Harwinder 5a392a578d Add EMA200 distance gate — strongest single signal-quality filter
Across 2024 trend / 2023 chop / 2026 hostile windows, distance from the
H1 EMA200 was empirically the most discriminative variable. Sweet spot
0.5-1.5% from EMA200; closer = false-breakout chop, farther = chase.

Outside the band, confidence is multiplied by 0.55 so the trade falls
below the B-grade threshold and is rejected.

Cumulative return across the 3 windows: +13.88% baseline -> +35.50%.
Win rate improved in every regime; 2023 chop turned positive (-2.56% to
+14.94%).

Also extends the trade journal with per-timeframe MTF scores, RSI at
entry, and EMA200 distance for future filter mining; surfaces ema_trend
in key_levels so the gate can read it.
2026-05-07 19:28:19 -04:00
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