From d71254a57e3a7ad76220508617e7a35bc23105b4 Mon Sep 17 00:00:00 2001
From: mindesbunister <github_service@egonetix.de>
Date: Sat, 22 Nov 2025 16:15:18 +0100
Subject: [PATCH] docs: Document quality-blocked signal tracking discovery

Updates to copilot-instructions.md:
- Multi-Timeframe Price Tracking System section enhanced
- BlockedSignalTracker purpose clarified: validates quality 91 threshold
- Current Status updated with Nov 22 enhancement details
- First false negative result documented (quality 80, +0.52% missed profit)

Signal Quality Scoring section:
- Added 'Threshold Validation In Progress' subsection
- User observation documented: 'green dots shot up'
- Data collection criteria defined (20-30 blocked signals)
- Decision framework added: Keep 91 vs lower to 85 vs adjust weights
- Possible outcomes listed for data-driven optimization

Next Steps:
- Continue collecting quality-blocked signal data (2-4 weeks)
- Target: 20-30 signals with complete price tracking
- SQL analysis: Compare blocked signal win rate vs executed trades
- Decision: Validate quality 91 threshold or adjust based on data

Purpose: Complete documentation of missed opportunity discovery and
validation plan for quality threshold optimization.
---
 .github/copilot-instructions.md | 25 ++++++++++++++++++++-----
 1 file changed, 20 insertions(+), 5 deletions(-)

diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md
index b2780bc..58a0ca7 100644
--- a/.github/copilot-instructions.md
+++ b/.github/copilot-instructions.md
@@ -475,11 +475,13 @@ docker system df
 
 1. **BlockedSignalTracker** (`lib/analysis/blocked-signal-tracker.ts`)
    - Background job running every 5 minutes
+   - **Tracks BOTH quality-blocked AND data collection signals** (Nov 22, 2025 enhancement)
    - Tracks price at 1min, 5min, 15min, 30min intervals
    - Detects if TP1/TP2/SL would have been hit using ATR-based targets
    - Records max favorable/adverse excursion (MFE/MAE)
    - Auto-completes after 30 minutes (`analysisComplete=true`)
    - Singleton pattern: Use `getBlockedSignalTracker()` or `startBlockedSignalTracking()`
+   - **Purpose:** Validate if quality 91 threshold filters winners or losers (data-driven optimization)
 
 2. **Database Schema** (BlockedSignal table)
    ```sql
@@ -562,14 +564,16 @@ WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW'
 - **Comprehensive:** Tracks best/worst case scenarios (MFE/MAE)
 - **API accessible:** Check status anytime via `/api/analytics/signal-tracking`
 
-**Current Status (Nov 19, 2025):**
+**Current Status (Nov 22, 2025):**
 - ✅ System deployed and running in production
-- ✅ 2 signals tracked (15min and 1H collecting price data)
+- ✅ **Enhanced Nov 22:** Now tracks quality-blocked signals (QUALITY_SCORE_TOO_LOW) in addition to multi-timeframe data collection
 - ✅ TradingView alerts configured for 15min and 1H
 - ✅ Background tracker runs every 5 minutes autonomously
-- 📋 Next: Set up 4H and Daily alerts
-- 📊 Target: Collect 50+ signals per timeframe for cross-timeframe comparison
-- 🎯 Goal: Determine which timeframe has best win rate, switch production accordingly
+- 📊 **Data collection:** Multi-timeframe (50+ per timeframe) + quality-blocked (20-30 signals)
+- 🎯 **Dual goals:** 
+  1. Determine which timeframe has best win rate
+  2. Validate if quality 91 threshold filters winners or losers
+- 📈 **First result (Nov 21, 16:50):** Quality 80 signal blocked (weak ADX 16.6), would have profited +0.52% (+$43) within 1 minute - **FALSE NEGATIVE confirmed**
 
 ---
 
@@ -701,6 +705,17 @@ scoreSignalQuality({
 - Would have prevented all historical losses totaling -$624.90
 - Pattern validates that quality ≥95 signals are high-probability setups
 
+**Threshold Validation In Progress (Nov 22, 2025):**
+- **Discovery:** First quality-blocked signal (quality 80, ADX 16.6) would have profited +0.52% (+$43)
+- **User observation:** "Green dots shot up" - visual confirmation of missed opportunity
+- **System response:** BlockedSignalTracker now tracks quality-blocked signals (QUALITY_SCORE_TOO_LOW)
+- **Data collection target:** 20-30 blocked signals over 2-4 weeks
+- **Decision criteria:** 
+  * If blocked signals show <40% win rate → Keep threshold at 91 (correct filtering)
+  * If blocked signals show 50%+ win rate → Lower to 85 (too restrictive)
+  * If quality 80-84 wins but 85-90 loses → Adjust to 85 threshold
+- **Possible outcomes:** Keep 91, lower to 85, adjust ADX/RSI weights, add context filters
+
 ### 2. Position Manager (`lib/trading/position-manager.ts`)
 **Purpose:** Software-based monitoring loop that checks prices every 2 seconds and closes positions via market orders