Owner question: can score and confidence be combined into one number that is
easier to understand and for the system to decide on?
Research (pre-registered, nothing ships to the signal path):
- signals.grading_mode: "pair" (default, the shipped two-floor rule, byte-
identical: all five reference MD5s reproduce on both scripts), "min"
(min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from
the control's corner points, no tuning. Helpers _final_signal_and_grade /
_transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator;
mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module);
twin refuses other values; M15 OOS MD5 equal on both scripts for both modes.
- Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R
(clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral
on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades
(H1 PF 1.98 -> 1.75, DD doubles): hypothesis only.
- Code review (high) before the runs: 6 findings fixed, 1 recorded
(engine_config_fingerprint omits the switch under "pair", so live rows keep
their fingerprint).
Delivery (books untouched): alerts lead with the grade and print the two raw
numbers in words (main.plain_words: "Direction: strong buy · Reliability: good
· timeframes agree", cut-offs = the grade table's own) on Telegram, /status,
the CLI and the dashboard card (plain_words in the snapshot); "MTF" label
replaced by "Other timeframes"; guides updated. Suite 566 passed.
Evidence: backtest/research/conviction_campaign_2026-09-27.md
Live signals.db review (2026-09-04 → 09-25, 100 unique setups replayed on the
scans' stored candles): the stop-hunt claim is refuted (71% of stop-outs ran
≥ 1R past the stop, the same as the books' 70–72%); −25.1R of the −37.8R raw
live book were consecutive-bar re-entries the backtester's 5-bar cooldown never
takes; the cooldown view sits at the 3rd–5th percentile of the books' three-week
windows.
Delivery (book-neutral):
- telegram_bot: 5-bar alert cooldown per timeframe (_ALERT_COOLDOWN_BARS =
backtest.cooldown_bars); setup block prints the trail first as the tested
exit, TP1/TP2 as guides with their R, "Planned TP1 RR", and one validated-book
line per setup class (agent_panel_base_rates.json); the informational 100-pip
TP line is removed (owner request).
- AI block rewritten for a new trader: "AI check: the odds look better than /
worse than / about usual", the chance "in 100" against the usual odds, one
reason for and one against, no verdict word or confidence figure; rendered
whenever the verdict carries a probability. agent_panel: persona prompts ban
trading jargon (PANEL_PROMPT_VERSION v2.1-2026-09-26); the macro-source
verdict now carries its persona's p_win (every live v2 row had
panel_probability NULL). Dashboard and guides mirror the wording.
- telegram_bot: level-breach rescans skip the settlement-pause window (the
20:45 M15 bar was re-logged at 22:01/22:06/22:11 every evening).
Signal (pre-registered rule-1 campaign, CUDA twin paired with gpu_backtest.py):
- M15 grade-A SELLs blocked (sell_min_quality ["A+","B"], M15 override 6):
W2 813/+154.15R PF 1.53 vs 931/+146.14R PF 1.43, OOS +68.5 vs +60.67,
W3 max DD 20.9 vs 19.3R. PASSED a–f.
- Printed target 1 floored at 1R in every generator (signals.tp_print_floor_rr),
applied AFTER the min-RR and spread gates so no trade changes; mirrored in
cuda_signal_kernels.py K2. Label-only re-pin of all four timeframes (only
tp1/rr_planned columns move). A floor applied before the gate cost −24.6R and
was rejected.
- FAILED: M15 min_rr_ratio 1.0 (trade-identical, −2.0R). Owner's call: M5
tp_floor_rr 1.0 (+48.9R W2, max DD 10.1 → 15.9R), not shipped.
New pins: M5 W2 e599c8a8…, M15 W2 5b65ecf6…, M15 OOS 09b8a8e7…, H1 W3
a44fd19b…, H4 W3 f3587bae…; twin and reference MD5s equal on every window.
Base-rate table rebuilt from the new pins. Suite 558 passed.
Evidence: backtest/research/rr_and_sell_campaign_2026-09-26.md (plus the
2026-09-18 loss-anatomy and wrong-direction reports it builds on).
Agent panel v2: personas return p_win anchored to the book base rates with a
code-computed decision context; verdict = equal-weight mean (verdict_source
"mean"); only the macro persona runs live (agent_panel.personas ["macro"]);
prompt version and exact payloads logged; offline replay harness
scripts/panel_replay.py; base-rate table agent_panel_base_rates.json
(scripts/build_panel_base_rates.py). Backtester `strategy` column now carries
the generator's own stamp (label-only; five reference books re-pinned, all
62 other columns identical).
News corpus (after evaluating the owner's ML-NEWS scikit model against
DeepSeek: golden set 39/78 vs 78/78, out-of-sample agreement 64% against a
90% self-agreement ceiling; verdict: fallback only, not a replacement):
- NewsSentiment.xau_score + archive column xau_score keep DeepSeek's gold
score for every headline (930 of the first 1,546 DeepSeek rows had none);
an existing newsdata.db gains the column in place on first open
- headlines naming no tracked currency are scored and archived
(currencies_json []) but never returned to the platform
- _apply_llm_sentiment sends every new headline in its cycle, 25 per call;
a failed call ends the cycle's sending
Dashboard publisher never writes a database: main() calls
app_config.set_db_writes_for_process(False), honoured by signal_log_enabled()
and news_archive_enabled() (owner decision: the bot is the single writer).
Test suite: the hermetic app config now points both writers at a
suite-private temp dir — the RSS fixture tests were writing fixture
headlines into the real logs/newsdata.db — with a Module 32 test pinning it.
529 tests.
Owner-approved 2026-09-09 after the pre-registered weight test
(backtest/research/weight_test_2026-09-09.md). M15-only
technical.regime_weights_override = the shipped table with rsi x 0.5
(0.5 trending family / 0.75 ranging / 0.5 transitioning), derived in the
factory and pinned literally by the Module 9 equivalence test; a Module 33
test locks that M5/H1/H4 carry no override.
Evidence, 2-year Oanda window 2024-09-05..2026-09-05 at $0.65: 793/+117.62R
PF 1.41 -> 931/+146.14R PF 1.43 (fixed halves +27.9/+0.6R vs control); OOS
2024-06-01..2025-03-30 300/+40.59R PF 1.38 -> 355/+60.67R PF 1.49; 3-year
+151.90R -> +186.61R (max DD 15.5 -> 19.3R, 2026 -4R). Parity: the factory
run with no --set flag reproduces the validated candidate books byte-for-
byte (2-yr MD5 d185f099..., OOS 6f8f24b4...). M15 canonical book re-pinned
to backtest/oanda_m15_2yr_065_20260909.csv. Docs carry a one-line note.
Claude-Session: https://claude.ai/code/session_01Nc9Ninzyi18QkWezrxeBvB
New violent_watch.py assesses each scan from the cached Forex Factory week events, the
UTC clock and the report's own indicator states, and stamps SignalReport.watch_line
post-hoc (telegram alerts, CLI, dashboard). A standalone heads-up goes to the owner on
the fastest scanned timeframe when the level is "hot", once per UTC hour per trigger
set, capped per day. Config block `violent_watch` (enabled False, alert_line, headsup,
max_headsup_per_day, headsup_min_level); env VIOLENT_WATCH_ENABLED.
Rule chosen from a 3-year bar-by-bar sweep (backtest/research/watch_rule_eval.py,
recorded in sizing_campaign_2026-09.md): hot = high-impact USD release within 30 min
(before or after) OR a hot clock slot (weekday 12-14 UTC, 01 UTC, Sunday 22-23 UTC)
with at least one price-extreme reading (outside Bollinger bands, RSI <30/>=70, outside
Keltner); ~8.6% of bars, next-bar odds 3-5x normal, ~4 hot hours/day. watch = clock
slot alone or two price-extreme readings (~2x). Context readings (ADX rising, extreme
volatility, transitioning, MACD acceleration) are phrases only - letting them raise the
level flagged 27% of bars at ~2x and would have sent ~13 heads-ups/day (rejected).
Direction sentence: DOWN when bearish readings dominate (70-78% on both TFs), UP on M5
only. Never a gate or exit: every open-trade protection tested lost money.
Test-locked out of analyze_from_dataframes / engine / backtester. Module 30 (18 tests).
Suite: 453 passed. Guide PDFs not rebuilt.
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
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
Add panel_verdict, panel_confidence, panel_rationale, panel_takes_json
columns to the signals table (additive, idempotent ALTER TABLE migration
for existing DBs). _report_row now reads the panel fields attach_panel
writes onto the SignalReport, so LLM panel verdicts stop evaporating on
process exit. Also documents the Oanda re-pin (round_trip_cost stays
$0.30 for cross-book comparability and the live TP gate; $0.65 is the
measured headline) and adds the feed-divergence / parity / shadow-scan
study tooling referenced by CLAUDE.md.
Owner-locked /news replies with the existing get_pair_sentiment() net
score (XAU mean - USD mean, -1..+1) and its label; a caveat line marks
the no-headlines case so a feed outage can't read as neutral. Fetch runs
in the shared executor with a placeholder-then-edit reply. Display-only:
news still never gates signals. Registered in handler block, command
menu, help text, docstring, and user guide; 3 new builder tests (299).
Claude-Session: https://claude.ai/code/session_017975c1TufZ3xRYAq8iWTCS
Three display/warning-only upgrades to the news engine, all behind the
existing keyword path as fallback — signals are never gated on LLM
output (event_risk_caps_signals / sentiment_affects_signals stay False
per the 2026-07 audit; backtester use_news=False untouched):
- Headline sentiment: one batched call per 600s cache window (capped at
25 new headlines, sha1-cached so repeats are never re-sent) overrides
the keyword scores per currency with the gold-inverse doctrine encoded
in the prompt.
- Release surprises: get_event_risk_level's description now says which
way the print pulls GOLD ("— gold bearish: strong jobs lift yields"),
fixing the documented numeric-only gap; risk level and windows
unchanged.
- Market summary: 1-2 sentence macro blurb on SignalReport.news_summary,
rendered in Telegram alerts (📰) and the CLI (🧠).
New llm_client.py: requests-only OpenAI-compatible client (no SDK), one
attempt per call, UTC-day request cap, singleton so the cap survives
per-scan NewsEngine reconstruction. Config: deepseek block in
config.json + DEEPSEEK_API_KEY env; absent key = fully inert.
Live-measured API behavior baked in: V4-Flash is a hybrid thinking model
— requests send thinking:disabled (reasoning otherwise blew the timeout
and could exhaust max_tokens before the answer); prompts are static
module constants so DeepSeek's prefix cache prices repeat calls at the
cache-hit rate; scores use compact [s, xau] pairs; timeout 12s.
Tests 273 → 286 (new Module 19 + deepseek config tests).
Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
Two printable guides in docs/ (HTML source + weasyprint-rendered A4
PDFs): a trader-facing user guide (signal anatomy, trail management,
M5/M15/H1 comparison from the 12mo books, expectations, commands) and
a plain-language beginner edition (glossary, worked sizing example,
step-by-step trailing-stop walkthrough, H1-first guidance).
Harwinder Sekhon