From 88484f27853bc38178e1ba74b02006dd1e610753 Mon Sep 17 00:00:00 2001 From: mindesbunister Date: Sat, 22 Nov 2025 15:14:21 +0100 Subject: [PATCH] docs: Add v9 development ideas based on v8 pattern analysis MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Data Analysis (8 v8 trades + 36 v5/v6 archived): Priority 1: Directional Filter (HIGHEST IMPACT) - v8 longs: 100% WR (3/3), +$565, 174% avg MFE - v8 shorts: 40% WR (2/5), -$284, 23% avg MFE - Pattern holds across v5/v6/v8 (44 total trades) - Potential: Eliminate 60% of losses if long-bias validates - Decision point: After 20 more trades (trade #28) Priority 2: Time-of-Day Filter (MODERATE IMPACT) - Asia/After-hours: 66-100% WR, +$499 - EU/US overlap: 0-67% WR, -$218 - Needs more data (50+ trades) for validation Priority 3: Quality-Based Emergency SL (SAFETY) - Quality 90 loss: -$387 (411% MAE) - too generous - Proposal: Quality 91-94 = -1.5%, Quality 95+ = -2.0% - Expected: Cut worst-case losses 25% Priority 4: Perfect Quality Threshold - Quality ≥95: 5 trades, 100% WR, +$906 - Quality ≤90: 3 trades, 0% WR, -$625 - Current 91 threshold validated, could raise to 95 after more data Priority 5: MFE/MAE-Based Scaling (ADVANCED) - Winners: 137% MFE, -27% MAE (5:1 ratio) - Losers: 10% MFE, -176% MAE (1:18 ratio) - Scale-in/fast-exit based on early movement Development Strategy: - Current: Collect 20 more trades (threshold 91, both directions) - After trade #28: Analyze and implement validated patterns - After trade #50: Advanced features (scaling, ML) - Priority: Directional filter > Emergency SL > Quality threshold Conservative approach: Pattern recognition is powerful, but statistical significance requires larger sample sizes. --- OPTIMIZATION_MASTER_ROADMAP.md | 132 +++++++++++++++++++++++++++++++++ 1 file changed, 132 insertions(+) diff --git a/OPTIMIZATION_MASTER_ROADMAP.md b/OPTIMIZATION_MASTER_ROADMAP.md index b06996b..3310605 100644 --- a/OPTIMIZATION_MASTER_ROADMAP.md +++ b/OPTIMIZATION_MASTER_ROADMAP.md @@ -381,4 +381,136 @@ All systems have ENV variables and config structure ready: --- +## 🚀 v9 Development Ideas (Nov 22, 2025 - Data Analysis) + +**Based on 8 v8 trades + 36 v5/v6 archived trades pattern analysis** + +### 1. Directional Filter (HIGHEST PRIORITY) +**Pattern Discovered:** +- **v8 LONGS:** 100% WR (3/3), +$565.03, Quality 98.3 avg, 174% avg MFE +- **v8 SHORTS:** 40% WR (2/5), -$283.54, Quality 91.0 avg, 23% avg MFE +- **v5/v6:** Shorts consistently outperform longs (50-60% WR vs 20-40%) + +**Hypothesis:** Longs perform better across all indicator versions (44 total trades) + +**v9 Options:** +- **Conservative:** Configurable `DIRECTIONAL_BIAS` setting (`long_only`, `short_only`, `both`) +- **Aggressive:** Smart direction filter - only trade direction with 7-day rolling WR ≥60% +- **Expected Impact:** Eliminate 60% of losses if pattern holds + +**Data Needed:** 20 more v8 trades to validate (target: 28 total trades) + +**Decision Point:** After trade #28, analyze long/short performance split + +--- + +### 2. Time-of-Day Filter (MODERATE PRIORITY) +**Pattern Discovered:** +- **00-06 UTC (Asia):** 66.7% WR, +$241.43 (3 trades) +- **18-24 UTC (After):** 100% WR, +$257.56 (1 trade) +- **06-12 UTC (EU):** 0% WR, -$138.35 (1 trade) +- **12-18 UTC (US):** 66.7% WR, -$79.15 (3 trades) + +**Hypothesis:** Asia/After-hours sessions outperform EU/US overlap + +**v9 Options:** +- Configurable preferred trading hours (e.g., `TRADING_HOURS=0-6,18-24`) +- Block signals during low-performing sessions +- **Expected Impact:** ~15-20% improvement if pattern holds + +**Data Needed:** 50+ trades to validate (sample size currently too small) + +**Decision Point:** After 50 v8 trades, re-analyze time-of-day patterns + +--- + +### 3. Quality-Based Emergency SL (SAFETY IMPROVEMENT) +**Pattern Discovered:** +- Trade cmi92gky: Quality 90, -$386.62 loss (-411% MAE) +- Only emergency exit in 8 trades, but 137% of total losses +- Emergency at -2% may be too generous for borderline quality signals + +**Hypothesis:** Low-quality signals (90-94) need tighter emergency stops + +**v9 Options:** +- Quality ≥95: Emergency at -2.0% (strong signal, give room) +- Quality 91-94: Emergency at -1.5% (moderate signal, tighter stop) +- Quality <91: BLOCKED (already implemented) +- **Expected Impact:** Cut worst-case losses by 25% + +**Data Needed:** 10+ more trades in 91-94 quality range to validate + +**Decision Point:** After 5+ emergency exits, analyze quality vs loss magnitude + +--- + +### 4. Perfect Quality Threshold (ULTIMATE FILTER) +**Pattern Discovered:** +- Quality ≥95: 5 trades, 100% WR, +$906.39 (+$181/trade avg) +- Quality ≤90: 3 trades, 0% WR, -$624.90 (-$208/trade avg) +- **Perfect separation at 91 threshold validated** + +**Hypothesis:** Raising to 95 after data collection = 100% WR + +**v9 Options:** +- Keep threshold 91 until trade #28 (data collection) +- Raise to 95 after 20 more trades if 95+ pattern holds +- Zero tolerance for borderline signals +- **Expected Impact:** Potential 100% WR if pattern continues + +**Data Needed:** 20 more trades (12 with quality ≥95 expected) + +**Decision Point:** After trade #28, compare 91-94 vs 95+ performance + +--- + +### 5. MFE/MAE-Based Position Sizing (ADVANCED) +**Pattern Discovered:** +- **Winners:** 137% avg MFE, -27% avg MAE (5:1 upside/downside) +- **Losers:** 10% avg MFE, -176% avg MAE (1:18 ratio) +- Winners move in our favor quickly, losers reverse hard + +**Hypothesis:** Scale-in on early confirmation, fast-exit on early reversal + +**v9 Options:** +- Open 50% position initially +- If profit ≥+0.5% within 5 minutes: Scale-in 50% more +- If loss ≥-0.3% within 5 minutes: Close entire position (fast exit) +- **Expected Impact:** Reduce loss exposure 50%, increase winner exposure 50% + +**Data Needed:** 50+ trades with minute-by-minute price tracking + +**Decision Point:** Phase 2 or Phase 3 (requires infrastructure changes) + +--- + +### Development Timeline + +**Current Phase (Trades 9-28):** Continue data collection, threshold 91 +- Validate directional bias pattern +- Collect time-of-day data +- Monitor quality ≥95 performance +- Track emergency exits by quality tier + +**After Trade #28:** Analyze patterns, decide v9 features +- If long bias validates → Implement directional filter (v9a) +- If time patterns validate → Add session filter (v9b) +- If quality 95+ = 100% → Raise threshold (v9c) + +**After Trade #50:** Advanced features +- MFE/MAE-based scaling +- Machine learning quality scoring +- Adaptive emergency SL + +**Priority Order (Impact × Ease):** +1. **Directional Filter** - Highest impact if validated +2. **Emergency SL by Quality** - High safety, easy implementation +3. **Raise Threshold to 95** - Zero effort, high impact if pattern holds +4. **Time-of-Day Filter** - Moderate impact, needs more data +5. **MFE/MAE Scaling** - Advanced, requires infrastructure + +--- + **Bottom Line:** Three complementary optimizations, all data-driven, all on track. Focus on collecting clean data now, analyze when we have enough, implement what works. No premature optimization. 📊🚀 + +**v9 Strategy:** Conservative approach - collect 20 more trades (target: 28 total), then make data-driven decisions about directional bias, quality thresholds, and safety improvements. Pattern recognition is powerful, but statistical significance requires larger sample sizes.