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

config.py

@@ -203,9 +203,16 @@ class XauStrategyConfig:
     # M5 signals are noisy; require stronger confirmation before
     # generating trade setups. Without these, M5 is breakeven
     # (+0.01R/trade) with 21% drawdown.
+    # Relaxed 2026-07-30 (30→25, 10→5) in the relaxation campaign:
+    # the combined config (with the M5 hour-21 unblock) beat control
+    # in ALL 6 calendar years of the 5yr Oanda replay (+230.9R vs
+    # +168.0R, PF 1.26 vs 1.21, max DD 21.3 vs 27.0), 12mo +107.4R
+    # vs +84.6R PF 1.36 both halves positive, OOS 2024-06→2025-03
+    # +26.1R vs +17.2R, and at $0.70 spread +86.9R vs +66.4R.
+    # Score floors below 25 are vacuous (grade C requires |score|≥25).
     m5_require_mtf: bool = True
-    m5_min_abs_score: float = 30.0
-    m5_min_confirmation_score: float = 10.0
+    m5_min_abs_score: float = 25.0
+    m5_min_confirmation_score: float = 5.0
     # A-grade M5 SELLs enter at the extreme of temporary dips and
     # lose (-0.017R/trade on 163 trades) — maximum conviction at
     # the worst entry. Cap SELL quality so A-grade can't trigger
@@ -271,6 +278,15 @@ class XauStrategyConfig:
     cp_flag_max_bars: int = 12
     cp_flag_retrace: tuple = (0.1, 0.5)  # flag depth as fraction of pole
 
+    # ── Big-candle entry gate ──────────────────────────────────────
+    # When the recent window on the scan's own primary TF contains an
+    # abnormally large candle (bar range >= K x the PRIOR bar's ATR —
+    # institutional burst; price may reverse violently), no XAU entry
+    # of ANY kind may fire (core, XAU_PB, XAU_CP). 0.0 = disabled.
+    # Per-TF factories opt in only after the standard validation rule.
+    big_candle_atr_multiple: float = 0.0
+    big_candle_lookback_hours: float = 24.0
+
 
 @dataclass
 class FilterConfig: