feat: Direction-specific adaptive leverage for SHORTs (Q80+, RSI 33+)
- 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: +$40.58 vs current system (+216% improvement)
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@@ -130,6 +130,17 @@ export async function scoreSignalQuality(params: {
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score -= 10
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reasons.push(`RSI oversold (${params.rsi.toFixed(1)})`)
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}
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// CRITICAL (Nov 25, 2025): Data-driven SHORT filter
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// Analysis of 14 SHORT signals showed:
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// - All 4 disasters had RSI < 33 (avg RSI 28.3, lost -$665.70)
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// - All 2 winners had RSI >= 33 (RSI 33.9, 66.3, won +$59.37)
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// - RSI < 33 = shorting into oversold = catching falling knives
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// This penalty drops quality below 80 threshold, blocking the signal
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if (params.rsi < 33) {
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score -= 25
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reasons.push(`🚨 SHORT oversold trap: RSI ${params.rsi.toFixed(1)} < 33 → BLOCKING (-25 pts)`)
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}
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}
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}
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