From d0323fddd742f858b3bb11c818cba07e5318cd06 Mon Sep 17 00:00:00 2001
From: mindesbunister <github_service@egonetix.de>
Date: Sat, 27 Dec 2025 21:39:59 +0100
Subject: [PATCH] docs: Update Q95 section - mark as ARCHIVED, document
 5-candle exit removal

- Q95 strategy section marked as ARCHIVED (superseded by v11.2)
- 5-Candle Time Exit marked as REMOVED (commit 9036252)
- Updated 'Filters Applied' to note 5-candle removal
- Added references to v11.2 as current production system
- v11.2 backtest (+53.80% return, PF 2.617) did NOT include 5-candle rule
---
 .github/copilot-instructions.md | 31 +++++++++++++++++--------------
 1 file changed, 17 insertions(+), 14 deletions(-)

diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md
index 1826c5d..2514546 100644
--- a/.github/copilot-instructions.md
+++ b/.github/copilot-instructions.md
@@ -1191,14 +1191,14 @@ Frequency penalties (overtrading / flip-flop / alternating) now ignore 1-minute
 - **Implementation:** lib/trading/smart-validation-queue.ts line 105
 - **Status:** ✅ UPDATED Dec 10, 2025 15:00 CET (two-stage thresholds live)
 
-## 🎯 Validated Profitable Strategy (Dec 18, 2025 - QUALITY >= 95 OPTIMIZATION)
+## 🗄️ ARCHIVED: Q95 Strategy (Dec 18, 2025 - SUPERSEDED BY v11.2)
 
-**⚠️ STATUS: DEPLOYED TO PRODUCTION (Dec 18, 2025 00:45 UTC)**
-- Git Commit: `634738b`
-- Container: Restarted and running with new thresholds
-- Config Verified: `MIN_SIGNAL_QUALITY_SCORE_LONG=95`, `MIN_SIGNAL_QUALITY_SCORE_SHORT=95`
+**⚠️ STATUS: ARCHIVED - Replaced by v11.2 Indicator Strategy (Dec 26, 2025)**
+- This section preserved for historical reference only
+- **Current Production System:** v11.2 Indicator with SCORE:100 bypass (see CURRENT ACTIVE SYSTEM section above)
+- Q95 included 5-Candle Time Exit which was **REMOVED Dec 26, 2025** (commit 9036252) - did not align with v11.2 backtest methodology
 
-**Context:** Despite achieving 66.7% win rate with HTF filter + 5-candle time exit, system was still losing money (-$252.12 on 24 trades). Root cause analysis revealed asymmetric risk/reward: average win $24.34 vs average loss -$91.65 (0.27 win/loss ratio = need 4 wins to recover 1 loss). Winners were 3.8× smaller than losers.
+**Historical Context (Q95 Strategy):** Despite achieving 66.7% win rate with HTF filter + 5-candle time exit, system was still losing money (-$252.12 on 24 trades). Root cause analysis revealed asymmetric risk/reward: average win $24.34 vs average loss -$91.65 (0.27 win/loss ratio = need 4 wins to recover 1 loss). Winners were 3.8× smaller than losers.
 
 **Optimization Methodology:**
 - **Dataset:** 29 closed 5-minute SOL trades (Nov 19 - Dec 17, 2025) from Trade table
@@ -1237,13 +1237,14 @@ Frequency penalties (overtrading / flip-flop / alternating) now ignore 1-minute
    - **Total saved:** $186.78 by blocking 2 instant failures
    - **Result:** 12 trades → 11 trades, +$45.60 → +$178.91 (Profit Factor 3.88!) 🚀
 
-4. **5-Candle Time Exit** (already implemented)
-   - **Rule:** If trade doesn't hit +$30 MFE within 25 minutes (5 candles × 5min), exit at 50% of peak profit
-   - **Keep:** This mechanism already in place and working
+4. **5-Candle Time Exit** (REMOVED Dec 26, 2025 - not in v11.2)
+   - **Rule:** ~~If trade doesn't hit +$30 MFE within 25 minutes (5 candles × 5min), exit at 50% of peak profit~~
+   - **Status:** REMOVED - v11.2 backtest (+53.80% return) did not include this rule
 
 **Final Combined Strategy Performance:**
 
-**Filters Applied:** Q>=95 + HTF Alignment + Block Instant Reversals (<=1 candle SL) + 5-Candle Time Exit
+**Filters Applied:** Q>=95 + HTF Alignment + Block Instant Reversals (<=1 candle SL) 
+*(Note: 5-Candle Time Exit was part of Q95 strategy but REMOVED Dec 26, 2025 for v11.2)*
 
 **Results (11 trades, Nov 19 - Dec 17, 2025):**
 - **Total P&L:** +$178.91 (+183.4% return on $97.55 starting capital)
@@ -1329,11 +1330,13 @@ Best trading windows for Q>=95 strategy:
 // - Prefer Option A for consistency with other filters
 ```
 
-**4. 5-Candle Time Exit (ALREADY IMPLEMENTED):**
-- No changes needed (already tracking elapsed time in Position Manager)
-- Confirmed logic: Exit after 25 minutes if MFE <$30, close at 50% of peak profit
+**4. 5-Candle Time Exit (REMOVED Dec 26, 2025):**
+- **Status:** ❌ REMOVED - Did not align with v11.2 backtest methodology
+- **Removal Commit:** 9036252 "refactor: Remove 5-candle time exit rule (not in v11.2 backtest)"
+- **Reason:** v11.2 30-day backtest achieved +53.80% return, PF 2.617 WITHOUT this rule
+- **Old Rule (archived):** Exit after 25 minutes if MFE <$30, close at 50% of peak profit
 
-**5. Keep All Existing Exit Mechanisms:**
+**5. Keep All Existing Exit Mechanisms (v11.2 Production):**
 - TP1 (ATR × 2.0, closes 60%)
 - TP2 (ATR × 4.0, activates trailing stop)
 - Runner SL (ADX-based: breakeven/−0.3%/−0.55%)