config: set q_gap_threshold=0.1 as default — force trade selectivity
Q-gap was 0.0 (disabled) meaning the model traded on every bar regardless of conviction. With 0.1, the model must have Q(best) - Q(flat) > 0.1 before entering a position. Local test showed 21% fewer trades. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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@@ -81,7 +81,7 @@ w_idle = 0.01
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dd_threshold = 0.01
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loss_aversion = 1.5
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time_decay_rate = 0.0005
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q_gap_threshold = 0.0
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q_gap_threshold = 0.1
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[fixed]
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use_branching = true # GPU pipeline requires branching
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@@ -113,4 +113,4 @@ w_idle = 0.01
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dd_threshold = 0.01
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loss_aversion = 1.5
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time_decay_rate = 0.0005
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q_gap_threshold = 0.0
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q_gap_threshold = 0.1
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@@ -72,4 +72,4 @@ w_idle = 0.01
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dd_threshold = 0.01
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loss_aversion = 1.5
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time_decay_rate = 0.0005
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q_gap_threshold = 0.0 # disabled by default — hyperopt searches [0.0, 0.5]
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q_gap_threshold = 0.1 # trade only with conviction — hyperopt searches [0.0, 0.5]
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@@ -36,4 +36,4 @@ w_idle = 0.01
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dd_threshold = 0.01
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loss_aversion = 1.5
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time_decay_rate = 0.0005
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q_gap_threshold = 0.0
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q_gap_threshold = 0.1
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@@ -3931,7 +3931,7 @@ mod tests {
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assert_eq!(bounds[35], (0.01, 0.01)); // dd_threshold (FIXED in Fast phase)
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assert_eq!(bounds[36], (1.5, 1.5)); // loss_aversion (FIXED in Fast phase)
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assert_eq!(bounds[37], (0.0005, 0.0005)); // time_decay_rate (FIXED in Fast phase)
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assert_eq!(bounds[38], (0.0, 0.0)); // q_gap_threshold (FIXED in Fast phase)
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assert_eq!(bounds[38], (0.1, 0.1)); // q_gap_threshold (FIXED in Fast phase)
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}
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#[test]
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