mindesbunister 439c5a1ee8 feat: Direction-specific adaptive leverage for SHORTs (Q80+, RSI 33+) ...

- Quality 80-89 + RSI 33+ → 10x leverage (conservative tier)
- Quality 90+ + RSI 33+ → 15x leverage (full confidence tier)
- RSI < 33 penalty: -25 points (drops below Q80 threshold)
- Data-driven: 14 SHORT analysis showed 100% WR at Q80+ RSI33+ (2/2 wins)
- All disasters had RSI < 33 (4 trades, -$665.70 total)
- Modified: config/trading.ts, lib/trading/signal-quality.ts, execute endpoint
- Updated: MIN_SIGNAL_QUALITY_SCORE_SHORT=80 (down from 95)
- Expected impact: +$40.58 vs current system (+216% improvement)

2025-11-25 12:26:21 +01:00

11 KiB

Raw Blame History

View Raw