# Assay 003 conformance record

Receipt: `assay-003-keel-systematic-fx-rules-eurgbp-v1`
Keel commit: `e198539b68b644b079f9b4fc514f6d9f5b86ea04`
Sealed: 2026-07-11T05:01:23.153139+00:00

## Specification conformance
- Subject: Keel's own five shipped systematic price rules (sma_cross_10_30, donchian_20, zscore_fade_20_2, rsi_fade_14_30_70, donchian_fade_20).
- Pair EUR/GBP; timeframes H1 and M30; chronological split 0.7 in-sample / 0.3 out-of-sample; one-shot OOS.
- Session gate per family: fades (zscore_fade_20_2, rsi_fade_14_30_70, donchian_fade_20) gated to 0-6 UTC; momentum ungated.
- Brackets stop/target 15.0/25.0 bps; flat stake 50.0; starting equity 10000.0.
- Cost bases: faithful 2.5 bps and realistic per-family round trip measured from frozen bid/ask spread.

## Controls
- No tuning, no cell-picking: the frozen configuration only; all 20 cells (5 rules x 2 timeframes x 2 cost bases) are reported together.
- OOS one-shot: the split is fixed; out-of-sample was not re-run or re-tuned.
- No leakage: every signal uses only closes at or before the evaluated bar (shipped rule implementations); split slices are disjoint and contiguous.
- Two reads: in-sample and out-of-sample reported separately for every cell.
- Step 1 sourced values recorded: momentum params sma_cross 10/30 and donchian period 20 (recovered); realistic per-family round trips measured; window endpoints pinned.
- Reproducibility: 20 out-of-sample cells reconciled exactly against metrics.json on an independent re-run.

## Scope
- Paper backtest only; no live route. Confined to these rules, this configuration, EUR/GBP, these timeframes, this window and these cost bases. No generalisation to other markets or to all systematic trading.