# Selective Post Hedge Exit Compare

## Compile / Preconditions

- Compile: 0 errors / 0 warnings
- Runtime PREFLIGHT: K0/K1/K2 all OK, Deposit 50000 JPY, leverage 1:888, GOLD, M5, Model=0
- ZIP sharing target: Cloudflare Pages ZIP site

## Summary

- K0_P0_BASE: NetProfit 7414.0 yen (+0 vs K0), HardStopRows 4, BasketCloseProfit 20933.0, DefenseHedge 3, SelectiveLossClose 0
- K1_SelectivePostHedgeExit_Moderate: NetProfit 5256.0 yen (-2158 vs K0), HardStopRows 4, BasketCloseProfit 29704.0, DefenseHedge 4, SelectiveLossClose 4
- K2_SelectivePostHedgeExit_Conservative: NetProfit -8359.0 yen (-15773 vs K0), HardStopRows 6, BasketCloseProfit 14842.0, DefenseHedge 4, SelectiveLossClose 2

## Decision

- K1/K2 fired selective PostHedge hard-time close events after fixing structure direction detection.
- K1 improved HB1 but still underperformed K0 on medium-period NetProfit and MaxDrawdown.
- K2 was clearly worse than K0 and increased HardStop rows.
- Because both K1/K2 are worse than K0 overall, neither is an adoption candidate.
- Entry blocks and BasketClose width remain unchanged and should stay unchanged for this result.

## Next

Do not widen PostHedge loss closes further. If this theme continues, the safer angle is market-closed retry isolation or a much narrower HB1-style detector that avoids creating extra DefenseHedge/PostHedge loss-close sequences.
