Day 31: Entry Price & Direction Analysis
Topic: Entry price sweet spots and directional bias analysis
Date: 2026-03-13
Status: β
COMPLETED
Research Question
What entry price ranges and trade directions perform best?
Data Analysis
Entry Price Sweet Spot
Analyzed 416 trades from trade-journal.json:
| Entry Price | Trades | Win Rate | Avg PnL |
|---|---|---|---|
| $0.30-$0.40 | 35 | 74.3% | $12.92 |
| $0.40-$0.50 | 198 | 71.7% | $6.03 |
| $0.50-$0.60 | 159 | 70.4% | $3.98 |
Finding: Lower entry prices ($0.30-$0.40) have 2-3x higher PnL per trade. However, liquidity may be lower at these prices.
Directional Bias
| Direction | Trades | Win Rate |
|---|---|---|
| UP | 181 | 75.1% |
| DOWN | 235 | 69.8% |
Finding: UP trades win 5.3 pp more often than DOWN trades.
Stop-Loss Analysis
Current stop-loss triggers at ~18-24% loss. Analysis shows: - 5% stop: stops 173 trades (41%) - 10% stop: stops 157 trades (38%) - Current system: stops 26 trades (6%)
Finding: Tighter stops reduce total exposure but may cut winning trades early. Current system lets winners run (avg hold 2.6 min, 72% win rate).
Key Insights
- Entry price matters β lower entry = higher PnL (confirmed earlier research)
- UP bias β 75% win rate vs 70% for DOWN
- Let winners run β current system is correct (doesnβt use tight stops)
Recommendation
NOT DEPLOYABLE β Current system is already well-optimized. The entry price finding confirms existing $0.30-$0.55 sweet spot from prior research. Directional bias is marginal (5 pp) and may be regime-dependent.