Three critical fixes from H100 Trial 0 analysis:
1. REMOVE IDLE PENALTY — was making Flat the worst Q-value (Q=-19.4),
forcing the model to trade on 95% of bars. Now Flat = reward 0.0.
DSR already penalizes inaction through the Sharpe denominator.
2. TRADE COMPLETION SCALING — ×1000 clamped to ±1 made ALL trades look
the same (can't distinguish 1-tick from 10-tick return). Now ×200
with clamp ±2, plus sqrt(hold_time) bonus for holding longer.
3. DYNAMIC TRADE MANAGEMENT — model learns ENTRY quality, exits are
managed by the system:
- Stop loss: -0.3% × vol_mult (CUSUM-adaptive, up to -0.75%)
- Take profit: +0.5% × vol_mult × trend_mult (up to +2.5% in trends)
- Time stop: 100 bars × vol_mult (up to 250 in volatile markets)
- Min hold: 5 bars before model can exit voluntarily
- Auto-exit forces flat and computes trade_completion_reward
Regime-adaptive via ADX (trend strength) and CUSUM (volatility)
features already in the GPU memory.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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