The short-hold penalty was backwards: it penalized ALL quick exits
including losing trades. Quick-exiting a loser is GOOD (surfer bails
early on bad waves), not bad.
Fix: short-hold penalty now only fires on WINNING quick exits.
New: quick-exit bonus on LOSING trades — reduces loss magnitude by
up to 50% for immediate exits. Surfer philosophy: bail early = small
wipeout, hold too long = big wipeout.
| Scenario | Before | After |
|---------------------|------------|--------------------|
| Quick exit winner | Penalized | Penalized |
| Quick exit loser | Penalized | 50% loss reduction |
| Long hold winner | Bonus | Bonus |
| Long hold loser | No bonus | No bonus |
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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