From 18abff85a38682bb1650ddd764f1a580345e3635 Mon Sep 17 00:00:00 2001
From: Harwinder Sekhon <hs.sekhon3@gmail.com>
Date: Sat, 11 Jul 2026 10:22:33 -0400
Subject: [PATCH] XAU M15: adopt 1R minimum targets (per-timeframe, validated)

Finishes PENDING_STEPS Step 1 under the current trailing-exit model.
M15 window 2025-03-30->2026-05-31 ($0.30 spread): +116.6R/460 PF 1.83
vs +105.4R/424 PF 1.82 baseline, better in both halves; 2024-06->
2025-03 OOS +30.3R vs +10.6R control. Same knob on the pinned M5 book
is WORSE (+131.3R/699 vs +139.9R/547) so the override is M15-only in
the xauusd factory, per the pre-registered decision rule. M5 path
unchanged (factory override gated on primary_tf == M15).
---
 pair_signals/xauusd.py | 19 ++++++++++++++++---
 test_all.py            |  4 ++++
 2 files changed, 20 insertions(+), 3 deletions(-)

diff --git a/pair_signals/xauusd.py b/pair_signals/xauusd.py
index b5c3e72..ed40d2a 100644
--- a/pair_signals/xauusd.py
+++ b/pair_signals/xauusd.py
@@ -1,9 +1,19 @@
 """XAU/USD signal producer config.
 
 PlatformConfig defaults ARE the tuned XAU/USD configuration, so this
-factory only sets the timeframes. It must stay equivalent to the inline
-PlatformConfig(symbol=XAUUSD, ...) construction used by the backtester
-and Telegram bot (enforced by a test in test_all.py).
+factory sets the timeframes plus documented per-timeframe overrides.
+It must stay equivalent to the inline PlatformConfig(symbol=XAUUSD,
+...) construction (plus those overrides) used by the backtester and
+Telegram bot (enforced by a test in test_all.py).
+
+M15 override (validated 2026-07-11, window 2025-03-30 -> 2026-05-31,
+$0.30 spread, trailing exits): tp_floor_rr 1.0 scores +116.6R/460
+trades PF 1.83 vs +105.4R/424 PF 1.82 at the 0.5 default — better in
+both train/val halves and on the 2024-06 -> 2025-03 out-of-sample
+window (+30.3R vs +10.6R; the 1R floor lifts targets past the min-TP
+spread gate, roughly doubling trades there). The same knob HURTS M5
+(pinned 12mo book: +131.3R/699 vs +139.9R/547, PF 1.55 vs 1.78), so it
+is per-timeframe, exactly as PENDING_STEPS' decision rule anticipated.
 """
 
 from typing import Optional, List
@@ -26,4 +36,7 @@ def make_config(
     config.confirmation_timeframes = (
         confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
     )
+    if primary_tf == Timeframe.M15:
+        # 1R minimum target on M15 only — see module docstring.
+        config.signals.tp_floor_rr = 1.0
     return config
diff --git a/test_all.py b/test_all.py
index 0718da7..775f66a 100644
--- a/test_all.py
+++ b/test_all.py
@@ -1844,6 +1844,10 @@ def _():
             primary_timeframe=tf,
             confirmation_timeframes=ctfs,
         )
+        if tf == Timeframe.M15:
+            # Documented per-TF override (see xauusd.py docstring):
+            # 1R minimum targets validated for M15 only.
+            inline_cfg.signals.tp_floor_rr = 1.0
         assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
             f"XAU factory config differs from inline construction for {tf}"