
    "All",
    "ORB",
    "ICT",
    "SMT",
    "SMT Advanced"
  ],
  "layout": {
    "left_nav": [
      "ORB",
      "ICT",
      "SMT"
    ],
    "right_panel": "SMT Advanced",
    "default_panel": "SMT Advanced",
    "top_strategy_tabs": [
      {
        "label": "Strategies",
        "href": "/strategies.html",
        "on": true
      },
      {
        "label": "Python Twin",
        "href": "/python-twin.html"
      },
      {
        "label": "ZZ Strategy",
        "href": "/zz-strategy.html"
      },
      {
        "label": "ORB ICT SMT",
        "href": "/orb-ict-smt-strategy.html"
      },
      {
        "label": "Roman",
        "href": "/roman-essentials.html"
      },
      {
        "label": "NQ Stats",
        "href": "/nq-ib-walk-forward.html"
      }
    ],
    "skipped_tabs": [
      {
        "label": "Edgeful",
        "reason": "Only exists under /dev/edgeful.html \u2014 not a live site page; omitted to avoid a broken link."
      }
    ]
  }
}