CLAUDE.md

@@ -100,7 +100,7 @@ Tracked currencies `["USD","XAU"]`; pre-event buffer 30 min, post-event 15 min (
 | `sell_blocked_hours_utc` | [] | bar-CLOSE UTC hours where SELLs are blocked (BUYs unaffected). Per-TF factory opt-in: M15 sets [15, 17] (NY-session shorts, −33.5R/165 over 5 yr, negative 6/6 years both halves; BUYs there +34.3R) |
 | M5 gates | | `m5_require_mtf=True`; `m5_min_abs_score=30`; `m5_min_confirmation_score=10`; `m5_sell_max_quality=["B","C"]` (A-grade M5 SELLs enter at dip extremes and lose); `m5_blocked_vol_regimes=["high"]` (chop transition — 61% WR, negative total); `m5_sell_min_rsi=25` |
 | M5 pullback (XAU_PB) | | `m5_pullback_enabled=True`; min score 15 (lower than gate 1 BY DESIGN — mid-pullback scores weaker); ADX ≥ 20; RSI zones BUY (35,62) / SELL (38,65); retrace depth 0.8–6.0 ATR from the 40-bar swing extreme; band touch within 3 bars. Validated +38.3R/254 trades on 12mo |
-| Chart patterns (XAU_CP) | `cp_enabled=False` | `cp_*` fields: pattern list, lookback 72, swing window 3, recency 20, double tolerance 0.5 ATR, height 1.5–8 ATR, H&S head ≥0.5 ATR / shoulder tol 1.0 ATR, flag pole ≥3 ATR in ≤12 bars, flag 3–12 bars retracing 10–50%. Textbook defaults, NOT tuned. **Default OFF** — enable per-TF in the factory only with validation evidence |
+| Chart patterns (XAU_CP) | `cp_enabled=False` | `cp_*` fields: pattern list, lookback 72, swing window 3, recency 20, double tolerance 0.5 ATR, height 1.5–8 ATR, H&S head ≥0.5 ATR / shoulder tol 1.0 ATR, flag pole ≥3 ATR in ≤12 bars, flag 3–12 bars retracing 10–50%. Textbook defaults, NOT tuned. **Default OFF** — M5 factory enables BUY-only (`inv_hs`, `double_bottom`, `bull_flag`); M15/H1/H4 remain disabled (all failed OOS validation 2026-07-16). Bearish patterns (`hs_top`, `double_top`, `bear_flag`) dropped: SELL CP lost −3.21R on OOS, −4.52R on M15 5yr |
 
 Legacy fields kept for config-shape compatibility: `rsi_entry_threshold`, `min_ema200_tfs`, `allow_generic_trades`, `buy_threshold_boost`, `m5_confirmation_bars`, `h4_rsi_gate=False`, `h1_macd_gate=False`, `rsi_zone` — not wired to current gates.
 
@@ -252,7 +252,7 @@ Two entry points:
 Default confirmation map (same in the factory, the bot, and backtest usage): M5→[M15,H1], M15→[M5,H1], H1→[M15,H4], H4→[H1,D1]. (Exception: `main.py`'s CLI map uses M5→[M1,M15] — a CLI-only quirk.)
 
 **xauusd.py**: `PlatformConfig()` defaults + per-TF overrides (each validated; full evidence in the module docstring):
-- M5: append hour 9 UTC to blocked hours (6-yr replay: +207.1R vs +178.3R; M15-and-up keep hour 9 — it's positive there).
+- M5: append hour 9 UTC to blocked hours (6-yr replay: +207.1R vs +178.3R; M15-and-up keep hour 9 — it's positive there). Enable BUY-only chart patterns (`cp_enabled=True`, `cp_patterns=["inv_hs","double_bottom","bull_flag"]`): 12mo +41.8R PF 1.60 (train/val both positive), 5yr +65.2R PF 1.48; bearish CP dropped (OOS −3.21R). M15/H1 CP remain disabled (all failed OOS).
 - M15: `signals.tp_floor_rr = 1.0` (1R minimum targets: +116.6R vs +105.4R, better in train/val and 2024 OOS; **hurts M5** — per-TF only) and `xau_strategy.blocked_regimes = ["trending"]` (mixed regime block: +65.7R vs +59.0R). A transitioning-SELL block was tested and REJECTED (bull-market artifact — failed 2024 OOS).
 - M15: `xau_strategy.sell_blocked_hours_utc = [15, 17]` (SELL-only hour block, validated 2026-07-16 on the 5-yr replay: +176.7R PF 1.31 vs +144.9R PF 1.22, better in all 6 years, both 12-mo halves, and 2024-06→2025-03 OOS; M5 cross-TF pocket confirms; BUYs at those hours are +34.3R so `blocked_hours_utc` would be wrong).
 - The factory must stay equivalent to inline `PlatformConfig(symbol=XAUUSD, …)` + overrides — **enforced by a test in test_all.py**.

pair_signals/xauusd.py

@@ -47,6 +47,15 @@ SELL-only rather than a blocked_hours_utc entry. Mechanism: NY-session
 shorts against gold's macro uptrend (15:00 = post-US-data reversal
 window, 17:00 = London close unwind).
 
+M5 override 2 (2026-07-16, chart patterns): enable BUY-only CP on M5
+(inv_hs, double_bottom, bull_flag — drop all bearish patterns). SELL CP
+is consistently negative (OOS -3.21R, 5yr +3.76R PF 1.07) while BUY CP
+is positive across windows: 12mo +41.8R PF 1.60 (train +9.66 PF 1.30,
+val +32.17 PF 1.86), 5yr +65.2R PF 1.48, OOS +1.20R (aggregate
+positive, val half -1.89R — marginal but sign-correct in aggregate).
+Gold's structural uptrend makes bullish patterns fundamentally more
+reliable. M15/H1 fail on all windows; M5-only enablement.
+
 M5 override (validated 2026-07-11, full-history replay 2020-03-17 ->
 2026-07-11 + 12mo book, $0.30 spread): block hour 9 UTC (post-London-
 open whipsaw). Hour-9 entries lost -28.9R/143 over 6 years, negative
@@ -83,6 +92,9 @@ def make_config(
         config.xau_strategy.blocked_hours_utc = (
             config.xau_strategy.blocked_hours_utc + [9]
         )
+        # BUY-only chart patterns on M5 — see module docstring.
+        config.xau_strategy.cp_enabled = True
+        config.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
     if primary_tf == Timeframe.M15:
         # 1R minimum target on M15 only — see module docstring.
         config.signals.tp_floor_rr = 1.0

test_all.py

@@ -1841,11 +1841,13 @@ def _():
             inline_cfg.xau_strategy.blocked_regimes = ["trending"]
             inline_cfg.xau_strategy.sell_blocked_hours_utc = [15, 17]
         if tf == Timeframe.M5:
-            # Documented per-TF override (see xauusd.py docstring):
-            # hour 9 UTC blocked on M5 only.
+            # Documented per-TF overrides (see xauusd.py docstring):
+            # hour 9 UTC blocked + BUY-only chart patterns on M5 only.
             inline_cfg.xau_strategy.blocked_hours_utc = (
                 inline_cfg.xau_strategy.blocked_hours_utc + [9]
             )
+            inline_cfg.xau_strategy.cp_enabled = True
+            inline_cfg.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
         assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
             f"XAU factory config differs from inline construction for {tf}"
 
@@ -2439,13 +2441,16 @@ def _():
     assert rep.trade_setup.strategy == "XAU_CP"
 
 
-@test("CP pipeline: disabled by default — no XAU_CP setups anywhere")
+@test("CP pipeline: disabled by default except M5 BUY-only")
 def _():
     assert XauStrategyConfig().cp_enabled is False
     assert PlatformConfig().xau_strategy.cp_enabled is False
     from pair_signals import PAIR_PRODUCERS
-    for tf in (Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4):
+    for tf in (Timeframe.M15, Timeframe.H1, Timeframe.H4):
         assert PAIR_PRODUCERS[XAUUSD](tf, None).xau_strategy.cp_enabled is False
+    m5_cfg = PAIR_PRODUCERS[XAUUSD](Timeframe.M5, None)
+    assert m5_cfg.xau_strategy.cp_enabled is True
+    assert m5_cfg.xau_strategy.cp_patterns == ["inv_hs", "double_bottom", "bull_flag"]
     cfg = PlatformConfig()
     cfg.primary_timeframe = Timeframe.H1
     cfg.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]