diff --git a/live/node.py b/live/node.py
index 69924e0..31da664 100644
--- a/live/node.py
+++ b/live/node.py
@@ -132,7 +132,7 @@ def compute_signals():
         from strategies.funding_arb import get_funding_rates
         rates = get_funding_rates(use_testnet=True)
         annual_rate = rates.get("BTC", 0)
-        if abs(annual_rate) > 0.03:  # >3% APR threshold (testnet: lower liquidity = lower threshold)
+        if abs(annual_rate) > 0.01:  # >3% APR threshold (testnet: lower liquidity = lower threshold)
             sig = "SELL" if annual_rate > 0 else "BUY"
             STRATEGIES["Funding Rate Arb"]["signals"].append({
                 "time":time.time(), "signal":sig,
@@ -163,7 +163,7 @@ def compute_signals():
             if "_kalman_live" not in dir():
                 globals()["_kalman_live"] = KalmanPairsTrader(
                     transition_covariance=1e-4, observation_covariance=1e-2,
-                    z_entry=2.0, z_exit=0.5, warmup_bars=20,
+                    z_entry=1.5, z_exit=0.5, warmup_bars=20,
                 )
             result = globals()["_kalman_live"].step(eth, btc)
             if result["signal"] != 0:
@@ -179,8 +179,8 @@ def compute_signals():
         w = list(eth_prices)[-20:]; eth_cur = eth_prices[-1]; sma = sum(w)/len(w)
         variance = sum((p-sma)**2 for p in w)/len(w); std = math.sqrt(variance)
         if std>0:
-            if eth_cur > sma+1.2*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"BUY","strength":(eth_cur-sma-1.2*std)/std})
-            elif eth_cur < sma-1.2*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"SELL","strength":(sma-1.2*std-eth_cur)/std})
+            if eth_cur > sma+1.0*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"BUY","strength":(eth_cur-sma-1.0*std)/std})
+            elif eth_cur < sma-1.0*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"SELL","strength":(sma-1.0*std-eth_cur)/std})
 
     # Mean Reversion: VWAP on ETH
     if len(eth_prices)>=20:
@@ -188,8 +188,8 @@ def compute_signals():
         vwap = sum(p*v for p,v in zip(w,vols))/sum(vols)
         vstd = math.sqrt(sum((p-vwap)**2 for p in w)/len(w))
         dev = (eth_mr-vwap)/vstd if vstd>0 else 0
-        if dev>1.0: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"SELL","strength":dev})
-        elif dev<-1.0: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(dev)})
+        if dev>0.8: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"SELL","strength":dev})
+        elif dev<-0.8: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(dev)})
 
     # Trim signals
     for s in STRATEGIES.values(): s["signals"] = s["signals"][-20:]