diff --git a/.env.example b/.env.example
index 42f8189..fd899bb 100644
--- a/.env.example
+++ b/.env.example
@@ -109,7 +109,10 @@ TRIGGER_MAX_ARMED=10              # gappers kept ready to fire at once
 TRIGGER_INTERVAL_SECONDS=4        # fast path: live-price check / fire cadence
 TRIGGER_ARM_INTERVAL_SECONDS=20   # re-rank + recompute triggers cadence
 TRIGGER_GAP_MIN=3.0               # min overnight gap %
-TRIGGER_GAP_MAX=60                # skip blow-off gappers (they fade / buy-the-top)
+# Cap the gap: blow-off gappers (>35%) fade — they're the worst-expectancy
+# bucket. Train/test validated on 14 SIP-backfilled sessions: lowering 60->35
+# lifted held-out TEST expectancy 0.19R -> 0.46R/trade AND raised total R.
+TRIGGER_GAP_MAX=35
 TRIGGER_RVOL_MIN=2.0             # min RELATIVE volume to fire
 # Absolute liquidity gate: rvol is relative, so 2x of near-nothing still
 # qualifies and we fill at the top of a thin one-bar spike that reverses. This