feat(USDJPY): deploy Classic+FIB127 trailing stop — PF 1.80→2.96 (+1.16)

[cfournel]

Summary

USDJPY trailing stop sweep (Phase 5) identified Classic+FIB127 as the winning configuration with a +1.16 PF improvement.

Sweep Results (USDJPY, 2022–2026)

Config	PF	Delta	Trades	DD
Baseline	1.80	—	34	~2%
NoTrail	1.80	+0.00	34	~2%
ATR-Trail	—	—	—	—
ATR+FIB127	—	—	—	—
ATR+FIB161	—	—	—	—
Classic+FIB127	2.96	+1.16	34	—
BreakEven	—	—	—	—
BE+ATR-Trail	—	—	—	—

Why USDJPY responds but EURJPY/GBPUSD don't

• USDJPY: fibo1rstTP=3.0 → FIB127 trigger activates at TP×1.27 = 3.81R — plenty of room to let winners run
• EURJPY/GBPUSD: fibo1rstTP=1.5 → FIB127 trigger at 1.91R — too close to initial TP, trailing never meaningfully engages

Set File Changes (usdjpy.set)

enableTrailingStop=true||false||0||true||N
trailingStrat=0||0||0||1||N
tslTrigger=1||0||0||3||N
trailingStopPoints=800||400||100||1200||N

Validation Required

Cross-year validation (Phase C) running automatically via trailing_stop_crossyear.py:

• Tests 5 windows: 2022, 2023, 2024, 2025, Full
• Pass criteria: 3+/4 annual windows profitable (PF≥1.0, trades≥3) AND Full PF≥1.1 AND ≥ baseline

Next Steps

• Phase C cross-year results (expected ~13:21 CET today)
• If PASS: apply set file overrides to usdjpy.set
• Commit + push + close issue

🤖 Generated with claude-flow

[cfournel]

Phase 5 Sweep Complete — All Results In

USDJPY (only winner — fibo1rstTP=3.0 gives room to run):

Config	PF	Delta
Baseline	1.80	—
NoTrail	1.80	+0.00
ATR-Trail	1.31	-0.49
ATR+FIB127	1.92	+0.12
ATR+FIB161	1.68	-0.12
Classic+FIB127	2.96	+1.16
BreakEven	1.63	-0.17
BE+ATR-Trail	1.76	-0.04

EURJPY (no improvement — fibo1rstTP=1.5): max delta = +0.00
GBPUSD (no improvement — fibo1rstTP=1.5): max delta = +0.00

trailing_stop_results.csv committed (c756d15).

Phase C cross-year validation starting automatically after Phase B (~13:20 CET).

[cfournel]

Phase C Cross-Year Validation — PASS ✓

Year	PF	Trades	Pass?
2022	5.90	5	✓
2023	5.14	14	✓
2024	1.25	8	✓
2025	1.70	5	✓
Full	3.07	35	✓

4/4 profitable years, Full PF=3.07 ≥ 1.1 and ≥ baseline (1.80)

Deployed ✓

Set file updated (commit 5cc905a):

enableTrailingStop=true
trailingStrat=0  (Classic)
tslTrigger=1     (FIB127 = TP×1.27 trigger)
trailingStopPoints=800

USDJPY projected PF improvement: 1.80 → 3.07 (cross-year Full period)

[cfournel]

Closing: Classic+FIB127 trailing stop deployed to usdjpy.set. Cross-year PASS (4/4, Full PF=3.07).