Strict Versus Fallback Qualification of Contiguous Intraday Boundaries Across Bullish Engulfing Risk-Reward Configurations in XAUUSD M15

This study examined the evidential and coverage consequences of strict versus controlled fallback qualification when identifying contiguous intraday boundaries for unfiltered Bullish Engulfing events in XAUUSD M15. The evidence universe comprised 5,639 events observed from 24 April 2023 through 1 July 2026 and 50 direction-risk-reward configurations, formed from BUY and SELL directions across a five-by-five absolute risk-reward grid. Each configuration was first evaluated against a requested strict threshold requiring a minimum hourly trade count of three, positive cumulative R, a win rate of at least 65%, a median winning-trade duration no greater than 20 bars, and a minimum contiguous run of three hours. Configurations failing this benchmark were evaluated through a prespecified fallback path that progressively relaxed the win-rate floor to 50% and the duration ceiling to 50 bars. Strict qualification identified boundaries in 10 of 50 configurations, corresponding to a strict prevalence of 20.0%. Controlled fallback added 11 boundaries, increasing total prevalence to 42.0% and contributing 52.4% of all detected boundaries. The remaining 29 configurations completed the full qualification path without producing a boundary. First fallback qualification occurred between attempts 9 and 311. The required win-rate relaxation ranged up to 14 percentage points, while the winning-duration ceiling was extended by as much as 12 bars. The combined relaxation measure ranged from 3 to 26 units, demonstrating substantial heterogeneity in the amount of threshold adjustment required across configurations. Direct boundaries exhibited stronger historical win-rate and day-level consistency metrics, while fallback boundaries produced higher mean and median historical cumulative R in the selected windows. All detected boundaries at reward settings of 3R through 5R required fallback qualification. However, neither direct nor fallback evidence demonstrated uniform durability in the recent 30-day and 7-day frozen-boundary evaluations. Historical strictness therefore did not guarantee recent persistence. These findings show that controlled fallback can materially expand boundary coverage, but the resulting evidence should not be treated as equivalent to direct qualification. Relaxation depth is best interpreted as an audit variable describing the distance from the requested benchmark rather than as a standalone measure of market quality. The study supports an evidence-grading framework that separates direct, fallback, and no-boundary outcomes and reports the complete search path. Bullish Engulfing events were generated using a proprietary rule-based identification framework, with the exact event-detection logic withheld to protect trade-secret methodology. The results are historical and exploratory and do not constitute investment advice or evidence of future profitability.