EUR M5: commit best-found config after realism re-tune — no validated edge
12mo grid campaign (2025-07-08 → 2026-07-08, 1-pip round-trip cost,
train/val split at 2026-01-08). Donor config scored -6.7R/34 trades.
Findings: transitioning regime -27R/88 wide-open; A-grade entries lose
(-26R) while B-grade wins; Fridays -17R; hours 8/12/13/18/19 UTC bleed;
score 30-35 band holds the train-half losses; trailing (0.45R arm/0.5R
dist) beats static TP1 and gold's 0.6/0.75.
Best-found config: -1.06R / 53 trades / PF 0.93 / 62.3% WR — breakeven,
FAILS acceptance (positive both halves, PF>=1.3). Per plan, EUR ships
functional but stays out of default scan_pairs. Grid results and
methodology documented in the module docstring; full numbers in
backtest/cache/eurv2_*.csv.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Harwinder Sekhon
27bccf3bf5