xauusd factory: block M5 shorts in transitioning regime, block all H1 shorts (rule-1 validated)

M5 sell_blocked_regimes=[transitioning]: 12mo +7.9R (PF 1.50->1.56, both halves up),
5yr +5.3R, OOS unchanged. H1 sell_min_quality=[]: 5yr +16.7R (PF 1.18->1.46),
OOS +11.5R (PF 1.13->1.74), 12mo -1.8R with both halves positive.
Campaign table, rejected and parked candidates: backtest/research/signal_log_campaign_2026-09.md

Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
This commit is contained in:
Harwinder Sekhon
2026-09-03 20:47:33 -04:00
parent b1e880be4f
commit 9a8a2c1aa1
4 changed files with 236 additions and 2 deletions
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@@ -134,6 +134,8 @@ The message says: <i>"once price hits 4,159, trail SL $33 behind best price."</i
<ul>
<li><b>H1 is forgiving.</b> You have up to an hour to act on a message, and small delays barely matter. On the 5-minute signals, being two minutes late already costs real money — they are not for manual beginners.</li>
<li><b>H1 trades are held longer</b> — often overnight, sometimes over days. That is normal. Your stop loss is working for you while you sleep.</li>
<li><b>H1 is BUY-only.</b> All H1 SELL signals are blocked (since 2026-09-03) because they were a losing side on this timeframe — expect to see BUY signals here, never SELL.</li>
<li><b>M5 also holds back some SELL signals</b> — specifically while the market is in a choppy "transitioning" phase, since those shorts tested poorly.</li>
<li><b>Never take the same signal on two timeframes.</b> They are usually the same gold move seen at different zoom levels. Taking both doubles your risk, not your profit.</li>
</ul>