Labeling classes conditionally
There is no problem doing that, you can define your variable in every way. Just make sure you don't use the variables used to define your Y as predictors.

The only problem is that, after you defined your new variable, your model could be facing nonlinearities which are difficult to model (meaning: I can get a true from Decrease,Decrease,Decrease and from Increase,Increase,Increase, so some variables could be working for the first case, but not for the second).

If you have obtained better results with this new Y variable, I think you are fine.