- Created comprehensive exit strategy analysis from 30-day backtest
- Key finding: Average loss -1.84 vs average win /bin/bash.76 (42 asymmetry)
- Root cause: Position management not working, not entry quality
- Dynamic thresholds tested: only +.21/month improvement (rejected)
- Backtesting infrastructure: 487-line Python script with regime analysis
- Database: PostgreSQL integration for 78 real trades Nov 23 - Dec 23
- Next steps: Fix exit strategy, not thresholds (exits are the problem)
