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docs: Add biggest losers analysis validating quality thresholds

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Nov 24, 2025 Analysis: Top 15 losing trades validation

Key Findings:
- Top 2 losses: Quality 90 SHORTS (-86.62, -38.35) = -24.97
- Quality 80 trades: 4 losses totaling -12.76
- Total prevented by current thresholds: -47.07
- Missed winners from blocked signals: ~10
- NET BENEFIT: +37 (3:1 loss avoidance ratio)

Validates direction-specific thresholds:
- LONG 90+: Allows profitable quality 90-94 longs
- SHORT 95+: Blocks catastrophic quality 80-90 shorts

Trade-off confirmed: Sacrifice 1-2 winners/week to eliminate
disaster trades that caused user's ,380 → 04 drawdown.

Updated: .github/copilot-instructions.md (Direction-Specific Quality Thresholds section)
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mindesbunister
2025-11-24 11:39:13 +01:00
parent b9d451cde5
commit 594f547a87
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.github/copilot-instructions.md vendored
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@@ -104,6 +104,15 @@
- **Helper function:** `getMinQualityScoreForDirection(direction, config)` in config/trading.ts
- **Implementation:** check-risk endpoint uses direction-specific thresholds before execution
- **Expected impact:** ~3.1% more trades (quality 90-94 longs), +$44.77 potential profit, prevent -$553.76 losses
- **VALIDATION (Nov 24, 2025 - BIGGEST LOSERS ANALYSIS):**
- **Top 15 losing trades analyzed:** Quality 80-90 trades dominate the loss list
- **Top 2 biggest losses:** Quality 90 SHORTS lost -$386.62 and -$138.35 (total -$524.97)
- **Quality 80 losses:** 4 trades lost combined -$212.76 (SHORTS: -$143.96, LONG: -$68.80)
- **Total losses prevented by current thresholds:** -$847.07 would be blocked today
- **Missed winners (Nov 24):** ~$210 from 2 blocked quality 80 SHORT signals
- **NET BENEFIT:** +$637 improvement (3:1 ratio - avoid $3 in losses for every $1 missed)
- **User capital validation:** Peak $1,380 → bad shorts → $904, proving 95+ SHORT threshold necessary
- **Trade-off confirmed:** Sacrifice 1-2 winners/week to eliminate catastrophic quality 80-90 disaster trades
- **See:** `docs/DIRECTION_SPECIFIC_QUALITY_THRESHOLDS.md` for complete analysis and SQL queries
**Adaptive Leverage System (Nov 24, 2025 - RISK-ADJUSTED POSITION SIZING):**