feat: v10 SHORT momentum filter - ADX + Price Position based
- NEW v10 filter: ADX >= 23 + Price Position >= 60% (short at top)
- OR: Price Position <= 40% with Volume >= 2.0x (capitulation bounces)
- Data-driven: Winners avg ADX 26.9, losers avg ADX 20.7
- Blocks today's disaster: ADX 20.7, Price Pos 13.6% (both failed)
- Enables catching massive downtrends from range top
- Files: lib/trading/signal-quality.ts
Analysis showed:
- RSI 50+ SHORTs: 68.2% WR, +$29.88 profit (BEST performance)
- Real pattern: Strong trend (ADX 23+) + Top of range (60%+)
- v8 disasters: All had ADX < 23, shorting in weak trend chop
Nov 26, 2025
c9f7c7091a