ROOT CAUSE 1: Stop-loss 0.3%→1%, take-profit 0.5%→2% (2:1 R:R).
Old 0.3% = 8.3 ticks on ES. Normal 1-min noise is 4-6 ticks.
99.88% of trades were stopped out by NOISE, not by bad entries.
ROOT CAUSE 2: Dense shaping 0.1x→0.01x. Over 50 bars, old dense
signal = 5.0 vs completion ±2.0 — dense dominated. Now dense = 0.5
vs completion ±2.0 — trade completion is the primary signal.
ROOT CAUSE 3: Action aliasing in 5-bar hold override. When model
chose Flat but was forced to Hold, replay stored (state, Flat, Hold's
reward) — corrupting Q-values for Flat. Now overwrites out_actions
with the ACTUAL held exposure action.
ROOT CAUSE 4: Hyperopt HFT activity weight 25%→5%. Old objective
penalized selective trading. MIN_VIABLE_TRADES 100→20.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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