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FEATURE: Session-Specific Confidence Thresholds - Asian: >=95% Confidence (unchanged, 97.8% WR) - NY: >=97% Confidence (NEW, improves WR from 43.3% to 56.5%!) - London/Overlap: Blocked (as before) EXPECTED IMPACT: - Eliminates 7 poor NY trades (all <97% confidence) - NY Win-Rate: 43.3% → 56.5% (+13.2 pp) - NY Profit: $1,418 → $1,655 (+$237) - Total Profit: $8,306 → $8,598 (+$292) - Overall Win-Rate: 67.8% → ~71% IMPLEMENTATION: 1. session_filter_patch.py - Added session_confidence_thresholds config - New function: get_session_confidence_threshold() - New function: is_confidence_sufficient() 2. session_confidence_filter.py (NEW) - Wrapper for execute_trade_v2_adaptive - Session-specific confidence checks - Test suite (6/6 tests passed ✅) 3. analyze_ny_session.py (NEW) - Detailed NY session analysis - Simulations for different thresholds - Data shows 97-98% trades had 100% WR TESTING: All 6 test cases passed: - Asian 96%: ALLOWED ✅ - Asian 94%: BLOCKED ✅ - NY 98%: ALLOWED ✅ - NY 96%: BLOCKED ✅ - London 99%: BLOCKED ✅ - Overlap 99%: BLOCKED ✅ NEXT STEPS: 1. Integrate wrapper into notebook 2. Restart kernel 3. Monitor for 1 week 4. Review performance improvement FILES: - session_filter_patch.py: Updated config + new functions - session_confidence_filter.py: Wrapper implementation - analyze_ny_session.py: Analysis tool - NY_SESSION_FINETUNING.md: Complete documentation