Derived by the Research Lead from Administrator / je-suis-tm, Dual Thrust backtest: test London-session range expansion on GBPUSD, EURUSD and AUDUSD using 1-HOUR bars. Source: https://github.com/je-suis-tm/quant-trading/blob/611b73f2c3f577ac5b28aaa19ac8c43d3236c7a5/Dual%20Thrust%20backtest.py . The archived full script was read. This is an explicitly causal adaptation, not a reproduction: replace its current-session rolling range, which contains future observations, with prior completed London-session ranges; use London local time with DST, hourly closes, one entry per pair per day and no reversals. Session-venue market decisions fill at the next hourly bar open. Use approximately two years of available hourly history without assuming older bars exist. No volume, swap income, queue advantage or exchange-hosted stop is required. Prediction, not measurement: an average gross directional capture of 0.30% minus a conservative 0.04% round-trip spread/commission allowance gives 0.26% before incremental impact; gross capture is 7.5 times that allowance. Actual platform commissions, minimum-order commissions, spread assumptions and impact determine realized costs.