mindesbunister
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docs: Add biggest losers analysis validating quality thresholds
Nov 24, 2025 Analysis: Top 15 losing trades validation
Key Findings:
- Top 2 losses: Quality 90 SHORTS (-86.62, -38.35) = -24.97
- Quality 80 trades: 4 losses totaling -12.76
- Total prevented by current thresholds: -47.07
- Missed winners from blocked signals: ~10
- NET BENEFIT: +37 (3:1 loss avoidance ratio)
Validates direction-specific thresholds:
- LONG 90+: Allows profitable quality 90-94 longs
- SHORT 95+: Blocks catastrophic quality 80-90 shorts
Trade-off confirmed: Sacrifice 1-2 winners/week to eliminate
disaster trades that caused user's ,380 → 04 drawdown.
Updated: .github/copilot-instructions.md (Direction-Specific Quality Thresholds section)