Strategy V2: Signal 7.5%, Investment 25-35%, TP 2.8%, SL 1.8%, Trailing Stop, Max 3 Pos, Cooldown Logic

STRATEGY_V2_2026-07-06.md

@@ -0,0 +1,35 @@
+# Trading Bot Strategy V2 — 2026-07-06
+
+## Signal Generation
+- **Threshold:** 7.5% (instead of 5%)
+- **Frequency:** Every 5 seconds
+- **Confidence Range:** 30-95% (modeled)
+
+## Position Sizing
+- **Standard:** 25% of free USDT
+- **High Confidence (>85%):** 35% of free USDT  
+- **NOTIONAL Min:** $5.00 (Binance requirement)
+
+## Exit Rules
+- **Take Profit:** +2.8% (was +3%)
+- **Stop Loss:** -1.8% (was -2.5%)
+- **Trailing Stop:** Active at +1.5% profit, distance 0.6%
+
+## Risk Management
+- **Max Concurrent Positions:** 3 (was 5)
+- **Max Consecutive Losses:** 3 → triggers 30min cooldown
+- **Daily Loss Limit:** -5% (unchanged)
+- **Max Trades/Day:** 15
+- **Min Win Probability Check:** 75%
+- **Volatility Filter:** Rejects trades if 1h volatility > 5%
+
+## Expected Behavior
+- Fewer but more selective trades (7.5% signal threshold)
+- Tighter SL/TP (1.8% / 2.8%)
+- Better capital efficiency (25% standard)
+- Cooldown protection after 3 losses
+- Max 15 trades/day prevents over-trading
+
+---
+Deployed: 2026-07-06 21:48 UTC
+Git: a815dfe (reference point)