critical: Raise quality threshold from 81 to 91 after trade #7 analysis

Trade #7 post-mortem (Nov 21, 2025):
- SHORT SOL-PERP: Entry $123.77, Exit $126.33
- Loss: -$386.62 (2.06%, emergency stop)
- Quality: 90, ADX: 19.0 (weak trend, below 20 threshold)
- Duration: 18 minutes
- Result: Price never moved favorably, immediate reversal

Impact on v8 performance:
- 7 trades: 4 wins, 3 losses (57.1% WR, below 60% target)
- Total P&L: $262.70 (down from $649.32)
- Avg quality: 93.6 (still excellent)

Decision rationale:
- ADX 19.0 is borderline weak/chop territory
- Quality 90 insufficient to filter weak-trend entries
- Raised threshold to 91+ to restore 60%+ win rate
- v8 avg 93.6 quality supports higher threshold
- Next blocked signal after loss: quality 80 (correctly blocked)

This implements 3-loss circuit breaker analysis - system paused
for threshold adjustment before resuming.
This commit is contained in:
mindesbunister
2025-11-21 18:55:11 +01:00
parent 33ef157a24
commit 08482b43fe
3 changed files with 5 additions and 5 deletions

View File

@@ -157,7 +157,7 @@ export const DEFAULT_TRADING_CONFIG: TradingConfig = {
trailingStopActivation: 0.5, // Activate trailing when runner is +0.5% in profit
// Signal Quality
minSignalQualityScore: 81, // Minimum quality score for initial entry (raised from 60 on Nov 21, 2025 - v8 averaging 94.2 with 66.7% WR)
minSignalQualityScore: 91, // Raised to 91 on Nov 21, 2025 after trade #7 (ADX 19.0 weak trend, quality 90, -$387 loss) - v8 averaging 93.6 with 57.1% WR
// Position Scaling (conservative defaults)
enablePositionScaling: false, // Disabled by default - enable after testing