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>
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co-authored by
Claude Sonnet 4.5
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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
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### Added (Trajectory Recovery System for Golden Session)
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**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.
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#### Root Cause
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1. **Golden Emergency hard rule** (loss >$5 + 45s + never-profitable) → immediate cut, no exceptions
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2. **Trajectory Hold disabled** for never-profitable trades (v0.2.5e fix to prevent bad holds)
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3. **Conflict:** Emergency exit vs Recovery prediction — emergency always wins
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4. **Result:** Trade with 78% confidence recovery prediction gets cut, misses +$5 profit
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#### Solution: Trajectory Override System
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**1. Golden Emergency Threshold Extended**
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- Changed trigger time: **45s → 60s** (align with grace period floor)
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- Gives more time for trajectory and recovery systems to activate
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**2. Trajectory Override for Strong Recovery**
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```python
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# Before cutting in Golden Emergency, check trajectory:
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if pred_1m > 0 AND confidence > 75% AND acceleration > 0.01:
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→ OVERRIDE emergency exit, continue holding
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else:
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→ Proceed with emergency cut
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```
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**3. Hybrid Trajectory Hold Logic**
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- **Ever-profitable trades:** Trajectory hold ACTIVE (no change from v0.2.5e)
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- **Never-profitable + Golden + strong signal (>75% conf):** Trajectory hold NOW ACTIVE (NEW)
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- **Never-profitable + normal session:** Trajectory hold DISABLED (no change from v0.2.5e)
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#### Impact Analysis
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**Trade #162626070 with v0.2.7:**
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```
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22:45:02 ENTRY -$0
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22:45:43 pred=$0.55 conf=77% ✅ → Trajectory hold activated
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22:45:48 pred=$3.81 conf=78% ✅ → Golden Emergency OVERRIDDEN
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22:46:00+ Continue holding...
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22:50-23:00 Price recovery → Exit with profit $2-5
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```
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**Recovery Time Extension:**
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- Current (v0.2.6): Golden never-profitable = **47s max hold** (hard cut)
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- After fix (v0.2.7): Golden never-profitable = **up to 15 min** if strong recovery signal
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- Normal session: **No change** (fast cut for never-profitable without recovery signal)
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**Safety Nets Still Active:**
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- NO_RECOVERY threshold $15 (last resort)
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- EMERGENCY_MAX_LOSS $20 (absolute cap)
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- Fuzzy/Kelly exits active after grace period
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- Only override if trajectory confidence >75% AND positive acceleration
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#### Expected Outcome
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- Reduce "early cut" losses on trades with strong recovery potential
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- Golden Session: Smart waiting (only if model predicts profit)
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- Maintain fast cut for trades without recovery signals
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- Balance: more recovery time vs controlled risk
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---
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## [0.2.6] - 2026-02-11
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### Fixed (Critical: Grace Period & Threshold Unit Bugs)
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