Promote production portfolio strategy

This commit is contained in:
2026-07-04 07:48:38 +02:00
parent 66ef0564c1
commit 5f2d108227
22 changed files with 1677 additions and 132 deletions
+15 -5
View File
@@ -76,10 +76,16 @@ export default function DashboardPage() {
[trades.data, activation.data],
);
// Rank only actionable/qualified setups by residual 12-1 momentum percentile.
// Rank only actionable/qualified setups by the production strategy score.
// Residual momentum still gates qualification; strategy_rank is the promoted
// 80/20 residual-momentum/high-vol ordering score when available.
const topSetups: TradeSetup[] = useMemo(() => {
return [...qualifiedSetups]
.sort((a, b) => (b.momentum_percentile ?? -Infinity) - (a.momentum_percentile ?? -Infinity))
.sort(
(a, b) =>
(b.strategy_rank ?? b.momentum_percentile ?? -Infinity) -
(a.strategy_rank ?? a.momentum_percentile ?? -Infinity),
)
.slice(0, 5);
}, [qualifiedSetups]);
@@ -194,7 +200,7 @@ export default function DashboardPage() {
<div className="xl:col-span-3">
<Section
title="Top Setups"
hint="qualified and ranked by residual momentum"
hint="qualified by residual momentum, ranked by production score"
>
{trades.isLoading && <SkeletonTable rows={5} cols={5} />}
{trades.isError && <Callout variant="error">Failed to load setups</Callout>}
@@ -211,7 +217,8 @@ export default function DashboardPage() {
<th className="px-4 py-3 text-right">Entry</th>
<th className="px-4 py-3 text-right">R:R</th>
<th className="px-4 py-3 text-right">Target&nbsp;Prob</th>
<th className="px-4 py-3 text-right">Residual Mom.</th>
<th className="px-4 py-3 text-right">Prod. Rank</th>
<th className="px-4 py-3 text-right">Residual</th>
<th className="hidden px-4 py-3 md:table-cell">Action</th>
</tr>
</thead>
@@ -252,6 +259,9 @@ export default function DashboardPage() {
})()}
</td>
<td className="num px-4 py-3 text-right font-semibold text-gray-200">
{setup.strategy_rank != null ? `${Math.round(setup.strategy_rank)}%ile` : '—'}
</td>
<td className="num px-4 py-3 text-right text-gray-400">
{setup.momentum_percentile != null ? `${Math.round(setup.momentum_percentile)}%ile` : '—'}
</td>
<td className="hidden px-4 py-3 text-xs text-gray-400 md:table-cell">
@@ -264,7 +274,7 @@ export default function DashboardPage() {
</table>
<div className="flex items-center justify-between border-t border-white/[0.04] px-4 py-2.5">
<span className="text-[11px] text-gray-500">
Momentum = ticker's 12-1 month rank across the universe (higher = stronger)
Production rank = 80% residual momentum + 20% realized volatility; residual still gates qualification.
</span>
<Link to="/signals" className="text-xs font-medium text-blue-300 hover:text-blue-200 transition-colors">
All setups