Commit Graph

3 Commits

Author SHA1 Message Date
Harwinder Sekhon 9c72e90ce2 EUR M15/H1 investigation: document no-validated-edge verdict
Five independent tests at 1-pip cost (M15 wide-open both windows,
transitioning-slice OOS, mean-reversion trade sims, forward-return
screens on M15+M5, H1 both windows) — nothing clears cost in both
2024-25 and 2025-26. Root cause: spread is ~10% of M15 ATR on EUR.
EUR stays out of scan_pairs; open avenues documented in docstring.
2026-07-11 09:02:24 -04:00
Harwinder Sekhon 8b086f4f49 EUR M5: commit best-found config after realism re-tune — no validated edge
12mo grid campaign (2025-07-08 → 2026-07-08, 1-pip round-trip cost,
train/val split at 2026-01-08). Donor config scored -6.7R/34 trades.
Findings: transitioning regime -27R/88 wide-open; A-grade entries lose
(-26R) while B-grade wins; Fridays -17R; hours 8/12/13/18/19 UTC bleed;
score 30-35 band holds the train-half losses; trailing (0.45R arm/0.5R
dist) beats static TP1 and gold's 0.6/0.75.

Best-found config: -1.06R / 53 trades / PF 0.93 / 62.3% WR — breakeven,
FAILS acceptance (positive both halves, PF>=1.3). Per plan, EUR ships
functional but stays out of default scan_pairs. Grid results and
methodology documented in the module docstring; full numbers in
backtest/cache/eurv2_*.csv.
2026-07-10 22:14:49 -04:00
Harwinder Sekhon 1bc48915bd Add pair_signals per-pair producer registry
Ported from feature/eurusd-support: PAIR_PRODUCERS registry with
make_config() factories per pair. xauusd.make_config is a pure
PlatformConfig-defaults wrapper (equality with the inline construction
is enforced by test); eurusd.make_config carries the donor branch's
regime weights and gates as a pre-realism baseline.

Adds 4 registry tests. 154/154 pass.
2026-07-10 20:52:06 -04:00