Today's losses were an ENTRY-quality problem: every loser reversed before +1R
(max favorable excursion 0.1-0.7R) — we filled at the top of one-bar spikes on
names too thin to hold the move (WKSP/LNKS/UWMC entered on 100-400 share bars).
rvol is RELATIVE, so 2x of near-nothing still qualified.
- Trigger $-volume floor: ArmedTriggerBook gains min_dollar_vol; step_arm
computes recent 5-bar $-volume per candidate. Thin names go WEAK instead of
arming (env TRIGGER_MIN_DOLLAR_VOL, .env=8000). Skips the untradeable
(APWC $3.8k, WPRT $2.7k).
- Liquidity-aware sizing turned on (.env TRADING_LIQUIDITY_MAX_VOLUME_PCT=0.025):
size caps to a fraction of volume, so thin names get sized down 90%+ while
liquid names are untouched — exactly the asymmetry a small real account needs.
- Breakeven-at-1R enabled (.env): forward give-back safeguard. NB it changes 0
of today's trades (no loser reached +1R) and was a prior OOS 'conservative
backup' — kept as protection for bigger-winner days, not a today-fixer.
Back-comparison (one day, caveated): the two liquidity filters take the day from
~-1,215 to ~+202 excluding the APWC overlap already covered by the naked-stop
fix + re-entry guard. Needs forward validation, not just this back-fit.
Tests: $-vol gate (thin -> WEAK); 50 pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
