hedgequantx 2.5.40 → 2.5.41

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.5.40",
+  "version": "2.5.41",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/services/ai/strategy-supervisor.js

@@ -24,7 +24,7 @@ const LEARNING_FILE = path.join(DATA_DIR, 'ai-learning.json');
 
 /**
  * Load persisted learning data from disk
- * Called on startup to restore previous learnings
+ * Contains full memory of strategy behavior over weeks/months
  */
 const loadLearningData = () => {
   try {
@@ -34,16 +34,51 @@ const loadLearningData = () => {
     
     if (fs.existsSync(LEARNING_FILE)) {
       const data = JSON.parse(fs.readFileSync(LEARNING_FILE, 'utf8'));
+      
+      // Clean old sessions (keep only last 1 month / 31 days)
+      const oneMonthAgo = Date.now() - (31 * 24 * 60 * 60 * 1000);
+      const sessions = (data.sessions || []).filter(s => 
+        new Date(s.date).getTime() > oneMonthAgo
+      );
+      
       return {
+        // Pattern memory
         winningPatterns: data.winningPatterns || [],
         losingPatterns: data.losingPatterns || [],
+        
+        // Optimization history
         optimizations: data.optimizations || [],
+        
+        // Symbol-specific data (NQ, ES, etc.)
+        symbols: data.symbols || {},
+        
+        // Full session history (last 30 days)
+        sessions: sessions,
+        
+        // Hourly performance analysis
+        hourlyStats: data.hourlyStats || {},
+        
+        // Day of week analysis
+        dayOfWeekStats: data.dayOfWeekStats || {},
+        
+        // Strategy behavior profile
+        strategyProfile: data.strategyProfile || {
+          bestHours: [],
+          worstHours: [],
+          avgWinStreak: 0,
+          avgLossStreak: 0,
+          preferredConditions: null
+        },
+        
+        // Lifetime stats
         totalSessions: data.totalSessions || 0,
         totalTrades: data.totalTrades || 0,
         totalWins: data.totalWins || 0,
         totalLosses: data.totalLosses || 0,
         lifetimePnL: data.lifetimePnL || 0,
-        lastUpdated: data.lastUpdated || null
+        
+        lastUpdated: data.lastUpdated || null,
+        firstSession: data.firstSession || null
       };
     }
   } catch (e) {
@@ -54,18 +89,137 @@ const loadLearningData = () => {
     winningPatterns: [],
     losingPatterns: [],
     optimizations: [],
+    symbols: {},
+    sessions: [],
+    hourlyStats: {},
+    dayOfWeekStats: {},
+    strategyProfile: {
+      bestHours: [],
+      worstHours: [],
+      avgWinStreak: 0,
+      avgLossStreak: 0,
+      preferredConditions: null
+    },
     totalSessions: 0,
     totalTrades: 0,
     totalWins: 0,
     totalLosses: 0,
     lifetimePnL: 0,
-    lastUpdated: null
+    lastUpdated: null,
+    firstSession: null
+  };
+};
+
+/**
+ * Get or create symbol data structure
+ */
+const getSymbolData = (symbolName) => {
+  const data = loadLearningData();
+  if (!data.symbols[symbolName]) {
+    return {
+      name: symbolName,
+      levels: [],           // Key price levels
+      sessions: [],         // Trading sessions history
+      patterns: [],         // Symbol-specific patterns
+      stats: {
+        trades: 0,
+        wins: 0,
+        losses: 0,
+        pnl: 0
+      }
+    };
+  }
+  return data.symbols[symbolName];
+};
+
+/**
+ * Record a key price level for a symbol
+ * Called when trades happen at significant levels
+ */
+const recordPriceLevel = (symbolName, price, type, outcome) => {
+  // type: 'support', 'resistance', 'breakout', 'rejection'
+  // outcome: 'win', 'loss', 'neutral'
+  
+  const level = {
+    price: Math.round(price * 4) / 4, // Round to nearest 0.25
+    type,
+    outcome,
+    timestamp: Date.now(),
+    date: new Date().toISOString().split('T')[0],
+    hour: new Date().getHours()
+  };
+  
+  if (!supervisorState.currentSymbol) {
+    supervisorState.currentSymbol = symbolName;
+  }
+  
+  if (!supervisorState.symbolLevels) {
+    supervisorState.symbolLevels = [];
+  }
+  
+  // Check if level already exists (within 2 ticks)
+  const tickSize = symbolName.includes('NQ') ? 0.25 : 0.25;
+  const existing = supervisorState.symbolLevels.find(l => 
+    Math.abs(l.price - level.price) <= tickSize * 2
+  );
+  
+  if (existing) {
+    // Update existing level
+    existing.touches = (existing.touches || 1) + 1;
+    existing.lastTouch = Date.now();
+    existing.outcomes = existing.outcomes || [];
+    existing.outcomes.push(outcome);
+  } else {
+    // New level
+    level.touches = 1;
+    level.outcomes = [outcome];
+    supervisorState.symbolLevels.push(level);
+  }
+};
+
+/**
+ * Analyze current price against known levels
+ * Returns nearby important levels
+ */
+const analyzeNearbyLevels = (symbolName, currentPrice) => {
+  const data = loadLearningData();
+  const symbolData = data.symbols[symbolName];
+  
+  if (!symbolData || !symbolData.levels || symbolData.levels.length === 0) {
+    return { nearbyLevels: [], message: 'No historical levels' };
+  }
+  
+  const tickSize = symbolName.includes('NQ') ? 0.25 : 0.25;
+  const range = tickSize * 20; // Look within 20 ticks
+  
+  const nearbyLevels = symbolData.levels
+    .filter(l => Math.abs(l.price - currentPrice) <= range)
+    .sort((a, b) => Math.abs(a.price - currentPrice) - Math.abs(b.price - currentPrice))
+    .slice(0, 5) // Top 5 nearest levels
+    .map(l => {
+      const winRate = l.outcomes ? 
+        l.outcomes.filter(o => o === 'win').length / l.outcomes.length : 0;
+      return {
+        price: l.price,
+        distance: Math.round((l.price - currentPrice) / tickSize),
+        type: l.type,
+        touches: l.touches || 1,
+        winRate: Math.round(winRate * 100),
+        direction: l.price > currentPrice ? 'above' : 'below'
+      };
+    });
+  
+  return {
+    nearbyLevels,
+    message: nearbyLevels.length > 0 ? 
+      `${nearbyLevels.length} known levels nearby` : 
+      'No known levels nearby'
   };
 };
 
 /**
  * Save learning data to disk
- * Called after each trade and on session end
+ * Full memory of strategy behavior over 1 month
  */
 const saveLearningData = () => {
   try {
@@ -76,24 +230,137 @@ const saveLearningData = () => {
     // Load existing data first
     const existing = loadLearningData();
     
-    // Merge with current session data
+    const now = new Date();
+    const currentHour = now.getHours();
+    const currentDay = now.getDay(); // 0=Sunday, 1=Monday, etc.
+    const dayNames = ['sunday', 'monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday'];
+    
+    // Merge symbol data
+    const symbols = { ...existing.symbols };
+    if (supervisorState.currentSymbol) {
+      const sym = supervisorState.currentSymbol;
+      if (!symbols[sym]) {
+        symbols[sym] = {
+          name: sym,
+          levels: [],
+          sessions: [],
+          stats: { trades: 0, wins: 0, losses: 0, pnl: 0 },
+          hourlyStats: {},
+          dayOfWeekStats: {}
+        };
+      }
+      
+      // Merge levels - keep last 50 most important
+      const existingLevels = symbols[sym].levels || [];
+      const newLevels = supervisorState.symbolLevels || [];
+      symbols[sym].levels = mergeLevels(existingLevels, newLevels, 50);
+      
+      // Add current session summary
+      symbols[sym].sessions.push({
+        date: now.toISOString(),
+        hour: currentHour,
+        dayOfWeek: dayNames[currentDay],
+        trades: supervisorState.performance.trades,
+        wins: supervisorState.performance.wins,
+        losses: supervisorState.performance.losses,
+        pnl: supervisorState.performance.totalPnL,
+        levelsWorked: newLevels.length,
+        maxWinStreak: supervisorState.performance.maxWinStreak,
+        maxLossStreak: supervisorState.performance.maxLossStreak
+      });
+      
+      // Keep only last 31 days of sessions per symbol
+      const oneMonthAgo = Date.now() - (31 * 24 * 60 * 60 * 1000);
+      symbols[sym].sessions = symbols[sym].sessions.filter(s => 
+        new Date(s.date).getTime() > oneMonthAgo
+      );
+      
+      // Update symbol stats
+      symbols[sym].stats.trades += supervisorState.performance.trades;
+      symbols[sym].stats.wins += supervisorState.performance.wins;
+      symbols[sym].stats.losses += supervisorState.performance.losses;
+      symbols[sym].stats.pnl += supervisorState.performance.totalPnL;
+    }
+    
+    // Update hourly stats (which hours perform best)
+    const hourlyStats = { ...existing.hourlyStats };
+    const hourKey = String(currentHour);
+    if (!hourlyStats[hourKey]) {
+      hourlyStats[hourKey] = { trades: 0, wins: 0, losses: 0, pnl: 0 };
+    }
+    hourlyStats[hourKey].trades += supervisorState.performance.trades;
+    hourlyStats[hourKey].wins += supervisorState.performance.wins;
+    hourlyStats[hourKey].losses += supervisorState.performance.losses;
+    hourlyStats[hourKey].pnl += supervisorState.performance.totalPnL;
+    
+    // Update day of week stats
+    const dayOfWeekStats = { ...existing.dayOfWeekStats };
+    const dayKey = dayNames[currentDay];
+    if (!dayOfWeekStats[dayKey]) {
+      dayOfWeekStats[dayKey] = { trades: 0, wins: 0, losses: 0, pnl: 0 };
+    }
+    dayOfWeekStats[dayKey].trades += supervisorState.performance.trades;
+    dayOfWeekStats[dayKey].wins += supervisorState.performance.wins;
+    dayOfWeekStats[dayKey].losses += supervisorState.performance.losses;
+    dayOfWeekStats[dayKey].pnl += supervisorState.performance.totalPnL;
+    
+    // Build strategy profile from data
+    const strategyProfile = buildStrategyProfile(hourlyStats, dayOfWeekStats, existing.sessions);
+    
+    // Current session record
+    const currentSession = {
+      date: now.toISOString(),
+      symbol: supervisorState.currentSymbol,
+      hour: currentHour,
+      dayOfWeek: dayNames[currentDay],
+      trades: supervisorState.performance.trades,
+      wins: supervisorState.performance.wins,
+      losses: supervisorState.performance.losses,
+      pnl: supervisorState.performance.totalPnL,
+      maxWinStreak: supervisorState.performance.maxWinStreak,
+      maxLossStreak: supervisorState.performance.maxLossStreak,
+      optimizationsApplied: supervisorState.optimizations.length,
+      levelsLearned: (supervisorState.symbolLevels || []).length
+    };
+    
+    // Merge sessions (keep 1 month)
+    const oneMonthAgo = Date.now() - (31 * 24 * 60 * 60 * 1000);
+    const sessions = [...existing.sessions, currentSession].filter(s => 
+      new Date(s.date).getTime() > oneMonthAgo
+    );
+    
+    // Build data to save
     const dataToSave = {
-      // Patterns - keep last 100 of each type (merge and dedupe by timestamp)
+      // Patterns - keep last 100 of each type
       winningPatterns: mergePatterns(existing.winningPatterns, supervisorState.winningPatterns, 100),
       losingPatterns: mergePatterns(existing.losingPatterns, supervisorState.losingPatterns, 100),
       
       // Optimizations history - keep last 50
       optimizations: [...existing.optimizations, ...supervisorState.optimizations].slice(-50),
       
+      // Symbol-specific data
+      symbols,
+      
+      // Full session history (1 month)
+      sessions,
+      
+      // Performance by hour and day
+      hourlyStats,
+      dayOfWeekStats,
+      
+      // Strategy behavior profile
+      strategyProfile,
+      
       // Lifetime stats
-      totalSessions: existing.totalSessions + (supervisorState.active ? 0 : 1),
+      totalSessions: existing.totalSessions + 1,
       totalTrades: existing.totalTrades + supervisorState.performance.trades,
       totalWins: existing.totalWins + supervisorState.performance.wins,
       totalLosses: existing.totalLosses + supervisorState.performance.losses,
       lifetimePnL: existing.lifetimePnL + supervisorState.performance.totalPnL,
       
       // Metadata
-      lastUpdated: new Date().toISOString()
+      firstSession: existing.firstSession || now.toISOString(),
+      lastUpdated: now.toISOString()
     };
     
     fs.writeFileSync(LEARNING_FILE, JSON.stringify(dataToSave, null, 2));
@@ -103,6 +370,58 @@ const saveLearningData = () => {
   }
 };
 
+/**
+ * Build strategy profile from historical data
+ * Identifies best/worst hours, days, and patterns
+ */
+const buildStrategyProfile = (hourlyStats, dayOfWeekStats, sessions) => {
+  // Find best and worst hours
+  const hours = Object.entries(hourlyStats)
+    .map(([hour, stats]) => ({
+      hour: parseInt(hour),
+      winRate: stats.trades > 0 ? (stats.wins / stats.trades) * 100 : 0,
+      pnl: stats.pnl,
+      trades: stats.trades
+    }))
+    .filter(h => h.trades >= 3) // Need at least 3 trades to be significant
+    .sort((a, b) => b.winRate - a.winRate);
+  
+  const bestHours = hours.slice(0, 3).map(h => h.hour);
+  const worstHours = hours.slice(-3).map(h => h.hour);
+  
+  // Find best and worst days
+  const days = Object.entries(dayOfWeekStats)
+    .map(([day, stats]) => ({
+      day,
+      winRate: stats.trades > 0 ? (stats.wins / stats.trades) * 100 : 0,
+      pnl: stats.pnl,
+      trades: stats.trades
+    }))
+    .filter(d => d.trades >= 3)
+    .sort((a, b) => b.winRate - a.winRate);
+  
+  const bestDays = days.slice(0, 2).map(d => d.day);
+  const worstDays = days.slice(-2).map(d => d.day);
+  
+  // Calculate average streaks from sessions
+  let totalWinStreaks = 0, totalLossStreaks = 0, streakCount = 0;
+  for (const session of sessions) {
+    if (session.maxWinStreak) totalWinStreaks += session.maxWinStreak;
+    if (session.maxLossStreak) totalLossStreaks += session.maxLossStreak;
+    streakCount++;
+  }
+  
+  return {
+    bestHours,
+    worstHours,
+    bestDays,
+    worstDays,
+    avgWinStreak: streakCount > 0 ? Math.round(totalWinStreaks / streakCount * 10) / 10 : 0,
+    avgLossStreak: streakCount > 0 ? Math.round(totalLossStreaks / streakCount * 10) / 10 : 0,
+    totalSessionsAnalyzed: sessions.length
+  };
+};
+
 /**
  * Merge pattern arrays, keeping most recent unique entries
  */
@@ -116,6 +435,50 @@ const mergePatterns = (existing, current, maxCount) => {
   return merged.slice(0, maxCount);
 };
 
+/**
+ * Merge price levels, prioritizing most touched and most recent
+ */
+const mergeLevels = (existing, current, maxCount) => {
+  const merged = [...existing];
+  
+  for (const level of current) {
+    const tickSize = 0.25;
+    const existingIdx = merged.findIndex(l => 
+      Math.abs(l.price - level.price) <= tickSize * 2
+    );
+    
+    if (existingIdx >= 0) {
+      // Update existing level
+      merged[existingIdx].touches = (merged[existingIdx].touches || 1) + (level.touches || 1);
+      merged[existingIdx].lastTouch = Math.max(merged[existingIdx].lastTouch || 0, level.lastTouch || level.timestamp || 0);
+      merged[existingIdx].outcomes = [...(merged[existingIdx].outcomes || []), ...(level.outcomes || [])].slice(-20);
+    } else {
+      merged.push(level);
+    }
+  }
+  
+  // Sort by importance (touches * recency)
+  const now = Date.now();
+  merged.sort((a, b) => {
+    const scoreA = (a.touches || 1) * (1 / (1 + (now - (a.lastTouch || a.timestamp || 0)) / 86400000));
+    const scoreB = (b.touches || 1) * (1 / (1 + (now - (b.lastTouch || b.timestamp || 0)) / 86400000));
+    return scoreB - scoreA;
+  });
+  
+  return merged.slice(0, maxCount);
+};
+
+/**
+ * DEPRECATED - moved inline
+ */
+const mergePatternsDEP = (existing, current, maxCount) => {
+  const merged = [...existing, ...current];
+  merged.sort((a, b) => (b.timestamp || 0) - (a.timestamp || 0));
+  
+  // Keep only maxCount most recent
+  return merged.slice(0, maxCount);
+};
+
 // Singleton supervisor state
 let supervisorState = {
   active: false,
@@ -124,11 +487,17 @@ let supervisorState = {
   service: null,
   accountId: null,
   
+  // Current symbol being traded
+  currentSymbol: null,
+  
   // Real-time data (synced with strategy)
   ticks: [],
   signals: [],
   trades: [],
   
+  // Symbol-specific levels learned this session
+  symbolLevels: [],
+  
   // Learning data
   winningPatterns: [],
   losingPatterns: [],
@@ -163,7 +532,16 @@ let supervisorState = {
   // Behavior history for graph (action over time)
   // Values: 0=PAUSE, 1=CAUTIOUS, 2=NORMAL, 3=AGGRESSIVE
   behaviorHistory: [],
-  behaviorStartTime: null
+  behaviorStartTime: null,
+  
+  // Lifetime stats loaded from previous sessions
+  lifetimeStats: null,
+  
+  // Previous sessions memory (loaded on init)
+  previousSessions: [],
+  
+  // Hourly performance tracking
+  hourlyPerformance: {}
 };
 
 // Analysis interval
@@ -304,16 +682,96 @@ const feedSignal = (signal) => {
 /**
  * Feed trade result (called when a trade completes)
  * This is where LEARNING happens
+ * 
+ * Captures CONTEXT that API doesn't provide:
+ * - Market conditions before entry (volatility, trend, volume)
+ * - Price action patterns
+ * - Time-based context (hour, day, session)
+ * - AI state at time of trade
+ * - Price levels interaction
  */
 const feedTradeResult = (trade) => {
   if (!supervisorState.active) return;
   
+  const now = Date.now();
+  const currentHour = new Date().getHours();
+  const currentDay = new Date().getDay();
+  const dayNames = ['sunday', 'monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday'];
+  
+  // Get ticks before trade for context analysis
+  const ticksBefore = supervisorState.ticks.slice(-100);
+  const signalUsed = supervisorState.signals[supervisorState.signals.length - 1] || null;
+  
+  // ========== CAPTURE MARKET CONTEXT (NOT IN API) ==========
+  const marketContext = {
+    // Price action analysis
+    priceAction: analyzePriceAction(ticksBefore),
+    
+    // Volatility at entry
+    volatility: calculateVolatility(ticksBefore),
+    
+    // Volume profile
+    volumeProfile: analyzeVolume(ticksBefore),
+    
+    // Trend strength (using last 50 vs last 20 ticks)
+    trendStrength: calculateTrendStrength(ticksBefore),
+    
+    // Price range in last N ticks
+    recentRange: calculateRecentRange(ticksBefore, 50),
+    
+    // Speed of price movement
+    priceVelocity: calculatePriceVelocity(ticksBefore, 20)
+  };
+  
+  // ========== CAPTURE TIME CONTEXT (NOT IN API) ==========
+  const timeContext = {
+    hour: currentHour,
+    dayOfWeek: dayNames[currentDay],
+    dayNumber: currentDay,
+    // Trading session (US market hours)
+    session: getMarketSession(currentHour),
+    // Minutes since session open
+    minutesSinceOpen: getMinutesSinceOpen(currentHour),
+    timestamp: now
+  };
+  
+  // ========== CAPTURE AI STATE (NOT IN API) ==========
+  const aiContext = {
+    action: supervisorState.currentAdvice.action,
+    sizeMultiplier: supervisorState.currentAdvice.sizeMultiplier,
+    reason: supervisorState.currentAdvice.reason,
+    currentWinStreak: supervisorState.performance.winStreak,
+    currentLossStreak: supervisorState.performance.lossStreak,
+    sessionPnL: supervisorState.performance.totalPnL,
+    sessionTrades: supervisorState.performance.trades
+  };
+  
+  // ========== CAPTURE PRICE LEVEL INTERACTION ==========
+  const entryPrice = trade.price || signalUsed?.entry;
+  const levelContext = entryPrice ? analyzePriceLevelInteraction(entryPrice, ticksBefore) : null;
+  
+  // Build enriched trade data
   const tradeData = {
     ...trade,
-    timestamp: Date.now(),
-    // Capture context at time of trade
-    ticksBefore: supervisorState.ticks.slice(-100),
-    signalUsed: supervisorState.signals[supervisorState.signals.length - 1] || null
+    timestamp: now,
+    
+    // Signal that generated this trade
+    signalUsed: signalUsed ? {
+      confidence: signalUsed.confidence,
+      entry: signalUsed.entry,
+      stopLoss: signalUsed.stopLoss,
+      takeProfit: signalUsed.takeProfit,
+      direction: signalUsed.direction
+    } : null,
+    
+    // Context NOT available in API
+    marketContext,
+    timeContext,
+    aiContext,
+    levelContext,
+    
+    // Store symbol for level learning
+    symbol: trade.symbol || supervisorState.currentSymbol
   };
   
   supervisorState.trades.push(tradeData);
@@ -323,6 +781,9 @@ const feedTradeResult = (trade) => {
   perf.trades++;
   perf.totalPnL += trade.pnl || 0;
   
+  // Determine outcome
+  const outcome = trade.pnl > 0 ? 'win' : trade.pnl < 0 ? 'loss' : 'breakeven';
+  
   if (trade.pnl > 0) {
     perf.wins++;
     perf.winStreak++;
@@ -341,6 +802,22 @@ const feedTradeResult = (trade) => {
     learnFromTrade(tradeData, 'loss');
   }
   
+  // Record price level with outcome (for future reference)
+  if (entryPrice && tradeData.symbol) {
+    const levelType = determineLevelType(entryPrice, ticksBefore);
+    recordPriceLevel(tradeData.symbol, entryPrice, levelType, outcome);
+  }
+  
+  // Update hourly performance tracking
+  const hourKey = String(currentHour);
+  if (!supervisorState.hourlyPerformance[hourKey]) {
+    supervisorState.hourlyPerformance[hourKey] = { trades: 0, wins: 0, losses: 0, pnl: 0 };
+  }
+  supervisorState.hourlyPerformance[hourKey].trades++;
+  if (trade.pnl > 0) supervisorState.hourlyPerformance[hourKey].wins++;
+  if (trade.pnl < 0) supervisorState.hourlyPerformance[hourKey].losses++;
+  supervisorState.hourlyPerformance[hourKey].pnl += trade.pnl || 0;
+  
   // Update drawdown
   if (perf.totalPnL > perf.peakPnL) {
     perf.peakPnL = perf.totalPnL;
@@ -356,44 +833,275 @@ const feedTradeResult = (trade) => {
   }
 };
 
+/**
+ * Calculate trend strength from ticks
+ * Compares short-term vs medium-term trend
+ */
+const calculateTrendStrength = (ticks) => {
+  if (!ticks || ticks.length < 20) return { strength: 0, direction: 'unknown' };
+  
+  const prices = ticks.map(t => t.price).filter(Boolean);
+  if (prices.length < 20) return { strength: 0, direction: 'unknown' };
+  
+  // Short-term trend (last 20)
+  const shortTerm = prices.slice(-20);
+  const shortChange = shortTerm[shortTerm.length - 1] - shortTerm[0];
+  
+  // Medium-term trend (last 50 or all)
+  const mediumTerm = prices.slice(-50);
+  const mediumChange = mediumTerm[mediumTerm.length - 1] - mediumTerm[0];
+  
+  // Strength = how aligned are short and medium trends
+  const aligned = (shortChange > 0 && mediumChange > 0) || (shortChange < 0 && mediumChange < 0);
+  const avgRange = Math.abs(Math.max(...prices) - Math.min(...prices)) || 1;
+  
+  return {
+    strength: aligned ? Math.min(1, (Math.abs(shortChange) + Math.abs(mediumChange)) / avgRange) : 0,
+    direction: mediumChange > 0 ? 'bullish' : mediumChange < 0 ? 'bearish' : 'neutral',
+    shortTermDirection: shortChange > 0 ? 'up' : shortChange < 0 ? 'down' : 'flat',
+    aligned
+  };
+};
+
+/**
+ * Calculate recent price range
+ */
+const calculateRecentRange = (ticks, count) => {
+  if (!ticks || ticks.length === 0) return { high: 0, low: 0, range: 0 };
+  
+  const prices = ticks.slice(-count).map(t => t.price).filter(Boolean);
+  if (prices.length === 0) return { high: 0, low: 0, range: 0 };
+  
+  const high = Math.max(...prices);
+  const low = Math.min(...prices);
+  
+  return { high, low, range: high - low };
+};
+
+/**
+ * Calculate price velocity (speed of movement)
+ */
+const calculatePriceVelocity = (ticks, count) => {
+  if (!ticks || ticks.length < 2) return { velocity: 0, acceleration: 0 };
+  
+  const recentTicks = ticks.slice(-count);
+  if (recentTicks.length < 2) return { velocity: 0, acceleration: 0 };
+  
+  const prices = recentTicks.map(t => t.price).filter(Boolean);
+  if (prices.length < 2) return { velocity: 0, acceleration: 0 };
+  
+  // Velocity = price change per tick
+  const totalChange = prices[prices.length - 1] - prices[0];
+  const velocity = totalChange / prices.length;
+  
+  // Acceleration = change in velocity
+  const midPoint = Math.floor(prices.length / 2);
+  const firstHalfVelocity = (prices[midPoint] - prices[0]) / midPoint;
+  const secondHalfVelocity = (prices[prices.length - 1] - prices[midPoint]) / (prices.length - midPoint);
+  const acceleration = secondHalfVelocity - firstHalfVelocity;
+  
+  return { velocity, acceleration };
+};
+
+/**
+ * Get current market session
+ */
+const getMarketSession = (hour) => {
+  // US Eastern Time sessions (adjust if needed)
+  if (hour >= 9 && hour < 12) return 'morning';
+  if (hour >= 12 && hour < 14) return 'midday';
+  if (hour >= 14 && hour < 16) return 'afternoon';
+  if (hour >= 16 && hour < 18) return 'close';
+  if (hour >= 18 || hour < 9) return 'overnight';
+  return 'unknown';
+};
+
+/**
+ * Get minutes since market open (9:30 AM ET)
+ */
+const getMinutesSinceOpen = (hour) => {
+  const marketOpenHour = 9;
+  const marketOpenMinute = 30;
+  const now = new Date();
+  const currentMinutes = hour * 60 + now.getMinutes();
+  const openMinutes = marketOpenHour * 60 + marketOpenMinute;
+  return Math.max(0, currentMinutes - openMinutes);
+};
+
+/**
+ * Analyze price level interaction
+ * Determines if entry was near support/resistance
+ */
+const analyzePriceLevelInteraction = (entryPrice, ticks) => {
+  if (!ticks || ticks.length < 20) return null;
+  
+  const prices = ticks.map(t => t.price).filter(Boolean);
+  if (prices.length < 20) return null;
+  
+  const high = Math.max(...prices);
+  const low = Math.min(...prices);
+  const range = high - low || 1;
+  
+  // Position within range (0 = at low, 1 = at high)
+  const positionInRange = (entryPrice - low) / range;
+  
+  // Distance to recent high/low
+  const distanceToHigh = high - entryPrice;
+  const distanceToLow = entryPrice - low;
+  
+  // Determine level type
+  let levelType = 'middle';
+  if (positionInRange > 0.8) levelType = 'near_high';
+  else if (positionInRange < 0.2) levelType = 'near_low';
+  else if (positionInRange > 0.6) levelType = 'upper_middle';
+  else if (positionInRange < 0.4) levelType = 'lower_middle';
+  
+  return {
+    positionInRange: Math.round(positionInRange * 100) / 100,
+    distanceToHigh,
+    distanceToLow,
+    recentHigh: high,
+    recentLow: low,
+    levelType
+  };
+};
+
+/**
+ * Determine what type of level this price represents
+ */
+const determineLevelType = (price, ticks) => {
+  if (!ticks || ticks.length < 10) return 'unknown';
+  
+  const prices = ticks.map(t => t.price).filter(Boolean);
+  if (prices.length < 10) return 'unknown';
+  
+  const high = Math.max(...prices);
+  const low = Math.min(...prices);
+  const range = high - low || 1;
+  const tickSize = 0.25;
+  
+  // Check if near recent high (potential resistance)
+  if (Math.abs(price - high) <= tickSize * 4) return 'resistance';
+  
+  // Check if near recent low (potential support)
+  if (Math.abs(price - low) <= tickSize * 4) return 'support';
+  
+  // Check for breakout (above recent high)
+  if (price > high) return 'breakout_high';
+  
+  // Check for breakdown (below recent low)
+  if (price < low) return 'breakout_low';
+  
+  return 'middle';
+};
+
 /**
  * Learn from a completed trade
  * Extracts patterns from winning and losing trades
+ * 
+ * Stores ENRICHED context that API doesn't provide:
+ * - Market conditions (volatility, trend, velocity)
+ * - Time context (hour, session, day)
+ * - AI state (what action was recommended)
+ * - Price level interaction
  */
 const learnFromTrade = (trade, result) => {
+  // Build comprehensive pattern from trade context
   const pattern = {
     timestamp: trade.timestamp,
     result,
     pnl: trade.pnl,
     direction: trade.direction || trade.side,
+    symbol: trade.symbol,
     
-    // Market context before trade
-    priceAction: analyzePriceAction(trade.ticksBefore),
-    volumeProfile: analyzeVolume(trade.ticksBefore),
-    volatility: calculateVolatility(trade.ticksBefore),
+    // ========== MARKET CONTEXT (from feedTradeResult) ==========
+    marketContext: trade.marketContext || {
+      priceAction: { trend: 'unknown', strength: 0 },
+      volatility: 0,
+      volumeProfile: { trend: 'unknown' },
+      trendStrength: { strength: 0, direction: 'unknown' },
+      priceVelocity: { velocity: 0, acceleration: 0 }
+    },
+    
+    // ========== TIME CONTEXT ==========
+    timeContext: trade.timeContext || {
+      hour: new Date().getHours(),
+      dayOfWeek: 'unknown',
+      session: 'unknown'
+    },
+    
+    // ========== AI STATE AT TRADE ==========
+    aiContext: trade.aiContext || {
+      action: 'NORMAL',
+      sizeMultiplier: 1.0
+    },
+    
+    // ========== PRICE LEVEL ==========
+    levelContext: trade.levelContext || null,
     
-    // Signal characteristics
-    signalConfidence: trade.signalUsed?.confidence || null,
-    entryPrice: trade.price || trade.signalUsed?.entry,
-    stopLoss: trade.signalUsed?.stopLoss,
-    takeProfit: trade.signalUsed?.takeProfit
+    // ========== SIGNAL CHARACTERISTICS ==========
+    signal: trade.signalUsed ? {
+      confidence: trade.signalUsed.confidence,
+      entry: trade.signalUsed.entry,
+      stopLoss: trade.signalUsed.stopLoss,
+      takeProfit: trade.signalUsed.takeProfit,
+      direction: trade.signalUsed.direction
+    } : null,
+    
+    // ========== DERIVED METRICS ==========
+    derived: {
+      // Was this trade during a "good" hour (based on historical data)?
+      hourlyWinRate: getHourlyWinRate(trade.timeContext?.hour),
+      // Was AI cautious or aggressive?
+      aiWasCautious: trade.aiContext?.action === 'CAUTIOUS' || trade.aiContext?.action === 'PAUSE',
+      // Was entry near key level?
+      nearKeyLevel: trade.levelContext?.levelType === 'support' || trade.levelContext?.levelType === 'resistance',
+      // High volatility trade?
+      highVolatility: (trade.marketContext?.volatility || 0) > 0.002,
+      // Strong trend alignment?
+      trendAligned: trade.marketContext?.trendStrength?.aligned || false
+    }
   };
   
   if (result === 'win') {
     supervisorState.winningPatterns.push(pattern);
-    // Keep last 50 winning patterns
-    if (supervisorState.winningPatterns.length > 50) {
-      supervisorState.winningPatterns = supervisorState.winningPatterns.slice(-50);
+    // Keep last 100 winning patterns (increased for better learning)
+    if (supervisorState.winningPatterns.length > 100) {
+      supervisorState.winningPatterns = supervisorState.winningPatterns.slice(-100);
     }
   } else {
     supervisorState.losingPatterns.push(pattern);
-    // Keep last 50 losing patterns
-    if (supervisorState.losingPatterns.length > 50) {
-      supervisorState.losingPatterns = supervisorState.losingPatterns.slice(-50);
+    // Keep last 100 losing patterns
+    if (supervisorState.losingPatterns.length > 100) {
+      supervisorState.losingPatterns = supervisorState.losingPatterns.slice(-100);
     }
   }
 };
 
+/**
+ * Get historical win rate for a specific hour
+ * Returns null if not enough data
+ */
+const getHourlyWinRate = (hour) => {
+  if (hour === null || hour === undefined) return null;
+  
+  // Check session data first
+  const hourKey = String(hour);
+  const sessionHourly = supervisorState.hourlyPerformance[hourKey];
+  if (sessionHourly && sessionHourly.trades >= 3) {
+    return sessionHourly.wins / sessionHourly.trades;
+  }
+  
+  // Check historical data
+  const saved = loadLearningData();
+  const historicalHourly = saved.hourlyStats?.[hourKey];
+  if (historicalHourly && historicalHourly.trades >= 5) {
+    return historicalHourly.wins / historicalHourly.trades;
+  }
+  
+  return null;
+};
+
 /**
  * Analyze price action from ticks
  */
@@ -461,6 +1169,8 @@ const calculateVolatility = (ticks) => {
 /**
  * Main analysis and optimization loop
  * Called periodically and after significant events
+ * 
+ * Uses BOTH session data AND historical data for decisions
  */
 const analyzeAndOptimize = async () => {
   if (!supervisorState.active || supervisorState.agents.length === 0) return;
@@ -470,6 +1180,51 @@ const analyzeAndOptimize = async () => {
   // Skip if not enough data
   if (perf.trades < 3) return;
   
+  // Load historical data for context
+  const historicalData = loadLearningData();
+  const strategyProfile = historicalData.strategyProfile || {};
+  
+  // Get current time context
+  const currentHour = new Date().getHours();
+  const currentDay = new Date().getDay();
+  const dayNames = ['sunday', 'monday', 'tuesday', 'wednesday', 'thursday', 'friday', 'saturday'];
+  
+  // ========== HISTORICAL INSIGHTS ==========
+  const historicalInsights = {
+    // Is current hour historically good or bad?
+    currentHourStats: historicalData.hourlyStats?.[String(currentHour)] || null,
+    isGoodHour: (strategyProfile.bestHours || []).includes(currentHour),
+    isBadHour: (strategyProfile.worstHours || []).includes(currentHour),
+    
+    // Is current day historically good or bad?
+    currentDayStats: historicalData.dayOfWeekStats?.[dayNames[currentDay]] || null,
+    isGoodDay: (strategyProfile.bestDays || []).includes(dayNames[currentDay]),
+    isBadDay: (strategyProfile.worstDays || []).includes(dayNames[currentDay]),
+    
+    // Historical averages to compare against
+    avgWinStreak: strategyProfile.avgWinStreak || 0,
+    avgLossStreak: strategyProfile.avgLossStreak || 0,
+    
+    // Lifetime context
+    lifetimeWinRate: historicalData.totalTrades > 0 
+      ? historicalData.totalWins / historicalData.totalTrades 
+      : null,
+    lifetimeSessions: historicalData.totalSessions || 0
+  };
+  
+  // ========== PATTERN ANALYSIS ==========
+  const patternAnalysis = {
+    // Analyze what conditions led to wins vs losses
+    winningConditions: analyzeWinningConditions(),
+    losingConditions: analyzeLosingConditions(),
+    
+    // Best/worst time patterns from this session
+    sessionHourlyPerformance: supervisorState.hourlyPerformance,
+    
+    // Price level effectiveness
+    levelEffectiveness: analyzeLevelEffectiveness()
+  };
+  
   // Prepare performance data for AI analysis
   const performanceData = {
     trades: perf.trades,
@@ -490,12 +1245,19 @@ const analyzeAndOptimize = async () => {
     avgLoss: perf.losses > 0 ? 
       Math.abs(supervisorState.trades.filter(t => t.pnl < 0).reduce((s, t) => s + t.pnl, 0) / perf.losses) : 0,
     
-    // Recent trades for context
+    // Recent trades with FULL context
     recentTrades: supervisorState.trades.slice(-10).map(t => ({
       side: t.direction || t.side,
       qty: t.qty,
       price: t.price,
-      pnl: t.pnl
+      pnl: t.pnl,
+      // Include context that API doesn't have
+      hour: t.timeContext?.hour,
+      session: t.timeContext?.session,
+      volatility: t.marketContext?.volatility,
+      trendDirection: t.marketContext?.trendStrength?.direction,
+      aiAction: t.aiContext?.action,
+      nearLevel: t.levelContext?.levelType
     })),
     
     // Pattern summaries
@@ -503,9 +1265,175 @@ const analyzeAndOptimize = async () => {
     losingPatternCount: supervisorState.losingPatterns.length,
     
     // Common characteristics of losing trades
-    losingTradeAnalysis: analyzeLosingPatterns()
+    losingTradeAnalysis: analyzeLosingPatterns(),
+    
+    // ========== NEW: Historical context for AI ==========
+    historicalInsights,
+    patternAnalysis,
+    
+    // Current time context
+    currentHour,
+    currentSession: getMarketSession(currentHour),
+    currentDay: dayNames[currentDay]
   };
   
+  // Get suggestions from agents and apply
+  await processAgentSuggestions(performanceData);
+};
+
+/**
+ * Analyze conditions that led to winning trades
+ */
+const analyzeWinningConditions = () => {
+  const patterns = supervisorState.winningPatterns;
+  if (patterns.length < 3) return null;
+  
+  // Aggregate conditions
+  const conditions = {
+    // Market context
+    avgVolatility: 0,
+    trendDirections: { bullish: 0, bearish: 0, neutral: 0 },
+    trendAligned: 0,
+    
+    // Time context
+    hours: {},
+    sessions: {},
+    
+    // AI context
+    aiActions: { AGGRESSIVE: 0, NORMAL: 0, CAUTIOUS: 0, PAUSE: 0 },
+    
+    // Level context
+    nearKeyLevel: 0,
+    levelTypes: {}
+  };
+  
+  for (const p of patterns) {
+    // Market
+    conditions.avgVolatility += p.marketContext?.volatility || 0;
+    const trend = p.marketContext?.trendStrength?.direction || 'unknown';
+    if (conditions.trendDirections[trend] !== undefined) conditions.trendDirections[trend]++;
+    if (p.derived?.trendAligned) conditions.trendAligned++;
+    
+    // Time
+    const hour = p.timeContext?.hour;
+    if (hour !== undefined) conditions.hours[hour] = (conditions.hours[hour] || 0) + 1;
+    const session = p.timeContext?.session;
+    if (session) conditions.sessions[session] = (conditions.sessions[session] || 0) + 1;
+    
+    // AI
+    const action = p.aiContext?.action || 'NORMAL';
+    if (conditions.aiActions[action] !== undefined) conditions.aiActions[action]++;
+    
+    // Levels
+    if (p.derived?.nearKeyLevel) conditions.nearKeyLevel++;
+    const levelType = p.levelContext?.levelType;
+    if (levelType) conditions.levelTypes[levelType] = (conditions.levelTypes[levelType] || 0) + 1;
+  }
+  
+  conditions.avgVolatility /= patterns.length;
+  conditions.trendAlignedPct = (conditions.trendAligned / patterns.length) * 100;
+  conditions.nearKeyLevelPct = (conditions.nearKeyLevel / patterns.length) * 100;
+  conditions.count = patterns.length;
+  
+  // Find best hour
+  const bestHour = Object.entries(conditions.hours).sort((a, b) => b[1] - a[1])[0];
+  conditions.bestHour = bestHour ? parseInt(bestHour[0]) : null;
+  
+  // Find best session
+  const bestSession = Object.entries(conditions.sessions).sort((a, b) => b[1] - a[1])[0];
+  conditions.bestSession = bestSession ? bestSession[0] : null;
+  
+  return conditions;
+};
+
+/**
+ * Analyze conditions that led to losing trades
+ */
+const analyzeLosingConditions = () => {
+  const patterns = supervisorState.losingPatterns;
+  if (patterns.length < 3) return null;
+  
+  const conditions = {
+    avgVolatility: 0,
+    trendDirections: { bullish: 0, bearish: 0, neutral: 0 },
+    trendAligned: 0,
+    hours: {},
+    sessions: {},
+    aiActions: { AGGRESSIVE: 0, NORMAL: 0, CAUTIOUS: 0, PAUSE: 0 },
+    nearKeyLevel: 0,
+    levelTypes: {},
+    highVolatility: 0
+  };
+  
+  for (const p of patterns) {
+    conditions.avgVolatility += p.marketContext?.volatility || 0;
+    const trend = p.marketContext?.trendStrength?.direction || 'unknown';
+    if (conditions.trendDirections[trend] !== undefined) conditions.trendDirections[trend]++;
+    if (p.derived?.trendAligned) conditions.trendAligned++;
+    if (p.derived?.highVolatility) conditions.highVolatility++;
+    
+    const hour = p.timeContext?.hour;
+    if (hour !== undefined) conditions.hours[hour] = (conditions.hours[hour] || 0) + 1;
+    const session = p.timeContext?.session;
+    if (session) conditions.sessions[session] = (conditions.sessions[session] || 0) + 1;
+    
+    const action = p.aiContext?.action || 'NORMAL';
+    if (conditions.aiActions[action] !== undefined) conditions.aiActions[action]++;
+    
+    if (p.derived?.nearKeyLevel) conditions.nearKeyLevel++;
+    const levelType = p.levelContext?.levelType;
+    if (levelType) conditions.levelTypes[levelType] = (conditions.levelTypes[levelType] || 0) + 1;
+  }
+  
+  conditions.avgVolatility /= patterns.length;
+  conditions.trendAlignedPct = (conditions.trendAligned / patterns.length) * 100;
+  conditions.nearKeyLevelPct = (conditions.nearKeyLevel / patterns.length) * 100;
+  conditions.highVolatilityPct = (conditions.highVolatility / patterns.length) * 100;
+  conditions.count = patterns.length;
+  
+  // Find worst hour
+  const worstHour = Object.entries(conditions.hours).sort((a, b) => b[1] - a[1])[0];
+  conditions.worstHour = worstHour ? parseInt(worstHour[0]) : null;
+  
+  // Find worst session
+  const worstSession = Object.entries(conditions.sessions).sort((a, b) => b[1] - a[1])[0];
+  conditions.worstSession = worstSession ? worstSession[0] : null;
+  
+  return conditions;
+};
+
+/**
+ * Analyze effectiveness of trading at key price levels
+ */
+const analyzeLevelEffectiveness = () => {
+  const allPatterns = [...supervisorState.winningPatterns, ...supervisorState.losingPatterns];
+  if (allPatterns.length < 5) return null;
+  
+  const levelStats = {};
+  
+  for (const p of allPatterns) {
+    const levelType = p.levelContext?.levelType || 'unknown';
+    if (!levelStats[levelType]) {
+      levelStats[levelType] = { wins: 0, losses: 0, total: 0 };
+    }
+    levelStats[levelType].total++;
+    if (p.result === 'win') levelStats[levelType].wins++;
+    else levelStats[levelType].losses++;
+  }
+  
+  // Calculate win rate per level type
+  for (const type of Object.keys(levelStats)) {
+    const stats = levelStats[type];
+    stats.winRate = stats.total > 0 ? (stats.wins / stats.total) * 100 : 0;
+  }
+  
+  return levelStats;
+};
+
+/**
+ * Process agent suggestions and apply optimizations
+ */
+const processAgentSuggestions = async (performanceData) => {
   // Get optimization suggestions from all agents
   const suggestions = [];
   
@@ -632,6 +1560,7 @@ const analyzeLosingPatterns = () => {
 
 /**
  * Get optimization suggestion from a single agent
+ * Provides RICH context including historical data
  */
 const getOptimizationFromAgent = async (agent, performanceData) => {
   const systemPrompt = `You are an AI supervisor for HQX Ultra Scalping, a professional futures trading strategy.
@@ -641,42 +1570,107 @@ The strategy uses:
 - Statistical models (z-score, standard deviation)
 - Dynamic risk management (Kelly criterion)
 
-ANALYZE the performance data and LEARN from the losing trades.
-Suggest SPECIFIC optimizations to improve win rate and reduce losses.
+You have access to:
+1. CURRENT SESSION data (trades, P&L, streaks)
+2. HISTORICAL data (which hours/days perform best, pattern analysis)
+3. MARKET CONTEXT (volatility, trend, price levels)
+
+ANALYZE ALL data and provide SPECIFIC, ACTIONABLE recommendations.
+
+IMPORTANT: Your recommendations affect REAL MONEY. Be conservative when uncertain.
 
 Respond in JSON:
 {
-  "assessment": "brief assessment",
+  "assessment": "brief assessment of current conditions",
   "action": "AGGRESSIVE|NORMAL|CAUTIOUS|PAUSE",
   "sizeMultiplier": 0.5-1.5,
   "optimizations": [
-    {"param": "name", "direction": "increase|decrease", "amount": "10%", "reason": "why"}
+    {"param": "name", "direction": "increase|decrease", "amount": "10%", "reason": "why based on data"}
   ],
-  "learnings": "what we learned from losing trades",
+  "learnings": "what patterns we identified from the data",
+  "timeAdvice": "should we trade now based on historical hour/day performance?",
+  "riskAdvice": "specific risk management suggestion",
   "confidence": 0-100
 }`;
 
+  // Build historical context string
+  const hist = performanceData.historicalInsights || {};
+  const hourStats = hist.currentHourStats;
+  const dayStats = hist.currentDayStats;
+  
+  let historicalContext = '';
+  if (hist.lifetimeSessions > 0) {
+    historicalContext = `
+HISTORICAL DATA (${hist.lifetimeSessions} sessions):
+- Lifetime Win Rate: ${hist.lifetimeWinRate ? (hist.lifetimeWinRate * 100).toFixed(1) + '%' : 'N/A'}
+- Current Hour (${performanceData.currentHour}:00): ${hist.isGoodHour ? 'HISTORICALLY GOOD' : hist.isBadHour ? 'HISTORICALLY BAD' : 'NEUTRAL'}
+  ${hourStats ? `(${hourStats.trades} trades, ${hourStats.wins}W/${hourStats.losses}L, $${hourStats.pnl?.toFixed(2) || 0})` : ''}
+- Current Day (${performanceData.currentDay}): ${hist.isGoodDay ? 'HISTORICALLY GOOD' : hist.isBadDay ? 'HISTORICALLY BAD' : 'NEUTRAL'}
+  ${dayStats ? `(${dayStats.trades} trades, ${dayStats.wins}W/${dayStats.losses}L, $${dayStats.pnl?.toFixed(2) || 0})` : ''}
+- Avg Win Streak: ${hist.avgWinStreak?.toFixed(1) || 'N/A'}, Avg Loss Streak: ${hist.avgLossStreak?.toFixed(1) || 'N/A'}`;
+  }
+  
+  // Build pattern analysis string
+  const patterns = performanceData.patternAnalysis || {};
+  let patternContext = '';
+  
+  if (patterns.winningConditions) {
+    const wc = patterns.winningConditions;
+    patternContext += `
+WINNING TRADE PATTERNS (${wc.count} trades):
+- Best Hour: ${wc.bestHour !== null ? wc.bestHour + ':00' : 'N/A'}
+- Best Session: ${wc.bestSession || 'N/A'}
+- Avg Volatility: ${(wc.avgVolatility * 100).toFixed(3)}%
+- Trend Aligned: ${wc.trendAlignedPct?.toFixed(0) || 0}%
+- Near Key Level: ${wc.nearKeyLevelPct?.toFixed(0) || 0}%`;
+  }
+  
+  if (patterns.losingConditions) {
+    const lc = patterns.losingConditions;
+    patternContext += `
+
+LOSING TRADE PATTERNS (${lc.count} trades):
+- Worst Hour: ${lc.worstHour !== null ? lc.worstHour + ':00' : 'N/A'}
+- Worst Session: ${lc.worstSession || 'N/A'}
+- Avg Volatility: ${(lc.avgVolatility * 100).toFixed(3)}%
+- High Volatility: ${lc.highVolatilityPct?.toFixed(0) || 0}%
+- Trend Aligned: ${lc.trendAlignedPct?.toFixed(0) || 0}%`;
+  }
+  
+  if (patterns.levelEffectiveness) {
+    const le = patterns.levelEffectiveness;
+    const levelSummary = Object.entries(le)
+      .filter(([k, v]) => v.total >= 2)
+      .map(([k, v]) => `${k}: ${v.winRate.toFixed(0)}% (${v.total} trades)`)
+      .join(', ');
+    if (levelSummary) {
+      patternContext += `
+
+LEVEL EFFECTIVENESS: ${levelSummary}`;
+    }
+  }
+
   const prompt = `STRATEGY PERFORMANCE ANALYSIS
 
-Stats:
+SESSION STATS:
 - Trades: ${performanceData.trades} (${performanceData.wins}W / ${performanceData.losses}L)
 - Win Rate: ${(performanceData.winRate * 100).toFixed(1)}%
 - P&L: $${performanceData.pnl.toFixed(2)}
 - Max Drawdown: $${performanceData.maxDrawdown.toFixed(2)}
 - Current Streak: ${performanceData.winStreak > 0 ? performanceData.winStreak + ' wins' : performanceData.lossStreak + ' losses'}
+- Current Session: ${performanceData.currentSession} (${performanceData.currentHour}:00)
+${historicalContext}
+${patternContext}
 
-Losing Trade Analysis:
-${performanceData.losingTradeAnalysis ? `
-- Common trend at entry: ${performanceData.losingTradeAnalysis.commonTrend}
-- Avg volatility: ${(performanceData.losingTradeAnalysis.avgVolatility * 100).toFixed(3)}%
-- Avg signal confidence: ${(performanceData.losingTradeAnalysis.avgConfidence * 100).toFixed(1)}%
-- Total losing patterns: ${performanceData.losingTradeAnalysis.count}
-` : 'Not enough data'}
-
-Recent Trades:
-${performanceData.recentTrades.map(t => `${t.side} @ ${t.price} → $${t.pnl?.toFixed(2)}`).join('\n')}
+RECENT TRADES (with context):
+${performanceData.recentTrades.map(t => 
+  `${t.side} @ ${t.price} → $${t.pnl?.toFixed(2)} | ${t.session || 'N/A'} | vol:${t.volatility ? (t.volatility * 100).toFixed(2) + '%' : 'N/A'} | trend:${t.trendDirection || 'N/A'} | level:${t.nearLevel || 'N/A'}`
+).join('\n')}
 
-What should we LEARN and OPTIMIZE?`;
+Based on ALL this data:
+1. What patterns do you see in winning vs losing trades?
+2. Should we trade now (considering hour/day history)?
+3. What SPECIFIC optimizations would improve performance?`;
 
   try {
     const response = await callAI(agent, prompt, systemPrompt);