dennisthiessenandClaude Fable 5
c7a198ba8e
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>