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

pair_signals/xauusd.py

@@ -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"]

test_all.py

@@ -5573,6 +5573,40 @@ def _():
     assert gpu_eng.fallback_count == 0, "sweep must never miss the cache"
 
 
+@test("factory: M5 per-TF hour delta stays XAU-side (pair isolation)")
+def _():
+    # 2026-08-04 audit E18 verdict: the xau_strategy/backtest hour lists
+    # SHOULD diverge after the M5 factory — the backtest copy is the
+    # generic non-XAU fallback and must never inherit gold-validated
+    # deltas. All XAU consumers branch to the xau_strategy copy
+    # (signal_aggregator.py session gates, gpu_backtest outer filter).
+    from pair_signals.xauusd import make_config as _mk
+    cfg = _mk(Timeframe.M5)
+    assert 9 in cfg.xau_strategy.blocked_hours_utc
+    assert 21 not in cfg.xau_strategy.blocked_hours_utc
+    assert 9 not in cfg.backtest.blocked_hours_utc, \
+        "gold-validated hour-9 delta must NOT leak into the generic copy"
+    assert 21 in cfg.backtest.blocked_hours_utc
+
+
+@test("factory: shipped M5 entry-path state is locked (PB off, CP BUY-only)")
+def _():
+    # 2026-08-04 audit: the CP path bypassing exhaustion/M5-score gates is
+    # VALIDATED behavior (226/586 trades, +38.9R in the pinned 12mo book).
+    # This test pins the shipped state so any flip is a conscious,
+    # revalidated decision — not an accident.
+    from pair_signals.xauusd import make_config as _mk
+    m5 = _mk(Timeframe.M5)
+    assert m5.xau_strategy.m5_pullback_enabled is False
+    assert m5.xau_strategy.cp_enabled is True
+    assert m5.xau_strategy.cp_patterns == ["inv_hs", "double_bottom", "bull_flag"]
+    assert m5.technical.ema_partial_neutral is True
+    for tf in (Timeframe.M15, Timeframe.H1, Timeframe.H4):
+        cfg = _mk(tf)
+        assert cfg.xau_strategy.cp_enabled is False, f"{tf}: CP must stay off"
+        assert cfg.technical.ema_partial_neutral is False
+
+
 @test("GPU parity: cache miss falls back LOUDLY (counter + warning)")
 def _():
     import gpu_backtest as _gb