docs: Add quality threshold validation plan

Created QUALITY_THRESHOLD_VALIDATION.md:
- Discovery section: Documented Nov 22 false negative finding
- Data collection plan: 20-30 blocked signals over 2-4 weeks
- Analysis queries: Win rate comparison, quality tiers, ADX/RSI patterns
- Decision framework: 4 scenarios with clear action items
- Timeline: 4-week data collection + analysis
- Success metrics: Maintain 55%+ WR, reduce false negatives

Purpose: Complete reference for threshold optimization process.
All decisions data-driven, no changes without validation.

docs/QUALITY_THRESHOLD_VALIDATION.md

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+# Quality Threshold Validation Plan
+
+## Overview
+System currently blocks signals with quality score <91. First validation shows potential false negative (quality 80 signal would have profited +0.52%). Need data to determine if threshold is optimal or too restrictive.
+
+## Discovery (Nov 22, 2025)
+
+**User Observation:** "Green dots shot up" - TradingView Money Line signals blocked by system moved favorably
+
+**Signal 1 Analysis (Nov 21, 16:50):**
+- **Blocked:** Quality 80 (threshold 91)
+- **Primary reason:** ADX 16.6 (weak trend, needs 18+)
+- **Entry:** $126.20
+- **Peak:** $126.86 within 1 minute
+- **Profit:** +0.52% (+$43 on $8,300 position)
+- **TP1 Target:** +1.51% (would NOT have hit)
+- **Result:** FALSE NEGATIVE - blocked a profitable signal
+
+**Signal 2 (Nov 21, 23:00):**
+- **Blocked:** Quality 70 (threshold 91)
+- **Primary reason:** RSI 25.6 oversold on SHORT
+- **Status:** Data collection in progress
+- **Entry price:** Bug (0 value, needs investigation)
+
+## Data Collection Plan
+
+### Phase 1: Collect 20-30 Quality-Blocked Signals (2-4 weeks)
+
+**System Enhancement (Nov 22, 2025):**
+- BlockedSignalTracker now tracks `QUALITY_SCORE_TOO_LOW` signals
+- Price movement captured at 1min, 5min, 15min, 30min intervals
+- TP1/TP2/SL hit detection using ATR-based targets
+- Max favorable/adverse excursion tracked
+
+**SQL Query for Progress:**
+```sql
+-- Check data collection progress
+SELECT 
+  COUNT(*) as total_blocked,
+  SUM(CASE WHEN "analysisComplete" THEN 1 ELSE 0 END) as complete,
+  ROUND(AVG("signalQualityScore")::numeric, 1) as avg_quality,
+  MIN("signalQualityScore") as min_quality,
+  MAX("signalQualityScore") as max_quality
+FROM "BlockedSignal"
+WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW'
+  AND "createdAt" >= NOW() - INTERVAL '30 days';
+```
+
+### Phase 2: Analysis (After 20+ Complete Signals)
+
+**Win Rate Comparison:**
+```sql
+-- Compare blocked signals vs executed trades
+WITH blocked_stats AS (
+  SELECT 
+    COUNT(*) as total,
+    SUM(CASE WHEN "wouldHitTP1" THEN 1 ELSE 0 END) as winners,
+    SUM(CASE WHEN "wouldHitSL" THEN 1 ELSE 0 END) as losers,
+    ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
+    ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
+  FROM "BlockedSignal"
+  WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW'
+    AND "analysisComplete" = true
+),
+executed_stats AS (
+  SELECT 
+    COUNT(*) as total,
+    SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as winners,
+    SUM(CASE WHEN "realizedPnL" < 0 THEN 1 ELSE 0 END) as losers,
+    ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
+    ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
+  FROM "Trade"
+  WHERE "indicatorVersion" = 'v8'
+    AND "exitReason" IS NOT NULL
+)
+SELECT 
+  'Blocked Signals' as category,
+  b.total,
+  b.winners,
+  b.losers,
+  ROUND(100.0 * b.winners / NULLIF(b.total, 0), 1) as win_rate,
+  b.avg_mfe,
+  b.avg_mae
+FROM blocked_stats b
+UNION ALL
+SELECT 
+  'Executed Trades',
+  e.total,
+  e.winners,
+  e.losers,
+  ROUND(100.0 * e.winners / NULLIF(e.total, 0), 1) as win_rate,
+  e.avg_mfe,
+  e.avg_mae
+FROM executed_stats e;
+```
+
+**Quality Score Distribution:**
+```sql
+-- Analyze blocked signal performance by quality tier
+SELECT 
+  CASE 
+    WHEN "signalQualityScore" >= 85 THEN '85-90 (Near Threshold)'
+    WHEN "signalQualityScore" >= 80 THEN '80-84 (Marginal)'
+    WHEN "signalQualityScore" >= 75 THEN '75-79 (Weak)'
+    ELSE '70-74 (Very Weak)'
+  END as quality_tier,
+  COUNT(*) as count,
+  SUM(CASE WHEN "wouldHitTP1" THEN 1 ELSE 0 END) as tp1_hits,
+  SUM(CASE WHEN "wouldHitSL" THEN 1 ELSE 0 END) as sl_hits,
+  ROUND(100.0 * SUM(CASE WHEN "wouldHitTP1" THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,
+  ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe
+FROM "BlockedSignal"
+WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW'
+  AND "analysisComplete" = true
+GROUP BY quality_tier
+ORDER BY MIN("signalQualityScore") DESC;
+```
+
+**ADX/RSI Patterns:**
+```sql
+-- Check if specific metrics predict blocked signal outcomes
+SELECT 
+  CASE 
+    WHEN adx >= 20 THEN 'Strong Trend (ADX 20+)'
+    WHEN adx >= 18 THEN 'Moderate Trend (ADX 18-20)'
+    ELSE 'Weak Trend (ADX <18)'
+  END as trend_strength,
+  COUNT(*) as count,
+  SUM(CASE WHEN "wouldHitTP1" THEN 1 ELSE 0 END) as winners,
+  ROUND(100.0 * SUM(CASE WHEN "wouldHitTP1" THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate
+FROM "BlockedSignal"
+WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW'
+  AND "analysisComplete" = true
+  AND adx IS NOT NULL
+GROUP BY trend_strength
+ORDER BY MIN(adx) DESC;
+```
+
+## Decision Framework
+
+### Scenario 1: Blocked Signals Are Losers (<40% Win Rate)
+**Action:** Keep threshold at 91
+**Reasoning:** System correctly filtering low-quality setups
+**Conclusion:** Current false negative (quality 80 +0.52%) was statistical outlier
+
+### Scenario 2: Blocked Signals Are Winners (50%+ Win Rate)
+**Action:** Lower threshold to 85
+**Reasoning:** Too restrictive, missing profitable opportunities
+**Expected Impact:** +3-5 trades/week, potential +10-15% monthly P&L improvement
+
+### Scenario 3: Quality 80-84 Wins, 85-90 Loses
+**Action:** Adjust threshold to 85, focus ADX/RSI weight optimization
+**Reasoning:** Sharp cutoff exists, but threshold slightly misplaced
+**Next Step:** Refine scoring weights to push marginal setups above 91
+
+### Scenario 4: Pattern-Specific (e.g., Low ADX Wins in Strong Trends)
+**Action:** Add context filters instead of lowering threshold
+**Example:** Allow ADX 16-18 IF volume >1.2x AND price position mid-range
+**Reasoning:** Preserve quality 91 standard but add intelligent exceptions
+
+## Timeline
+
+- **Week 1-2:** Collect 10-15 blocked signals
+- **Week 3-4:** Collect 10-15 more blocked signals (total 20-30)
+- **End of Week 4:** Run analysis queries, determine action
+- **Week 5:** Implement changes if needed, document results
+
+## Success Metrics
+
+**Before Optimization:**
+- Quality 91 threshold
+- v8: 8 trades, 57.1% WR, +$262.70 total
+- 1 confirmed false negative (quality 80, +0.52% missed)
+
+**After Optimization Target:**
+- Maintain/improve win rate (≥55%)
+- Increase trade frequency if lowering threshold (+3-5/week)
+- Reduce false negatives (<5% of blocked signals profitable)
+- Data-validated threshold (not guesswork)
+
+## Notes
+
+- **User requirement:** "data is king" - no changes without validation
+- **Conservative approach:** Collect full dataset before any threshold adjustments
+- **Financial impact:** Quality 80 signal = $43 missed profit on $8,300 position
+- **Risk:** Lowering threshold too much could increase losses more than gains
+- **Key insight:** Perfect quality separation at ≥95 still holds (5/5 trades won)