fix(oneshot): add momentum scoring, widen gates to fix rare-entry problem

Root causes identified and fixed:

1. SPREAD_MAX 0.02 → 0.04  (biggest culprit — near-expiry books often have
   0.03 spread, hard gate was blocking all valid entries)

2. tteMax 90s → 150s  (direction is established by TTE=150s on 5m markets;
   previous 90s window was too narrow, skipped the "trend building" phase)

3. Added momentum as scoring factor W_MOMENTUM=0.30  ("follow where odds
   are moving" — midSlope6s from FeatureEngine now drives 30% of entry score)

4. Added SLOPE_CANCEL momentum gate (-0.0020): if dominant side's mid is
   actively falling (reversal risk), block entry regardless of mid level.
   New reason code: SIG_FADING_DOMINANT

5. Revised score weights: MID 45%→35%, IMBALANCE 35%→20%, SPREAD 20%→15%,
   MOMENTUM 0%→30%

6. Score threshold 0.55 → 0.42 (now calibrated for 4-factor scoring)

7. minDominantMid default 0.60 → 0.58, tteMin 20 → 15

8. Spread gate now checks min(up.spread, down.spread) — dominant side only
   needs to be tradeable, not both sides

Updated .env and .env.example defaults to match new parameters.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

.env.example

@@ -150,19 +150,22 @@ ONESHOT_BASE_RISK_USDC=5
 # ── Entry filters ──────────────────────────────────────────────────────
 
 # Minimum mid price for the dominant side to qualify as an entry candidate.
-# Example: 0.60 means the token must be priced at ≥60% probability of winning.
+# Example: 0.58 means the token must be priced at ≥58% probability of winning.
 # Lower = more trades but more uncertain outcomes. Higher = fewer but more confident.
-ONESHOT_MIN_DOMINANT_MID=0.60
+# Recommended range: 0.55–0.65. The momentum gate provides additional conviction filtering.
+ONESHOT_MIN_DOMINANT_MID=0.58
 
 # Minimum composite score to trigger entry (0–1).
-# Score is based on: mid price strength (45%), order-book imbalance (35%), spread (20%).
-ONESHOT_SCORE_THRESHOLD=0.55
+# Score = mid strength (35%) + momentum direction (30%) + book imbalance (20%) + spread (15%).
+# Lower threshold captures more "decent but not perfect" setups.
+ONESHOT_SCORE_THRESHOLD=0.42
 
 # TTE (time-to-expiry) window in seconds for entry.
-# Only enter when the market is between TTE_MIN and TTE_MAX seconds from closing.
-# Narrowing this window means entering later when direction is clearer.
-ONESHOT_TTE_MIN=20
-ONESHOT_TTE_MAX=90
+# TTE_MAX=150 captures the "direction establishment" phase (last 2.5 minutes).
+# TTE_MIN=15 ensures enough time to get a fill before market locks.
+# Tighter window = higher conviction but fewer entries per session.
+ONESHOT_TTE_MIN=15
+ONESHOT_TTE_MAX=150
 
 # Minimum shares at the best bid AND best ask for the depth hard gate
 ONESHOT_MIN_TOP_SIZE=10