research: --fixed-rr-tp backtest flag + 2026-08-05 verdict (NOT shipped)

Hard TP at N×risk beats the trail on all 2024+ windows but the grid is
monotone to 3R (trend artifact) and M15 rr20 goes negative in 2021+2023
with doubled DD — trailing exits stay. Flag is research-only; its
Module 22 tests land with the next commit (shared test_all.py).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ

backtest/gpu_backtest.py

@@ -1441,6 +1441,12 @@ class BacktestConfig:
     # Round-trip transaction cost in price units, charged on every trade
     # (XAU/USD retail spread ≈ $0.30). 0 disables.
     spread: float = 0.30
+    # RESEARCH (2026-08): >0 replaces the exit model with a hard TP at
+    # this multiple of risk from entry (2.0 = fixed 1:2 RR); trailing is
+    # disabled for ALL trades, including per-trade XAU_PB overrides.
+    # Entries/stops/gates are untouched, so the signal book is identical
+    # to the baseline — only the exit policy changes. Never shipped.
+    fixed_rr_tp: float = 0.0
     # Replay worker processes for the bar loop. 0 = auto (cpu_count - 2,
     # capped at 12), 1 = sequential in-process. Signal evaluation per bar
     # is pure (past data only), so it fans out across forked workers; the
@@ -1703,6 +1709,25 @@ def _apply_cooldown(
     return accepted
 
 
+def _apply_fixed_rr_tp(trades: List[Trade], mult: float) -> None:
+    """RESEARCH: replace each trade's TP with a hard target at
+    `mult` × |entry − sl| and zero the per-trade trail params so the
+    XAU_PB overrides cannot resurrect trailing. Risk is measured off the
+    final (re-anchored) entry/SL, so call this after
+    `_reanchor_entries_to_raw`. The caller must also pass
+    trail_arm_r=0 to `simulate_trades` — dispatch is on the run-level arg."""
+    for t in trades:
+        risk = abs(t.entry_price - t.sl)
+        t.tp1 = (t.entry_price + mult * risk if t.direction == "BUY"
+                 else t.entry_price - mult * risk)
+        t.tp2 = t.tp1              # static branch never reads tp2; CSV hygiene
+        t.trail_arm_r = 0.0
+        t.trail_dist_r = 0.0
+        t.rr_planned = mult
+        if t.pip_value:
+            t.reward_pips = mult * risk / t.pip_value
+
+
 def run_backtest(
     bt_cfg: BacktestConfig,
     platform_cfg: Optional[PlatformConfig] = None,
@@ -1853,10 +1878,17 @@ def run_backtest(
         use_cache=bt_cfg.use_cache, clean=False,
     )
     _reanchor_entries_to_raw(trades, signal_ts_list, sim_df)
+    if bt_cfg.fixed_rr_tp > 0:
+        _apply_fixed_rr_tp(trades, bt_cfg.fixed_rr_tp)
+        logger.info(
+            f"RESEARCH override: fixed-RR TP = {bt_cfg.fixed_rr_tp} x risk; "
+            f"trailing exit DISABLED for all {len(trades)} trades (incl. XAU_PB)"
+        )
+    run_arm = 0.0 if bt_cfg.fixed_rr_tp > 0 else platform_cfg.signals.trail_arm_r
     t_sim = time.perf_counter()
     simulate_trades(trades, sim_df, max_bars=bt_cfg.max_hold_bars,
                     spread=bt_cfg.spread,
-                    trail_arm_r=platform_cfg.signals.trail_arm_r,
+                    trail_arm_r=run_arm,
                     trail_dist_r=platform_cfg.signals.trail_dist_r)
     logger.info(
         f"Trade simulation took {time.perf_counter() - t_sim:.2f}s "
@@ -2200,6 +2232,10 @@ def _parse_args(argv: Optional[List[str]] = None) -> argparse.Namespace:
                    help="Override signals.trail_arm_r for this run (research knob)")
     p.add_argument("--trail-dist", type=float, default=None,
                    help="Override signals.trail_dist_r for this run (research knob)")
+    p.add_argument("--fixed-rr-tp", type=float, default=None,
+                   help="RESEARCH: exit at a hard TP of MULT x risk (e.g. 2.0 = "
+                        "fixed 1:2 RR) instead of the trailing stop; "
+                        "entries/stops/gates unchanged.")
     p.add_argument("--quality", default="A+,A,B,C", help="Comma-separated allowed grades")
     p.add_argument("--strategies", default="",
                    help="Comma-separated strategy tags to include (XAU,XAU_PB,XAU_CP,GENERIC). Empty = all.")
@@ -2323,6 +2359,16 @@ def main(argv: Optional[List[str]] = None) -> int:
         # make_config; the fallback must match (live == backtest).
         from app_config import apply_pair_overrides  # noqa: E402
         apply_pair_overrides(platform_cfg)
+    if args.fixed_rr_tp is not None:
+        if args.fixed_rr_tp <= 0:
+            raise SystemExit("--fixed-rr-tp must be > 0")
+        if (args.trail_arm is not None or args.trail_dist is not None or
+                any(s.split("=", 1)[0].strip().startswith(("signals.trail",
+                                                           "signals.pb_trail"))
+                    for s in (args.set or []))):
+            raise SystemExit(
+                "--fixed-rr-tp conflicts with --trail-arm/--trail-dist/"
+                "--set signals.*trail* (the flag disables trailing entirely)")
     if args.swing_sr_lookback > 0:
         platform_cfg.technical.swing_sr_lookback = args.swing_sr_lookback
     if args.trail_arm is not None:
@@ -2369,6 +2415,7 @@ def main(argv: Optional[List[str]] = None) -> int:
         strategies_only=[s.strip() for s in args.strategies.split(",") if s.strip()],
         spread=spread,
         workers=args.workers,
+        fixed_rr_tp=args.fixed_rr_tp or 0.0,
     )
 
     logger.info(