even more profits

src/config.rs

@@ -84,6 +84,10 @@ pub const EARLY_TRAIL_MULTIPLIER: f64 = 1.5; // Tight trail distance for small g
 // Breakeven protection: once in profit, don't let it become a big loss
 pub const BREAKEVEN_ACTIVATION_PCT: f64 = 0.02; // Activate after 2% gain (meaningful, not noise)
 pub const BREAKEVEN_MAX_LOSS_PCT: f64 = 0.005; // Once activated, don't give back more than 0.5% from entry
+// Slow bleeder exit: cut losers that never showed promise
+pub const SLOW_BLEED_BARS: usize = 20; // Grace period before checking
+pub const SLOW_BLEED_MAX_LOSS: f64 = 0.02; // If down >2% after grace period and never up >1%, cut
+pub const SLOW_BLEED_MIN_GAIN: f64 = 0.01; // Must have shown at least 1% gain to survive
 // Portfolio-level controls
 pub const MAX_CONCURRENT_POSITIONS: usize = 8; // Fewer positions = higher conviction per trade
 pub const MAX_SECTOR_POSITIONS: usize = 2;

src/strategy.rs

@@ -6,7 +6,9 @@ use crate::config::{
     BREAKEVEN_ACTIVATION_PCT, BREAKEVEN_MAX_LOSS_PCT,
     EARLY_TRAIL_ACTIVATION_MULTIPLIER, EARLY_TRAIL_MULTIPLIER,
     MAX_LOSS_PCT, MAX_POSITION_SIZE,
-    MIN_ATR_PCT, RISK_PER_TRADE, STOP_LOSS_PCT, TIME_EXIT_BARS,
+    MIN_ATR_PCT, RISK_PER_TRADE,
+    SLOW_BLEED_BARS, SLOW_BLEED_MAX_LOSS, SLOW_BLEED_MIN_GAIN,
+    STOP_LOSS_PCT, TIME_EXIT_BARS,
     TRAILING_STOP_ACTIVATION, TRAILING_STOP_DISTANCE,
 };
 use crate::types::{Signal, TradeSignal};
@@ -154,10 +156,20 @@ impl Strategy {
             }
         }
 
-        // 6. Time-based exit: only for LOSING positions (capital efficiency)
+        // 6. Slow bleeder exit: cut losers that never showed promise
+        // After grace period, if down >2% and never showed >1% gain, it's dead money
+        if bars_held >= SLOW_BLEED_BARS && pnl_pct <= -SLOW_BLEED_MAX_LOSS {
+            let best_pnl = self.high_water_marks
+                .get(symbol)
+                .map(|&hwm| (hwm - entry_price) / entry_price)
+                .unwrap_or(0.0);
+            if best_pnl < SLOW_BLEED_MIN_GAIN {
+                return Some(Signal::Sell);
+            }
+        }
+
+        // 7. Time-based exit: only for LOSING positions (capital efficiency)
         // Winners at the time limit are managed by the trailing stop.
-        // This prevents the old behavior of dumping winners just because they
-        // haven't hit an arbitrary activation threshold in N bars.
         if bars_held >= TIME_EXIT_BARS && pnl_pct < 0.0 {
             return Some(Signal::Sell);
         }