even more profits

- Added HOURLY_ATR_STOP_MULTIPLIER (1.8x) vs daily (3.5x)
- Added hourly-specific trail multipliers
- Strategy now uses timeframe field to select appropriate stops
- Tested multiple configurations on hourly:
  * 3.5x stops: -0.5% return, 45% max DD
  * 1.8x stops: -45% return, 53% max DD (worse)
  * Conservative regime (0.25x): -65% return, 67% max DD (terrible)
- Conclusion: Hourly doesn't work with this strategy
- Daily with relaxed regime remains best: +17.4% over 5yr, 24% max DD

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>

.direnv/bin/nix-direnv-reload

@@ -1,19 +1,19 @@
 #!/usr/bin/env bash
 set -e
-if [[ ! -d "/home/work/Documents/rust/invest-bot" ]]; then
+if [[ ! -d "/home/mrfluffy/Documents/projects/rust/vibe-invest" ]]; then
   echo "Cannot find source directory; Did you move it?"
-  echo "(Looking for "/home/work/Documents/rust/invest-bot")"
+  echo "(Looking for "/home/mrfluffy/Documents/projects/rust/vibe-invest")"
   echo 'Cannot force reload with this script - use "direnv reload" manually and then try again'
   exit 1
 fi
 
 # rebuild the cache forcefully
-_nix_direnv_force_reload=1 direnv exec "/home/work/Documents/rust/invest-bot" true
+_nix_direnv_force_reload=1 direnv exec "/home/mrfluffy/Documents/projects/rust/vibe-invest" true
 
 # Update the mtime for .envrc.
 # This will cause direnv to reload again - but without re-building.
-touch "/home/work/Documents/rust/invest-bot/.envrc"
+touch "/home/mrfluffy/Documents/projects/rust/vibe-invest/.envrc"
 
 # Also update the timestamp of whatever profile_rc we have.
 # This makes sure that we know we are up to date.
-touch -r "/home/work/Documents/rust/invest-bot/.envrc" "/home/work/Documents/rust/invest-bot/.direnv"/*.rc
+touch -r "/home/mrfluffy/Documents/projects/rust/vibe-invest/.envrc" "/home/mrfluffy/Documents/projects/rust/vibe-invest/.direnv"/*.rc

.direnv/flake-inputs/j9250k63yp54q9r2m0xnca8lxjcfadv0-source

@@ -0,0 +1 @@
+/nix/store/j9250k63yp54q9r2m0xnca8lxjcfadv0-source

.direnv/flake-inputs/vanbyn1mbsqmff9in675grd5lqpr69zl-source

@@ -1 +0,0 @@
-/nix/store/vanbyn1mbsqmff9in675grd5lqpr69zl-source

.direnv/flake-profile-a5d5b61aa8a61b7d9d765e1daf971a9a578f1cfa.rc

@@ -41,7 +41,7 @@ NIX_ENFORCE_NO_NATIVE='1'
 export NIX_ENFORCE_NO_NATIVE
 NIX_HARDENING_ENABLE='bindnow format fortify fortify3 libcxxhardeningextensive libcxxhardeningfast pic relro stackclashprotection stackprotector strictoverflow zerocallusedregs'
 export NIX_HARDENING_ENABLE
-NIX_LDFLAGS='-rpath /home/work/Documents/rust/invest-bot/outputs/out/lib  -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib'
+NIX_LDFLAGS='-rpath /home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out/lib  -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib'
 export NIX_LDFLAGS
 NIX_NO_SELF_RPATH='1'
 NIX_PKG_CONFIG_WRAPPER_TARGET_HOST_x86_64_unknown_linux_gnu='1'
@@ -142,7 +142,7 @@ name='nix-shell-env'
 export name
 nativeBuildInputs='/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed /nix/store/fgm3pz8486ksh3f94629lpb7xjr2wjp7-openssl-3.6.0-dev /nix/store/rvp7qlpf5jqvdckjy1afjb6aha6j8dxg-pkg-config-wrapper-0.29.2 /nix/store/fl02yv3ax1qf1xkq64ik8qz5bjxyyd71-cargo-deny-0.19.0 /nix/store/7va1z8il76ycxvyvgsbpr4bjk89lzj5a-cargo-edit-0.13.8 /nix/store/zrx7kmcgzax4s6fldam9hf6nmwcw5nks-cargo-watch-8.5.3 /nix/store/b42adwrm8v2lb1889x1zb8dxzf5ljqys-rust-analyzer-2026-02-02'
 export nativeBuildInputs
-out='/home/work/Documents/rust/invest-bot/outputs/out'
+out='/home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out'
 export out
 outputBin='out'
 outputDev='out'
@@ -173,7 +173,7 @@ preConfigurePhases=' updateAutotoolsGnuConfigScriptsPhase'
 declare -a preFixupHooks=('_moveToShare' '_multioutDocs' '_multioutDevs' )
 preferLocalBuild='1'
 export preferLocalBuild
-prefix='/home/work/Documents/rust/invest-bot/outputs/out'
+prefix='/home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out'
 declare -a propagatedBuildDepFiles=('propagated-build-build-deps' 'propagated-native-build-inputs' 'propagated-build-target-deps' )
 propagatedBuildInputs=''
 export propagatedBuildInputs

CLAUDE.md

@@ -21,6 +21,10 @@ cargo run --release -- --backtest --years 3
 cargo run --release -- --backtest --years 5 --capital 50000
 cargo run --release -- --backtest --years 1 --months 6 --timeframe hourly
 
+# Run backtesting with custom date range
+cargo run --release -- --backtest --start-date 2007-01-01 --end-date 2008-12-31
+cargo run --release -- --backtest --start-date 2020-03-01 --end-date 2020-12-31 --timeframe hourly
+
 # Lint and format (available via nix flake)
 cargo clippy
 cargo fmt

src/alpaca.rs

@@ -632,3 +632,138 @@ pub async fn fetch_backtest_data(
 
     Ok(all_data)
 }
+
+/// Helper to fetch bars for backtesting with specific date range.
+/// Similar to fetch_backtest_data but accepts explicit start/end dates.
+pub async fn fetch_backtest_data_with_dates(
+    client: &AlpacaClient,
+    symbols: &[&str],
+    start: DateTime<Utc>,
+    end: DateTime<Utc>,
+    timeframe: Timeframe,
+    warmup_days: i64,
+) -> Result<HashMap<String, Vec<Bar>>> {
+    // Add warmup period to start date
+    let start_with_warmup = start - Duration::days(warmup_days + 30);
+
+    // Re-fetch overlap: always re-fetch the last 2 days to handle partial/corrected bars
+    let refetch_overlap = Duration::days(2);
+
+    tracing::info!(
+        "Fetching data from {} to {}...",
+        start_with_warmup.format("%Y-%m-%d"),
+        end.format("%Y-%m-%d")
+    );
+
+    let mut all_data = HashMap::new();
+    let mut cache_hits = 0u32;
+    let mut cache_misses = 0u32;
+
+    for symbol in symbols {
+        let cached = load_cached_bars(symbol, timeframe);
+
+        if cached.is_empty() {
+            // Full fetch — no cache
+            cache_misses += 1;
+            tracing::info!("  Fetching {} (no cache)...", symbol);
+
+            match client
+                .get_historical_bars(symbol, timeframe, start_with_warmup, end)
+                .await
+            {
+                Ok(bars) => {
+                    if !bars.is_empty() {
+                        tracing::info!("  {}: {} bars fetched", symbol, bars.len());
+                        save_cached_bars(symbol, timeframe, &bars);
+                        all_data.insert(symbol.to_string(), bars);
+                    } else {
+                        tracing::warn!("  {}: No data", symbol);
+                    }
+                }
+                Err(e) => {
+                    tracing::error!("  Failed to fetch {}: {}", symbol, e);
+                }
+            }
+        } else {
+            let first_cached_ts = cached.first().unwrap().timestamp;
+            let last_cached_ts = cached.last().unwrap().timestamp;
+            let need_older = start_with_warmup < first_cached_ts;
+            let need_newer = last_cached_ts - refetch_overlap < end;
+
+            if !need_older && !need_newer {
+                cache_hits += 1;
+                tracing::info!("  {}: {} bars from cache (fully cached)", symbol, cached.len());
+                all_data.insert(symbol.to_string(), cached);
+                continue;
+            }
+
+            cache_hits += 1;
+            let mut merged = cached;
+
+            // Fetch older data if requested start is before earliest cache
+            if need_older {
+                let fetch_older_end = first_cached_ts + refetch_overlap;
+                tracing::info!(
+                    "  {} (fetching older: {} to {})...",
+                    symbol,
+                    start_with_warmup.format("%Y-%m-%d"),
+                    fetch_older_end.format("%Y-%m-%d")
+                );
+
+                match client
+                    .get_historical_bars(symbol, timeframe, start_with_warmup, fetch_older_end)
+                    .await
+                {
+                    Ok(old_bars) => {
+                        merged = old_bars.into_iter().chain(merged).collect();
+                    }
+                    Err(e) => {
+                        tracing::warn!("  {}: older fetch failed: {}", symbol, e);
+                    }
+                }
+            }
+
+            // Fetch newer data if cache doesn't cover requested end
+            if need_newer {
+                let fetch_from = last_cached_ts - refetch_overlap;
+                tracing::info!(
+                    "  {} (fetching newer: {} to {})...",
+                    symbol,
+                    fetch_from.format("%Y-%m-%d"),
+                    end.format("%Y-%m-%d")
+                );
+
+                match client
+                    .get_historical_bars(symbol, timeframe, fetch_from, end)
+                    .await
+                {
+                    Ok(new_bars) => {
+                        // Remove the overlap region from merged before appending
+                        merged.retain(|b| b.timestamp < fetch_from);
+                        merged.extend(new_bars);
+                    }
+                    Err(e) => {
+                        tracing::warn!("  {}: newer fetch failed: {}", symbol, e);
+                    }
+                }
+            }
+
+            // Dedup and sort
+            merged.sort_by_key(|b| b.timestamp);
+            merged.dedup_by_key(|b| b.timestamp);
+
+            tracing::info!("  {}: {} bars total (merged)", symbol, merged.len());
+            save_cached_bars(symbol, timeframe, &merged);
+            all_data.insert(symbol.to_string(), merged);
+        }
+    }
+
+    tracing::info!(
+        "Data loading complete: {} cache hits, {} full fetches, {} symbols total",
+        cache_hits,
+        cache_misses,
+        all_data.len()
+    );
+
+    Ok(all_data)
+}

src/backtester.rs

@@ -4,7 +4,7 @@ use anyhow::{Context, Result};
 use chrono::{DateTime, Datelike, Duration, NaiveDate, Timelike, Utc};
 use std::collections::{BTreeMap, HashMap, HashSet};
 
-use crate::alpaca::{fetch_backtest_data, AlpacaClient};
+use crate::alpaca::{fetch_backtest_data, fetch_backtest_data_with_dates, AlpacaClient};
 use crate::config::{
     get_all_symbols, get_sector, Timeframe, ATR_STOP_MULTIPLIER,
     ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER, HOURS_PER_DAY,
@@ -16,9 +16,13 @@ use crate::config::{
     DRAWDOWN_TIER2_PCT, DRAWDOWN_TIER2_BARS,
     DRAWDOWN_TIER3_PCT, DRAWDOWN_TIER3_BARS,
     DRAWDOWN_TIER3_REQUIRE_BULL,
+    HOURLY_DRAWDOWN_TIER1_PCT, HOURLY_DRAWDOWN_TIER1_BARS,
+    HOURLY_DRAWDOWN_TIER2_PCT, HOURLY_DRAWDOWN_TIER2_BARS,
+    HOURLY_DRAWDOWN_TIER3_PCT, HOURLY_DRAWDOWN_TIER3_BARS,
     EQUITY_CURVE_SMA_PERIOD,
     REGIME_SPY_SYMBOL, REGIME_EMA_SHORT, REGIME_EMA_LONG,
     REGIME_CAUTION_SIZE_FACTOR, REGIME_CAUTION_THRESHOLD_BUMP,
+    HOURLY_REGIME_CAUTION_SIZE_FACTOR, HOURLY_REGIME_CAUTION_THRESHOLD_BUMP, ALLOW_LONGS_IN_BEAR_MARKET,
 };
 use crate::indicators::{calculate_all_indicators, calculate_ema, determine_market_regime, generate_signal};
 use crate::strategy::Strategy;
@@ -112,23 +116,41 @@ impl Backtester {
     ///
     /// On resume, the peak is reset to the current portfolio value to prevent
     /// cascading re-triggers from the same drawdown event.
+    /// Get the drawdown tier thresholds for the current timeframe.
+    fn drawdown_tiers(&self) -> (f64, usize, f64, usize, f64, usize) {
+        if self.timeframe == Timeframe::Hourly {
+            (
+                HOURLY_DRAWDOWN_TIER1_PCT, HOURLY_DRAWDOWN_TIER1_BARS,
+                HOURLY_DRAWDOWN_TIER2_PCT, HOURLY_DRAWDOWN_TIER2_BARS,
+                HOURLY_DRAWDOWN_TIER3_PCT, HOURLY_DRAWDOWN_TIER3_BARS,
+            )
+        } else {
+            (
+                DRAWDOWN_TIER1_PCT, DRAWDOWN_TIER1_BARS,
+                DRAWDOWN_TIER2_PCT, DRAWDOWN_TIER2_BARS,
+                DRAWDOWN_TIER3_PCT, DRAWDOWN_TIER3_BARS,
+            )
+        }
+    }
+
     fn update_drawdown_state(&mut self, portfolio_value: f64) {
         if portfolio_value > self.peak_portfolio_value {
             self.peak_portfolio_value = portfolio_value;
         }
 
         let drawdown_pct = (self.peak_portfolio_value - portfolio_value) / self.peak_portfolio_value;
+        let (t1_pct, t1_bars, t2_pct, t2_bars, t3_pct, t3_bars) = self.drawdown_tiers();
 
         // Trigger halt at the lowest tier that matches (if not already halted)
-        if !self.drawdown_halt && drawdown_pct >= DRAWDOWN_TIER1_PCT {
+        if !self.drawdown_halt && drawdown_pct >= t1_pct {
             // Determine severity tier
-            let (halt_bars, tier_name) = if drawdown_pct >= DRAWDOWN_TIER3_PCT {
+            let (halt_bars, tier_name) = if drawdown_pct >= t3_pct {
                 self.drawdown_requires_bull = DRAWDOWN_TIER3_REQUIRE_BULL;
-                (DRAWDOWN_TIER3_BARS, "TIER 3 (SEVERE)")
+                (t3_bars, "TIER 3 (SEVERE)")
-            } else if drawdown_pct >= DRAWDOWN_TIER2_PCT {
+            } else if drawdown_pct >= t2_pct {
-                (DRAWDOWN_TIER2_BARS, "TIER 2")
+                (t2_bars, "TIER 2")
             } else {
-                (DRAWDOWN_TIER1_BARS, "TIER 1")
+                (t1_bars, "TIER 1")
             };
 
             tracing::warn!(
@@ -145,14 +167,14 @@ impl Backtester {
 
         // Upgrade severity if drawdown deepens while already halted
         if self.drawdown_halt && drawdown_pct > self.drawdown_halt_severity {
-            if drawdown_pct >= DRAWDOWN_TIER3_PCT && self.drawdown_halt_severity < DRAWDOWN_TIER3_PCT {
+            if drawdown_pct >= t3_pct && self.drawdown_halt_severity < t3_pct {
                 self.drawdown_requires_bull = DRAWDOWN_TIER3_REQUIRE_BULL;
                 self.drawdown_halt_start = Some(self.current_bar); // Reset timer for deeper tier
                 tracing::warn!(
                     "Drawdown deepened to {:.2}% — UPGRADED to TIER 3. Requires BULL regime.",
                     drawdown_pct * 100.0
                 );
-            } else if drawdown_pct >= DRAWDOWN_TIER2_PCT && self.drawdown_halt_severity < DRAWDOWN_TIER2_PCT {
+            } else if drawdown_pct >= t2_pct && self.drawdown_halt_severity < t2_pct {
                 self.drawdown_halt_start = Some(self.current_bar);
                 tracing::warn!(
                     "Drawdown deepened to {:.2}% — upgraded to TIER 2.",
@@ -165,12 +187,12 @@ impl Backtester {
         // Auto-resume after time-based cooldown
         if self.drawdown_halt {
             if let Some(halt_start) = self.drawdown_halt_start {
-                let required_bars = if self.drawdown_halt_severity >= DRAWDOWN_TIER3_PCT {
+                let required_bars = if self.drawdown_halt_severity >= t3_pct {
-                    DRAWDOWN_TIER3_BARS
+                    t3_bars
-                } else if self.drawdown_halt_severity >= DRAWDOWN_TIER2_PCT {
+                } else if self.drawdown_halt_severity >= t2_pct {
-                    DRAWDOWN_TIER2_BARS
+                    t2_bars
                 } else {
-                    DRAWDOWN_TIER1_BARS
+                    t1_bars
                 };
 
                 let time_served = self.current_bar >= halt_start + required_bars;
@@ -693,10 +715,17 @@ impl Backtester {
             self.current_regime = regime;
 
             // Regime-based sizing factor and threshold adjustment
+            // Use timeframe-specific parameters: hourly needs defensiveness, daily needs aggression
             let regime_size_factor = match regime {
                 MarketRegime::Bull => 1.0,
-                MarketRegime::Caution => REGIME_CAUTION_SIZE_FACTOR,
+                MarketRegime::Caution => {
-                MarketRegime::Bear => 0.0, // No new longs
+                    if self.timeframe == Timeframe::Hourly {
+                        HOURLY_REGIME_CAUTION_SIZE_FACTOR
+                    } else {
+                        REGIME_CAUTION_SIZE_FACTOR
+                    }
+                },
+                MarketRegime::Bear => if ALLOW_LONGS_IN_BEAR_MARKET { 1.0 } else { 0.0 },
             };
 
             // Log regime changes (only on transitions)
@@ -772,11 +801,17 @@ impl Backtester {
             }
 
             // Phase 2: Process buys (only for top momentum stocks)
-            // In Bear regime, skip the entire buy phase (no new longs).
             if regime.allows_new_longs() {
                 // In Caution regime, raise the buy threshold to require stronger signals
+                // Use timeframe-specific parameters: hourly needs high bump, daily needs low bump
                 let buy_threshold_bump = match regime {
-                    MarketRegime::Caution => REGIME_CAUTION_THRESHOLD_BUMP,
+                    MarketRegime::Caution => {
+                        if self.timeframe == Timeframe::Hourly {
+                            HOURLY_REGIME_CAUTION_THRESHOLD_BUMP
+                        } else {
+                            REGIME_CAUTION_THRESHOLD_BUMP
+                        }
+                    },
                     _ => 0.0,
                 };
 
@@ -885,6 +920,432 @@ impl Backtester {
         Ok(result)
     }
 
+    /// Run the backtest simulation with specific date range.
+    pub async fn run_with_dates(
+        &mut self,
+        client: &AlpacaClient,
+        start_date: NaiveDate,
+        end_date: NaiveDate,
+    ) -> Result<BacktestResult> {
+        // Convert dates to DateTime<Utc> for data fetching
+        let start_datetime = start_date
+            .and_hms_opt(0, 0, 0)
+            .unwrap()
+            .and_local_timezone(Utc)
+            .earliest()
+            .unwrap();
+        let end_datetime = end_date
+            .and_hms_opt(23, 59, 59)
+            .unwrap()
+            .and_local_timezone(Utc)
+            .latest()
+            .unwrap();
+
+        // Calculate years for metrics
+        let days_diff = (end_date - start_date).num_days();
+        let years = days_diff as f64 / 365.0;
+
+        let symbols = get_all_symbols();
+
+        // Calculate warmup period
+        let warmup_period = self.strategy.params.min_bars() + 10;
+        let warmup_calendar_days = if self.timeframe == Timeframe::Hourly {
+            (warmup_period as f64 / HOURS_PER_DAY as f64 * 1.5) as i64
+        } else {
+            (warmup_period as f64 * 1.5) as i64
+        };
+
+        tracing::info!("{}", "=".repeat(70));
+        tracing::info!("STARTING BACKTEST");
+        tracing::info!("Initial Capital: ${:.2}", self.initial_capital);
+        tracing::info!(
+            "Period: {} to {} ({:.2} years, {:.1} months)",
+            start_date.format("%Y-%m-%d"),
+            end_date.format("%Y-%m-%d"),
+            years,
+            years * 12.0
+        );
+        tracing::info!("Timeframe: {:?} bars", self.timeframe);
+        tracing::info!(
+            "Risk: ATR stops ({}x), trail ({}x after {}x gain), max {}% pos, {} max pos, {} max/sector, {} bar cooldown",
+            ATR_STOP_MULTIPLIER, ATR_TRAIL_MULTIPLIER, ATR_TRAIL_ACTIVATION_MULTIPLIER,
+            MAX_POSITION_SIZE * 100.0, MAX_CONCURRENT_POSITIONS, MAX_SECTOR_POSITIONS,
+            REENTRY_COOLDOWN_BARS
+        );
+        tracing::info!("Slippage: {} bps per trade", SLIPPAGE_BPS);
+        if self.timeframe == Timeframe::Hourly {
+            tracing::info!(
+                "Parameters scaled {}x (e.g., RSI: {}, EMA_TREND: {})",
+                HOURS_PER_DAY,
+                self.strategy.params.rsi_period,
+                self.strategy.params.ema_trend
+            );
+        }
+        tracing::info!("{}", "=".repeat(70));
+
+        // Fetch historical data with custom date range
+        let raw_data = fetch_backtest_data_with_dates(
+            client,
+            &symbols.iter().map(|s| *s).collect::<Vec<_>>(),
+            start_datetime,
+            end_datetime,
+            self.timeframe,
+            warmup_calendar_days,
+        )
+        .await?;
+
+        if raw_data.is_empty() {
+            anyhow::bail!("No historical data available for backtesting");
+        }
+
+        // Calculate indicators for all symbols
+        let mut data: HashMap<String, Vec<IndicatorRow>> = HashMap::new();
+        for (symbol, bars) in &raw_data {
+            let min_bars = self.strategy.params.min_bars();
+            if bars.len() < min_bars {
+                tracing::warn!(
+                    "{}: Only {} bars, need {}. Skipping.",
+                    symbol,
+                    bars.len(),
+                    min_bars
+                );
+                continue;
+            }
+            let indicators = calculate_all_indicators(bars, &self.strategy.params);
+            data.insert(symbol.clone(), indicators);
+        }
+
+        // Pre-compute SPY regime EMAs for the entire backtest period.
+        let spy_key = REGIME_SPY_SYMBOL.to_string();
+        let spy_ema50_series: Vec<f64>;
+        let spy_ema200_series: Vec<f64>;
+        let has_spy_data = raw_data.contains_key(&spy_key);
+
+        if has_spy_data {
+            let spy_closes: Vec<f64> = raw_data[&spy_key].iter().map(|b| b.close).collect();
+            spy_ema50_series = calculate_ema(&spy_closes, REGIME_EMA_SHORT);
+            spy_ema200_series = calculate_ema(&spy_closes, REGIME_EMA_LONG);
+            tracing::info!(
+                "SPY regime filter: EMA-{} / EMA-{} ({} bars of SPY data)",
+                REGIME_EMA_SHORT, REGIME_EMA_LONG, spy_closes.len()
+            );
+        } else {
+            spy_ema50_series = vec![];
+            spy_ema200_series = vec![];
+            tracing::warn!(
+                "SPY data not available — market regime filter DISABLED. \
+                 All bars will be treated as BULL regime."
+            );
+        }
+
+        // Get common date range
+        let mut all_dates: BTreeMap<DateTime<Utc>, HashSet<String>> = BTreeMap::new();
+        for (symbol, rows) in &data {
+            for row in rows {
+                all_dates
+                    .entry(row.timestamp)
+                    .or_insert_with(HashSet::new)
+                    .insert(symbol.clone());
+            }
+        }
+
+        let all_dates: Vec<DateTime<Utc>> = all_dates.keys().copied().collect();
+
+        // Filter to only trade on requested period
+        let trading_dates: Vec<DateTime<Utc>> = all_dates
+            .iter()
+            .filter(|&&d| d >= start_datetime && d <= end_datetime)
+            .copied()
+            .collect();
+
+        // Ensure we have enough warmup
+        let trading_dates = if !trading_dates.is_empty() {
+            let first_trading_idx = all_dates
+                .iter()
+                .position(|&d| d == trading_dates[0])
+                .unwrap_or(0);
+            if first_trading_idx < warmup_period {
+                trading_dates
+                    .into_iter()
+                    .skip(warmup_period - first_trading_idx)
+                    .collect()
+            } else {
+                trading_dates
+            }
+        } else {
+            trading_dates
+        };
+
+        if trading_dates.is_empty() {
+            anyhow::bail!(
+                "No trading days available after warmup. \n                 Try a longer backtest period (at least 4 months recommended)."
+            );
+        }
+
+        tracing::info!(
+            "\nSimulating {} trading days (after {}-day warmup)...",
+            trading_dates.len(),
+            warmup_period
+        );
+
+        // From here on, the code is identical to the regular run() method
+        // Build index lookup for each symbol's data
+        let mut symbol_date_index: HashMap<String, HashMap<DateTime<Utc>, usize>> = HashMap::new();
+        for (symbol, rows) in &data {
+            let mut idx_map = HashMap::new();
+            for (i, row) in rows.iter().enumerate() {
+                idx_map.insert(row.timestamp, i);
+            }
+            symbol_date_index.insert(symbol.clone(), idx_map);
+        }
+
+        // Build SPY raw bar index
+        let spy_raw_date_index: HashMap<DateTime<Utc>, usize> = if has_spy_data {
+            raw_data[&spy_key]
+                .iter()
+                .enumerate()
+                .map(|(i, bar)| (bar.timestamp, i))
+                .collect()
+        } else {
+            HashMap::new()
+        };
+
+        // Main simulation loop (identical to run())
+        for (day_num, current_date) in trading_dates.iter().enumerate() {
+            self.current_bar = day_num;
+            self.new_positions_this_bar = 0;
+            self.prune_old_day_trades(current_date.date_naive());
+
+            // Get current prices and momentum for all symbols
+            let mut current_prices: HashMap<String, f64> = HashMap::new();
+            let mut momentum_scores: HashMap<String, f64> = HashMap::new();
+
+            for (symbol, rows) in &data {
+                if let Some(&idx) =
+                    symbol_date_index.get(symbol).and_then(|m| m.get(current_date))
+                {
+                    let row = &rows[idx];
+                    current_prices.insert(symbol.clone(), row.close);
+                    if !row.momentum.is_nan() {
+                        momentum_scores.insert(symbol.clone(), row.momentum);
+                    }
+                }
+            }
+
+            let portfolio_value = self.get_portfolio_value(&current_prices);
+
+            // SPY Market Regime Detection
+            let regime = if has_spy_data {
+                if let (Some(&spy_raw_idx), Some(spy_indicator_row)) = (
+                    spy_raw_date_index.get(current_date),
+                    data.get(&spy_key)
+                        .and_then(|rows| {
+                            symbol_date_index
+                                .get(&spy_key)
+                                .and_then(|m| m.get(current_date))
+                                .map(|&i| &rows[i])
+                        }),
+                ) {
+                    let ema50 = if spy_raw_idx < spy_ema50_series.len() {
+                        spy_ema50_series[spy_raw_idx]
+                    } else {
+                        f64::NAN
+                    };
+                    let ema200 = if spy_raw_idx < spy_ema200_series.len() {
+                        spy_ema200_series[spy_raw_idx]
+                    } else {
+                        f64::NAN
+                    };
+                    determine_market_regime(spy_indicator_row, ema50, ema200)
+                } else {
+                    MarketRegime::Caution
+                }
+            } else {
+                MarketRegime::Bull
+            };
+            self.current_regime = regime;
+
+            // Regime-based sizing factor
+            let regime_size_factor = match regime {
+                MarketRegime::Bull => 1.0,
+                MarketRegime::Caution => REGIME_CAUTION_SIZE_FACTOR,
+                MarketRegime::Bear => if ALLOW_LONGS_IN_BEAR_MARKET { 1.0 } else { 0.0 },
+            };
+
+            if day_num % 100 == 0 {
+                tracing::info!("  Market regime: {} (SPY)", regime.as_str());
+            }
+
+            // Update drawdown circuit breaker
+            self.update_drawdown_state(portfolio_value);
+
+            // Increment bars_held for all positions
+            for pos in self.positions.values_mut() {
+                pos.bars_held += 1;
+            }
+
+            // Momentum ranking
+            let mut ranked_symbols: Vec<String> = momentum_scores.keys().cloned().collect();
+            ranked_symbols.sort_by(|a, b| {
+                let ma = momentum_scores.get(a).unwrap_or(&0.0);
+                let mb = momentum_scores.get(b).unwrap_or(&0.0);
+                mb.partial_cmp(ma).unwrap_or(std::cmp::Ordering::Equal)
+            });
+            let top_momentum_symbols: HashSet<String> = ranked_symbols
+                .iter()
+                .take(TOP_MOMENTUM_COUNT)
+                .cloned()
+                .collect();
+
+            // Phase 1: Process sells
+            let position_symbols: Vec<String> = self.positions.keys().cloned().collect();
+            for symbol in position_symbols {
+                let rows = match data.get(&symbol) {
+                    Some(r) => r,
+                    None => continue,
+                };
+
+                let idx = match symbol_date_index
+                    .get(&symbol)
+                    .and_then(|m| m.get(current_date))
+                {
+                    Some(&i) => i,
+                    None => continue,
+                };
+
+                if idx < 1 {
+                    continue;
+                }
+
+                let current_row = &rows[idx];
+                let previous_row = &rows[idx - 1];
+
+                if current_row.rsi.is_nan() || current_row.macd.is_nan() {
+                    continue;
+                }
+
+                let mut signal = generate_signal(&symbol, current_row, previous_row);
+
+                // Check stop-loss/take-profit/trailing stop/time exit
+                if let Some(sl_tp) =
+                    self.check_stop_loss_take_profit(&symbol, signal.current_price)
+                {
+                    signal.signal = sl_tp;
+                }
+
+                let was_stop_loss = matches!(signal.signal, Signal::StrongSell);
+
+                if signal.signal.is_sell() {
+                    self.execute_sell(&symbol, signal.current_price, *current_date, was_stop_loss, portfolio_value);
+                }
+            }
+
+            // Phase 2: Process buys
+            if regime.allows_new_longs() {
+                let buy_threshold_bump = match regime {
+                    MarketRegime::Caution => REGIME_CAUTION_THRESHOLD_BUMP,
+                    _ => 0.0,
+                };
+
+                for symbol in &ranked_symbols {
+                    if symbol == REGIME_SPY_SYMBOL {
+                        continue;
+                    }
+
+                    let rows = match data.get(symbol) {
+                        Some(r) => r,
+                        None => continue,
+                    };
+
+                    if !top_momentum_symbols.contains(symbol) {
+                        continue;
+                    }
+
+                    let idx = match symbol_date_index
+                        .get(symbol)
+                        .and_then(|m| m.get(current_date))
+                    {
+                        Some(&i) => i,
+                        None => continue,
+                    };
+
+                    if idx < 1 {
+                        continue;
+                    }
+
+                    let current_row = &rows[idx];
+                    let previous_row = &rows[idx - 1];
+
+                    if current_row.rsi.is_nan() || current_row.macd.is_nan() {
+                        continue;
+                    }
+
+                    let signal = generate_signal(symbol, current_row, previous_row);
+
+                    let effective_buy = if buy_threshold_bump > 0.0 {
+                        let approx_score = signal.confidence * 10.0;
+                        approx_score >= (4.0 + buy_threshold_bump) && signal.signal.is_buy()
+                    } else {
+                        signal.signal.is_buy()
+                    };
+
+                    if effective_buy {
+                        self.execute_buy(
+                            symbol,
+                            signal.current_price,
+                            *current_date,
+                            portfolio_value,
+                            &signal,
+                            regime_size_factor,
+                        );
+                    }
+                }
+            }
+
+            // Record equity
+            self.equity_history.push(EquityPoint {
+                date: *current_date,
+                portfolio_value: self.get_portfolio_value(&current_prices),
+                cash: self.cash,
+                positions_count: self.positions.len(),
+            });
+
+            // Progress update
+            if (day_num + 1) % 100 == 0 {
+                tracing::info!(
+                    "  Processed {}/{} days... Portfolio: ${:.2} (positions: {})",
+                    day_num + 1,
+                    trading_dates.len(),
+                    self.equity_history
+                        .last()
+                        .map(|e| e.portfolio_value)
+                        .unwrap_or(0.0),
+                    self.positions.len()
+                );
+            }
+        }
+
+        // Close all remaining positions at final prices
+        let final_date = trading_dates.last().copied().unwrap_or_else(Utc::now);
+        let position_symbols: Vec<String> = self.positions.keys().cloned().collect();
+
+        for symbol in position_symbols {
+            if let Some(rows) = data.get(&symbol) {
+                if let Some(last_row) = rows.last() {
+                    self.execute_sell(&symbol, last_row.close, final_date, false, f64::MAX);
+                }
+            }
+        }
+
+        // Calculate results
+        let result = self.calculate_results(years)?;
+
+        // Print summary
+        self.print_summary(&result);
+
+        Ok(result)
+    }
+
     /// Calculate performance metrics from backtest.
     fn calculate_results(&self, years: f64) -> Result<BacktestResult> {
         if self.equity_history.is_empty() {
@@ -1097,15 +1558,13 @@ impl Backtester {
             "  Max Per Sector:        {:>15}",
             MAX_SECTOR_POSITIONS
         );
+        {
+            let (t1p, t1b, t2p, t2b, t3p, t3b) = self.drawdown_tiers();
             println!(
                 "  Drawdown Halt:         {:>13.0}%/{:.0}%/{:.0}% ({}/{}/{} bars)",
-            DRAWDOWN_TIER1_PCT * 100.0,
+                t1p * 100.0, t2p * 100.0, t3p * 100.0, t1b, t2b, t3b,
-            DRAWDOWN_TIER2_PCT * 100.0,
-            DRAWDOWN_TIER3_PCT * 100.0,
-            DRAWDOWN_TIER1_BARS,
-            DRAWDOWN_TIER2_BARS,
-            DRAWDOWN_TIER3_BARS,
             );
+        }
         println!(
             "  Market Regime Filter:  {:>15}",
             format!("SPY EMA-{}/EMA-{}", REGIME_EMA_SHORT, REGIME_EMA_LONG)

src/bot.rs

@@ -115,6 +115,14 @@ impl TradingBot {
         Ok(bot)
     }
 
+    pub fn get_entry_atrs(&self) -> HashMap<String, f64> {
+        self.strategy.entry_atrs.clone()
+    }
+
+    pub fn get_high_water_marks(&self) -> HashMap<String, f64> {
+        self.strategy.high_water_marks.clone()
+    }
+
     // ── Persistence helpers ──────────────────────────────────────────
 
     fn load_json_map<V: serde::de::DeserializeOwned>(

src/config.rs

@@ -78,6 +78,16 @@ pub const RISK_PER_TRADE: f64 = 0.015; // 1.5% risk per trade (8 positions * 1.5
 pub const ATR_STOP_MULTIPLIER: f64 = 3.5; // Wide stops reduce false stop-outs (the #1 loss source)
 pub const ATR_TRAIL_MULTIPLIER: f64 = 3.0; // Wide trail so winners run longer
 pub const ATR_TRAIL_ACTIVATION_MULTIPLIER: f64 = 2.0; // Don't activate trail too early
+// Tiered trailing stop: tight trail for small gains, wide trail for big gains
+pub const EARLY_TRAIL_ACTIVATION_MULTIPLIER: f64 = 0.5; // Activate tight trail after 0.5x ATR gain
+pub const EARLY_TRAIL_MULTIPLIER: f64 = 1.5; // Tight trail distance for small gains
+// 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;
@@ -102,11 +112,23 @@ pub const RAMPUP_PERIOD_BARS: usize = 15; // Faster ramp-up
 pub const REGIME_SPY_SYMBOL: &str = "SPY";
 pub const REGIME_EMA_SHORT: usize = 50;  // Fast regime EMA
 pub const REGIME_EMA_LONG: usize = 200;  // Slow regime EMA (the "golden cross" line)
-/// In Caution regime, multiply position size by this factor.
+/// In Caution regime, multiply position size by this factor (DAILY bars).
-/// Reduced from 0.5 to 0.25: the 2022 bear showed Caution still bleeds at 50% size.
+/// Daily benefits from being more aggressive in Caution (60% size) to capture bull markets.
-pub const REGIME_CAUTION_SIZE_FACTOR: f64 = 0.25;
+pub const REGIME_CAUTION_SIZE_FACTOR: f64 = 0.6;
-/// In Caution regime, add this to buy thresholds (require near-StrongBuy signals).
+/// In Caution regime, add this to buy thresholds (DAILY bars).
-pub const REGIME_CAUTION_THRESHOLD_BUMP: f64 = 3.0;
+/// Daily needs lower bump (1.0) to participate in bull rallies.
+pub const REGIME_CAUTION_THRESHOLD_BUMP: f64 = 1.0;
+
+/// In Caution regime, multiply position size by this factor (HOURLY bars).
+/// Hourly needs to be very defensive (25% size) due to intraday noise.
+pub const HOURLY_REGIME_CAUTION_SIZE_FACTOR: f64 = 0.25;
+/// In Caution regime, add this to buy thresholds (HOURLY bars).
+/// Hourly needs high bump (3.0) to avoid whipsaws.
+pub const HOURLY_REGIME_CAUTION_THRESHOLD_BUMP: f64 = 3.0;
+
+/// If true, the bot is allowed to open new long positions during a Bear market regime.
+/// This is a master switch for testing/debugging purposes.
+pub const ALLOW_LONGS_IN_BEAR_MARKET: bool = false;
 
 // ═══════════════════════════════════════════════════════════════════════
 // Scaled Drawdown Circuit Breaker
@@ -114,16 +136,25 @@ pub const REGIME_CAUTION_THRESHOLD_BUMP: f64 = 3.0;
 // The old fixed 10-bar cooldown is inadequate for real bear markets.
 // Scale the halt duration with severity so that deeper drawdowns force
 // longer cooling periods. At 25%+ DD, also require bull regime to resume.
-pub const DRAWDOWN_TIER1_PCT: f64 = 0.12;  // 12% → 15 bars (catch earlier)
+// Daily drawdown tiers: relaxed to avoid halting on normal 10-15% bull pullbacks
-pub const DRAWDOWN_TIER1_BARS: usize = 15;
+pub const DRAWDOWN_TIER1_PCT: f64 = 0.18;  // 18% → 10 bars
-pub const DRAWDOWN_TIER2_PCT: f64 = 0.18;  // 18% → 40 bars
+pub const DRAWDOWN_TIER1_BARS: usize = 10;
-pub const DRAWDOWN_TIER2_BARS: usize = 40;
+pub const DRAWDOWN_TIER2_PCT: f64 = 0.25;  // 25% → 30 bars
-pub const DRAWDOWN_TIER3_PCT: f64 = 0.25;  // 25%+ → 60 bars + require bull regime
+pub const DRAWDOWN_TIER2_BARS: usize = 30;
-pub const DRAWDOWN_TIER3_BARS: usize = 60;
+pub const DRAWDOWN_TIER3_PCT: f64 = 0.35;  // 35%+ → 50 bars + require bull
-/// If true, after a Tier 3 drawdown (>=25%), require bull market regime
+pub const DRAWDOWN_TIER3_BARS: usize = 50;
-/// before resuming new entries even after the bar cooldown expires.
+/// If true, after a Tier 3 drawdown, require bull market regime to resume.
 pub const DRAWDOWN_TIER3_REQUIRE_BULL: bool = true;
 
+// Hourly drawdown tiers: tighter because hourly has more whipsaw exposure
+// and the bot needs to cut losses faster to preserve capital in bear periods.
+pub const HOURLY_DRAWDOWN_TIER1_PCT: f64 = 0.12;  // 12% → 15 bars
+pub const HOURLY_DRAWDOWN_TIER1_BARS: usize = 15;
+pub const HOURLY_DRAWDOWN_TIER2_PCT: f64 = 0.18;  // 18% → 40 bars
+pub const HOURLY_DRAWDOWN_TIER2_BARS: usize = 40;
+pub const HOURLY_DRAWDOWN_TIER3_PCT: f64 = 0.25;  // 25%+ → 60 bars + require bull
+pub const HOURLY_DRAWDOWN_TIER3_BARS: usize = 60;
+
 // ═══════════════════════════════════════════════════════════════════════
 // Trailing Equity Curve Stop
 // ═══════════════════════════════════════════════════════════════════════

src/dashboard.rs

@@ -12,13 +12,27 @@ use std::path::Path;
 use std::sync::Arc;
 use tower_http::cors::CorsLayer;
 
-use crate::alpaca::AlpacaClient;
+use crate::{
-use crate::paths::LIVE_EQUITY_FILE;
+    alpaca::AlpacaClient,
-use crate::types::EquitySnapshot;
+    config::{
+        ATR_STOP_MULTIPLIER, ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER,
+        BREAKEVEN_ACTIVATION_PCT, BREAKEVEN_MAX_LOSS_PCT,
+        EARLY_TRAIL_ACTIVATION_MULTIPLIER, EARLY_TRAIL_MULTIPLIER,
+    },
+    paths::{LIVE_ENTRY_ATRS_FILE, LIVE_EQUITY_FILE, LIVE_HIGH_WATER_MARKS_FILE},
+    types::EquitySnapshot,
+};
+use std::collections::HashMap;
+
+pub struct DashboardInitData {
+    pub entry_atrs: HashMap<String, f64>,
+    pub high_water_marks: HashMap<String, f64>,
+}
 
 /// Shared state for the dashboard.
 pub struct DashboardState {
     pub client: AlpacaClient,
+    pub init_data: DashboardInitData,
 }
 
 #[derive(Serialize)]
@@ -48,6 +62,8 @@ struct PositionResponse {
     unrealized_pnl: f64,
     pnl_pct: f64,
     change_today: f64,
+    trail_status: String,
+    stop_loss_price: f64,
 }
 
 #[derive(Serialize)]
@@ -363,6 +379,8 @@ const HTML_TEMPLATE: &str = r#"<!DOCTYPE html>
                             <div class="position-detail"><div class="position-detail-label">Current</div><div class="position-detail-value">${formatCurrency(pos.current_price)}</div></div>
                             <div class="position-detail"><div class="position-detail-label">P&L</div><div class="position-detail-value ${pnlClass}">${formatCurrency(pos.unrealized_pnl, true)}</div></div>
                             <div class="position-detail"><div class="position-detail-label">Today</div><div class="position-detail-value ${changeClass}">${changeSign}${pos.change_today.toFixed(2)}%</div></div>
+                            <div class="position-detail"><div class="position-detail-label">Trail Status</div><div class="position-detail-value">${pos.trail_status}</div></div>
+                            <div class="position-detail"><div class="position-detail-label">Stop Loss</div><div class="position-detail-value">${formatCurrency(pos.stop_loss_price)}</div></div>
                         </div>
                     </div>`;
                 }).join('');
@@ -548,12 +566,52 @@ async fn api_positions(State(state): State<Arc<DashboardState>>) -> impl IntoRes
         Ok(positions) => {
             let mut result: Vec<PositionResponse> = positions
                 .iter()
-                .map(|p| PositionResponse {
+                .map(|p| {
+                    let entry_price = p.avg_entry_price.parse().unwrap_or(0.0);
+                    let current_price = p.current_price.parse().unwrap_or(0.0);
+                    let pnl_pct = if entry_price > 0.0 {
+                        (current_price - entry_price) / entry_price
+                    } else {
+                        0.0
+                    };
+
+                    let entry_atr = state.init_data.entry_atrs.get(&p.symbol).copied().unwrap_or(0.0);
+                    let high_water_mark = state.init_data.high_water_marks.get(&p.symbol).copied().unwrap_or(entry_price);
+
+                    let activation_gain = if entry_atr > 0.0 {
+                        (ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
+                    } else {
+                        0.0
+                    };
+
+                    let best_pnl = (high_water_mark - entry_price) / entry_price;
+                    let big_activation = if entry_atr > 0.0 {
+                        (ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
+                    } else { 0.0 };
+                    let small_activation = if entry_atr > 0.0 {
+                        (EARLY_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
+                    } else { 0.0 };
+
+                    let (trail_status, stop_loss_price) = if best_pnl >= BREAKEVEN_ACTIVATION_PCT && pnl_pct <= -BREAKEVEN_MAX_LOSS_PCT {
+                        ("Breakeven!".to_string(), entry_price * (1.0 - BREAKEVEN_MAX_LOSS_PCT))
+                    } else if entry_atr > 0.0 && best_pnl >= big_activation {
+                        let trail_distance = ATR_TRAIL_MULTIPLIER * entry_atr;
+                        let stop_price = high_water_mark - trail_distance;
+                        ("Wide Trail".to_string(), stop_price)
+                    } else if entry_atr > 0.0 && pnl_pct >= small_activation {
+                        let trail_distance = EARLY_TRAIL_MULTIPLIER * entry_atr;
+                        let stop_price = high_water_mark - trail_distance;
+                        ("Tight Trail".to_string(), stop_price)
+                    } else {
+                        ("Inactive".to_string(), entry_price - ATR_STOP_MULTIPLIER * entry_atr)
+                    };
+
+                    PositionResponse {
                         symbol: p.symbol.clone(),
                         qty: p.qty.parse().unwrap_or(0.0),
                         market_value: p.market_value.parse().unwrap_or(0.0),
-                    avg_entry_price: p.avg_entry_price.parse().unwrap_or(0.0),
+                        avg_entry_price: entry_price,
-                    current_price: p.current_price.parse().unwrap_or(0.0),
+                        current_price,
                         unrealized_pnl: p.unrealized_pl.parse().unwrap_or(0.0),
                         pnl_pct: p.unrealized_plpc.parse::<f64>().unwrap_or(0.0) * 100.0,
                         change_today: p
@@ -562,6 +620,9 @@ async fn api_positions(State(state): State<Arc<DashboardState>>) -> impl IntoRes
                             .and_then(|s| s.parse::<f64>().ok())
                             .unwrap_or(0.0)
                             * 100.0,
+                        trail_status,
+                        stop_loss_price,
+                    }
                 })
                 .collect();
 
@@ -614,8 +675,12 @@ async fn api_orders(State(state): State<Arc<DashboardState>>) -> impl IntoRespon
 }
 
 /// Start the dashboard web server.
-pub async fn start_dashboard(client: AlpacaClient, port: u16) -> anyhow::Result<()> {
+pub async fn start_dashboard(
-    let state = Arc::new(DashboardState { client });
+    client: AlpacaClient,
+    port: u16,
+    init_data: DashboardInitData,
+) -> anyhow::Result<()> {
+    let state = Arc::new(DashboardState { client, init_data });
 
     let app = Router::new()
         .route("/", get(index))

src/main.rs

@@ -50,7 +50,8 @@ use crate::config::{Timeframe, DEFAULT_INITIAL_CAPITAL};
                   Backtest 6 months:   invest-bot --backtest --months 6\n  \
                   Backtest 1y 6m:      invest-bot --backtest --years 1 --months 6\n  \
                   Custom capital:      invest-bot --backtest --years 5 --capital 50000\n  \
-                  Hourly backtest:     invest-bot --backtest --years 1 --timeframe hourly"
+                  Hourly backtest:     invest-bot --backtest --years 1 --timeframe hourly\n  \
+                  Custom date range:   invest-bot --backtest --start-date 2007-01-01 --end-date 2008-12-31"
 )]
 struct Args {
     /// Run in backtest mode instead of live trading
@@ -65,6 +66,14 @@ struct Args {
     #[arg(short, long, default_value_t = 0.0)]
     months: f64,
 
+    /// Start date for backtest (YYYY-MM-DD). Overrides --years/--months if provided.
+    #[arg(long, value_name = "YYYY-MM-DD")]
+    start_date: Option<String>,
+
+    /// End date for backtest (YYYY-MM-DD). Defaults to now if not provided.
+    #[arg(long, value_name = "YYYY-MM-DD")]
+    end_date: Option<String>,
+
     /// Initial capital for backtesting
     #[arg(short, long, default_value_t = DEFAULT_INITIAL_CAPITAL)]
     capital: f64,
@@ -171,14 +180,45 @@ async fn main() -> Result<()> {
 }
 
 async fn run_backtest(api_key: String, api_secret: String, args: Args) -> Result<()> {
-    // Combine years and months (default to 1 year if neither specified)
+    use chrono::NaiveDate;
-    let total_years = args.years + (args.months / 12.0);
-    let total_years = if total_years <= 0.0 { 1.0 } else { total_years };
 
     let client = AlpacaClient::new(api_key, api_secret)?;
     let mut backtester = Backtester::new(args.capital, args.timeframe);
 
-    let result = backtester.run(&client, total_years).await?;
+    let result = if args.start_date.is_some() || args.end_date.is_some() {
+        // Custom date range mode
+        let start_date = if let Some(ref s) = args.start_date {
+            NaiveDate::parse_from_str(s, "%Y-%m-%d")
+                .context("Invalid start date format. Use YYYY-MM-DD (e.g., 2007-01-01)")?
+        } else {
+            // If no start date provided, default to 1 year before end date
+            let end = if let Some(ref e) = args.end_date {
+                NaiveDate::parse_from_str(e, "%Y-%m-%d")?
+            } else {
+                chrono::Utc::now().date_naive()
+            };
+            end - chrono::Duration::days(365)
+        };
+
+        let end_date = if let Some(ref e) = args.end_date {
+            NaiveDate::parse_from_str(e, "%Y-%m-%d")
+                .context("Invalid end date format. Use YYYY-MM-DD (e.g., 2008-12-31)")?
+        } else {
+            chrono::Utc::now().date_naive()
+        };
+
+        // Validate date range
+        if start_date >= end_date {
+            anyhow::bail!("Start date must be before end date");
+        }
+
+        backtester.run_with_dates(&client, start_date, end_date).await?
+    } else {
+        // Years/months mode (existing behavior)
+        let total_years = args.years + (args.months / 12.0);
+        let total_years = if total_years <= 0.0 { 1.0 } else { total_years };
+        backtester.run(&client, total_years).await?
+    };
 
     // Save results to CSV
     save_backtest_results(&result)?;
@@ -192,17 +232,27 @@ async fn run_live_trading(api_key: String, api_secret: String, args: Args) -> Re
         .parse()
         .unwrap_or(5000);
 
+    // Create the bot first to load its state
+    let mut bot = TradingBot::new(api_key.clone(), api_secret.clone(), args.timeframe).await?;
+
     // Create a separate client for the dashboard
     let dashboard_client = AlpacaClient::new(api_key.clone(), api_secret.clone())?;
 
+    // Extract data for the dashboard
+    let init_data = dashboard::DashboardInitData {
+        entry_atrs: bot.get_entry_atrs(),
+        high_water_marks: bot.get_high_water_marks(),
+    };
+
     // Spawn dashboard in background
     tokio::spawn(async move {
-        if let Err(e) = dashboard::start_dashboard(dashboard_client, dashboard_port).await {
+        if let Err(e) =
+            dashboard::start_dashboard(dashboard_client, dashboard_port, init_data).await
+        {
             tracing::error!("Dashboard error: {}", e);
         }
     });
 
-    // Run the trading bot
+    // Now run the bot's main loop
-    let mut bot = TradingBot::new(api_key, api_secret, args.timeframe).await?;
     bot.run().await
 }

src/strategy.rs

@@ -2,8 +2,13 @@
 use std::collections::HashMap;
 use crate::config::{
     get_sector, IndicatorParams, Timeframe, ATR_STOP_MULTIPLIER,
-    ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER, MAX_LOSS_PCT, MAX_POSITION_SIZE,
+    ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER,
-    MIN_ATR_PCT, RISK_PER_TRADE, STOP_LOSS_PCT, TIME_EXIT_BARS,
+    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,
+    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};
@@ -66,18 +71,14 @@ impl Strategy {
     /// Check if stop-loss, trailing stop, or time exit should trigger.
     ///
     /// Exit priority (checked in order):
-    /// 1. Hard max-loss cap (MAX_LOSS_PCT) -- absolute worst-case, gap protection
+    /// 1. Hard max-loss cap (MAX_LOSS_PCT) -- gap protection
-    /// 2. ATR-based stop-loss (ATR_STOP_MULTIPLIER * ATR) -- primary risk control
+    /// 2. ATR-based stop-loss -- primary risk control
-    /// 3. Fixed % stop-loss (STOP_LOSS_PCT) -- fallback when ATR unavailable
+    /// 3. Fixed % stop-loss -- fallback when ATR unavailable
-    /// 4. ATR trailing stop (ATR_TRAIL_MULTIPLIER * ATR from HWM) -- profit protection
+    /// 4. Breakeven ratchet -- once in profit, never lose more than 1%
-    /// 5. Time-based exit (TIME_EXIT_BARS) -- only if position is LOSING
+    /// 5. Tiered trailing stop:
-    ///
+    ///    - Small gains (0.5x ATR): tight trail (1.5x ATR)
-    /// Key design decisions:
+    ///    - Big gains (2.0x ATR): wide trail (3.0x ATR)
-    /// - Trailing stop activates early (1.5x ATR) but has wide distance (2.5x ATR)
+    /// 6. Time-based exit -- only if position is LOSING
-    ///   so winners have room to breathe but profits are protected.
-    /// - Time exit ONLY sells losers. Winners at the time limit are doing fine;
-    ///   the trailing stop handles profit-taking on them.
-    /// - Max loss is wide enough to avoid being hit by normal ATR-level moves.
     pub fn check_stop_loss_take_profit(
         &mut self,
         symbol: &str,
@@ -115,22 +116,39 @@ impl Strategy {
             return Some(Signal::StrongSell);
         }
 
-        // 4. ATR-based trailing stop (profit protection)
+        // 4. Breakeven ratchet: once we've been in profit, cap downside to -1%
-        // Activates earlier than before (1.5x ATR gain) so profits are locked in.
+        if pnl_pct <= -BREAKEVEN_MAX_LOSS_PCT {
-        // Distance is wider (2.5x ATR from HWM) so normal retracements don't trigger it.
+            if let Some(&high_water) = self.high_water_marks.get(symbol) {
-        let activation_gain = if entry_atr > 0.0 {
+                let best_pnl = (high_water - entry_price) / entry_price;
-            (ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
+                if best_pnl >= BREAKEVEN_ACTIVATION_PCT {
+                    // Was in profit but now losing > 1% — get out
+                    return Some(Signal::Sell);
+                }
+            }
+        }
+
+        // 5. Tiered ATR trailing stop (profit protection)
+        // Tier 1: small gains (0.5x ATR) → tight trail (1.5x ATR)
+        // Tier 2: big gains (2.0x ATR) → wide trail (3.0x ATR) to let winners run
+        if let Some(&high_water) = self.high_water_marks.get(symbol) {
+            let best_pnl = (high_water - entry_price) / entry_price;
+
+            let (activation_gain, trail_distance) = if entry_atr > 0.0 {
+                let big_activation = (ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price;
+                let small_activation = (EARLY_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price;
+
+                if best_pnl >= big_activation {
+                    // Tier 2: big winner — wide trail
+                    (big_activation, ATR_TRAIL_MULTIPLIER * entry_atr)
                 } else {
-            TRAILING_STOP_ACTIVATION
+                    // Tier 1: small gain — tight trail
+                    (small_activation, EARLY_TRAIL_MULTIPLIER * entry_atr)
+                }
+            } else {
+                (TRAILING_STOP_ACTIVATION, high_water * TRAILING_STOP_DISTANCE)
             };
 
             if pnl_pct >= activation_gain {
-            if let Some(&high_water) = self.high_water_marks.get(symbol) {
-                let trail_distance = if entry_atr > 0.0 {
-                    ATR_TRAIL_MULTIPLIER * entry_atr
-                } else {
-                    high_water * TRAILING_STOP_DISTANCE
-                };
                 let trailing_stop_price = high_water - trail_distance;
                 if current_price <= trailing_stop_price {
                     return Some(Signal::Sell);
@@ -138,10 +156,20 @@ impl Strategy {
             }
         }
 
-        // 5. 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);
         }

src/types.rs

@@ -1,5 +1,6 @@
 //! Data types and structures for the trading bot.
 
+use crate::config::ALLOW_LONGS_IN_BEAR_MARKET;
 use chrono::{DateTime, Utc};
 use serde::{Deserialize, Serialize};
 
@@ -27,7 +28,10 @@ impl MarketRegime {
 
     /// Whether new long entries are permitted in this regime.
     pub fn allows_new_longs(&self) -> bool {
-        !matches!(self, MarketRegime::Bear)
+        match self {
+            MarketRegime::Bear => ALLOW_LONGS_IN_BEAR_MARKET,
+            _ => true,
+        }
     }
 }