docs: Mark Phase 4 (automated price tracking) as COMPLETE ✅
- BlockedSignalTracker deployed Nov 19-22, 2025 - 34 signals tracked: 21 multi-timeframe + 13 quality-blocked - Price tracking at 1/5/15/30 min intervals operational - TP/SL hit detection using ATR-based targets working - First validation: Quality 80 blocked signal would've won +0.52% - Updated milestones and metrics with current data - Changed status from FUTURE to COMPLETE with deployment dates
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@@ -2,13 +2,19 @@
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**Goal:** Optimize signal quality thresholds and scoring logic using data-driven analysis
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**Current Status:** Phase 1 - Data Collection + v8 Indicator Testing (Active)
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**Last Updated:** November 18, 2025
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**Current Status:** Phase 4 Complete ✅ - Automated price tracking operational | Phase 1-2 Active - Collecting + analyzing data
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**Last Updated:** November 24, 2025
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**🚀 NEW: v8 Money Line Indicator Deployed (Nov 18, 2025)**
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**🎉 MAJOR UPDATE: Phase 4 Complete (Nov 19-22, 2025)**
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- BlockedSignalTracker deployed and fully operational
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- 34 signals tracked: 21 multi-timeframe + 13 quality-blocked
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- Price tracking at 1/5/15/30 min intervals with TP/SL hit detection
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- First validation: Quality 80 signal blocked, would've profited +0.52%
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**🚀 v8 Money Line Indicator (Nov 18, 2025)**
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- Sticky trend detection with 0.6% flip threshold + momentum confirmation
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- Awaiting first live signals for performance comparison vs v6
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- Will enable A/B testing: v6 (filtered) vs v8 (sticky flips)
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- 8 trades completed: 57.1% WR, +$262.70 total, 93.6 avg quality
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- Perfect quality separation: All winners ≥95, all losers ≤90
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---
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@@ -290,41 +296,51 @@ const requiredScore = adx >= 25 ? 60 : 65
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---
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## Phase 4: Price Analysis Automation 🤖 FUTURE
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## Phase 4: Price Analysis Automation ✅ COMPLETE
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**Goal:** Automatically track if blocked signals would have been profitable
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**Complexity:** Medium - requires price monitoring job
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**Prerequisites:** Phase 3 complete OR 50+ blocked signals collected
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**Status:** Deployed Nov 19-22, 2025 - Fully operational
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**Implementation:** BlockedSignalTracker background service
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### Architecture
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### Architecture ✅
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```
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Monitoring Job (runs every 30 min)
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BlockedSignalTracker (runs every 5 min)
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↓
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Fetch BlockedSignal records where:
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- analysisComplete = false
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- createdAt > 30 minutes ago
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- createdAt within last 30 minutes
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↓
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For each signal:
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- Get price history from Pyth/Drift
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- Calculate if TP1/TP2/SL would have been hit
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For each signal (both DATA_COLLECTION_ONLY and QUALITY_SCORE_TOO_LOW):
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- Query current price from Drift oracle
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- Calculate profit % based on direction
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- Check if TP1 (~0.86%), TP2 (~1.72%), SL (~1.29%) would have hit
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- Update priceAfter1Min/5Min/15Min/30Min
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- Track maxFavorableExcursion and maxAdverseExcursion
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- Set wouldHitTP1/TP2/SL flags
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- Mark analysisComplete = true
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- Mark analysisComplete = true after 30 minutes
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↓
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Save results back to database
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```
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### Implementation Tasks
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- [ ] Create price history fetching service
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- [ ] Implement TP/SL hit calculation logic
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- [ ] Create cron job or Next.js API route with scheduler
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- [ ] Add monitoring dashboard for blocked signal outcomes
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- [ ] Generate weekly reports on missed opportunities
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### Implementation Complete ✅
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- [x] Created BlockedSignalTracker service (`lib/analysis/blocked-signal-tracker.ts`)
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- [x] Price tracking from Drift oracle (not history, but real-time monitoring)
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- [x] TP/SL hit calculation using ATR-based targets
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- [x] Background job running every 5 minutes
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- [x] Auto-starts on container startup
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- [x] API endpoint (`/api/analytics/signal-tracking`) for monitoring
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- [x] **Enhanced Nov 22:** Tracks both multi-timeframe AND quality-blocked signals
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### Success Metrics
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- X% of blocked signals would have hit SL (blocks were correct)
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- Y% would have hit TP1/TP2 (missed opportunities)
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- Overall P&L of hypothetical blocked trades
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### Current Data (Nov 24, 2025)
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- **34 total blocked signals tracked**
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- 21 multi-timeframe (DATA_COLLECTION_ONLY): 19 complete
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- 13 quality-blocked (QUALITY_SCORE_TOO_LOW): 6 complete
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- **First validation result:** Quality 80 signal would have profited +0.52% (+$43)
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### Success Metrics ✅
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- System validates if blocks were correct (SL hits) vs missed opportunities (TP hits)
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- Enables data-driven threshold optimization
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- Risk-free analysis of non-executed signals
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---
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@@ -517,18 +533,22 @@ volumeNodeWidth: % // How wide is current node? (tight = strong)
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### Milestones
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- [x] Nov 11, 2025: Phase 1 infrastructure complete (blocked signals tracking)
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- [x] Nov 14, 2025: Phase 1.5 complete (signal frequency penalties deployed)
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- [x] Nov 19, 2025: **Phase 4 COMPLETE** (multi-timeframe price tracking deployed)
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- [x] Nov 22, 2025: **Phase 4 ENHANCED** (quality threshold validation added)
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- [ ] Target: ~Nov 20-25, 2025: Phase 2 analysis complete (10-20 blocked signals)
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- [ ] Target: ~Nov 25-30, 2025: Phase 3 implementation (threshold adjustment)
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- [ ] Target: ~Dec 1-7, 2025: Phase 6 implementation (TradingView range metrics)
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- [ ] Target: ~Dec 15-31, 2025: Phase 7 evaluation (Volume Profile integration)
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- [ ] TBD: Phase 4 automation (blocked signal price tracking)
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- [ ] TBD: Phase 5 ML-based scoring (Q2 2026 or later)
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### Metrics to Watch
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- **Blocked signals collected:** 0/10 minimum
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- **Close calls (60-64 score):** 0/2 minimum
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- **Days of data collection:** 0/7 minimum
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- **Market conditions covered:** 0/3 (trending, choppy, volatile)
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- **Blocked signals collected:** 34/10 minimum ✅ (21 multi-timeframe + 13 quality-blocked)
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- **Data collection complete:** 25/34 signals (73.5% completion rate) ✅
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- **Quality-blocked signals:** 13 collected, 6 complete (Nov 22 enhancement)
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- **Multi-timeframe signals:** 21 collected, 19 complete (Nov 19 deployment)
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- **First validation:** Quality 80 blocked signal would've profited +0.52% (+$43) - FALSE NEGATIVE
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- **Days of data collection:** 5 days (Nov 19-24) - ongoing
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- **Market conditions covered:** 3/3 (trending, choppy, volatile) ✅
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### Review Schedule
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- **Weekly:** Check blocked signal count
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