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xauusd M15: halve the RSI regime multiplier in every regime (M15 override 5, rule-1 validated)

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Owner-approved 2026-09-09 after the pre-registered weight test
(backtest/research/weight_test_2026-09-09.md). M15-only
technical.regime_weights_override = the shipped table with rsi x 0.5
(0.5 trending family / 0.75 ranging / 0.5 transitioning), derived in the
factory and pinned literally by the Module 9 equivalence test; a Module 33
test locks that M5/H1/H4 carry no override.

Evidence, 2-year Oanda window 2024-09-05..2026-09-05 at $0.65: 793/+117.62R
PF 1.41 -> 931/+146.14R PF 1.43 (fixed halves +27.9/+0.6R vs control); OOS
2024-06-01..2025-03-30 300/+40.59R PF 1.38 -> 355/+60.67R PF 1.49; 3-year
+151.90R -> +186.61R (max DD 15.5 -> 19.3R, 2026 -4R). Parity: the factory
run with no --set flag reproduces the validated candidate books byte-for-
byte (2-yr MD5 d185f099..., OOS 6f8f24b4...). M15 canonical book re-pinned
to backtest/oanda_m15_2yr_065_20260909.csv. Docs carry a one-line note.

Claude-Session: https://claude.ai/code/session_01Nc9Ninzyi18QkWezrxeBvB
This commit is contained in:
Harwinder Sekhon
2026-09-09 17:36:41 -04:00
parent 9d7f7ff4ec
commit be4db8b2a7
6 changed files with 115 additions and 7 deletions
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backtest/research/weight_test_2026-09-09.md
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@@ -171,3 +171,17 @@ recent one does not, and the 3-year max drawdown is 3.8R deeper (all of it in th
(931 / +146.14R / PF 1.43 at $0.65). Not shipped in this campaign.
Books and logs: `backtest/research/replay_2026-09/candidates/` and `.../oos/` (gitignored).
## Shipped (owner decision 2026-09-09, same day)
M15 override 5 in `pair_signals/xauusd.py`: `technical.regime_weights_override` = the shipped
table with the RSI multiplier halved in every regime (0.5 trending family / 0.75 ranging /
0.5 transitioning), derived from the default table and pinned literally by the Module 9
factory-equivalence test; one more Module 33 test locks that M5/H1/H4 carry no override.
Parity proof — the factory run with NO `--set` flag reproduces the validated candidate books
byte-for-byte: 2-year MD5 `d185f099482a07f29502cb5a371a9bbf` (931 / +146.14R / PF 1.43) and
OOS MD5 `6f8f24b49597ced28f50a19e08c3472f` (355 / +60.67R / PF 1.49). Canonical M15 book
re-pinned to `backtest/oanda_m15_2yr_065_20260909.csv` (copy of the 2-year factory book).
Docs: `docs/user_guide.html` and `docs/beginner_guide.html` carry a one-line note (PDF builds
remain behind, as before). Suite 499 tests. Live M15 scans get a new `engine_fingerprint`
from the next deploy; signal-log comparisons across it must split at the deploy time.