Backtest (32k setups) showed the touch-only probability model was ~2x
over-confident — predicted 70% hit 39%, predicted 88% hit 46% — because it
ignored the competing stop. estimate_probability now multiplies the reach
probability (touch within horizon) by the two-barrier gambler's-ruin ratio
1/(R:R+1) = P(target before stop). A 3:1 setup now reads ~25% base, not ~70%,
which lines up with realized rates. Strength/alignment modulation unchanged.
Recalibrates every probability and the EV ranking; the min_target_probability
gate threshold now means roughly what it says. Re-run the backtest to confirm
the calibration table flattens toward the diagonal.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessen
9d2e1e74bf