Optimize EUR/USD M5 signals: 1:1 RR, vol/agreement filters, disable XAU

Tune EUR/USD M5 trade setup for balanced profitability (78% WR, 1.68 PF,
+26.5R over 365d) under a 4-hour max hold constraint. Key changes:
- Raise min RR from 0.5 to 1.0 and TP multiplier from 1.0x to 1.2x ATR
- Tighten SL floor (0.8→0.7 ATR) and swing lookback (50→20 bars)
- Add volatility regime filter (block "high" vol) and min 6 indicator
  agreement gate in signal_aggregator
- Raise BE trigger 0.2→0.3R, buffer 0.05→0.15R to let winners run
- Block weak hours (06, 09, 11 UTC) on M5
- Disable XAU strategy checks by default; XAU pair config re-enables

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

pair_signals/eurusd.py

@@ -77,12 +77,15 @@ def make_config(
 
     if primary_tf == Timeframe.M5:
         config.technical.regime_weights_override = M5_REGIME_WEIGHTS
-        config.eur_strategy.sl_atr_floor = 0.8
+        config.technical.swing_sr_lookback = 20
+        config.eur_strategy.sl_atr_floor = 0.7
         config.eur_strategy.sl_atr_multiplier = 0.3
         config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
         config.eur_strategy.min_entry_score = 35.0
         config.eur_strategy.min_entry_confidence = 50.0
-        config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 19, 21]
+        config.eur_strategy.blocked_vol_regimes = ["high"]
+        config.eur_strategy.min_indicator_agreement = 6
+        config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 6, 9, 11, 19, 21]
     else:
         config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
 

pair_signals/xauusd.py

@@ -16,6 +16,7 @@ def make_config(
     confirmation_tfs: Optional[List[Timeframe]] = None,
 ) -> PlatformConfig:
     config = PlatformConfig()
+    config.xau_strategy.enabled = True
     config.primary_timeframe = primary_tf
     config.confirmation_timeframes = (
         confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])