feat(v0.2.7): trajectory override for Golden Session recovery

Trade #162626070 lost -$6.07 despite 78% conf prediction of +$3.81 recovery.
Actual market showed +$5.05 profit would have been achieved 31 min later.

Changes:
- Golden Emergency: 45s → 60s threshold (align with grace floor)
- Trajectory Override: If pred>0, conf>75%, accel>0 → delay emergency exit
- Hybrid Hold: Enable trajectory hold for never-profitable IF Golden + strong signal
- Recovery time: 47s max → up to 15 min (if strong recovery detected)

Safety nets maintained: $15 NO_RECOVERY, $20 EMERGENCY_MAX_LOSS

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 23:27:48 +07:00
co-authored by Claude Sonnet 4.5
parent 03cff429f7
commit 5f23d83481
3 changed files with 103 additions and 14 deletions
+61
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@@ -9,6 +9,67 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [0.2.7] - 2026-02-11
### Added (Trajectory Recovery System for Golden Session)
**Problem:** Trade #162626070 lost -$6.07 at 22:45 in Golden Session despite trajectory predicting +$3.81 recovery (78% confidence). Actual market 31 min later showed would-be profit of +$5.05. Bot cut too early due to Golden Emergency exit, ignoring strong recovery signals.
#### Root Cause
1. **Golden Emergency hard rule** (loss >$5 + 45s + never-profitable) → immediate cut, no exceptions
2. **Trajectory Hold disabled** for never-profitable trades (v0.2.5e fix to prevent bad holds)
3. **Conflict:** Emergency exit vs Recovery prediction — emergency always wins
4. **Result:** Trade with 78% confidence recovery prediction gets cut, misses +$5 profit
#### Solution: Trajectory Override System
**1. Golden Emergency Threshold Extended**
- Changed trigger time: **45s → 60s** (align with grace period floor)
- Gives more time for trajectory and recovery systems to activate
**2. Trajectory Override for Strong Recovery**
```python
# Before cutting in Golden Emergency, check trajectory:
if pred_1m > 0 AND confidence > 75% AND acceleration > 0.01:
OVERRIDE emergency exit, continue holding
else:
Proceed with emergency cut
```
**3. Hybrid Trajectory Hold Logic**
- **Ever-profitable trades:** Trajectory hold ACTIVE (no change from v0.2.5e)
- **Never-profitable + Golden + strong signal (>75% conf):** Trajectory hold NOW ACTIVE (NEW)
- **Never-profitable + normal session:** Trajectory hold DISABLED (no change from v0.2.5e)
#### Impact Analysis
**Trade #162626070 with v0.2.7:**
```
22:45:02 ENTRY -$0
22:45:43 pred=$0.55 conf=77% ✅ → Trajectory hold activated
22:45:48 pred=$3.81 conf=78% ✅ → Golden Emergency OVERRIDDEN
22:46:00+ Continue holding...
22:50-23:00 Price recovery → Exit with profit $2-5
```
**Recovery Time Extension:**
- Current (v0.2.6): Golden never-profitable = **47s max hold** (hard cut)
- After fix (v0.2.7): Golden never-profitable = **up to 15 min** if strong recovery signal
- Normal session: **No change** (fast cut for never-profitable without recovery signal)
**Safety Nets Still Active:**
- NO_RECOVERY threshold $15 (last resort)
- EMERGENCY_MAX_LOSS $20 (absolute cap)
- Fuzzy/Kelly exits active after grace period
- Only override if trajectory confidence >75% AND positive acceleration
#### Expected Outcome
- Reduce "early cut" losses on trades with strong recovery potential
- Golden Session: Smart waiting (only if model predicts profit)
- Maintain fast cut for trades without recovery signals
- Balance: more recovery time vs controlled risk
---
## [0.2.6] - 2026-02-11
### Fixed (Critical: Grace Period & Threshold Unit Bugs)