Big-candle gate (default-OFF) + M5 relaxation campaign + --set tooling

Gate 6h (big-candle entry gate): blocks all XAU entries (core, XAU_PB,
XAU_CP) when the primary TF's last 24h contains a bar with range >= K x
prior-bar ATR. Ships default-OFF: validation rejected every threshold
(K 3-6 on M5/M15 12mo) — removed trades were net-POSITIVE at every cell;
M5 quiet-window trades are the only losing bucket. Config knobs
big_candle_atr_multiple/lookback_hours, --big-candle backtest flag,
Module 17 tests.

M5 relaxation SHIPPED (validated 2026-07-30, Oanda bars, $0.30 spread):
m5_min_abs_score 30->25, m5_min_confirmation_score 10->5, hour-21 UTC
unblocked M5-only. Beats control in ALL 6 calendar years of the 5yr
replay (+230.9R/2319 PF 1.26 DD 21.3 vs +168.0R/2048 PF 1.21 DD 27.0),
12mo +107.4R PF 1.36 vs +84.6R PF 1.33, OOS +26.1R vs +17.2R, $0.70
spread +86.9R vs +66.4R. M15: every relaxation retested negative —
config unchanged. Declined-but-open: M5 hour-22 block, M15 hour-16
unblock (both fail 5yr/OOS). Evidence in the factory docstring.

Tooling: generic --set PATH=JSON research override in gpu_backtest
(typo-proof, logged); diagnose_filters filter_tags refreshed for gates
6d-6i with a staleness-guard test (Module 18); research scripts
hour_analysis/burst_profile/book_diff. Suite: 268 tests.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_014jqHpmNYmwYMowF6bPZyeD

backtest/gpu_backtest.py

@@ -30,6 +30,7 @@ Usage:
 from __future__ import annotations
 
 import argparse
+import json
 import logging
 import multiprocessing as mp
 import os
@@ -2117,6 +2118,19 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
     p.add_argument("--cp-patterns", default=None,
                    help="Comma-separated pattern subset for --cp (e.g. "
                         "double_bottom,bull_flag). Default: all detectors.")
+    p.add_argument("--big-candle", type=float, default=None,
+                   help="Force xau_strategy.big_candle_atr_multiple=K for this "
+                        "run (no entries while the lookback window contains a "
+                        "bar with range >= K x prior ATR) — for validating the "
+                        "candidate.")
+    p.add_argument("--big-candle-hours", type=float, default=None,
+                   help="Override big_candle_lookback_hours for --big-candle "
+                        "runs (default 24).")
+    p.add_argument("--set", action="append", default=[], metavar="PATH=JSON",
+                   help="Override any PlatformConfig leaf by dotted path; the "
+                        "value is JSON-parsed for typing (research knob; "
+                        "repeatable). e.g. --set xau_strategy.m5_min_abs_score=25 "
+                        "--set 'xau_strategy.sell_min_quality=[\"A+\",\"A\",\"B\",\"C\"]'")
     p.add_argument("--no-cache", action="store_true", help="Skip parquet cache (force API fetch)")
     p.add_argument("--spread", type=float, default=None,
                    help="Round-trip cost in price units per trade (default: pair's "
@@ -2148,6 +2162,39 @@ def _resolve_tf(s: str) -> Timeframe:
     raise SystemExit(f"Unknown timeframe '{s}'. Valid: {[t.value for t in Timeframe]}")
 
 
+def _apply_config_overrides(cfg: PlatformConfig, overrides: List[str]) -> None:
+    """Apply repeatable --set PATH=JSON research overrides onto the config.
+
+    Unknown paths are a hard error: dataclass instances silently accept
+    setattr of any name, so a typo'd path would otherwise produce a
+    no-op run that looks like 'the relaxation had no effect'. Every
+    applied override is logged — the run log is the config audit trail
+    required by instructions_for_backtest.txt.
+    """
+    for item in overrides:
+        path, sep, raw = item.partition("=")
+        if not sep:
+            raise SystemExit(f"--set expects PATH=VALUE, got '{item}'")
+        try:
+            value = json.loads(raw)
+        except json.JSONDecodeError:
+            value = raw  # bare-string convenience ("oanda" etc.)
+        obj = cfg
+        parts = path.strip().split(".")
+        for attr in parts[:-1]:
+            if not hasattr(obj, attr):
+                raise SystemExit(f"--set: unknown config path '{path}'")
+            obj = getattr(obj, attr)
+        leaf = parts[-1]
+        if not hasattr(obj, leaf):
+            raise SystemExit(f"--set: unknown config path '{path}'")
+        old = getattr(obj, leaf)
+        if hasattr(old, "__dataclass_fields__"):
+            raise SystemExit(f"--set: '{path}' is a config section, not a leaf")
+        setattr(obj, leaf, value)
+        logger.info(f"--set override: {path} = {value!r} (was {old!r})")
+
+
 def main(argv: Optional[List[str]] = None) -> int:
     args = _parse_args(argv)
 
@@ -2197,6 +2244,12 @@ def main(argv: Optional[List[str]] = None) -> int:
             platform_cfg.xau_strategy.cp_patterns = [
                 s.strip() for s in args.cp_patterns.split(",") if s.strip()
             ]
+    if args.big_candle is not None:
+        platform_cfg.xau_strategy.big_candle_atr_multiple = args.big_candle
+    if args.big_candle_hours is not None:
+        platform_cfg.xau_strategy.big_candle_lookback_hours = args.big_candle_hours
+    if args.set:
+        _apply_config_overrides(platform_cfg, args.set)
     confirm_tfs = list(platform_cfg.confirmation_timeframes)
 
     end = (