Edit optimizer/optimize_eth_entry.toml

# ETH Entry Quality + Vol Calibration Optimizer
#
# ETH 15m session analysis (33h): 52.6% win rate vs 57.7% breakeven threshold.
# Root cause is entry quality (directional accuracy), not exit params.
# All exit-focused params (vol_floor, stop_loss, ev_hold) hit their bounds in
# optimize_vol_calibration.toml — the optimizer was looking in the wrong place.
#
# This config targets the actual lever: pricing model calibration.
# - ewma_lambda: controls vol estimate stability (lower = smoother, longer memory)
#   0.25 (default, half-life ~2.4m) → too reactive for ETH's noisy 1-min klines
#   0.10 (half-life ~6.6m) → more stable, less influenced by individual candles
# - vol_lookback_periods: more history → more stable vol baseline
# - min_pricing_edge: stricter entry → higher bar for trade quality
# - uncertain_zone_max: widens the no-trade zone around 0.50
#   (ETH near fair-value is genuinely uncertain — don't trade it)
#
# The vol_floor and stop_loss_pct bounds are widened vs optimize_vol_calibration.toml
# to ensure the optimizer can escape local minima. ev_hold_theo_threshold included
# as a secondary lever to manage the loss-side trades that do get entered.

replay_dir = "replay_data/15m_live_recording_20260224_223827"
slugs = ["eth-up-or-down-15m"]
strategy_type = "cryptoprices"
template_config = "config/live/live-sol-eth-15m.toml"

[parameter_space.strategy]
min_pricing_edge        = { min = 0.20, max = 0.50 }
uncertain_zone_max      = { min = 0.40, max = 0.58 }
vol_floor               = { min = 0.30, max = 1.20 }
ewma_lambda             = { min = 0.05, max = 0.30 }
vol_lookback_periods    = { min = 20,   max = 90   }
stop_loss_pct           = { min = 0.15, max = 0.50 }
ev_hold_theo_threshold  = { min = 0.30, max = 0.70 }

[parameter_space.global]
stop_loss_timeout          = { min = 5,    max = 30   }
stop_loss_recovery_buffer  = { min = 0.01, max = 0.05 }

[objective]
function = "sharpe_ratio"

[pso]
swarm_size          = 24
max_iterations      = 60
inertia_weight      = 0.729
cognitive_coefficient = 1.49445
social_coefficient  = 1.49445