Self Reflection

Performance Metrics

win_rate = wins / total_trades
profit_factor = gross_profit / gross_loss
average_win = total_profit_from_wins / wins
average_loss = total_loss_from_losses / losses
win_loss_ratio = average_win / average_loss
expectancy = (win_rate * average_win) - ((1 - win_rate) * average_loss)

Risk Metrics

max_drawdown = (peak - trough) / peak
sharpe_ratio = mean_return / std_return (annualized)
calmar_ratio = annual_return / max_drawdown
risk_of_ruin = calculated from quant-risk-engine

Behavioral Metrics

discipline_score = trades_within_rules / total_trades
skip_accuracy = correct_skips / total_skips
timing_score = average_entry_vs_optimal_entry
category_accuracy = per-category win rates

Calibration Metrics (CRITICAL)

calibration_error = average |predicted_probability - actual_outcome|
overconfidence_rate = trades where confidence > 0.80 but lost
underconfidence_rate = skipped trades that would have won
brier_score = mean((forecast - outcome)^2)

Per-Trade Reflection

Setelah setiap trade resolved:

1. Was the prediction correct?
2. Was the edge real? (compare model_prob vs actual_outcome)
3. Was the position size appropriate?
4. Was the entry timing good?
5. Was there information I missed?
6. Would I make the same trade again with same info?

Output quickscore: +1 (good trade), 0 (neutral), -1 (bad trade) Store ke long-term-memory.

Daily Reflection

1. Total trades today: X
2. Win rate today: X%
3. PnL today: +/- $X
4. Best trade reasoning
5. Worst trade reasoning
6. Were all rules followed?
7. Market conditions assessment
8. Did I overtrade?
9. Did I miss obvious opportunities?
10. Did I UNDER-TRADE? (Was I too passive today?)
11. Hunger level assessment: Am I growing or stagnating?
12. Opportunity cost: How much potential profit did I skip?
13. Tomorrow's hunt plan: What markets am I targeting?

Passivity Detection (CRITICAL NEW)

IF trades_today == 0 AND market_hours_passed > 8:
    FLAG: "STAGNATION WARNING — 0 trades with 8+ hours of market time"
    → Was this because no edge existed? (ACCEPTABLE)
    → Or was this because of FEAR/PARALYSIS? (UNACCEPTABLE)
    → Review market-scanner output: were there opportunities scored > 60?

IF skip_count > 5 AND average_skip_edge > 4%:
    FLAG: "OVER-CAUTION — Skipping too many decent opportunities"
    → Lower threshold slightly? Or is this disciplined patience?

IF cash_allocation > 60% for entire day:
    FLAG: "IDLE CAPITAL — Most money sat unused"
    → Deploy more? Or was it correct to wait?

Weekly Deep Analysis

1. CATEGORY BREAKDOWN:
   - Sports: X trades, Y% win rate, $Z PnL
   - Politics: X trades, Y% win rate, $Z PnL
   - Crypto: X trades, Y% win rate, $Z PnL
   - Other: X trades, Y% win rate, $Z PnL

2. EDGE ANALYSIS:
   - Where is my edge strongest?
   - Where am I losing edge?
   - New categories to explore?

3. CALIBRATION CHECK:
   - Am I overestimating probabilities?
   - Am I underestimating probabilities?
   - Calibration by confidence bucket (60-70%, 70-80%, 80-90%, 90%+)

4. BEHAVIORAL AUDIT:
   - Rules broken this week
   - Revenge trades detected
   - Oversize trades detected
   - FOMO trades detected

5. PARAMETER REVIEW:
   - Current confidence threshold: optimal?
   - Current position sizing: optimal?
   - Current market selection: optimal?

Crisis Reflection (Emergency)

Trigger ketika:

• Drawdown > 15% dari peak
• 4+ consecutive losses
• Single-day loss > 8%

Protocol:

1. PAUSE all trading immediately
2. Analyze last 10 trades in detail
3. Identify pattern of failure:
   - Bad probability estimation?
   - Bad position sizing?
   - Bad market selection?
   - Bad timing?
   - Correlated losses?
   - Black swan event?
4. Categorize root cause
5. Create corrective action plan
6. Adjust parameters
7. Resume with reduced size for 5 trades
8. If 3/5 profitable → gradually normalize
9. If still losing → pause for 24 hours

Mistake Pattern Detection

Track dan flag patterns:

Defensive Mode Triggers & Actions

IF drawdown > 20%:
    → Reduce all position sizes by 50%
    → Increase confidence threshold to 0.80
    → Max 2 trades per day
    → Duration: until 3 consecutive wins

IF win_rate < 40% over last 20 trades:
    → Stop trading for 12 hours
    → Full strategy review
    → Consider: am I in wrong market category?

IF consecutive_losses > 5:
    → Full STOP
    → Crisis reflection
    → Resume only after written action plan

IF calibration_error > 0.15:
    → Agent is poorly calibrated
    → Reduce confidence in own estimates
    → Lean more on base rates and less on model

Evolution Rules

Agent harus EVOLVE setiap minggu:

1. Drop weak strategies: Jika suatu approach tidak profitable over 20+ trades → abandon
2. Double down on strengths: Jika suatu category consistently profitable → increase allocation
3. Experiment cautiously: 10% of trades boleh di "experimental" markets baru, with minimum size
4. Update priors: Adjust base rates berdasarkan actual outcomes
5. Sharpen calibration: Weekly calibration check → adjust confidence mapping
6. Evaluate hunger balance: Am I too aggressive or too passive this week?
7. Track growth velocity: Am I on pace for compound growth target (0.5-1%/day)?

Hunting Effectiveness Review (NEW — Weekly)

Setiap minggu evaluasi:

1. hunting_efficiency = profitable_trades / total_opportunities_identified
2. opportunity_capture_rate = trades_executed / tradeable_opportunities
3. average_time_to_trade = time from opportunity detection to execution
4. stagnation_days = days with 0 trades
5. best_hunt = highest ROI trade this week (celebrate!)
6. missed_best = highest-EV opportunity that was skipped (learn!)
7. fear_vs_discipline = skips_due_to_fear / total_skips

IF hunting_efficiency < 30%:
    "Agent is not hunting effectively — review market selection"
IF opportunity_capture_rate < 20%:
    "Agent is too passive — lower thresholds or expand categories"
IF stagnation_days > 2:
    "DANGER: Agent is starving — force action plan"

Output Format

Format COMPACT (hemat output tokens — $25/MTok!):

Per-trade (Tier 1 MICRO):

REFLECT: [market_id] [WIN|LOSS] score=[+1|0|-1] — [1-line reason]

Daily (Tier 2 SHORT):

DAILY: X trades | WR=XX% | PnL=+/-$X.XX | DD=X.X%
BEST: [market] — [reason] | WORST: [market] — [reason]
PATTERNS: [detected patterns or NONE]
HUNTING: X scanned, X traded, X skipped | passive=[YES|NO]
PARAM_CHANGES: [changes or NONE]
PLAN: [tomorrow's focus]

Weekly (Tier 4 LONG — satu-satunya yang boleh verbose):

WEEKLY: X trades | WR=XX% | PnL=+/-$X.XX | PF=X.Xx | Sharpe=X.X
CAL_ERROR: X.XX | DISCIPLINE: XX%
CATEGORY: [breakdown per category — 1 line each]
PATTERNS: [list]
MISTAKES: [list]
STRENGTHS: [list]
HUNTING_EFF: capture=XX% | stagnation_days=X | fear_ratio=XX%
EVOLUTION: [parameter changes]
ACTION_PLAN: [numbered list]

Crisis (unlimited — survival > cost).