Quest 3

Tuning YOLO v2 thresholds for your risk tolerance

The 10-stage pipeline has knobs. Know which knob moves what, and which ones to leave alone.

Lesson

Safe to tune

| Knob | Default | Lower = more trades | Higher = fewer trades | |---|---|---|---| | rocEntryThreshold | 2% | ✓ | ✓ | | offHoursRocThreshold | 3% | ✓ | ✓ | | multiTfRocThreshold | 0.5% | ✓ | ✓ | | Min 24h USD volume | $10K | More thin coins allowed | Only deep books | | Max spread | 1.5% | More thin coins allowed | Tighter only |

Tune with caution

| Knob | Why careful | |---|---| | hardStopPnlPct | Tighter (−0.5%) = more whipsaw; looser (−3%) = bigger drawdowns | | breakevenPeakPct | Too low (0.3%) = every win is tiny; too high (5%) = leave profit on table | | rsiOverboughtCap | Raising above 80 lets you buy into climaxing pumps |

Leave alone (unless you know why)

pdtMaxDayTrades (Alpaca only — it's the SEC's rule, not ours)
feeRoundTripEst (0.0052 = actual Kraken taker fee round-trip)
Two-cycle confirmation (toggling off is asking to catch tops)

The rule of thumb

Change ONE knob at a time. Run for 24 hours. Compare trades + P&L. If better, keep. If worse, revert. Changing 3 things at once means you can't tell which helped.

Your task (quiz)

Pick the right knob for each scenario.

Quiz

Q1. Agent is getting into bad trades that immediately reverse. You want FEWER entries but still meaningful P&L. Which knob?

Lower hardStopPnlPct to −0.5%Raise rocEntryThreshold from 2% to 3%+Disable BTC regime filterLower min volume to $1K

Q2. Agent sits in cash for hours. You want MORE entries. Which knob, and what's the risk?

Lower rocEntryThreshold to 1% — risk: more false breakouts enterLower min volume to $5K — risk: thin-book traps like the old BMB/CHEX scenariosBoth — and both risks applyRaise RSI overbought cap to 85 — risk: buying climaxing pumps

1NC Platform Mastery