Validate long-only LuxAlgo zone retest on real one-month ES data

[sybapp]

What to build

Validate the long-only LuxAlgo Zone-Retest strategy on a real one-month ES RTH 5m dataset using configured zone collection, classified Liquidity Zones, derived Zone-Retest Entry signals, and zone-based risk controls.

This slice should produce a reproducible validation report that shows whether the strategy is worth further research rather than treating a small or single-window result as proven edge.

Acceptance criteria

• A fresh real one-month ES RTH 5m LuxAlgo dataset is collected with configured FVG and internal OB options.
• Walk-forward validation runs with 5 training sessions, 3 scoring sessions, and 3-session steps.
• The report includes total long-only trade count, net PnL, gross win/loss or profit factor, max drawdown, and profitable window ratio.
• The report breaks out trade counts and performance by source zone kind: FVG vs internal OB.
• The report clearly marks the result as research-only unless it meets at least 30 trades and robust window-level behavior.

Blocked by

• Configured LuxAlgo zone collection #31
• Classify anonymous LuxAlgo boxes as liquidity zones #32
• Derive zone-retest entry signals #33
• Support zone-based risk in strategy validation #34