Also replace stop/target when they are >20 percent from entry or degenerate

BTC-USD rendered with stop_loss=$79 (real: $80k, LLM dropped the 'k')
and target=entry. The drift check only looked at entry, so those
fields passed through untouched.

Now we also back-fill stop/target if either is more than 20 percent
from entry or within 0.5 percent of entry (the degenerate HOLD case
where the model conflates HOLD with 'no stop, no target').

crew/crew.py

@@ -291,8 +291,47 @@ class FinAgentCrew:
             )
 
         # Parsed entry is close to live price — keep the LLM signal and
-        # just back-fill any missing stop/target fields.
-        return self._backfill_missing_prices(signal)
+        # back-fill any missing stop/target fields, plus swap out any
+        # stop/target that are wildly off (more than 20 % from entry).
+        # Small LLMs occasionally emit numbers that are credible-looking
+        # on their own but nonsensical for the ticker (e.g. BTC-USD
+        # at \$80 782 with a \$79 stop-loss — the model dropped the "k").
+        entry = signal.entry_price
+        stop = signal.stop_loss
+        target = signal.target_price
+
+        def _far_from_entry(v: Optional[float]) -> bool:
+            if v is None or v <= 0:
+                return True
+            return abs(v - entry) / entry > 0.20
+
+        def _too_close_to_entry(v: Optional[float]) -> bool:
+            """True if a stop/target is within 0.5 % of entry — effectively a
+            degenerate zero-risk / zero-reward number that the LLM sometimes
+            emits when it conflates HOLD with 'no action'."""
+            if v is None or v <= 0:
+                return True
+            return abs(v - entry) / entry < 0.005
+
+        if _far_from_entry(stop) or _too_close_to_entry(stop):
+            stop = None  # trigger back-fill below
+        if _far_from_entry(target) or _too_close_to_entry(target):
+            target = None
+
+        if stop is None or target is None:
+            return self._backfill_missing_prices(
+                TradingSignal(
+                    ticker=signal.ticker,
+                    action=signal.action,
+                    confidence=signal.confidence,
+                    entry_price=entry,
+                    stop_loss=stop,
+                    target_price=target,
+                    reasoning=signal.reasoning,
+                )
+            )
+
+        return signal
 
     @staticmethod
     def _backfill_missing_prices(signal: TradingSignal) -> TradingSignal: