{
  "receipt_id": "assay-003-keel-systematic-fx-rules-eurgbp-v1",
  "sealed_utc": "2026-07-11T05:01:23.153139+00:00",
  "keel_commit": "e198539b68b644b079f9b4fc514f6d9f5b86ea04",
  "instrument": "EUR_GBP",
  "timeframes": [
    "H1",
    "M30"
  ],
  "rules": [
    "sma_cross_10_30",
    "donchian_20",
    "zscore_fade_20_2",
    "rsi_fade_14_30_70",
    "donchian_fade_20"
  ],
  "split": 0.7,
  "cost_bases": {
    "faithful_round_trip_bps": 2.5,
    "realistic_round_trip_bps_per_family": {
      "H1": {
        "momentum": 2.0668,
        "fade": 1.8041
      },
      "M30": {
        "momentum": 2.0561,
        "fade": 1.7856
      }
    }
  },
  "verdict": {
    "cells": 20,
    "oos_passes": 0,
    "summary": "0 of 20 cells pass out-of-sample (positive net after costs and beats buy-and-hold)"
  },
  "reproducible": true,
  "reconciled_oos_cells": 20,
  "produces_new_market_data": false
}