diff --git a/STRATEGY_V2_2026-07-06.md b/STRATEGY_V2_2026-07-06.md new file mode 100644 index 0000000..f31875c --- /dev/null +++ b/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)