Harwinder Sekhon 1499bb7cf2 M5 trail dist 0.85 (validated grid, arm unchanged) ...

Same-day sibling of the M15 campaign, opposite finding: on M5 the arm
point barely matters — winners need a looser leash. 5yr grid plateau
arm 0.5-0.7 x dist 0.85-1.0; shipped the OOS-preferred edge 0.60/0.85:
+231.2R PF 1.30 vs +218.0R PF 1.29 baseline, both halves better, DD
flat (19.2 vs 19.1), OOS +14.5R vs +11.1R. dist 1.0 rejected at the
OOS gate despite best in-sample total. XAU_PB pb_trail unaffected.
Factory replay reproduces the grid cell; 201/201 tests.

Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b

2026-07-21 19:13:01 -04:00

backtest

M15 trail arm 0.70 (validated grid) + backtest/live parity hardening

2026-07-21 16:40:33 -04:00

docs

Final review fixes: scrub tracked credentials, trim scannable TFs, absolute parity pin, scanning type-checks

2026-07-21 13:42:00 -04:00

pair_signals

M5 trail dist 0.85 (validated grid, arm unchanged)

2026-07-21 19:13:01 -04:00

.gitignore

M15 trail arm 0.70 (validated grid) + backtest/live parity hardening

2026-07-21 16:40:33 -04:00

app_config.py

Final review fixes: scrub tracked credentials, trim scannable TFs, absolute parity pin, scanning type-checks

2026-07-21 13:42:00 -04:00

chart_patterns.py

Add chart-pattern entry archetype (XAU_CP) — disabled by default

2026-07-16 14:23:17 -04:00

CLAUDE.md

M5 trail dist 0.85 (validated grid, arm unchanged)

2026-07-21 19:13:01 -04:00

config.json.example

Add config.json.example template; gitignore config.json

2026-07-21 12:32:28 -04:00

config.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

data_provider.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

engine.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

main.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

news_engine.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

requirements.txt

Refocus on XAU/USD: add momentum indicators, tune TP, exhaustion block

2026-05-15 10:51:51 -04:00

signal_aggregator.py

Data provider: key from config.json/env, provider registry, drop hardcoded key

2026-07-21 13:10:58 -04:00

telegram_bot.py

Remove dead code: legacy config fields, unused helpers/imports, stray files

2026-07-21 14:06:55 -04:00

test_all.py

M5 trail dist 0.85 (validated grid, arm unchanged)

2026-07-21 19:13:01 -04:00

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