Reduce A-grade TP when exhausted: RR 0.75→0.50 on 2+ exhaustion tags

A-grade trades entered exhausted moves with TP too far (0.75R), causing
57.7% WR and +0.25R over 30 days. Store exhaustion_count on SignalReport
and scale TP to B-level (1.0×) when A-grade has 2+ exhaustion tags.
Backtest: A-grade 73.1% WR / +3.25R, B/C unchanged.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

signal_aggregator.py

@@ -74,6 +74,7 @@ class SignalReport:
     spread_estimate: float = 0.0
     market_regime: str = ""
     volatility_regime: str = ""
+    exhaustion_count: int = 0
 
 
 class SignalAggregator:
@@ -547,6 +548,8 @@ class SignalAggregator:
             is_buy = report.final_score >= 0
 
         quality_scale = self._TP_QUALITY_SCALE.get(report.signal_quality, 0.75)
+        if report.signal_quality == "A" and report.exhaustion_count >= 2:
+            quality_scale = 1.0
         tp_mult = cfg.tp_atr_multiplier * quality_scale
 
         if is_buy:
@@ -732,6 +735,7 @@ class SignalAggregator:
         # price is extended AND momentum indicators confirm deceleration.
         _EXHAUSTION_TAGS = {"exhaustion", "no_pullback", "rsi_extended", "bb_overextended"}
         exhaustion_count = sum(1 for name, _ in penalties if name in _EXHAUSTION_TAGS)
+        report.exhaustion_count = exhaustion_count
         momentum_fading = False
         if primary is not None and exhaustion_count >= 2:
             roc_ind = primary.indicators.get("roc")