mindesbunister 358085d4f6 docs: Exit strategy analysis - losers 42x bigger than winners, dynamic thresholds rejected ...

- 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)

2025-12-23 18:01:24 +01:00

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data

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indicators

chore: remove pyc artifact

2025-12-10 15:39:20 +01:00

scripts

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__init__.py

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cli.py

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data_loader.py

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math_utils.py

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requirements.txt

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simulator.py

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test_dynamic_thresholds.py

docs: Exit strategy analysis - losers 42x bigger than winners, dynamic thresholds rejected

2025-12-23 18:01:24 +01:00

v11_moneyline_all_filters.py

fix: harden drift verifier and validation flow

2025-12-10 15:05:44 +01:00