Run ES RTH 5m LuxAlgo ICT/SMC validation report

[sybapp]

What to build

Run the completed LuxAlgo ICT/SMC collection, derivation, template search, and Walk-Forward Validation path on ES RTH 5-minute data and publish a reproducible validation report from the Run Registry artifacts.

Acceptance criteria

• A live-collected or clearly pinned ES RTH 5-minute Versioned Dataset includes LuxAlgo ICT/SMC raw Structural Features, derived Candidate Signals, and diagnostics.
• The report includes bullish Structure Event counts, Liquidity Zone counts, zone confirmation counts, actual trade counts, and rejected/ambiguous derivation counts.
• Walk-Forward Validation results are reported with session-based windows and the configured cost model.
• Candidates below the 30-trade comparison threshold are reported as smoke-only rather than accepted as comparable winners.
• The final report links or records the dataset id, Strategy Spec or template search record, Run Registry path, and enough reproduction inputs to rerun the result.

Blocked by

• Add LuxAlgo ICT/SMC Strategy Template search path #28