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
This commit is contained in:
Harwinder Sekhon
2026-07-21 19:13:01 -04:00
parent 902122dbfe
commit 1499bb7cf2
3 changed files with 25 additions and 1 deletions
+2
View File
@@ -1878,6 +1878,8 @@ def _():
)
inline_cfg.xau_strategy.cp_enabled = True
inline_cfg.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
inline_cfg.signals.trail_arm_r = 0.60
inline_cfg.signals.trail_dist_r = 0.85
assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
f"XAU factory config differs from inline construction for {tf}"