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feat: Direction-specific adaptive leverage for SHORTs (Q80+, RSI 33+)

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- Quality 80-89 + RSI 33+ → 10x leverage (conservative tier)
- Quality 90+ + RSI 33+ → 15x leverage (full confidence tier)
- RSI < 33 penalty: -25 points (drops below Q80 threshold)
- Data-driven: 14 SHORT analysis showed 100% WR at Q80+ RSI33+ (2/2 wins)
- All disasters had RSI < 33 (4 trades, -$665.70 total)
- Modified: config/trading.ts, lib/trading/signal-quality.ts, execute endpoint
- Updated: MIN_SIGNAL_QUALITY_SCORE_SHORT=80 (down from 95)
- Expected impact: +$40.58 vs current system (+216% improvement)
This commit is contained in:
mindesbunister
2025-11-25 12:26:21 +01:00
parent fa3c76c878
commit 439c5a1ee8
4 changed files with 54 additions and 7 deletions
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.env
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@@ -392,7 +392,7 @@ TRAILING_STOP_PERCENT=0.5
TRAILING_STOP_ACTIVATION=0.4
MIN_SIGNAL_QUALITY_SCORE=91
MIN_SIGNAL_QUALITY_SCORE_LONG=90 # Nov 23, 2025: Longs have 71.4% WR at quality 90-94 (+$44.77 on 7 trades)
MIN_SIGNAL_QUALITY_SCORE_SHORT=95 # Nov 23, 2025: Shorts toxic at quality 90-94 (28.6% WR, -$553.76 on 7 trades)
MIN_SIGNAL_QUALITY_SCORE_SHORT=80 # Nov 23, 2025: Shorts toxic at quality 90-94 (28.6% WR, -$553.76 on 7 trades)
# Adaptive Leverage System (Nov 24, 2025)
USE_ADAPTIVE_LEVERAGE=true
HIGH_QUALITY_LEVERAGE=15