audit: gate-chain verdicts — lock shipped M5 entry-path state, document hour-delta isolation

2026-08-04 audit, Batch D. Verification outcomes (no behavior changes —
comment + tests only):

- CP gate-bypass (quality forced to B after the gate chain, exhaustion/
  M5-score gates not re-checked) is VALIDATED behavior, not a bug: the
  pinned shipped-config M5 12mo book carries 226/586 XAU_CP trades
  (+38.9R), 104 with EXHAUST warnings (+15.3R), 175 below the M5
  min-score gate (+28.0R). Removing the "holes" removes validated
  profit. New test pins the shipped state (PB off, CP BUY-only on M5,
  ema_partial_neutral M5-only) so any flip is a conscious revalidated
  decision.
- E18 (xau_strategy vs backtest blocked-hours "drift") REFUTED as a
  defect: the divergence is required by pair isolation — the backtest
  copy is the generic non-XAU fallback and must not inherit
  gold-validated deltas. Documented in the factory + a test asserting
  the delta stays XAU-side.
- 6c-upgrade re-arming an exhaustion-D refuted (exhaustion zeroes
  confidence below 6c's floor; regimes mutually exclusive). "WEEKEND
  FILTER" CP-suppression branch is defense-in-depth for direct
  analyze_from_dataframes callers, kept.

Suite: 316 green.

Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
This commit is contained in:
Harwinder Sekhon
2026-08-04 19:52:07 -04:00
parent ebb83749ef
commit 18e4fd0403
2 changed files with 41 additions and 0 deletions
+7
View File
@@ -197,6 +197,13 @@ def make_config(
config.xau_strategy.blocked_hours_utc = [
h for h in config.xau_strategy.blocked_hours_utc if h != 21
] + [9]
# Deliberately NOT mirrored into config.backtest.blocked_hours_utc:
# that copy is the generic non-XAU fallback carrying the JSON base
# only. Propagating a gold-validated per-TF delta there would leak
# XAU-calibrated hours to a future pair (pair-isolation rule).
# Every XAU consumer branches to the xau_strategy copy. Enforced
# by the Module 13 test "M5 factory appends hour 9 on top of a
# JSON base".
# BUY-only chart patterns on M5 — see module docstring.
config.xau_strategy.cp_enabled = True
config.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]