feat: require gate reset before post-stop reentry

alembic/versions/022_add_paper_trade_reentry_gate_reset.py

@@ -0,0 +1,37 @@
+"""add persistent post-stop gate-reset observation
+
+Revision ID: 022
+Revises: 021
+Create Date: 2026-07-17 00:00:00.000000
+
+"""
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+
+
+revision: str = "022"
+down_revision: Union[str, None] = "021"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    op.add_column(
+        "paper_trades",
+        sa.Column("reentry_gate_failed_at", sa.DateTime(timezone=True), nullable=True),
+    )
+    op.add_column(
+        "paper_trades",
+        sa.Column(
+            "reentry_gate_requalified_at",
+            sa.DateTime(timezone=True),
+            nullable=True,
+        ),
+    )
+
+
+def downgrade() -> None:
+    op.drop_column("paper_trades", "reentry_gate_requalified_at")
+    op.drop_column("paper_trades", "reentry_gate_failed_at")

app/models/paper_trade.py

@@ -36,3 +36,13 @@ class PaperTrade(Base):
     closed_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True), nullable=True)
     # How the trade was closed: "time" | "trailing" | "stop" | "target" | "manual".
     close_reason: Mapped[str | None] = mapped_column(String(10), nullable=True)
+    # A trade stopped at its initial stop starts a re-entry gate-reset episode.
+    # The daily full-universe scanner records both state transitions: the first
+    # failed gate observation and a later fresh qualification. Re-entry remains
+    # non-actionable until both timestamps exist.
+    reentry_gate_failed_at: Mapped[datetime | None] = mapped_column(
+        DateTime(timezone=True), nullable=True
+    )
+    reentry_gate_requalified_at: Mapped[datetime | None] = mapped_column(
+        DateTime(timezone=True), nullable=True
+    )

app/routers/trades.py

@@ -36,7 +36,7 @@ async def list_trade_setups(
         recommended_action=recommended_action,
         live_recommendation=True,
         exclude_open_trade_tickers=True,
-        exclude_reentry_lockdown_tickers=True,
+        exclude_reentry_gate_locked_tickers=True,
     )
 
     data = []
@@ -99,7 +99,7 @@ async def get_ticker_trade_setups(
         db,
         symbol=symbol,
         live_recommendation=True,
-        include_reentry_lockdown=True,
+        include_reentry_gate_lock=True,
     )
     data = []
     for row in rows:

app/schemas/trade_setup.py

@@ -59,6 +59,6 @@ class TradeSetupResponse(BaseModel):
     momentum_percentile: float | None = None
     strategy_rank: float | None = None
     volatility_percentile: float | None = None
-    reentry_lockdown_remaining_sessions: int | None = None
+    reentry_gate_reset_required: bool = False
     context_as_of: TradeSetupContextAsOfResponse | None = None
     recommendation_summary: RecommendationSummaryResponse | None = None

app/services/alert_service.py

@@ -282,7 +282,7 @@ async def _qualified_setups(db: AsyncSession) -> list[dict]:
         db,
         live_recommendation=True,
         exclude_open_trade_tickers=True,
-        exclude_reentry_lockdown_tickers=True,
+        exclude_reentry_gate_locked_tickers=True,
     )
     config = await get_activation_config(db)
     return [s for s in setups if setup_qualifies(SimpleNamespace(**s), config)]

app/services/backtest_service.py

@@ -94,7 +94,6 @@ from app.services.scoring_service import (
     compute_technical_from_arrays,
 )
 from app.services.sr_service import detect_gate_target_ladder, detect_sr_levels
-from app.services.trade_policy import REENTRY_LOCKDOWN_SESSIONS
 
 logger = logging.getLogger(__name__)
 
@@ -103,6 +102,7 @@ KEY_REPORT = "backtest_report"
 WEEKLY_BACKTEST_CADENCE = "weekly"
 DAILY_BACKTEST_CADENCE = "daily"
 DEFAULT_BACKTEST_CADENCE = WEEKLY_BACKTEST_CADENCE
+PRODUCTION_REENTRY_POLICY = "gate_reset"
 BACKTEST_CADENCE_SESSIONS = {
     WEEKLY_BACKTEST_CADENCE: 5,
     DAILY_BACKTEST_CADENCE: 1,
@@ -1429,6 +1429,72 @@ LIVE_EXIT_MODE_TO_SIM = {
 }
 
 
+def _make_gate_reset_reentry_fn(
+    candidates: list[dict],
+    prices: dict[str, tuple],
+    *,
+    cadence: str,
+    qualified_fn: Callable[[dict], bool] | None = None,
+    ranking_key: str = PRODUCTION_PERCENTILE_KEY,
+) -> Callable[[str, int, dict, Any], dict | None]:
+    """Build the production post-stop gate-reset callback.
+
+    Missing candidates count as a gate failure only on dates on which that
+    ticker was actually evaluated at the selected replay cadence. This keeps a
+    weekly backtest from treating the four non-evaluation sessions between two
+    weekly observations as false gate exits.
+    """
+    cadence = validate_backtest_cadence(cadence)
+    if qualified_fn is None:
+        def _default_qualified(candidate: dict) -> bool:
+            return bool(candidate.get("qualified"))
+
+        qualified_fn = _default_qualified
+
+    evaluation_ords: dict[str, set[int]] = {}
+    step_sessions = backtest_step_sessions(cadence)
+    for symbol, columns in prices.items():
+        ordinals = columns[0]
+        evaluation_ords[symbol] = {
+            int(ordinals[index])
+            for index in range(MIN_LOOKBACK - 1, len(ordinals) - HORIZON, step_sessions)
+        }
+
+    qualified_by_symbol_date: dict[tuple[str, int], dict] = {}
+    for candidate in candidates:
+        if candidate.get("direction") != "long" or not qualified_fn(candidate):
+            continue
+        key = (
+            str(candidate["symbol"]),
+            date.fromisoformat(str(candidate["date"])).toordinal(),
+        )
+        previous = qualified_by_symbol_date.get(key)
+        if previous is None or float(candidate.get(ranking_key) or 0.0) > float(
+            previous.get(ranking_key) or 0.0
+        ):
+            qualified_by_symbol_date[key] = candidate
+
+    def _gate_reset(
+        symbol: str,
+        asof_ord: int,
+        state: dict,
+        _bar: Any,
+    ) -> dict | None:
+        if asof_ord not in evaluation_ords.get(symbol, set()):
+            return None
+        candidate = qualified_by_symbol_date.get((symbol, asof_ord))
+        if candidate is None:
+            state["gate_went_unqualified"] = True
+            return None
+        if not state.get("gate_went_unqualified"):
+            return None
+        emitted = dict(candidate)
+        emitted["_reentry_reason"] = "gate_failed_then_requalified"
+        return emitted
+
+    return _gate_reset
+
+
 def _simulate_portfolio(
     candidates: list[dict],
     prices: dict[str, tuple],
@@ -2325,35 +2391,35 @@ PORTFOLIO_MONITOR_STRATEGIES: tuple[dict, ...] = (
         "exit_policy": "hold",
     },
     {
-        "strategy": "production_live_no_lockdown",
+        "strategy": "production_live_immediate",
-        "label": "Live setup + 3x ATR trail (no re-entry lockdown)",
+        "label": "Live setup + 3x ATR trail (immediate re-entry)",
         "description": (
             "Exact live activation, ordering, and Admin exit policy, with only "
-            "the post-stop re-entry lockdown disabled as the comparison baseline."
+            "the post-stop gate reset disabled as the comparison baseline."
         ),
         "entry_variant": "residual80_highvol_blend80_20_fixed10",
         "exit_policy": "atr_trail3",
-        "reentry_lockdown_sessions": 0,
+        "reentry_policy": "immediate",
         "use_live_config": True,
-        "comparison_arm": "live_no_lockdown",
+        "comparison_arm": "live_immediate",
     },
     {
         "strategy": PRODUCTION_PORTFOLIO_STRATEGY,
-        "label": "Production: residual/high-vol 80/20 + 3x ATR trail + 5-session lockdown",
+        "label": "Production: residual/high-vol 80/20 + 3x ATR trail + gate reset",
         "description": (
             "The live strategy: production activation gate and Admin exit policy "
-            "as currently configured, 80/20 residual/high-vol rank, and a "
+            "as currently configured, 80/20 residual/high-vol rank, and re-entry "
-            "five-session re-entry lockdown after an initial-stop exit."
+            "only after the gate fails and later qualifies again."
         ),
         "entry_variant": "residual80_highvol_blend80_20_fixed10",
         "exit_policy": "atr_trail3",
-        "reentry_lockdown_sessions": REENTRY_LOCKDOWN_SESSIONS,
+        "reentry_policy": PRODUCTION_REENTRY_POLICY,
         # The production row replays what the platform actually does right now:
         # the live qualification flag (runtime Admin activation settings) and the
         # live Admin exit policy, instead of the frozen research-variant gate.
         "use_live_config": True,
         "is_production": True,
-        "comparison_arm": "live_lockdown_5",
+        "comparison_arm": "live_gate_reset",
     },
 )
 
@@ -2456,6 +2522,7 @@ def _min_rr_sweep(
     threshold: float,
     hold_days: int,
     live_exit_policy: dict | None = None,
+    cadence: str = DEFAULT_BACKTEST_CADENCE,
 ) -> dict:
     """Portfolio economics of the production book at each R:R floor.
 
@@ -2472,9 +2539,7 @@ def _min_rr_sweep(
     exit_policy = str(strategy["exit_policy"])
     row_hold_days = hold_days
     trail_multiplier = ATR_TRAIL_MULTIPLIER
-    reentry_lockdown_sessions = int(
+    reentry_policy = str(strategy.get("reentry_policy", "immediate"))
-        strategy.get("reentry_lockdown_sessions", 0)
-    )
     if strategy.get("use_live_config") and live_exit_policy is not None:
         exit_policy = LIVE_EXIT_MODE_TO_SIM.get(
             str(live_exit_policy.get("mode", "atr_trailing")), "atr_trail3"
@@ -2514,7 +2579,19 @@ def _min_rr_sweep(
             max_positions=int(entry_cfg["max_positions"]),
             risk_per_trade=float(entry_cfg["risk_per_trade"]),
             atr_trail_multiplier=trail_multiplier,
-            reentry_cooldown_sessions=reentry_lockdown_sessions,
+            post_stop_reentry_fn=(
+                _make_gate_reset_reentry_fn(
+                    candidates,
+                    prices,
+                    cadence=cadence,
+                    qualified_fn=qualified_fn,
+                    ranking_key=str(
+                        entry_cfg.get("ranking_key") or entry_cfg["percentile_key"]
+                    ),
+                )
+                if reentry_policy == "gate_reset"
+                else None
+            ),
             start_date=sweep_start,
         )
         if sim is None:
@@ -2539,7 +2616,7 @@ def _min_rr_sweep(
         "live_qualified_setups": live_qualified,
         "reproduces_production_gate": reproduces,
         "exit_policy": exit_policy,
-        "reentry_lockdown_sessions": reentry_lockdown_sessions,
+        "reentry_policy": reentry_policy,
         "entries_from": sweep_start.isoformat() if sweep_start else None,
         "window": "out-of-sample (test)" if sweep_start else "full history (in-sample)",
         "rows": rows,
@@ -2573,6 +2650,7 @@ def _holdout_evaluation(
     hold_days: int,
     split: date,
     live_exit_policy: dict | None = None,
+    cadence: str = DEFAULT_BACKTEST_CADENCE,
 ) -> dict:
     """The production strategy simulated on entries BEFORE the split (train) and
     on entries ON/AFTER it (test), as separate books.
@@ -2595,9 +2673,7 @@ def _holdout_evaluation(
     exit_policy = str(strategy["exit_policy"])
     row_hold_days = hold_days
     trail_multiplier = ATR_TRAIL_MULTIPLIER
-    reentry_lockdown_sessions = int(
+    reentry_policy = str(strategy.get("reentry_policy", "immediate"))
-        strategy.get("reentry_lockdown_sessions", 0)
-    )
     if strategy.get("use_live_config") and live_exit_policy is not None:
         exit_policy = LIVE_EXIT_MODE_TO_SIM.get(
             str(live_exit_policy.get("mode", "atr_trailing")), "atr_trail3"
@@ -2610,6 +2686,20 @@ def _holdout_evaluation(
         None if strategy.get("use_live_config")
         else lambda c, config=entry_cfg: _qualifies_strategy_variant(c, config)
     )
+    ranking_key = str(
+        entry_cfg.get("ranking_key") or entry_cfg["percentile_key"]
+    )
+    post_stop_reentry_fn = (
+        _make_gate_reset_reentry_fn(
+            candidates,
+            prices,
+            cadence=cadence,
+            qualified_fn=qualified_fn,
+            ranking_key=ranking_key,
+        )
+        if reentry_policy == "gate_reset"
+        else None
+    )
 
     rows: list[dict] = []
     for window, start, end in (
@@ -2623,11 +2713,11 @@ def _holdout_evaluation(
             exit_policy,
             row_hold_days,
             qualified_fn=qualified_fn,
-            ranking_key=str(entry_cfg.get("ranking_key") or entry_cfg["percentile_key"]),
+            ranking_key=ranking_key,
             max_positions=int(entry_cfg["max_positions"]),
             risk_per_trade=float(entry_cfg["risk_per_trade"]),
             atr_trail_multiplier=trail_multiplier,
-            reentry_cooldown_sessions=reentry_lockdown_sessions,
+            post_stop_reentry_fn=post_stop_reentry_fn,
             start_date=start,
             end_date=end,
             include_curve=True,
@@ -2639,7 +2729,7 @@ def _holdout_evaluation(
     return {
         "split_date": split.isoformat(),
         "strategy": strategy["strategy"],
-        "reentry_lockdown_sessions": reentry_lockdown_sessions,
+        "reentry_policy": reentry_policy,
         "rows": rows,
         "note": (
             "Train = entries before the split; test = entries on/after it. The two "
@@ -2655,6 +2745,7 @@ def _portfolio_monitor(
     _spy_closes: dict[date, float] | None,
     hold_days: int,
     live_exit_policy: dict | None = None,
+    cadence: str = DEFAULT_BACKTEST_CADENCE,
 ) -> dict:
     latest_ord = max((max(cols[0]) for cols in prices.values() if cols[0]), default=None)
     rows: list[dict] = []
@@ -2672,9 +2763,7 @@ def _portfolio_monitor(
         # policy. The overlay opts into this deliberately so only ordering
         # changes relative to the production row.
         use_live = bool(strategy.get("use_live_config"))
-        reentry_lockdown_sessions = int(
+        reentry_policy = str(strategy.get("reentry_policy", "immediate"))
-            strategy.get("reentry_lockdown_sessions", 0)
-        )
         exit_policy = str(strategy["exit_policy"])
         row_hold_days = hold_days
         trail_multiplier = ATR_TRAIL_MULTIPLIER
@@ -2690,6 +2779,17 @@ def _portfolio_monitor(
             None if use_live
             else lambda c, config=entry_cfg: _qualifies_strategy_variant(c, config)
         )
+        post_stop_reentry_fn = (
+            _make_gate_reset_reentry_fn(
+                candidates,
+                prices,
+                cadence=cadence,
+                qualified_fn=qualified_fn,
+                ranking_key=ranking_key,
+            )
+            if reentry_policy == "gate_reset"
+            else None
+        )
         for lookback in PORTFOLIO_MONITOR_LOOKBACKS:
             start = _lookback_start(latest_ord, lookback["days"])
             sim = _simulate_portfolio(
@@ -2703,7 +2803,7 @@ def _portfolio_monitor(
                 max_positions=int(entry_cfg["max_positions"]),
                 risk_per_trade=float(entry_cfg["risk_per_trade"]),
                 atr_trail_multiplier=trail_multiplier,
-                reentry_cooldown_sessions=reentry_lockdown_sessions,
+                post_stop_reentry_fn=post_stop_reentry_fn,
                 start_date=start,
                 include_curve=True,
             )
@@ -2719,7 +2819,7 @@ def _portfolio_monitor(
                 "ranking_key": ranking_key,
                 "exit_policy": exit_policy,
                 "live_exit_mode": live_exit_mode,
-                "reentry_lockdown_sessions": reentry_lockdown_sessions,
+                "reentry_policy": reentry_policy,
                 "lookback": lookback["lookback"],
                 "lookback_label": lookback["label"],
                 **sim,
@@ -2733,9 +2833,7 @@ def _portfolio_monitor(
                 "description": s["description"],
                 "is_production": bool(s.get("is_production")),
                 "comparison_arm": s.get("comparison_arm"),
-                "reentry_lockdown_sessions": int(
+                "reentry_policy": str(s.get("reentry_policy", "immediate")),
-                    s.get("reentry_lockdown_sessions", 0)
-                ),
             }
             for s in strategies
         ],
@@ -2749,7 +2847,7 @@ def _portfolio_monitor(
             "The structural overlay appears only in its explicit research arm and changes "
             "ordering, not production qualification. Local snapshot backtests remain the "
             "research surface for broad variant sweeps. The production row applies the "
-            "same five-session post-initial-stop re-entry lockdown as the live setup list."
+            "same post-initial-stop gate-reset rule as the live setup list."
         ),
     }
 
@@ -2758,7 +2856,7 @@ def _production_cadence_comparison(
     monitor: dict | None,
     cadence: str,
 ) -> dict | None:
-    """Compact full-history live/no-lockdown vs live/5-session comparison."""
+    """Compact full-history live/immediate vs live/gate-reset comparison."""
     if not monitor:
         return None
     arms: list[dict] = []
@@ -2773,23 +2871,23 @@ def _production_cadence_comparison(
         }
         arm_name = (
             "prod_live_setup"
-            if comparison_arm == "live_no_lockdown"
+            if comparison_arm == "live_immediate"
-            else "cooldown_5"
+            else "gate_reset"
         )
         compact["arm"] = f"{arm_name}_{cadence}"
         compact["entry_cadence"] = cadence
         arms.append(compact)
     if not arms:
         return None
-    arms.sort(key=lambda row: int(row.get("reentry_lockdown_sessions", 0)))
+    arms.sort(key=lambda row: row.get("reentry_policy") != "immediate")
     return {
         "entry_cadence": cadence,
         "lookback": "all",
         "arms": arms,
         "note": (
             "Both arms use the exact same live gate, ordering, Admin exit policy, "
-            "fees, and candidate cadence. Only the five-session post-stop "
+            "fees, and candidate cadence. Only the post-stop gate-reset rule "
-            "re-entry lockdown changes."
+            "changes."
         ),
     }
 
@@ -3002,8 +3100,8 @@ def _build_recommendation(report: dict) -> dict:
     if production_row is not None:
         headline = (
             "Production baseline: residual/high-vol 80/20 entry rank with a "
-            "3x ATR trailing exit, 30-trading-day max hold, and 5-session "
+            "3x ATR trailing exit, 30-trading-day max hold, and re-entry only "
-            "re-entry lockdown after an initial stop."
+            "after the gate fails and later qualifies again."
         )
         if (
             production_row.get("cagr_pct") is not None
@@ -3357,17 +3455,19 @@ async def run_backtest(
         portfolio_monitor_report = _portfolio_monitor(
             candidates, price_columns, spy_closes, hold_horizon,
             live_exit_policy=live_exit_policy,
+            cadence=cadence,
         )
         split = _holdout_split()
         if split is not None:
             holdout_report = _holdout_evaluation(
                 candidates, price_columns, spy_closes, hold_horizon, split,
                 live_exit_policy=live_exit_policy,
+                cadence=cadence,
             )
         if _min_rr_sweep_enabled():
             min_rr_sweep_report = _min_rr_sweep(
                 candidates, price_columns, spy_closes, activation, current_min_pct,
-                hold_horizon, live_exit_policy=live_exit_policy,
+                hold_horizon, live_exit_policy=live_exit_policy, cadence=cadence,
             )
     except Exception:
         logger.exception("Portfolio simulation failed")
@@ -3390,7 +3490,7 @@ async def run_backtest(
             "target_model": target_model,
             "target_model_label": BACKTEST_TARGET_MODELS[target_model],
             "is_production_target_model": target_model == PRODUCTION_GTL_TARGET_MODEL,
-            "production_reentry_lockdown_sessions": REENTRY_LOCKDOWN_SESSIONS,
+            "production_reentry_policy": PRODUCTION_REENTRY_POLICY,
         },
         "activation": activation,
         "overall_qualified": _bucket_stats(qualified),

app/services/paper_trade_service.py

@@ -20,7 +20,7 @@ from app.services.outcome_service import (
     Bar,
     evaluate_setup_against_bars,
 )
-from app.services.trade_policy import get_reentry_lockdowns
+from app.services.trade_policy import get_reentry_gate_locks
 
 # Exit policy for OPEN paper trades (auto-close). Production defaults to the
 # July 2026 promoted strategy: initial stop + 3x ATR trailing stop, with a max
@@ -319,12 +319,9 @@ async def create_trade(
         raise ValidationError("shares and entry_price must be positive")
 
     ticker = await _get_ticker(db, symbol)
-    remaining_sessions = (await get_reentry_lockdowns(db)).get(ticker.id)
+    if ticker.id in await get_reentry_gate_locks(db):
-    if remaining_sessions is not None:
-        suffix = "session" if remaining_sessions == 1 else "sessions"
         raise ValidationError(
-            f"{ticker.symbol} is in a post-stop re-entry lockdown: "
+            f"{ticker.symbol} requires a post-stop gate reset before re-entry"
-            f"{remaining_sessions} market {suffix} remaining"
         )
     trade = PaperTrade(
         user_id=user_id,

app/services/rr_scanner_service.py

@@ -28,8 +28,12 @@ from app.models.ticker import Ticker
 from app.models.trade_setup import TradeSetup
 from app.services.indicator_service import _extract_ohlcv, compute_atr
 from app.services.price_service import query_ohlcv
+from app.services.qualification import setup_qualifies
 from app.services.sr_service import detect_gate_target_ladder
-from app.services.trade_policy import get_reentry_lockdowns
+from app.services.trade_policy import (
+    get_reentry_gate_locks,
+    observe_reentry_gate_transitions,
+)
 from app.services.recommendation_service import (
     _risk_level_from_conflicts,
     build_recommendation_snapshot,
@@ -700,12 +704,24 @@ async def scan_all_tickers(
     ``progress_callback(processed, total, current_symbol)`` is invoked as each
     ticker is scanned so callers (e.g. the scheduler) can surface live progress.
     """
-    # Plain strings, not Ticker instances: the rollbacks below expire any ORM
+    # Plain ids/strings, not Ticker instances: the rollbacks below expire any
-    # objects held across them, and touching an expired attribute afterwards
+    # ORM objects held across them, and touching an expired attribute afterwards
     # triggers sync lazy-loading, which raises on an AsyncSession.
-    result = await db.execute(select(Ticker.symbol).order_by(Ticker.symbol))
+    result = await db.execute(select(Ticker.id, Ticker.symbol).order_by(Ticker.symbol))
-    symbols = list(result.scalars().all())
+    ticker_rows = [(int(ticker_id), symbol) for ticker_id, symbol in result.all()]
-    total = len(symbols)
+    total = len(ticker_rows)
+
+    # Gate-reset observations must use the same runtime activation settings as
+    # the live setup list. If the config cannot be loaded, scan normally but do
+    # not mutate reset state from an evaluation whose rules are unknown.
+    activation: dict | None = None
+    try:
+        from app.services.admin_service import get_activation_config
+
+        activation = await get_activation_config(db)
+    except Exception:
+        await db.rollback()
+        logger.exception("Activation config load for re-entry gate reset failed")
 
     # Rank the universe up front so each new setup carries both the residual
     # activation gate percentile and the promoted production ordering score.
@@ -721,7 +737,10 @@ async def scan_all_tickers(
         ranks = {}
 
     all_setups: list[TradeSetup] = []
-    for index, symbol in enumerate(symbols):
+    evaluated_ticker_ids: set[int] = set()
+    qualified_ticker_ids: set[int] = set()
+    gate_observation_started_at = datetime.now(timezone.utc)
+    for index, (ticker_id, symbol) in enumerate(ticker_rows):
         if progress_callback is not None:
             progress_callback(index, total, symbol)
         # Refresh scores first so the scheduled scan works off current data.
@@ -754,10 +773,33 @@ async def scan_all_tickers(
                 primary_min_rr=PRIMARY_TARGET_MIN_RR,
             )
             all_setups.extend(setups)
+            if activation is not None:
+                try:
+                    if any(setup_qualifies(setup, activation) for setup in setups):
+                        qualified_ticker_ids.add(ticker_id)
+                    evaluated_ticker_ids.add(ticker_id)
+                except Exception:
+                    logger.exception(
+                        "Gate-reset qualification observation failed for %s", symbol
+                    )
         except Exception:
             await db.rollback()
             logger.exception("Error scanning ticker %s", symbol)
 
+    if activation is not None:
+        transitioned_ticker_ids = await observe_reentry_gate_transitions(
+            db,
+            evaluated_ticker_ids=evaluated_ticker_ids,
+            qualified_ticker_ids=qualified_ticker_ids,
+            observed_at=gate_observation_started_at,
+        )
+        await db.commit()
+        if transitioned_ticker_ids:
+            logger.info(
+                "Updated post-stop gate-reset state for %d ticker(s)",
+                len(transitioned_ticker_ids),
+            )
+
     if progress_callback is not None and total:
         progress_callback(total, total, "")
 
@@ -772,8 +814,8 @@ async def get_trade_setups(
     symbol: str | None = None,
     live_recommendation: bool = False,
     exclude_open_trade_tickers: bool = False,
-    exclude_reentry_lockdown_tickers: bool = False,
+    exclude_reentry_gate_locked_tickers: bool = False,
-    include_reentry_lockdown: bool = False,
+    include_reentry_gate_lock: bool = False,
 ) -> list[dict]:
     """Get latest stored trade setups, optionally filtered.
 
@@ -798,7 +840,7 @@ async def get_trade_setups(
     if recommended_action is not None and not live_recommendation:
         stmt = stmt.where(TradeSetup.recommended_action == recommended_action)
     excluded_ticker_ids: set[int] = set()
-    reentry_lockdowns: dict[int, int] = {}
+    reentry_gate_locks: dict[int, datetime] = {}
     if exclude_open_trade_tickers:
         open_trade_result = await db.execute(
             select(PaperTrade.ticker_id)
@@ -808,10 +850,10 @@ async def get_trade_setups(
         excluded_ticker_ids.update(
             ticker_id for ticker_id, in open_trade_result.all()
         )
-    if exclude_reentry_lockdown_tickers or include_reentry_lockdown:
+    if exclude_reentry_gate_locked_tickers or include_reentry_gate_lock:
-        reentry_lockdowns = await get_reentry_lockdowns(db)
+        reentry_gate_locks = await get_reentry_gate_locks(db)
-    if exclude_reentry_lockdown_tickers:
+    if exclude_reentry_gate_locked_tickers:
-        excluded_ticker_ids.update(reentry_lockdowns)
+        excluded_ticker_ids.update(reentry_gate_locks)
     if excluded_ticker_ids:
         stmt = stmt.where(~TradeSetup.ticker_id.in_(excluded_ticker_ids))
 
@@ -866,14 +908,14 @@ async def get_trade_setups(
             ),
             reverse=True,
         )
-    if include_reentry_lockdown:
+    if include_reentry_gate_lock:
         ticker_by_setup_id = {
             setup.id: setup.ticker_id for setup, _ in latest_rows
         }
         for row in rows_out:
             ticker_id = ticker_by_setup_id.get(row["id"])
-            row["reentry_lockdown_remaining_sessions"] = (
+            row["reentry_gate_reset_required"] = (
-                reentry_lockdowns.get(ticker_id) if ticker_id is not None else None
+                ticker_id in reentry_gate_locks if ticker_id is not None else False
             )
     return rows_out
 

app/services/trade_policy.py

@@ -1,120 +1,93 @@
-"""Shared live/backtest trading-policy constants and availability checks."""
+"""Shared live trading-policy state and availability checks."""
 
 from __future__ import annotations
 
-from collections import defaultdict
+from collections.abc import Iterable
-from datetime import date, datetime, timezone
+from datetime import datetime, timezone
 
-from sqlalchemy import func, select
+from sqlalchemy import select
 from sqlalchemy.ext.asyncio import AsyncSession
 
-from app.models.benchmark_price import BenchmarkPrice
-from app.models.ohlcv import OHLCVRecord
 from app.models.paper_trade import PaperTrade
-from app.services.benchmark_service import BENCHMARK_SYMBOL
-
-# A ticker stopped at its initial stop may qualify again immediately, but the
-# July 2026 event study showed that waiting five market sessions materially
-# improved the production book. The stop session is wait_session=0; the first
-# permitted re-entry is wait_session=5, provided the normal gate still passes.
-REENTRY_LOCKDOWN_SESSIONS = 5
 
 
-async def get_reentry_lockdowns(
+async def _latest_initial_stop_trades(
     db: AsyncSession,
     *,
-    as_of: date | None = None,
+    closed_before: datetime | None = None,
-    sessions: int = REENTRY_LOCKDOWN_SESSIONS,
+) -> dict[int, PaperTrade]:
-) -> dict[int, int]:
+    """Return the most recent initial-stop trade for each ticker."""
-    """Return ``{ticker_id: remaining_sessions}`` for active lockdowns.
+    stmt = (
-
+        select(PaperTrade)
-    SPY is the canonical calendar for the platform's US-equity universe. When
-    the stored benchmark history does not reach an older stop, only that
-    ticker's own OHLCV dates are used as a conservative fallback. Unrelated
-    ticker dates can therefore never shorten a lockdown.
-    """
-    sessions = max(0, int(sessions))
-    if sessions == 0:
-        return {}
-
-    session_cutoff = as_of or datetime.now(timezone.utc).date()
-    stop_result = await db.execute(
-        select(
-            PaperTrade.ticker_id,
-            func.max(PaperTrade.closed_at).label("last_stop_at"),
-        )
         .where(
             PaperTrade.status == "closed",
             PaperTrade.close_reason == "stop",
             PaperTrade.closed_at.is_not(None),
         )
-        .group_by(PaperTrade.ticker_id)
+        .order_by(
+            PaperTrade.ticker_id.asc(),
+            PaperTrade.closed_at.desc(),
+            PaperTrade.id.desc(),
         )
-    stop_dates = {
+    )
-        ticker_id: stopped_at.date()
+    if closed_before is not None:
-        for ticker_id, stopped_at in stop_result.all()
+        stmt = stmt.where(PaperTrade.closed_at <= closed_before)
-        if stopped_at is not None and stopped_at.date() <= session_cutoff
+    result = await db.execute(stmt)
+    latest: dict[int, PaperTrade] = {}
+    for trade in result.scalars():
+        latest.setdefault(trade.ticker_id, trade)
+    return latest
+
+
+async def get_reentry_gate_locks(db: AsyncSession) -> dict[int, datetime]:
+    """Return tickers still waiting for a post-stop gate failure.
+
+    A later qualified setup is actionable only after the daily scanner has
+    observed an unqualified evaluation after the latest initial-stop exit and
+    then a fresh qualification. The returned timestamp is the stop time and is
+    useful for diagnostics; callers normally only need the keys.
+    """
+    latest = await _latest_initial_stop_trades(db)
+    return {
+        ticker_id: trade.closed_at
+        for ticker_id, trade in latest.items()
+        if trade.reentry_gate_requalified_at is None and trade.closed_at is not None
     }
-    if not stop_dates:
-        return {}
-
-    benchmark_result = await db.execute(
-        select(BenchmarkPrice.date)
-        .where(
-            BenchmarkPrice.symbol == BENCHMARK_SYMBOL,
-            BenchmarkPrice.date <= session_cutoff,
-        )
-        .order_by(BenchmarkPrice.date.asc())
-    )
-    benchmark_dates = [row[0] for row in benchmark_result.all()]
-
-    lockdowns: dict[int, int] = {}
-    fallback_stops: dict[int, date] = {}
-    first_benchmark_date = benchmark_dates[0] if benchmark_dates else None
-    for ticker_id, stop_date in stop_dates.items():
-        completed = sum(day > stop_date for day in benchmark_dates)
-        if completed >= sessions:
-            continue
-        if first_benchmark_date is not None and first_benchmark_date <= stop_date:
-            lockdowns[ticker_id] = sessions - completed
-        else:
-            # The benchmark table starts after this stop (or is empty), so it
-            # cannot prove how many sessions elapsed. Resolve only this ticker
-            # against its own bars instead of using universe-wide dates.
-            fallback_stops[ticker_id] = stop_date
-
-    if fallback_stops:
-        own_session_result = await db.execute(
-            select(OHLCVRecord.ticker_id, OHLCVRecord.date)
-            .where(
-                OHLCVRecord.ticker_id.in_(fallback_stops),
-                OHLCVRecord.date > min(fallback_stops.values()),
-                OHLCVRecord.date <= session_cutoff,
-            )
-            .distinct()
-        )
-        own_dates: dict[int, set[date]] = defaultdict(set)
-        for ticker_id, market_date in own_session_result.all():
-            own_dates[ticker_id].add(market_date)
-        for ticker_id, stop_date in fallback_stops.items():
-            completed = sum(day > stop_date for day in own_dates[ticker_id])
-            if completed < sessions:
-                lockdowns[ticker_id] = sessions - completed
-
-    return lockdowns
 
 
-async def get_reentry_lockdown_ticker_ids(
+async def observe_reentry_gate_transitions(
     db: AsyncSession,
     *,
-    as_of: date | None = None,
+    evaluated_ticker_ids: Iterable[int],
-    sessions: int = REENTRY_LOCKDOWN_SESSIONS,
+    qualified_ticker_ids: Iterable[int],
+    observed_at: datetime | None = None,
 ) -> set[int]:
-    """Compatibility wrapper for callers that only need blocked ticker ids."""
+    """Persist gate-failure and later requalification observations.
-    return set(
+
-        await get_reentry_lockdowns(
+    Only tickers whose scan completed successfully belong in
-            db,
+    ``evaluated_ticker_ids``. This prevents a scanner exception from being
-            as_of=as_of,
+    mistaken for a real gate exit. The caller owns the transaction; this helper
-            sessions=sessions,
+    flushes so the new state is immediately visible in that transaction.
-        )
+    """
-    )
+    evaluated = {int(ticker_id) for ticker_id in evaluated_ticker_ids}
+    if not evaluated:
+        return set()
+    qualified = {int(ticker_id) for ticker_id in qualified_ticker_ids}
+    timestamp = observed_at or datetime.now(timezone.utc)
+    latest = await _latest_initial_stop_trades(db, closed_before=timestamp)
+    updated: set[int] = set()
+    for ticker_id in evaluated:
+        trade = latest.get(ticker_id)
+        if trade is None or trade.reentry_gate_requalified_at is not None:
+            continue
+        if trade.reentry_gate_failed_at is None:
+            if ticker_id not in qualified:
+                trade.reentry_gate_failed_at = timestamp
+                updated.add(ticker_id)
+        elif ticker_id in qualified:
+            trade.reentry_gate_requalified_at = timestamp
+            updated.add(ticker_id)
+
+    if updated:
+        await db.flush()
+    return updated

frontend/src/components/signals/BacktestPanel.tsx

@@ -373,8 +373,8 @@ export function BacktestPanel() {
                 <p className="text-[11px] text-gray-500">
                   Avg hold {fmtDays(monitorRun.avg_hold_days)} · Best {fmtR(monitorRun.best_trade_r)} / Worst{' '}
                   {fmtR(monitorRun.worst_trade_r)} · Avg P&amp;L per trade {fmtMoney(monitorRun.avg_trade_pnl)}
-                  {monitorRun.reentry_lockdown_sessions ? (
+                  {monitorRun.reentry_policy === 'gate_reset' ? (
-                    <> · Re-entry lockdown {monitorRun.reentry_lockdown_sessions} market sessions after initial stop</>
+                    <> · Re-entry after gate failure and fresh qualification</>
                   ) : null}
                 </p>
 

frontend/src/components/ticker/RecommendationPanel.tsx

@@ -67,14 +67,13 @@ function entryDrift(setup: TradeSetup, currentPrice?: number) {
 }
 
 type NotActionableState =
-  | { kind: 'lockdown'; remainingSessions: number }
+  | { kind: 'gate-reset' }
   | { kind: 'invalidated' }
   | null;
 
 function notActionableState(setup: TradeSetup, currentPrice?: number) {
-  const remainingSessions = setup.reentry_lockdown_remaining_sessions ?? 0;
+  if (setup.reentry_gate_reset_required) {
-  if (remainingSessions > 0) {
+    return { kind: 'gate-reset' } satisfies NotActionableState;
-    return { kind: 'lockdown', remainingSessions } satisfies NotActionableState;
   }
   if (currentPrice == null) return null;
   if (entryDrift(setup, currentPrice)?.status !== 'invalidated') return null;
@@ -271,20 +270,17 @@ function SetupCard({ setup, action, currentPrice, risk, regime, exitPolicy, sele
   };
 
   const inactiveState = notActionableState(setup, currentPrice);
-  if (inactiveState?.kind === 'lockdown') {
+  if (inactiveState?.kind === 'gate-reset') {
-    const remaining = inactiveState.remainingSessions;
     return (
       <div data-direction={setup.direction} className="rounded-xl border border-amber-400/20 bg-amber-400/[0.04] p-4">
         <div className="flex flex-wrap items-center gap-2">
           <DirTag direction={setup.direction} />
-          <span className="num text-[10px] uppercase tracking-[0.16em] text-amber-300">post-stop lockdown</span>
+          <span className="num text-[10px] uppercase tracking-[0.16em] text-amber-300">awaiting gate reset</span>
-          <span className="num ml-auto text-xs text-gray-500">
+          <span className="num ml-auto text-xs text-gray-500">re-entry paused</span>
-            {remaining} market session{remaining === 1 ? '' : 's'} remaining
-          </span>
         </div>
         <p className="mt-2 text-[11.5px] leading-relaxed text-gray-400">
-          This setup remains visible for context but cannot be marked as taken. Once the lockdown expires,
+          This setup remains visible for context but cannot be marked as taken. The ticker must first fail
-          the scanner recalculates the normal gate before it can become actionable again.
+          the production gate; only a later fresh qualification can become actionable again.
         </p>
       </div>
     );
@@ -639,11 +635,11 @@ export function RecommendationPanel({ symbol, longSetup, shortSetup, currentPric
         <div className="min-w-0">
           {preferredInactive ? (
             <span className="text-sm font-semibold text-gray-400">
-              {preferredInactive.kind === 'lockdown' ? (
+              {preferredInactive.kind === 'gate-reset' ? (
                 <>
                   Re-entry paused{' '}
                   <span className="font-normal text-gray-500">
-                    ({preferredInactive.remainingSessions} market session{preferredInactive.remainingSessions === 1 ? '' : 's'} remaining after stop)
+                    (waiting for the gate to fail before a fresh qualification)
                   </span>
                 </>
               ) : (

frontend/src/lib/qualification.ts

@@ -43,7 +43,7 @@ export function liveRiskReward(setup: TradeSetup, currentPrice: number): number
  * app/services/qualification.py — keep the two in sync.
  */
 export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boolean {
-  if ((setup.reentry_lockdown_remaining_sessions ?? 0) > 0) return false;
+  if (setup.reentry_gate_reset_required) return false;
   if (setup.rr_ratio < config.min_rr) return false;
   // Live R:R from current price — drops setups whose price has already run
   // toward target (reward consumed) or through the stop.
@@ -80,9 +80,8 @@ export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boo
  * qualifiesSetup rule-for-rule (keep the order in sync).
  */
 export function disqualifyReason(setup: TradeSetup, config: ActivationConfig): string | null {
-  const lockdownRemaining = setup.reentry_lockdown_remaining_sessions ?? 0;
+  if (setup.reentry_gate_reset_required) {
-  if (lockdownRemaining > 0) {
+    return 'post-stop gate reset required';
-    return `post-stop lockdown · ${lockdownRemaining} session${lockdownRemaining === 1 ? '' : 's'} remaining`;
   }
   if (setup.rr_ratio < config.min_rr) {
     return `R:R ${setup.rr_ratio.toFixed(1)} below gate ${config.min_rr.toFixed(1)}`;

frontend/src/lib/types.ts

@@ -144,7 +144,7 @@ export interface TradeSetup {
   momentum_percentile?: number | null;
   strategy_rank?: number | null;
   volatility_percentile?: number | null;
-  reentry_lockdown_remaining_sessions?: number | null;
+  reentry_gate_reset_required?: boolean;
   context_as_of?: TradeSetupContextAsOf | null;
   recommendation_summary?: RecommendationSummary;
 }
@@ -356,10 +356,10 @@ export interface BacktestPortfolioMonitorRun extends BacktestPortfolioPolicy {
   label: string;
   description: string;
   is_production: boolean;
-  comparison_arm?: 'live_no_lockdown' | 'live_lockdown_5' | null;
+  comparison_arm?: 'live_immediate' | 'live_gate_reset' | null;
   entry_variant: string;
   exit_policy: string;
-  reentry_lockdown_sessions?: number;
+  reentry_policy?: 'immediate' | 'gate_reset';
   lookback: string;
   lookback_label: string;
 }
@@ -371,8 +371,8 @@ export interface BacktestPortfolioMonitor {
     label: string;
     description: string;
     is_production: boolean;
-    comparison_arm?: 'live_no_lockdown' | 'live_lockdown_5' | null;
+    comparison_arm?: 'live_immediate' | 'live_gate_reset' | null;
-    reentry_lockdown_sessions?: number;
+    reentry_policy?: 'immediate' | 'gate_reset';
   }[];
   lookbacks: { lookback: string; label: string }[];
   runs: BacktestPortfolioMonitorRun[];
@@ -415,7 +415,7 @@ export interface BacktestReport {
     target_model?: 'production_gtl' | 'structural_sr';
     target_model_label?: string;
     is_production_target_model?: boolean;
-    production_reentry_lockdown_sessions?: number;
+    production_reentry_policy?: 'gate_reset';
   };
   overall_qualified: BacktestBucket;
   overall_all: BacktestBucket;

scripts/run_backtest_cadence_comparison.py

@@ -1,9 +1,9 @@
-"""Run the four production cadence/lockdown arms on one offline snapshot.
+"""Run the four production cadence/re-entry arms on one offline snapshot.
 
 The command executes the complete backtest once weekly and once daily. Each
-backtest contains two otherwise identical live-policy portfolio arms: no
+backtest contains two otherwise identical live-policy portfolio arms: immediate
-post-stop lockdown and the production five-session lockdown. It writes both
+post-stop re-entry and the production gate-reset rule. It writes both full
-full reports plus one compact four-arm comparison report.
+reports plus one compact four-arm comparison report.
 """
 
 from __future__ import annotations
@@ -77,7 +77,8 @@ def _print_arm(row: dict) -> None:
     print(
         f"  {row['arm']}: Sharpe {row.get('sharpe')}, "
         f"CAGR {row.get('cagr_pct')}%, DD {row.get('max_drawdown_pct')}%, "
-        f"trades {row.get('trades')}, skipped cooldown {row.get('skipped_cooldown', 0)}"
+        f"trades {row.get('trades')}, post-stop re-entries "
+        f"{row.get('post_stop_reentries', 0)}"
     )
 
 
@@ -139,16 +140,16 @@ async def _main() -> None:
     expected = {
         "prod_live_setup_weekly",
         "prod_live_setup_daily",
-        "cooldown_5_weekly",
+        "gate_reset_weekly",
-        "cooldown_5_daily",
+        "gate_reset_daily",
     }
     if {row.get("arm") for row in arms} != expected:
         raise RuntimeError("The generated cadence report does not contain all four arms")
     arm_order = {
         "prod_live_setup_weekly": 0,
         "prod_live_setup_daily": 1,
-        "cooldown_5_weekly": 2,
+        "gate_reset_weekly": 2,
-        "cooldown_5_daily": 3,
+        "gate_reset_daily": 3,
     }
     arms.sort(key=lambda row: arm_order[str(row["arm"])])
 
@@ -164,7 +165,7 @@ async def _main() -> None:
         "note": (
             "All four arms use the same snapshot, activation settings, target model, "
             "live Admin exit policy, fees, sizing, and portfolio constraints. Within "
-            "each cadence pair, only the five-session post-stop lockdown differs."
+            "each cadence pair, only the post-stop gate-reset rule differs."
         ),
     }
     comparison_path = out_dir / f"{prefix}-comparison.json"

tests/unit/test_backtest_service.py

@@ -679,11 +679,51 @@ class TestSimulatePortfolio:
         assert sim["trades"] == 1
         assert callback_dates == [self.ORD + 1]
 
-    def test_production_monitor_applies_live_reentry_lockdown(self, monkeypatch):
+    def test_gate_reset_waits_for_failed_evaluation_then_requalification(self):
+        closes = [100.0] * 95
+        entry_ord = self.ORD + bt.MIN_LOOKBACK - 1
+        stop_ord = entry_ord + 1
+        reentry_ord = entry_ord + 3
+        closes[bt.MIN_LOOKBACK] = 94.0
+        closes[bt.MIN_LOOKBACK + 1] = 95.0
+        closes[bt.MIN_LOOKBACK + 2] = 96.0
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        candidates = [
+            _sim_cand("AAA", entry_ord, entry=100.0, stop=95.0, target=120.0),
+            # Still qualified on the stop day: this must not unlock re-entry.
+            _sim_cand("AAA", stop_ord, entry=94.0, stop=89.0, target=110.0),
+            # No candidate on the intervening session means the daily gate
+            # failed. A fresh qualification on the next session may re-enter.
+            _sim_cand("AAA", reentry_ord, entry=96.0, stop=90.0, target=115.0),
+        ]
+        gate_reset = bt._make_gate_reset_reentry_fn(
+            candidates,
+            prices,
+            cadence="daily",
+        )
+
+        sim = bt._simulate_portfolio(
+            candidates,
+            prices,
+            None,
+            "hold",
+            30,
+            post_stop_reentry_fn=gate_reset,
+            include_trades=True,
+        )
+
+        assert sim is not None
+        assert sim["post_stop_reentries"] == 1
+        assert sim["trade_details"][1]["entry_date"] == date.fromordinal(
+            reentry_ord
+        ).isoformat()
+        assert sim["reentry_events"][0]["wait_sessions"] == 2
+
+    def test_production_monitor_applies_live_gate_reset(self, monkeypatch):
         def fake_simulator(*_args, **kwargs):
             return {
                 "trades": 0,
-                "applied_reentry_lockdown": kwargs.get("reentry_cooldown_sessions", 0),
+                "applied_gate_reset": kwargs.get("post_stop_reentry_fn") is not None,
             }
 
         monkeypatch.setattr(bt, "_simulate_portfolio", fake_simulator)
@@ -694,37 +734,38 @@ class TestSimulatePortfolio:
         production_rows = [
             row for row in monitor["runs"] if row["is_production"]
         ]
-        comparison_rows = [
+        immediate_rows = [
-            row for row in monitor["runs"] if not row["is_production"]
+            row for row in monitor["runs"]
+            if row["comparison_arm"] == "live_immediate"
         ]
 
         assert production_rows
         assert all(
-            row["reentry_lockdown_sessions"] == bt.REENTRY_LOCKDOWN_SESSIONS
+            row["reentry_policy"] == "gate_reset"
-            and row["applied_reentry_lockdown"] == bt.REENTRY_LOCKDOWN_SESSIONS
+            and row["applied_gate_reset"] is True
             for row in production_rows
         )
-        assert comparison_rows
+        assert immediate_rows
         assert all(
-            row["reentry_lockdown_sessions"] == 0
+            row["reentry_policy"] == "immediate"
-            and row["applied_reentry_lockdown"] == 0
+            and row["applied_gate_reset"] is False
-            for row in comparison_rows
+            for row in immediate_rows
         )
 
     def test_production_cadence_comparison_names_exact_two_arms(self):
         monitor = {
             "runs": [
                 {
-                    "comparison_arm": "live_no_lockdown",
+                    "comparison_arm": "live_immediate",
                     "lookback": "all",
-                    "reentry_lockdown_sessions": 0,
+                    "reentry_policy": "immediate",
                     "trades": 10,
                     "equity_curve": [{"date": "2026-01-01", "value": 1.0}],
                 },
                 {
-                    "comparison_arm": "live_lockdown_5",
+                    "comparison_arm": "live_gate_reset",
                     "lookback": "all",
-                    "reentry_lockdown_sessions": 5,
+                    "reentry_policy": "gate_reset",
                     "trades": 8,
                     "benchmark_curve": [{"date": "2026-01-01", "value": 1.0}],
                 },
@@ -736,7 +777,7 @@ class TestSimulatePortfolio:
         assert comparison is not None
         assert [row["arm"] for row in comparison["arms"]] == [
             "prod_live_setup_daily",
-            "cooldown_5_daily",
+            "gate_reset_daily",
         ]
         assert all("equity_curve" not in row for row in comparison["arms"])
         assert all("benchmark_curve" not in row for row in comparison["arms"])
@@ -997,7 +1038,7 @@ def test_build_recommendation_prefers_production_monitor_headline():
     })
     assert rec["headline"] is not None
     assert "3x ATR trailing exit" in rec["headline"]
-    assert "5-session re-entry lockdown" in rec["headline"]
+    assert "after the gate fails" in rec["headline"]
     assert any(item["topic"] == "production" for item in rec["items"])
 
 
@@ -1261,10 +1302,7 @@ async def test_run_backtest_smoke(session):
     assert report["params"]["is_production_target_model"] is True
     assert report["params"]["entry_cadence"] == "weekly"
     assert report["params"]["step_sessions"] == 5
-    assert (
+    assert report["params"]["production_reentry_policy"] == "gate_reset"
-        report["params"]["production_reentry_lockdown_sessions"]
-        == bt.REENTRY_LOCKDOWN_SESSIONS
-    )
     assert "net_avg_r" in report["overall_all"]
 
     # ablation baseline reproduces the qualified set exactly, and every row

tests/unit/test_paper_trade_service.py

@@ -48,22 +48,18 @@ async def test_create_and_list_open(session):
     assert row["current_price"] == 110.0  # marked to the latest close
 
 
-async def test_create_trade_enforces_post_stop_lockdown_at_service_boundary(session):
+async def test_create_trade_enforces_post_stop_gate_reset_at_service_boundary(session):
     blocked_id = await _seed(session, "LOCKQ", close=100.0)
     released_id = await _seed(session, "FREEQ", close=100.0)
     today = date.today()
-    market_sessions = [
-        today - timedelta(days=8),
-        today - timedelta(days=7),
-        today - timedelta(days=6),
-        today - timedelta(days=3),
-        today - timedelta(days=2),
-        today - timedelta(days=1),
-    ]
-    for market_date in market_sessions:
-        session.add(BenchmarkPrice(symbol="SPY", date=market_date, close=400.0))
 
-    def stopped_trade(ticker_id: int, closed_on: date) -> PaperTrade:
+    def stopped_trade(ticker_id: int, *, gate_reset_complete: bool) -> PaperTrade:
+        closed_on = today - timedelta(days=10)
+        reset_at = datetime.combine(
+            closed_on + timedelta(days=1),
+            datetime.min.time(),
+            tzinfo=timezone.utc,
+        )
         return PaperTrade(
             user_id=1,
             ticker_id=ticker_id,
@@ -81,17 +77,21 @@ async def test_create_trade_enforces_post_stop_lockdown_at_service_boundary(sess
                 closed_on, datetime.min.time(), tzinfo=timezone.utc
             ),
             close_reason="stop",
+            reentry_gate_failed_at=reset_at if gate_reset_complete else None,
+            reentry_gate_requalified_at=(
+                reset_at + timedelta(days=1) if gate_reset_complete else None
+            ),
         )
 
     session.add_all(
         [
-            stopped_trade(blocked_id, market_sessions[1]),
+            stopped_trade(blocked_id, gate_reset_complete=False),
-            stopped_trade(released_id, market_sessions[0]),
+            stopped_trade(released_id, gate_reset_complete=True),
         ]
     )
     await session.commit()
 
-    with pytest.raises(ValidationError, match="1 market session remaining"):
+    with pytest.raises(ValidationError, match="requires a post-stop gate reset"):
         await svc.create_trade(
             session,
             1,

tests/unit/test_rr_scanner_preservation.py

@@ -20,7 +20,6 @@ from hypothesis import given, settings, HealthCheck, strategies as st
 from sqlalchemy import func, select
 from sqlalchemy.ext.asyncio import AsyncSession
 
-from app.models.benchmark_price import BenchmarkPrice
 from app.models.ohlcv import OHLCVRecord
 from app.models.paper_trade import PaperTrade
 from app.models.signal_context_snapshot import SignalContextSnapshot
@@ -609,11 +608,10 @@ async def test_get_trade_setups_can_exclude_tickers_with_open_paper_trades(
 
 
 @pytest.mark.asyncio
-async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
+async def test_get_trade_setups_applies_initial_stop_gate_reset_lock(
     db_session: AsyncSession,
 ):
     now = datetime.now(timezone.utc)
-    today = now.date()
     if await db_session.get(User, 1) is None:
         db_session.add(
             User(id=1, username="u", password_hash="x", role="user", has_access=True)
@@ -626,38 +624,6 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
     db_session.add_all([blocked, released, trailing])
     await db_session.flush()
 
-    # Six SPY sessions D0..D5 form the canonical market calendar. A stop on
-    # D0 has five later sessions and is released; a stop on D1 has only four.
-    market_sessions = [
-        today - timedelta(days=8),
-        today - timedelta(days=7),
-        today - timedelta(days=6),
-        today - timedelta(days=3),
-        today - timedelta(days=2),
-        today - timedelta(days=1),
-    ]
-    for market_date in market_sessions:
-        db_session.add(
-            BenchmarkPrice(
-                symbol="SPY",
-                date=market_date,
-                close=400.0,
-            )
-        )
-    # A bar from an unrelated/scanner-specific calendar must not release the
-    # ticker one session early. The old universe-wide DISTINCT query did.
-    db_session.add(
-        OHLCVRecord(
-            ticker_id=blocked.id,
-            date=today,
-            open=100.0,
-            high=101.0,
-            low=99.0,
-            close=100.0,
-            volume=1_000,
-        )
-    )
-
     for ticker in (blocked, released, trailing):
         db_session.add(
             TradeSetup(
@@ -672,7 +638,13 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
             )
         )
 
-    def closed_trade(ticker: Ticker, closed_on: date, reason: str) -> PaperTrade:
+    def closed_trade(
+        ticker: Ticker,
+        reason: str,
+        *,
+        gate_reset_complete: bool = False,
+    ) -> PaperTrade:
+        closed_on = now.date() - timedelta(days=10)
         return PaperTrade(
             user_id=1,
             ticker_id=ticker.id,
@@ -690,13 +662,19 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
                 closed_on, datetime.min.time(), tzinfo=timezone.utc
             ),
             close_reason=reason,
+            reentry_gate_failed_at=(
+                now - timedelta(days=9) if gate_reset_complete else None
+            ),
+            reentry_gate_requalified_at=(
+                now - timedelta(days=8) if gate_reset_complete else None
+            ),
         )
 
     db_session.add_all(
         [
-            closed_trade(blocked, market_sessions[1], "stop"),
+            closed_trade(blocked, "stop"),
-            closed_trade(released, market_sessions[0], "stop"),
+            closed_trade(released, "stop", gate_reset_complete=True),
-            closed_trade(trailing, market_sessions[-1], "trailing"),
+            closed_trade(trailing, "trailing"),
         ]
     )
     await db_session.flush()
@@ -710,7 +688,7 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
         row["symbol"]
         for row in await get_trade_setups(
             db_session,
-            exclude_reentry_lockdown_tickers=True,
+            exclude_reentry_gate_locked_tickers=True,
         )
     }
     assert "STOP4" not in available_symbols
@@ -719,10 +697,10 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
     annotated = await get_trade_setups(
         db_session,
         symbol="STOP4",
-        include_reentry_lockdown=True,
+        include_reentry_gate_lock=True,
     )
     assert len(annotated) == 1
-    assert annotated[0]["reentry_lockdown_remaining_sessions"] == 1
+    assert annotated[0]["reentry_gate_reset_required"] is True
 
 
 async def _seed_stale_setup_with_current_scores(db_session: AsyncSession) -> TradeSetup:

tests/unit/test_trade_policy.py

@@ -0,0 +1,128 @@
+from __future__ import annotations
+
+from datetime import datetime, timedelta, timezone
+
+import pytest
+
+from app.models.paper_trade import PaperTrade
+from app.models.ticker import Ticker
+from app.models.user import User
+from app.services.trade_policy import (
+    get_reentry_gate_locks,
+    observe_reentry_gate_transitions,
+)
+from tests.conftest import _test_session_factory  # type: ignore
+
+
+@pytest.fixture
+async def session():
+    async with _test_session_factory() as db:
+        yield db
+
+
+def _stopped_trade(
+    ticker_id: int,
+    *,
+    closed_at: datetime,
+    gate_failed_at: datetime | None = None,
+    gate_requalified_at: datetime | None = None,
+) -> PaperTrade:
+    return PaperTrade(
+        user_id=1,
+        ticker_id=ticker_id,
+        direction="long",
+        entry_price=100.0,
+        shares=10.0,
+        stop_loss=95.0,
+        target=115.0,
+        status="closed",
+        opened_at=closed_at - timedelta(days=5),
+        close_price=95.0,
+        closed_at=closed_at,
+        close_reason="stop",
+        reentry_gate_failed_at=gate_failed_at,
+        reentry_gate_requalified_at=gate_requalified_at,
+    )
+
+
+async def test_observation_releases_only_evaluated_unqualified_tickers(session):
+    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
+    tickers = [
+        Ticker(symbol=symbol)
+        for symbol in ("FAILQ", "PASSQ", "ERRORQ", "LATEQ")
+    ]
+    session.add_all(tickers)
+    await session.flush()
+
+    stopped_at = datetime.now(timezone.utc) - timedelta(days=1)
+    trades = [
+        _stopped_trade(ticker.id, closed_at=stopped_at)
+        for ticker in tickers[:3]
+    ]
+    observed_at = datetime.now(timezone.utc)
+    trades.append(
+        _stopped_trade(
+            tickers[3].id,
+            closed_at=observed_at + timedelta(seconds=1),
+        )
+    )
+    session.add_all(trades)
+    await session.commit()
+
+    updated = await observe_reentry_gate_transitions(
+        session,
+        evaluated_ticker_ids={tickers[0].id, tickers[1].id, tickers[3].id},
+        qualified_ticker_ids={tickers[1].id},
+        observed_at=observed_at,
+    )
+
+    assert updated == {tickers[0].id}
+    locks = await get_reentry_gate_locks(session)
+    assert set(locks) == {ticker.id for ticker in tickers}
+    assert trades[0].reentry_gate_failed_at == observed_at
+    assert trades[0].reentry_gate_requalified_at is None
+    assert trades[1].reentry_gate_failed_at is None
+    assert trades[2].reentry_gate_failed_at is None
+    assert trades[3].reentry_gate_failed_at is None
+
+    requalified_at = observed_at + timedelta(days=1)
+    updated = await observe_reentry_gate_transitions(
+        session,
+        evaluated_ticker_ids={tickers[0].id},
+        qualified_ticker_ids={tickers[0].id},
+        observed_at=requalified_at,
+    )
+
+    assert updated == {tickers[0].id}
+    assert trades[0].reentry_gate_requalified_at == requalified_at
+    assert set(await get_reentry_gate_locks(session)) == {
+        tickers[1].id,
+        tickers[2].id,
+        tickers[3].id,
+    }
+
+
+async def test_latest_stop_starts_a_new_gate_reset_episode(session):
+    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
+    ticker = Ticker(symbol="TWOSTOP")
+    session.add(ticker)
+    await session.flush()
+
+    first_stop = datetime.now(timezone.utc) - timedelta(days=20)
+    session.add_all(
+        [
+            _stopped_trade(
+                ticker.id,
+                closed_at=first_stop,
+                gate_failed_at=first_stop + timedelta(days=1),
+                gate_requalified_at=first_stop + timedelta(days=2),
+            ),
+            _stopped_trade(
+                ticker.id,
+                closed_at=first_stop + timedelta(days=10),
+            ),
+        ]
+    )
+    await session.commit()
+
+    assert ticker.id in await get_reentry_gate_locks(session)