Verdict from the 3-week signal log (backtest/research/news_sentiment_value_2026-09-04.md):
news_sentiment is a trailing-24h echo of price (r +0.67 with the past day, +0.03 with
the next; most bullish 2 h after the 08-25 top, bearish 44 h later; most bearish at the
09-02 low, bullish 16 h later). Per-headline LLM labels are correct; the 12 h pool and
the averaging are what destroy the information. Both gating flags stay False.
- news_engine: _LLM_SUMMARY_SYSTEM rewritten for someone who has never traded (no
acronyms, two worked examples); summary payload newest-first with the platform's own
gold direction; reply cap 300 -> 400 chars.
- config: headline_max_age_seconds 43200 -> 14400; RSS items without a parsable
pubDate are dropped (they used to be stamped "now" and never aged out).
- news_engine.get_fundamental_context drops headlines whose every relevant score is
inside +-0.1 (_is_neutral_headline) before the per-currency mean; news_sentiment
from this date is a mean over directional <=4 h headlines (log comparisons split here).
- static: dashboard copy for the 4 h pool; news_summary.php prompt gets the same style rule.
- analyze_signal_log: --news (under --stored-candles) prints sentiment lead/lag with
split halves, sentiment at the window high/low with flip lags, and outcome buckets by
direction x news x macro stance; LogRow gains news_sentiment/event_risk; _row_index shared.
- tests: 406 -> 414 (age window, undated drop, neutral filter, summary prompt/payload/cap,
--news helpers, load_rows round-trip); RSS fixtures now carry a pubDate.
- docs: user/beginner guides, CLAUDE.md, deploy README.
Claude-Session: https://claude.ai/code/session_0169BgFtWjp1SEAa5392Q9jH
Validation (llm_news_eval.py harness + 78-headline golden CSV + verdict
doc): headline scoring 78/78 vs keyword baseline 24/78 — validated;
event gold-direction calls misread close K/M numeric comparisons ~11%
of the time (both claims cases in sample, JOLTS 8.79M vs 8.84M).
Fix: event payload now carries code-computed "vs_forecast" (from
EconomicEvent.surprise) and the prompt gains an explicit inverted-
metrics rule + worked claims example — iteration 1 (field alone) fixed
the arithmetic but exposed a masked inversion error. 18/18 on live
re-verification (4 misreads fixed, 11 regression cases clean, 3 fresh
both-side probes).
/status: new "News & AI" section — per-source health for the calendar
chain (which of FF/MyFXBook served), each RSS feed, and DeepSeek
(daily count, last error kind), written passively by the existing
fetch paths under _cache_lock. Failures WARN once on transition
(repeats DEBUG, recovery INFO) so the rotating log carries outage
stories without 10-min spam.
test_all.py: +5 Module 19 tests (351 total); also carries the Module 22
fixed-RR-TP tests from the prior research session (shared file).
Replay artifacts dir gitignored like commit_ladder.
Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
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).
Claude-Session: https://claude.ai/code/session_017mbXs9HRawZhD1uZ3ze7zQ
Added: backtest/research/commit_ladder.py (recreates historical configs
via --set on the fixed harness; 2026-08-03 campaign confirmed HEAD is
the best config on all timeframes). Results stay local like all pinned
trade books.
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
- Delete back-compat shims data_provider.py / oanda_provider.py;
test_all.py now imports providers.* directly (ForexDataProvider name
retired; the two shim-only tests removed, 268 -> 266 tests)
- Delete backtest/research/calendar_store.py (no importer, no entry
point); config.py audit comment reworded
- Delete executed plan doc (2026-07-21 centralized-config) and the two
unbuildable guide PDFs; HTML guides remain the source of truth
- OANDA_MIGRATION_ROADMAP.md status header corrected: phases 1-2
shipped 2026-07-28, feed is live on Oanda; phases 3-6 still unbuilt
- Branches deleted locally + on both remotes: oanda_demo (merged),
web-dashboard, eurusd-modular, reversal-exit-alert (owner-approved
permanent deletion); July stash dropped
Claude-Session: https://claude.ai/code/session_019zR58p8ACW1oJ5QXVUZ5es
Gate 6h (big-candle entry gate): blocks all XAU entries (core, XAU_PB,
XAU_CP) when the primary TF's last 24h contains a bar with range >= K x
prior-bar ATR. Ships default-OFF: validation rejected every threshold
(K 3-6 on M5/M15 12mo) — removed trades were net-POSITIVE at every cell;
M5 quiet-window trades are the only losing bucket. Config knobs
big_candle_atr_multiple/lookback_hours, --big-candle backtest flag,
Module 17 tests.
M5 relaxation SHIPPED (validated 2026-07-30, Oanda bars, $0.30 spread):
m5_min_abs_score 30->25, m5_min_confirmation_score 10->5, hour-21 UTC
unblocked M5-only. Beats control in ALL 6 calendar years of the 5yr
replay (+230.9R/2319 PF 1.26 DD 21.3 vs +168.0R/2048 PF 1.21 DD 27.0),
12mo +107.4R PF 1.36 vs +84.6R PF 1.33, OOS +26.1R vs +17.2R, $0.70
spread +86.9R vs +66.4R. M15: every relaxation retested negative —
config unchanged. Declined-but-open: M5 hour-22 block, M15 hour-16
unblock (both fail 5yr/OOS). Evidence in the factory docstring.
Tooling: generic --set PATH=JSON research override in gpu_backtest
(typo-proof, logged); diagnose_filters filter_tags refreshed for gates
6d-6i with a staleness-guard test (Module 18); research scripts
hour_analysis/burst_profile/book_diff. Suite: 268 tests.
Claude-Session: https://claude.ai/code/session_014jqHpmNYmwYMowF6bPZyeD
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65
tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction
flips). Large raw data files (parquet, per-boundary samples) gitignored.
Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
Scrapes Forex Factory weekly pages (epoch datelines, actual/forecast/
impact/betterWorse) into backtest/cache/calendar.parquet (gitignored;
rebuild with the scraper). Timestamps verified: NFP/CPI/ECB times exact
across DST, and high-impact event bars average 3.5x ATR with the spike
vanishing at +/-1h shifts. calendar_store provides precise_events and
event_window_mask for screens and counterfactuals.
Harwinder Sekhon