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

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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.
This commit is contained in:
Harwinder Sekhon
2026-07-11 10:02:27 -04:00
parent 528a308d36
commit 183f148bb4
4 changed files with 58 additions and 3 deletions
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pair_signals/eurusd.py
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@@ -114,6 +114,11 @@ def make_config(
# belt-and-braces so no gold logic can ever fire on an EUR config.
config.xau_strategy.enabled = False
# Keep event-risk signal gating ON for EUR (the XAU-tuned default
# turned it off after the 2026-07-11 audit — that evidence is
# gold-specific; EUR event-window trades were flat-to-negative).
config.news.event_risk_caps_signals = True
config.backtest.session_start_hour = 7
config.backtest.session_end_hour = 20
config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]