Conviction campaign 2026-09-27 (FAILED, research knob kept) + plain-words alert wording

Owner question: can score and confidence be combined into one number that is
easier to understand and for the system to decide on?

Research (pre-registered, nothing ships to the signal path):
- signals.grading_mode: "pair" (default, the shipped two-floor rule, byte-
  identical: all five reference MD5s reproduce on both scripts), "min"
  (min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from
  the control's corner points, no tuning. Helpers _final_signal_and_grade /
  _transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator;
  mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module);
  twin refuses other values; M15 OOS MD5 equal on both scripts for both modes.
- Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R
  (clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral
  on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades
  (H1 PF 1.98 -> 1.75, DD doubles): hypothesis only.
- Code review (high) before the runs: 6 findings fixed, 1 recorded
  (engine_config_fingerprint omits the switch under "pair", so live rows keep
  their fingerprint).

Delivery (books untouched): alerts lead with the grade and print the two raw
numbers in words (main.plain_words: "Direction: strong buy · Reliability: good
· timeframes agree", cut-offs = the grade table's own) on Telegram, /status,
the CLI and the dashboard card (plain_words in the snapshot); "MTF" label
replaced by "Other timeframes"; guides updated. Suite 566 passed.

Evidence: backtest/research/conviction_campaign_2026-09-27.md

docs/user_guide.html

@@ -69,7 +69,7 @@
 <table>
 <tr><th style="width:28%">Field</th><th>What it means</th></tr>
 <tr><td><b>Signal + grade</b></td><td>Direction (BUY / SELL / STRONG_*) plus a quality grade <b>A+ → F</b>. A trade setup is only attached at grade C or better. Higher grades = more indicator agreement and cleaner regime.</td></tr>
-<tr><td><b>Score / confidence</b></td><td>The regime-weighted composite of all nine indicators. Bigger absolute score = stronger consensus.</td></tr>
+<tr><td><b>Direction / reliability line</b></td><td>Since 2026-09-27 the alert prints the two raw numbers in words. <i>Direction</i> is the regime-weighted composite of all nine indicators: <b>very strong</b> (|score| ≥ 40), <b>strong</b> (≥ 33), <b>clear</b> (≥ 25), <b>weak</b> (≥ 15) or <b>no clear direction</b>, with buy or sell from its sign. <i>Reliability</i> is the confidence after the penalties: <b>high</b> (≥ 65), <b>good</b> (≥ 55), <b>fair</b> (≥ 45) or <b>low</b>. The cut-offs are the grade table's own, so the words never disagree with the grade. The numbers themselves remain in <code>--json</code>, <code>--detail</code> and the dashboard meters.</td></tr>
 <tr><td><b>MTF aligned</b></td><td>The two confirmation timeframes agree with the trade direction. Signals without alignment are filtered out on M5.</td></tr>
 <tr><td><b>Warnings ⚠️</b></td><td>Context, not veto. Backtesting shows warned trades perform about the same — strong momentum often triggers warnings.</td></tr>
 <tr><td><b>Violent-move watch 🌪</b></td><td>An occasional extra line saying the next hour looks unusually likely to produce a very large candle — because a high-impact US release is due (or just landed), because the clock is in a historically wild slot, or because price is stretched outside its bands. It is a heads-up about <i>volatility</i>, not a direction call, and it <b>never</b> changes the signal, the grade or the trade setup — the same alert would be sent without it. Do not close or tighten an open trade because of it: every such protective action was tested over three years and lost money. Your stop is the protection.</td></tr>