Files
trading_bot_v4/.github
mindesbunister d4ecbcd168 docs: Add Smart Validation threshold optimization findings (n=200 backtest)
- Backtested 200 random DATA_COLLECTION_ONLY signals
- Validated initial n=11 finding at scale
- CURRENT (±0.3%): +0.169% avg, 67.9% WR, 14% entry rate (WINNER)
- OPTION 1 (±0.2%): -0.363% avg, 43.1% WR, 26% entry rate
- OPTION 2 (±0.15%): -0.524% avg, 35.6% WR, 36% entry rate
- Key insight: Lower thresholds catch more losers than winners
- Decision: Keep current ±0.3% thresholds (statistically validated)
2025-12-01 00:42:58 +01:00
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