Primary target: probability floor stops lottery headlines
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A setup's primary target could carry a ~3% probability: the picker
chose the most likely target among those with R:R >= 1.5, and after a
run-up that pool can contain only far "lottery" levels (the near,
likely levels fail the R:R floor). The lottery target's inflated R:R
then became the setup's headline and passed the activation gate's
min_rr floor - the gate's probability check only requires a value to
exist.

Fix, no new tuning knobs: the primary must clear BOTH floors
(R:R >= 1.5 AND probability >= 20%). When nothing does, fall back to
the most likely target overall, so the headline carries an honest low
R:R and the gate rejects the setup on real numbers instead of being
gamed by an unreachable target.

Deliberately NOT pure EV-maximization (p*RR): the probability model
adds strength/alignment bonuses as flat percentage points, so EV
arithmetic would scale those bonuses by (RR+1) and systematically
favor far targets on aligned setups - the same lottery bias through
the back door.

Shared by production (enhance_trade_setup) and the backtest simulator,
so backtest comparisons stay apples-to-apples. Unit tests pin the
degenerate case; full unit suite green (497 passed).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-10 13:31:35 +02:00
co-authored by Claude Fable 5
parent 6e33897c1a
commit c7a198ba8e
2 changed files with 52 additions and 7 deletions
+26
View File
@@ -128,6 +128,32 @@ def test_primary_target_none_when_empty():
assert _select_primary_target([]) is None
def test_primary_target_never_headlines_a_lottery():
# After a run-up: the only target clearing the R:R floor is a near-impossible
# far level. The primary must NOT be that lottery — fall back to the most
# likely target overall, so the headline R:R is honest (and the activation
# gate rejects the setup on min_rr instead of being gamed).
targets = [
{"price": 101.0, "rr_ratio": 0.9, "probability": 55.0}, # likely, no asymmetry
{"price": 140.0, "rr_ratio": 5.0, "probability": 3.0}, # asymmetric lottery
]
primary = _select_primary_target(targets)
assert primary is not None
assert primary["price"] == 101.0
def test_primary_target_requires_probability_floor():
# A worthwhile-R:R target below the probability floor loses to one that
# clears both floors, even at lower R:R.
targets = [
{"price": 130.0, "rr_ratio": 4.0, "probability": 12.0}, # asymmetric but unlikely
{"price": 112.0, "rr_ratio": 1.8, "probability": 38.0}, # clears both floors ← primary
]
primary = _select_primary_target(targets)
assert primary is not None
assert primary["price"] == 112.0
def test_detects_sentiment_technical_conflict():
conflicts = signal_conflict_detector.detect_conflicts(
dimension_scores={"technical": 72.0, "momentum": 55.0, "fundamental": 50.0},