Commit Graph

6 Commits

Author SHA1 Message Date
mindesbunister
88484f2785 docs: Add v9 development ideas based on v8 pattern analysis
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.
2025-11-22 15:14:21 +01:00
mindesbunister
11d350cebc docs: Update OPTIMIZATION_MASTER_ROADMAP.md with current status
Capital: $97.55 → $540 USDC (5.5× increase, zero debt, 15x leverage)
v8 Status: Ready → Deployed and Validated (8 trades, 57.1% WR, +$262.70)
Perfect Separation: All winners ≥95 quality, all losers ≤90 quality
Quality Threshold: Raised to 91 (Nov 21) based on data validation
Blocked Signals: 8/20 collected (6 complete with price tracking)
ATR Tracking: 8/50 trades with v8 indicator (median 0.43 SOL)
Trade Count: 170+ total (updated from 160)

Last Updated: Nov 22, 2025
2025-11-22 14:33:27 +01:00
mindesbunister
e1bce56065 fix: Correct v8 P&L values in database
Two P&L corrections for v8 trades:
1. First losing trade: Updated from -7.88 to -9.93 (matches Drift UI)
2. Phantom trade bug: Updated from /bin/bash.00 to 4.19 (TP1 + runner combined)

Corrected v8 stats:
- 5 trades, 80% win rate
- Total P&L: 1.06 (was 6.87 before corrections)
- Average: 4.21 per trade
- System recovered all previous losses and turned profitable

Related: Common Pitfall #49 (P&L compounding) and #53 (phantom detection)
caused the /bin/bash.00 entry. Database now reflects actual Drift results.
2025-11-19 15:52:10 +01:00
mindesbunister
d309eb783c docs: Update roadmaps with v8 indicator progress
- Added v8 Money Line indicator status to master roadmap
- Updated signal quality roadmap with v8 deployment (Nov 18)
- Ready for live testing and v6 vs v8 comparison
- Awaiting first signals with indicatorVersion='v8' tracking
2025-11-18 14:10:06 +01:00
mindesbunister
cf0de17aee docs: update master roadmap with Phase 1.5 completion and future phases
Updated Initiative 1 (Signal Quality) section:

COMPLETED:
- Phase 1.5: Signal frequency penalties deployed (Nov 14)
  - Overtrading, flip-flop, alternating pattern detection
  - Database-driven real-time analysis
  - Eliminates tight-range flip-flop losses

PLANNED:
- Phase 6: TradingView range compression metrics (Nov 2025)
- Phase 7: Volume profile integration (Dec 2025 - Q1 2026)

Success metrics updated to reflect current performance (~45% WR).
Timeline extended to 3-4 weeks for full initiative completion.
2025-11-14 06:51:39 +01:00
mindesbunister
71c856c720 docs: add master optimization roadmap
Created unified roadmap consolidating all three optimization initiatives
to reduce fragmentation and provide single source of truth.

Three parallel data-driven optimizations:
1. Signal Quality (0/20 blocked signals) - 2-3 weeks
2. Position Scaling (160 trades, need v6 data) - 3-4 weeks
3. ATR-based TP (1/50 trades) - 6-8 weeks

All follow same pattern: collect data → analyze → implement → A/B test

Expected combined impact: 35-40% P&L improvement over 3 months
 4-5 months to reach $2,500

Includes:
- Unified timeline & priorities
- Progress tracking framework
- Weekly/monthly check-in questions
- Risk management (no premature optimization)
- Cross-references to all three roadmaps

Single dashboard for all optimization efforts.
2025-11-12 12:35:44 +01:00