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foxhunt/crates
jgrusewski 65d92644d6 fix(rl): asymmetric trail win threshold 100% → 25% of initial_r
The winner-ratchet condition (unrealized > initial_r) never fired
because typical price moves rarely exceed 100% of the initial stop
distance. Win/loss ratio measured at 1.01× (symmetric) despite the
asymmetric decay being active.

Fix: ISV-driven threshold factor (slot 546, default 0.25). Trail
starts ratcheting when profit reaches 25% of initial_r — much more
achievable. At 25%: a $12.50 initial_r only needs $3.12 profit
before the winner-tracking activates.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 20:59:44 +02:00
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