16b4c932a2
1. daemon/runner.py: skip scan entirely in bear regime
- calls get_regime() at start of each scan loop
- logs bear block with score before sleeping
2. core/strategy.py: trend-continuation entry filter
- check_trend_6h(): 6h price trend >= 1% (rejects flash spikes)
- 15-min confirmation watchlist (_watchlist dict)
- should_buy() adds watchlist to existing 12h+regime+momentum logic
- CONFIRM_SECONDS env var (default 900 = 15min)
- TREND_6H_MIN_PCT env var (default 1.0%)
3. backtest.py: partial take-profit scenario comparison (--tp-cmp)
- simulate(): partial_tp_pct / partial_tp_ratio params
- blended pnl = ratio * partial_pnl + (1-ratio) * remaining_pnl
- main_tp_cmp(): 3 scenarios A/B/C (none / +5% 50% / +3% 50%)
- result: partial TP reduces cumulative return (-56% → -63%)
big winners carry the strategy; trimming them hurts expected value
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>