I found a beautiful pattern and it was a holiday

Spent an evening excited about a recurring dip at a specific time. Very consistent. Genuinely looked tradeable. It was the early close before a holiday, repeated across the years in my sample. My "pattern" was a calendar artifact showing up as a time-of-day effect because I'd never separated shortened sessions. Sharing it because the failure was invisible from inside the analysis. Everything looked right. The data was fine. The interpretation was the problem.