From ec13cd4c07509fd6b3b6354f7cb41b06b96ce801 Mon Sep 17 00:00:00 2001 From: Harwinder Sekhon Date: Sat, 11 Jul 2026 10:26:32 -0400 Subject: [PATCH] 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. Co-Authored-By: Claude Fable 5 --- pair_signals/eurusd.py | 17 ++++++++++++++--- 1 file changed, 14 insertions(+), 3 deletions(-) diff --git a/pair_signals/eurusd.py b/pair_signals/eurusd.py index de5e83f..d3fc8aa 100644 --- a/pair_signals/eurusd.py +++ b/pair_signals/eurusd.py @@ -37,9 +37,20 @@ survives because gold's ATR/spread ratio is several times larger. EUR/USD therefore ships FUNCTIONAL BUT OFF by default: it is not in PlatformConfig.scan_pairs. Scan it on demand (main.py --pair EURUSD, or add to scan_pairs) but treat all EUR M5/M15 signals as informational -only. Open avenues needing new data/infra: calendar-anchored entries -(requires a historical Forex Factory archive), limit-entry cost -reduction (needs tick data to model fills honestly), H4/D1 swing. +only. + +Calendar + hybrid avenues CLOSED 2026-07-12 (see backtest/research/): + - Surprise-conditioned entries (real Forex Factory archive, verified + timestamps): follow-surprise loses 2-5 pips at every horizon in + both years under every conditioning. The market prices the + surprise within the release bar. + - Event-window avoidance: EUR effect marginal/inconsistent (and on + XAU it would REMOVE profit — event-window trades outperform). + - H1-anchored direction + M15 pullback execution (pre-registered + kill criteria): 2025-26 +2.8R PF 1.11, 2024-25 OOS -1.5R PF 0.92 + -> killed. +Remaining avenues need data we don't have: tick-level fills for +limit-entry cost reduction, or H4/D1 swing horizons. """ from typing import Optional, List