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>
Replaying the live danger/caution gates against the validated 12mo XAU
M5 book showed they suppress 25-35 trades worth +4.6..+7.2R/yr — trades
entered near USD releases outperform the book average (+0.475R vs
+0.256R). New NewsConfig.event_risk_caps_signals (default False =
XAU-tuned) keeps EVENT RISK warnings in alerts but no longer guts
confidence; EUR factory re-enables the caps (evidence is gold-specific).
Pinned XAU M5 regression: 547 trades, +139.94R, trade-identical.
Tests: 177 passed.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Harwinder Sekhon