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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