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 <noreply@anthropic.com>
This commit is contained in:
Harwinder Sekhon
2026-07-11 10:26:32 -04:00
parent f88e39f5be
commit ec13cd4c07
+14 -3
View File
@@ -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 EUR/USD therefore ships FUNCTIONAL BUT OFF by default: it is not in
PlatformConfig.scan_pairs. Scan it on demand (main.py --pair EURUSD, 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 or add to scan_pairs) but treat all EUR M5/M15 signals as informational
only. Open avenues needing new data/infra: calendar-anchored entries only.
(requires a historical Forex Factory archive), limit-entry cost
reduction (needs tick data to model fills honestly), H4/D1 swing. 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 from typing import Optional, List