remove: V10 momentum system - backtest proved it adds no value

- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript)
- Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties)
- Removed backtest result files (sweep_*.csv)
- Updated copilot-instructions.md to remove v10 references
- Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+)

Rationale:
- 1,944 parameter combinations tested in backtest
- All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR)
- Momentum parameters had ZERO impact on trade selection
- Profit factor 1.027 too low (barely profitable after fees)
- Max drawdown -$1,270 vs +$498 profit = terrible risk-reward
- v10 penalties were blocking good trades (bug: applied to wrong positions)

Keeping v9 as production system - simpler, proven, effective.
This commit is contained in:
mindesbunister
2025-11-28 22:35:32 +01:00
parent 4fb6a45fab
commit 5f7702469e
5869 changed files with 1116282 additions and 116 deletions

View File

@@ -197,33 +197,6 @@ export async function scoreSignalQuality(params: {
reasons.push(`Volume breakout compensates for low ATR`)
}
// v10 (Nov 26, 2025): SHORT-SPECIFIC MOMENTUM FILTER
// Data analysis of 95 SHORTs revealed the REAL pattern:
// - Winners: ADX 26.9, Price Position 37.8-64.2% (shorting at top!)
// - Losers: ADX 20-25, Price Position 13.6-38.4% (shorting in chop at bottom!)
// - Today's disaster: ADX 20.7, Price Pos 13.6% = both failed filters
//
// The winning formula: Catch shorts at the TOP with strong trend confirmation
if (params.direction === 'short') {
const hasStrongTrend = params.adx >= 23
const atTopOfRange = params.pricePosition >= 60
const atBottomWithVolume = params.pricePosition <= 40 && params.volumeRatio >= 2.0
if (!hasStrongTrend) {
score -= 30
reasons.push(`🚨 v10: SHORT in weak trend (ADX ${params.adx.toFixed(1)} < 23) → HIGH CHOP RISK (-30 pts)`)
} else if (!atTopOfRange && !atBottomWithVolume) {
score -= 25
reasons.push(`🚨 v10: SHORT in mid-range (${params.pricePosition.toFixed(0)}%) without setup → TRAP ZONE (-25 pts)`)
} else if (atTopOfRange) {
score += 15
reasons.push(`✅ v10: SHORT at top of range (${params.pricePosition.toFixed(0)}%) with ADX ${params.adx.toFixed(1)} → IDEAL SETUP (+15 pts)`)
} else if (atBottomWithVolume) {
score += 10
reasons.push(`✅ v10: SHORT capitulation bounce (${params.pricePosition.toFixed(0)}%, vol ${params.volumeRatio.toFixed(2)}x) → VALID (+10 pts)`)
}
}
// Signal frequency penalties (check database for recent signals)
const frequencyPenalties = {
overtrading: 0,
@@ -237,6 +210,7 @@ export async function scoreSignalQuality(params: {
symbol: params.symbol,
direction: params.direction,
timeWindowMinutes: 30,
timeframe: params.timeframe,
})
// Penalty 1: Overtrading (3+ signals in 30 minutes)