xauusd factory: block M5 shorts in transitioning regime, block all H1 shorts (rule-1 validated)
M5 sell_blocked_regimes=[transitioning]: 12mo +7.9R (PF 1.50->1.56, both halves up),
5yr +5.3R, OOS unchanged. H1 sell_min_quality=[]: 5yr +16.7R (PF 1.18->1.46),
OOS +11.5R (PF 1.13->1.74), 12mo -1.8R with both halves positive.
Campaign table, rejected and parked candidates: backtest/research/signal_log_campaign_2026-09.md
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FC4s6VCURFte4dub4xKxYL
Harwinder Sekhon
31002cb0a6