# 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

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Deployed: 2026-07-06 21:48 UTC
Git: a815dfe (reference point)

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## UPDATED (2026-07-06 21:54)

### Liquidity Optimization
- **Max Concurrent Positions:** Reduced to **1** (was 3)
- **Investment %:** **50%** (single position auto-closes before next entry)
- **Rationale:** With 1 position max, 50% × remaining USDT ensures next cycle has ~$9+ USDT
- **Trade Cadence:** Wait for SL/TP hit before next entry (no queue)

**Result:** 
- Start: $17.35 USDT → Trade 1: 50% = $8.68 → Close → $17 back + gains
- Maintains minimum $5 NOTIONAL per trade
- Max 15 trades/day still enforced
- Single position reduces capital lock

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