M5 trail dist 0.85 (validated grid, arm unchanged)

Same-day sibling of the M15 campaign, opposite finding: on M5 the arm
point barely matters — winners need a looser leash. 5yr grid plateau
arm 0.5-0.7 x dist 0.85-1.0; shipped the OOS-preferred edge 0.60/0.85:
+231.2R PF 1.30 vs +218.0R PF 1.29 baseline, both halves better, DD
flat (19.2 vs 19.1), OOS +14.5R vs +11.1R. dist 1.0 rejected at the
OOS gate despite best in-sample total. XAU_PB pb_trail unaffected.
Factory replay reproduces the grid cell; 201/201 tests.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b

pair_signals/xauusd.py

@@ -56,6 +56,24 @@ positive, val half -1.89R — marginal but sign-correct in aggregate).
 Gold's structural uptrend makes bullish patterns fundamentally more
 reliable. M15/H1 fail on all windows; M5-only enablement.
 
+M5 override 3 (validated 2026-07-21, 5-year replay 2021-07-21 ->
+2026-07-21, $0.30 spread, next-open fills): trailing distance widened
+to 0.85R (trail_dist_r 0.85, arm unchanged 0.60). Same 30-cell grid
+methodology as the M15 campaign, opposite finding — on M5 the arm
+point barely matters; the winners need a looser leash. Plateau arm
+0.5-0.7 x dist 0.85-1.0 (+227..+234R vs +218.0R baseline). Chosen
+0.60/0.85 (OOS-preferred end of the plateau): +231.2R/2028 PF 1.30 WR
+57.1% vs +218.0R PF 1.29 WR 58.3%; both last-12mo halves better
+(+56.8/+115.1 vs +54.0/+104.6); 5yr max DD 19.2R vs 19.1R (noise);
+OOS 2024-06-01 -> 2025-03-30 +14.5R DD 15.1 vs +11.1R DD 15.4.
+dist 1.0 was REJECTED at the OOS gate (+10.9R < baseline +11.1R)
+despite the best in-sample total (+233.3R) — the OOS ordering picks
+the conservative plateau edge. XAU_PB trades are unaffected (they
+carry their own validated pb_trail 0.8/0.75 per-trade overrides);
+XAU_CP trades share the global params and were validated inside this
+book. M15 arms at 0.70 (its own campaign, same day); the divergence
+is the per-TF pattern yet again.
+
 M15 override 4 (validated 2026-07-21, 5-year replay 2021-07-21 ->
 2026-07-21, $0.30 spread, next-open fills): trailing-stop arm raised to
 0.70R (trail_arm_r 0.70, dist unchanged 0.75). Full grid arm 0.3-0.9 x
@@ -115,6 +133,9 @@ def make_config(
         # 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"]
+        # Wider trailing distance on M5 only — see module docstring.
+        config.signals.trail_arm_r = 0.60
+        config.signals.trail_dist_r = 0.85
     if primary_tf == Timeframe.M15:
         # 1R minimum target on M15 only — see module docstring.
         config.signals.tp_floor_rr = 1.0