EUR: document closure of calendar + H1-hybrid avenues
Surprise-conditioned entries lose 2-5p at every horizon both years; avoidance filter marginal for EUR and profit-removing for XAU; the H1-direction + M15-pullback prototype failed its pre-registered kill criteria (2024-25 OOS negative). EUR stays informational-only.
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@@ -37,9 +37,20 @@ survives because gold's ATR/spread ratio is several times larger.
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EUR/USD therefore ships FUNCTIONAL BUT OFF by default: it is not in
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PlatformConfig.scan_pairs. Scan it on demand (main.py --pair EURUSD,
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or add to scan_pairs) but treat all EUR M5/M15 signals as informational
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only. Open avenues needing new data/infra: calendar-anchored entries
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(requires a historical Forex Factory archive), limit-entry cost
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reduction (needs tick data to model fills honestly), H4/D1 swing.
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only.
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Calendar + hybrid avenues CLOSED 2026-07-12 (see backtest/research/):
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- Surprise-conditioned entries (real Forex Factory archive, verified
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timestamps): follow-surprise loses 2-5 pips at every horizon in
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both years under every conditioning. The market prices the
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surprise within the release bar.
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- Event-window avoidance: EUR effect marginal/inconsistent (and on
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XAU it would REMOVE profit — event-window trades outperform).
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- H1-anchored direction + M15 pullback execution (pre-registered
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kill criteria): 2025-26 +2.8R PF 1.11, 2024-25 OOS -1.5R PF 0.92
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-> killed.
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Remaining avenues need data we don't have: tick-level fills for
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limit-entry cost reduction, or H4/D1 swing horizons.
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"""
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from typing import Optional, List
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