Live news gate: stop capping signal confidence near events (XAU default)

Replaying the live danger/caution gates against the validated 12mo XAU
M5 book showed they suppress 25-35 trades worth +4.6..+7.2R/yr — trades
entered near USD releases outperform the book average (+0.475R vs
+0.256R). New NewsConfig.event_risk_caps_signals (default False =
XAU-tuned) keeps EVENT RISK warnings in alerts but no longer guts
confidence; EUR factory re-enables the caps (evidence is gold-specific).
Pinned XAU M5 regression: 547 trades, +139.94R, trade-identical.
Tests: 177 passed.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

signal_aggregator.py

@@ -1138,10 +1138,14 @@ class SignalAggregator:
                     confidence += 5
 
         # ── Event risk (hard cap, separate from penalty system) ───
+        # Warning always shown; the confidence cap is config-gated
+        # (news.event_risk_caps_signals) — see NewsConfig for the audit
+        # showing the cap costs R on XAU.
         if report.event_risk == "danger":
             report.warnings.append(f"EVENT RISK: {report.event_description}")
-            confidence = min(confidence, 30)
-            report.action_recommendation = f"WAIT — {report.event_description}"
+            if self.config.news.event_risk_caps_signals:
+                confidence = min(confidence, 30)
+                report.action_recommendation = f"WAIT — {report.event_description}"
 
         # ── Penalties (diminishing cap system) ────────────────────
         # Collect all applicable penalties, then apply with exponential
@@ -1163,7 +1167,8 @@ class SignalAggregator:
 
         if report.event_risk == "caution":
             report.warnings.append(f"Upcoming event: {report.event_description}")
-            penalties.append(("event_caution", 15))
+            if self.config.news.event_risk_caps_signals:
+                penalties.append(("event_caution", 15))
 
         is_counter_trend = (
             (report.market_regime == "trending_up" and score < 0) or