feat: Direction-specific quality thresholds (long=90, short=95)

- DATA-DRIVEN: 227 trades analysis showed longs 71.4% WR vs shorts 28.6% WR at quality 90-94
- LONG threshold: 90 (captures profitable 90-94 signals: +4.77 total, +.40 avg)
- SHORT threshold: 95 (blocks toxic 90-94 signals: -53.76 total, -9.11 avg)
- Historical validation: Quality 90+ longs +00.62 vs shorts -77.90

Modified files:
- config/trading.ts: Added minSignalQualityScoreLong/Short fields + getMinQualityScoreForDirection()
- lib/trading/signal-quality.ts: Accept direction-specific minScore parameter
- app/api/trading/check-risk/route.ts: Use direction-specific thresholds
- .env: Added MIN_SIGNAL_QUALITY_SCORE_LONG=90 and _SHORT=95

Fallback logic: direction-specific → global → 60 default
Backward compatible with existing code
This commit is contained in:
mindesbunister
2025-11-23 15:01:56 +01:00
parent 625566224a
commit 01aaa0932a
5 changed files with 111 additions and 9 deletions

View File

@@ -263,6 +263,8 @@ export async function scoreSignalQuality(params: {
}
}
// Direction-specific threshold support (Nov 23, 2025)
// Use provided minScore, or fall back to 60 if not specified
const minScore = params.minScore || 60
const passed = score >= minScore