M5 trail dist 0.85 (validated grid, arm unchanged)
Same-day sibling of the M15 campaign, opposite finding: on M5 the arm point barely matters — winners need a looser leash. 5yr grid plateau arm 0.5-0.7 x dist 0.85-1.0; shipped the OOS-preferred edge 0.60/0.85: +231.2R PF 1.30 vs +218.0R PF 1.29 baseline, both halves better, DD flat (19.2 vs 19.1), OOS +14.5R vs +11.1R. dist 1.0 rejected at the OOS gate despite best in-sample total. XAU_PB pb_trail unaffected. Factory replay reproduces the grid cell; 201/201 tests. Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
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@@ -1878,6 +1878,8 @@ def _():
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)
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inline_cfg.xau_strategy.cp_enabled = True
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inline_cfg.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
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inline_cfg.signals.trail_arm_r = 0.60
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inline_cfg.signals.trail_dist_r = 0.85
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assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
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f"XAU factory config differs from inline construction for {tf}"
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