config: autopilot to 4x 5x notional at 20x leverage; short floor 0.75 -> 0.4

Two independent changes bundled:
- Position sizing back to 4 positions x 5x equity notional at 20x leverage
  (20x total account notional, ~5% liquidation cushion) — aggressive book
  size by operator choice, for bigger single positions on a small account.
- Forced short-coverage signal floor lowered 0.75 -> 0.4. At 0.75, a
  long-leaning board left every bearish candidate below the bar, so no short
  ever opened and the book became a one-directional long bet. 0.4 keeps
  genuine directional signals so the book actually hedges — which matters
  more, not less, at 20x.
This commit is contained in:
tinkle-community
2026-07-14 12:11:29 +09:00
parent dc68884559
commit 09b7ac9e92
4 changed files with 14 additions and 11 deletions

View File

@@ -8,11 +8,13 @@ import (
)
// forcedCoverageMinScore is the minimum absolute board z-score a candidate
// needs before the engine will force-open it for book balance. Live trade
// history showed forced entries on near-neutral signals (|z| < 0.3) were a
// systematic money loser — especially shorts — while trades on strong signals
// carried the edge. Below this bar the book is simply left unbalanced.
const forcedCoverageMinScore = 0.75
// needs before the engine will force-open it for book balance. Near-neutral
// signals (|z| < ~0.3) proved a systematic loser, but a 0.75 floor was too
// strict: in a long-leaning tape every bearish candidate scored below it, so
// no short ever opened and the book became a one-directional long bet that
// drew down hard. 0.4 keeps genuine directional signals while still filtering
// pure noise, so the book can actually hedge.
const forcedCoverageMinScore = 0.4
// ensureLongShortCoverage tops the book up toward roughly half the
// MaxPositions slots long and half short — but only with candidates whose