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fix(strategy): increase SIGNAL_THRESHOLD from 65 to 70#343

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TheodorStorm merged 1 commit intodevelopfrom
fix/issue-337
Jan 22, 2026
Merged

fix(strategy): increase SIGNAL_THRESHOLD from 65 to 70#343
TheodorStorm merged 1 commit intodevelopfrom
fix/issue-337

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@claude claude Bot commented Jan 10, 2026

Summary

  • Increase recommended SIGNAL_THRESHOLD in .env.example from 65 to 70
  • Update comment in config/settings.py to suggest 70 for higher-quality trades

Context

Post-mortem analysis showed trades with scores 63-69 (barely above the 65 threshold) had 100% loss rate. Increasing the threshold to 70 filters out these marginal/low-conviction entries.

Trade-offs

  • Pro: Filters ~75% of marginal trades that historically lost money
  • Con: May miss some winning trades, but current win rate for marginal trades is 0%

Test plan

  • All tests pass (1147 passed, 21 pre-existing async test failures)
  • Signal-related tests pass
  • Config-related tests pass

Closes #337

🤖 Generated with Claude Code

Post-mortem analysis showed trades with scores 63-69 had 100% loss rate.
Increasing threshold to 70 filters out marginal/low-conviction entries
that historically lost money.

Closes #337

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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claude Bot commented Jan 10, 2026

PR Review: fix(strategy): increase SIGNAL_THRESHOLD from 65 to 70

Overview

This PR adjusts the recommended signal threshold based on post-mortem analysis showing that trades with scores 63-69 had a 100% loss rate. The changes are minimal and well-scoped.


✅ What's Good

  1. Data-driven decision: The threshold increase is backed by post-mortem analysis (Issue Increase SIGNAL_THRESHOLD from 65 to 70 #337), not arbitrary tuning
  2. Conservative approach: Only updating .env.example and the comment in settings.py, not the default value itself
  3. Good documentation: The .env.example comments clearly explain the reasoning and trade-offs
  4. Non-breaking change: Existing deployments with SIGNAL_THRESHOLD=65 will continue to work unchanged

🟢 Code Quality: Excellent

File Assessment
.env.example Comment updated appropriately; threshold progression (55→60→65→70) is now complete
config/settings.py Helpful comment suggesting 70 for higher-quality trades

🟢 No Bugs or Issues

The changes are documentation/configuration recommendations only. No logic changes, so no risk of bugs.


🟢 No Performance Concerns

Configuration change only - no runtime performance impact.


🟢 No Security Concerns

No security implications.


🟢 Test Coverage

Tests pass (1147 passed). This change doesn't require new tests since:

  • No code logic was modified
  • The default value in settings.py remains 65 (only the comment changed)
  • Existing validation (ge=40, le=100) still applies

📋 Summary

Category Status
Code Quality ✅ Good
Bugs/Issues ✅ None
Performance ✅ N/A
Security ✅ N/A
Test Coverage ✅ Adequate

Recommendation: ✅ Approve

This is a clean, well-reasoned configuration update based on empirical data. The PR correctly updates the example configuration and adds a helpful comment without changing the actual default value, allowing users to opt-in to the higher threshold.


Review by Claude Opus 4.5

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Failed to address review feedback.

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Failed to address review feedback.

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@TheodorStorm TheodorStorm merged commit a1b7eaa into develop Jan 22, 2026
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