Commit Graph

1 Commits

Author SHA1 Message Date
mindesbunister
da20e1802f feat: v11.1 - RSI 60-70 filter for LONGs based on 7-trade analysis
Data-driven update from v11 analysis (Dec 15, 2025):
- RSI 60-70 for LONG: 100% WR (+6.97 across 2 trades)
- RSI <60 for LONG: 0% WR (-2.10 across 2 trades)
- RSI 73.5 for LONG: Worst loss (-7.09 single trade)

Changes:
- rsiLongMin: 30 → 60 (filter weak momentum)
- rsiLongMax: 70 (keep existing limit, RSI filter may have been disabled)
- Added analysis doc: docs/V11_ANALYSIS_DEC15_2025.md

Small sample (7 trades) but RSI pattern is clear.
Need 15+ more trades to validate.
2025-12-15 12:37:15 +01:00