One tab stacked three things that all called themselves a track record:
realized paper P&L, setup-outcome grading under the rejected take-profit model,
and the backtest portfolio simulation. Split into Setups | Paper Trades |
Backtest, one subject each. `track` stays the Paper Trades slug so the legacy
/performance redirect keeps working. The grading diagnostic and its Evaluate /
Reset controls go with Backtest, not Paper Trades — reset_track_record deletes
trade_setups, not paper trades.
BacktestPanel 439 -> 175 lines. Its run settings alone were 106 lines of
hand-rolled sr-only radio cards for two binary choices; they are now two
Dropdowns and a button on one wrapping row, with the per-option prose moved into
the existing explainer. The amber warnings survive as a conditional slot, so a
non-default choice still announces itself but the common path is silent.
The recommendation printed eight findings at equal weight, burying the verdict
in tuning detail. `topic` now splits them: production, benchmark and robustness
stay inline, gate/exit/cutoff collapse behind a disclosure, and any WARNING or
LAGS item is promoted out of the collapsed group regardless of topic. No topic
chips — every backend string already self-prefixes, so a chip would render
"GATE | Gate: ...".
Portfolio metrics are now two tiers: five headline tiles for what the book
returned, then a smaller labelled row for how good that return was (Sortino,
Calmar (MAR), Gain/Pain, Profit Factor $, EV/trade). Reports cached before those
metrics existed hide the second row rather than showing a half-populated line of
dashes.
Extracted EquityCurveChart, PortfolioMonitorPanel and BacktestRecommendationCard,
plus a StatTile primitive and shared formatters for the duplication in the files
this touched. DashboardPage and OpenTradesPanel deliberately keep their own
copies — migrating them is separate scope.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Three portfolio metrics computed where their inputs already live in
_simulate_portfolio: Sortino off the existing daily return series, Gain-to-Pain
off a monthly aggregation of the equity curve, profit factor off closed-trade
dollar P&L.
Gain-to-Pain follows Schwager — sum of ALL monthly returns over the absolute
sum of the negative ones. The profit-factor-shaped variant,
sum(positive)/|sum(negative)|, sits exactly 1.0 higher for every input since
sum(all) = sum(pos) - |sum(neg)|; the test asserts against both so the wrong one
cannot pass. Sortino divides by len(rets), the full-sample lower partial moment,
not by the count of down days, which would shrink the denominator and inflate
the ratio.
No MAR field: calmar is already CAGR / max drawdown, the same number under the
other name (docs/research/effective-risk-floor-ab.md).
All three keys are emitted unconditionally even when None — the UI reads an
absent key as "report predates these metrics", so presence is a contract.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Retiring a symbol meant delete_ticker or bootstrap_universe(prune_missing),
both of which cascade through OHLCV, setups and scores. That destroys exactly
the history four research documents already apologise for: today's tracked
universe projected backward is survivorship-biased, and hard-deleting every
delisted name is what causes it. Keeping the rows preserves the option to fix
that — it does not fix it, which needs the replay to model a delisting as an
exit event.
tickers gains delisted_on / delisted_reason (migration 032). NULL means
actively traded.
The filter is opt-in via ticker_service.active_only rather than folded into a
shared getter: the registry and admin views deliberately keep delisted rows so
the delisting is visible, and a silent default would undo that. Applied to the
live path only — scanner, momentum ranking, scoring, breadth, fundamentals
candidates, SEC universe, earnings import, ingestion loops. run_backtest keeps
them on purpose.
Detection runs off OHLCV staleness, not off the SEC fundamentals import: that
importer stalls for days on unrelated Company-Facts gaps and would take
detection down with it. On a stale symbol the scheduler asks SEC for a Form
25/25-NSE/15 and retires it only on a hit, so a halt or a rename (SATS->ECHO)
keeps the existing warning. The probe waits 3 stale days so a market-data
outage cannot turn into one SEC request per symbol per run.
Safe to automate because it is reversible: clear_delisted un-retires a false
positive, where a delete had already taken the history.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Two sensors saturated in exactly the range where resolution matters, and the top
State band had no headroom. Calibrated with scripts/run_regime_monitor_calibration.py
over the 408 sessions ending 2026-07-24; the shipped code reproduces that run's
band shares exactly (78.9 / 13.0 / 4.7 / 3.4).
V1 read VIX 30, 50 and 82 as an identical 100 — the same defect v3 had just
removed from P3, left in place one sensor over. In the window it flattened five
distinct April-2025 prints (52.33, 46.98, 45.31, 40.72, 38.57) into one value.
Now an anchor table reaching full scale at 55, not at 2020's ~82: anchoring the
top at a once-in-a-generation print would make VIX 50 read only ~70. Pegged on
14 of 408 sessions before; none now.
_under_200 returned a bare 0/100, so P1 printed 100 the moment SMH and QQQ were
both under their average — and since the price pillar takes max(P1, P2, P3),
that pinned the pillar and stopped P3's ladder resolving for the whole of a
selloff. Now graded by depth below the 200-DMA, with a deliberate floor of 20 at
the crossing: the break is a genuine binary event, only its depth is graded.
Pegged on 46 of 408 sessions before; none now. A 2% break reads ~30, not 100.
max() was KEPT — the defect was the step function feeding it, not the vote, and
v3's "one capped vote for correlated reads" rationale still holds. P1 is the sole
price argmax on 17 of 408 sessions (4.2%), so the P1_SCORE_CAP fallback drafted
during design was measured as unnecessary and not shipped.
STATE_BANDS breaking 80 -> 65, and only that threshold. Credit returns 0.0 (not
None) when calm, so it holds its 20 points pinned at zero and price + breadth +
volatility at literal maximum summed to exactly 80.0 — v3's threshold to the
decimal, with nothing above it. The sensor is deliberately unchanged: a
calm-credit selloff genuinely is less stressed. What was stale is the band, fit
on v2 while credit's since-removed percentile leg still contributed. A
2022-style AI/tech drawdown with calm credit computes to 70.3 (no death cross) or
74.0 (with one); 70 would have left 0.33 points of headroom, reproducing the
defect. Chosen by scenario arithmetic, and the realized breaking share then lands
on 3.4% — the same as v3's, arrived at independently.
"v4" added to CATEGORICAL_FUNDAMENTAL_METHODOLOGIES in this same commit, which is
load-bearing: that set is checked against the STORED blob, so bumping without it
discards the collected observation on first write, leaving fetched_at null and
locked false — and update_regime_monitor then fires a paid LLM refresh on every
run, forever. Now guarded by a test parametrised over v2 and v3 stored blobs.
SENSOR_REVISION deliberately stays 2: a METHODOLOGY change already forces a full
reseed via _parse_snapshot, and bumping both would imply the reseed was
revision-driven.
QUADRANT_STATE_DIVIDER stays 50 because only breaking moved, so alert_service,
RegimeChart and the quadrant tests need no change. A new test enforces
divider == band boundary on both axes, which nothing did before.
Doc renamed to regime-monitor-v4.md with a tombstone at the old path (commit
messages cite it), the three open questions converted to resolved with the
reasoning that closed them, and indexed in docs/research/README.md for the first
time. The P2 limit is stated honestly: _death_cross pegs at a -5% MA gap, so a
deep selloff still reaches 100 via P2 — v4 repairs the shallow-to-moderate break,
not "the price pillar no longer pegs".
DEPLOY: the first run reseeds ~464 sessions. Expect one phantom quadrant alert
(the dedup key carries basket_hash, not methodology) and re-run the Event Study
manually — its cached report self-invalidates but does not self-regenerate.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Scan of every module and exported symbol, with each candidate verified by hand
rather than trusted from the scan.
Deleted outright:
frontend/src/lib/fundamentals.ts (112 lines, 12 exports) — imported by
nothing, including FundamentalsPanel, which reads backend values. It mirrors
scoring_service._compute_fundamental_score, so it is the same *kind* of
thing as lib/qualification.ts — but nothing consumes it, so it mirrored
nothing and could drift out of sync unnoticed.
Skeleton.SkeletonLine, paperTrades.getEquityCurve, regime.regimeColor
breadth_service.compute_breadth_today — self-described "thin wrapper, for
future live use"; that future did not arrive.
Kept, but unexported — used inside their own module, so the dead part was the
public surface, not the code: Button.Spinner, exitPlan.SETUP_STOP_ATR_MULTIPLIER,
client.ApiError.
Three things the scan flagged that are NOT dead, recorded so the next sweep does
not re-raise them:
RegimeChart.tsx — lazy(() => import(...)) in RegimePage, so it looks orphaned
to any importer-graph scan. Deleting it would break the risk page.
qualification.ts MIN_TARGET_PROBABILITY / liveRiskReward — that file is a live
mirror of app/services/qualification.py used in five places, and the
constant is exported to document the backend value it tracks.
ssl_bootstrap.ssl_status — called from an inline python snippet inside
scripts/run_tier1_macbook.sh, invisible to a .py-only search.
No orphaned backend modules across app/.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Left over from the fundamentals work. Verified orphaned before removing: not in
vite.config.ts (default build input is index.html alone, and dist/ only ever
contained index.html, so it never shipped), not referenced by any script,
config or module, and imported by nothing. Its only mention anywhere was its own
header comment — the many other "harness" hits in the repo are the factor /
backtest IC harness, which is unrelated and stays.
Removes frontend/src/dev entirely.
The pattern it embodied — a fixture-seeded page for eyeballing one component
without a backend — is still the only way to see a component render, since the
frontend has no test runner. But that is worth recreating per component on the
spot, not preserving as a stale file pinned to one panel.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Nineteen jobs rendered as one alphabetical list in which a pipeline, one of its
steps, a standalone cron job and a manual-only job were indistinguishable.
Four sections, ordered by the API (category rank, then trading-day order within
it) so the client does not re-derive ordering: Pipelines, Pipeline steps,
Standalone scheduled, Manual only. An unrecognised category still renders, under
"Other" -- a stray section beats a job silently vanishing from the admin page.
Sections rather than nesting steps under their parent, which is what the flat
"runs via pipeline" label invited. Membership is many-to-many -- data_collector
runs in all four pipelines, alerts and outcome_evaluator in two each -- so
nesting means duplicating those rows, and the duplicates would each carry a
Trigger button despite not being distinct actions: only plain collect_ohlcv is
registered, while the near-close and after-close variants are different
coroutines that are not individually triggerable. Instead each pipeline card
lists its step sequence and each step says which pipelines run it, which is the
same information without a button that lies.
Every job now answers "when does this next run" the same way: its own timer, its
soonest enabled parent's ("Next via Intraday Pipeline in 42m"), or "manual
only". Jobs with no recorded run say so explicitly rather than showing nothing.
The status chip and the rate-limit banner still read runtime_* only, so a
persisted failure cannot pin either to a stale state.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Job outcomes lived only in scheduler._job_runtime, an in-memory dict. Every
deploy wiped it, so Admin -> Jobs could report "Active" with no indication a job
had ever run or how it ended -- which is the main thing that page is for.
New job_run_state table (migration 031): one row per job, upserted on job_name.
Deliberately not history -- system_events already grows unbounded with no
retention job, and a second append-only operational table would repeat that
debt. Adding history later is purely additive.
Written from two hooks, NOT from _runtime_finish. That looked cheapest (one
function, ~40 call sites) but unit tests invoke job coroutines directly, so it
would fire detached DB writes at the real session factory throughout the suite,
and there is no testing flag to guard on.
- An APScheduler EVENT_JOB_EXECUTED/ERROR listener covers everything the
scheduler fires, including manual triggers. Its detached task is held in a
module-level set (a bare create_task result can be collected mid-flight) and
drained in the app lifespan before engine.dispose().
- _run_pipeline persists directly, and must: pipeline steps are plain
coroutine calls that emit no scheduler events, so the listener cannot see
them. The step persist sits AFTER the except that swallows step errors --
inside it, exactly the failed runs worth seeing would be skipped. The
orchestrator persists in the finally, and the disabled early-return persists
too, or "skipped" is silently dropped.
_persist_job_run never raises: a persistence failure must not break an otherwise
successful pipeline.
The API reports this as last_run_* and leaves runtime_* meaning strictly live
in-memory state. Reusing runtime_status would have been a regression, not a
no-op: JobControls drives the status chip from it (a job that errored eight days
ago would read "Last run error" forever instead of "Active") and picks the
rate-limit banner from it (a week-old rate limit would pin the banner
permanently). Tests pin the split.
The table starts empty; each job fills its row the next time it finishes. No
backfill from system_events, which records only warning/error outcomes under a
different status vocabulary and would invent successes that never happened.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Groundwork for the Admin -> Jobs cleanup. Three sources of truth collapse into
app/job_catalog.py, which imports nothing from app so both the scheduler and
admin_service can import it at module level (admin_service otherwise has to
import the scheduler inside functions to dodge a cycle).
PIPELINE_MEMBERS is now DERIVED from the four pipeline step lists instead of
being a literal set in admin_service duplicating four lists in scheduler.py with
nothing asserting they agreed. A test pins that the derivation reproduces the
previous hand-maintained 9 names exactly, so this is behaviour-preserving.
Deletes the private _JOB_NAMES list, which held 16 of the 19 jobs:
benchmark_collector, outcome_evaluator and shadow_book had no runtime row, and
so no "last run" line in the panel, until their first run in a given process.
_job_runtime is now seeded from the catalog, and a test pins the invariant.
Next-run is decided by category rather than by reading a timestamp. A pipeline
step has no schedule of its own, so it reports its parent's ("next via Morning
Pipeline in 3h") instead of nothing; a manual job says manual_only rather than
rendering a date. This also fixes a real bug: triggering a paused job set
next_run_time=now, APScheduler re-armed the 520-week backstop behind it, and the
panel displayed "next run in ~87600h". Two independent guards -- the category
rule, plus _visible_next_run dropping anything past a year -- and an APScheduler
listener that re-pauses steps and manual jobs once their run finishes. The
listener is registered at module level because configure_scheduler is called
more than once and add_listener does not deduplicate.
Migrates backtest and ticker_universe_sync from interval to cron (Sun 03:00 ET
and 01:00 ET). configure_scheduler calls remove_all_jobs() on every startup, so
an interval countdown restarts each deploy -- a 168h backtest needed a week of
uninterrupted uptime to fire even once. The codebase already documented this
pitfall as the reason cron was adopted; these two were never migrated. Both are
now editable in Admin -> Schedule.
Also: list_jobs went from one settings query per job (19) to one for all of
them, and data_backfill is hidden from the listing while staying registered and
API-triggerable.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Follows 5ea0785, which renamed the user-visible labels. This finishes the pass
so code, docs and operator output use one vocabulary: README (pipeline list,
route table, FRED row), the methodology doc title, .env.example and config
comments, the snapshot model / event-study / service / test docstrings, the
scheduler section headers and morning-pipeline docstring, the TopBar status
text ("bullish regime" -> "bullish trend"), and the four "Regime monitor:" log
prefixes.
Deliberately NOT changed, because "market regime" is also a standard finance
term and most occurrences are not this job: the backtest caveat "~6 months is
roughly one market regime" in backtest_service, README, BacktestPanel and every
generated reports/*.json; "a regime shift" in TrackRecordPanel; and the
capacity-bracket findings doc. Renaming those would have made the text wrong.
Also unchanged, being persisted or externally linked rather than wording: the
regime_monitor / market_regime job ids, the regime_quadrant_enabled setting key,
the /regime route, METHODOLOGY and the snapshot fields, the service/test module
filenames, and docs/research/regime-monitor-v3.md's path (referenced from commit
messages). The doc now carries a one-line note recording the old name and why
those identifiers still use it.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
"Market Regime" and "Regime Monitor" sat next to each other in Admin -> Jobs
(pipeline steps 4 and 5) reading as the same job. They are unrelated, and the
names had it backwards: "Market Regime" is the SPY 50/200 guard that drives the
TopBar trend dot and the counter-trend warning on setups, so it changes what a
setup shows; "Regime Monitor" is the observational AI/Tech thermometer that
explicitly feeds no trades. The more consequential job had the vaguer name.
market_regime "Market Regime" -> "Market Trend (SPY)"
regime_monitor "Regime Monitor" -> "AI/Tech Risk Monitor"
Display strings only. The job *ids* are persisted -- they key the pipeline step
list, cron config, runtime tracking and run history -- so they are untouched,
as is the /regime route, which keeps existing links working.
The label the admin UI renders comes from JOB_LABELS in admin_service (via
routers/jobs.py), not from the scheduler's APScheduler `name=`. Both are updated;
only the former is user-visible.
Carries the vocabulary through the rest of the surface so it does not half-land:
page title, nav ("Regime" -> "Risk"), the empty-state instruction that names the
job to run, the quadrant alert toggle, the morning-pipeline hint, and the
Telegram alert headline ("Regime quadrant change" -> "AI/Tech risk quadrant
change"). No test asserts any of these strings.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Two review findings on 46ace50.
[P1] Raising HY_OAS_WINDOW_DAYS to 700 only reached newly computed rows. A
routine run recomputes the latest trading date alone, and `rebuilding` was keyed
on "no v3 snapshot exists at all", which is false once the cutover has run --
so every row already written kept the credit gap the wider window exists to
close, indefinitely.
Adds SENSOR_REVISION: stamped into each snapshot, absent on pre-marker rows
(read as 1), and a stored revision below the current one triggers exactly one
reseed. Deliberately not METHODOLOGY, which would partition the history API and
discard the cached event study -- neither warranted, since the study recomputes
its Warning series from source rather than reading snapshots and so cannot be
staled by a reseed.
The reseed is bounded by REBUILD_LOOKBACK_DAYS in calendar days rather than a
session count, because the binding constraint is the OAS fetch: each replayed
row needs W3's 20-business-day lookback inside HY_OAS_WINDOW_DAYS. Replaying by
session count would have left the oldest stored rows unrepaired -- the exact
rows the fix targets. At 672 days the replay covers ~464 sessions, W3's oldest
requirement lands on the first fetched OAS day, and the ~400-session series the
cutover wrote is fully covered. A test asserts that relationship so the two
constants cannot drift back into recreating the gap.
[P2] With nothing ever collected, current_observation returned available=true
and the default placeholders -- "unknown" for every hyperscaler, "mixed" for the
reaction -- so the card announced a reading that never happened. Those are the
absence of an observation, not an observation of absence. Gated on `observed`
(non-null fetched_at, the one field every path writing real content stamps),
which blanks the content and drives a proper empty state naming where an admin
collects one. This was a regression from 46ace50; fundamental_overlay never had
it, since no observation means no effective date means pending.
Also renames the leftover v2 identifiers in the touched paths
(rewrite_existing_v2, latest_v2).
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The page had twelve stacked blocks, several of them different views of the
same numbers. The quadrant plot and the score-history chart drew the same two
series from the same query key, which read as two datasets; they are now one
card with a Time | Path toggle. The two pillar disclosures become one grouped
table, and three prose blocks (data quality, basket, coverage) become one
provenance chip strip. Page text is now limited to what changes how the reader
interprets today's number; the rest moved to the methodology doc.
Removes three stale-threshold bugs of one class. The quadrant fell back to v2's
60/60 dividers when quadrant_config was absent -- the real values are 50/40 and
they feed alert_service, so the chart could disagree with what actually fires.
The gauge fell back to v2's 30/60/80 band ticks, and drew a divider line that
always landed on its own "elevated" tick. The time series' reference lines were
at 30/60/80, which correspond to nothing in v3; they are now per-axis dashed
lines read from the same quadrant_config. Rendering also surfaced a live
clipping bug inherited from the old chart: margin.left -18 against YAxis
width 28 left ~10px for a 3-digit label, so every Y tick was cut off.
HY_OAS_WINDOW_DAYS was 400 *calendar* days while a rebuild replays
REBUILD_SESSIONS = 400 *trading* sessions (~579 calendar days), so the oldest
~180 days of any rebuild got no OAS at all and both credit sensors returned
None. State then lands at 80% coverage and Warning at exactly MIN_COVERAGE, so
both still publish bands -- a series that looks homogeneous while its oldest
rows were scored without credit. Widened to 700. This needs no methodology
bump: C1 reads [-1] and W3 reads [-21], both from the end, so widening only
prepends and every live score is bit-identical. Sequenced deliberately, since
acting on the open findings below bumps METHODOLOGY and fires the rebuild.
A just-collected fundamental observation was hidden until its effective date --
one day, three over a weekend -- because the live reading called the
point-in-time function, so refreshing appeared to do nothing. That was the
opposite of what the doc claimed. fundamental_overlay stays the gated record
(it runs for every replayed date during a rebuild); current_observation is the
live reading and reports the effective date instead of blanking the content.
Nothing in the overlay is scored, so showing it early cannot reach a published
number.
Documents four calculation findings. Three are not implemented, since each
changes a published score and so requires a v4 cut: State's top band is a
credit-event band (credit returns 0.0 rather than None below the 3.5 anchor, so
it is pinned at zero at weight 20 -- with everything else pegged State computes
to exactly 80.0, the breaking threshold); V1 saturates at VIX 30; and the
deliberate max(P1,P2,P3) defeats P3's anchoring because P1 is binary.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
A6 deployed cleanly and the provider keys are gone from the production `.env`,
which makes the legacy collector inert regardless of any settings row. The two
tombstones migration 029 pinned have no remaining job, and nothing in the
codebase reads either key.
Migration 030 deletes them and drops the Admin filter that hid them. Unlike
029's, its downgrade is meaningful — it restores both rows at their safe values,
since going back past this revision means going back toward code that reads them.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The A5 cutover has been on and observed in production, so SEC Company Facts +
DoltHub earnings are already the live source for `fundamental_data`. This
removes everything the legacy path still occupied.
Gone: the three providers and their config/env keys; the weekly
`fundamental_collector` job; the cutover toggle (SEC + Dolt is now the
unconditional path, so `off` can no longer silently freeze scoring inputs); the
A5 parity report, whose deltas became structurally zero once the candidate
builder started writing the table it compared against; and the FMP tier of
universe bootstrap.
Two behavioral notes:
- Disabling **SEC Fundamentals Import** now stops the SEC network fetch only.
The local cache refresh moved outside the job-enable check, because candidates
also derive from daily closes and earnings events — freezing those on an
ingestion pause would stale scoring with no fallback left to recover from.
- `/ingestion/fetch?sources=fundamentals` still accepts the key and reports
`skipped`; there is no per-ticker fetch any more.
Migration 029 does not blanket-delete the leftover settings rows. Migrations run
before the service restart, and pre-A6 code reads an absent `job_*_enabled` row
as *enabled* — so the two behavior-bearing keys become tombstones pinned to safe
values (hidden in Admin) and only the inert three are deleted. Removing the
provider keys from the production `.env` is the matching rollout step.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
TradeChart shows a fixed 21-bar window. Once a trade is older than that,
its entry bar precedes the window and entryIdx goes negative, so the price
and trail paths index past the start of series/stopPath and emit NaN
coordinates -- the browser then drops both paths entirely, leaving only the
horizontal level lines. Clamp the index to the left edge and drop the entry
marker when the entry bar is outside the window; the full-width entry line
already carries it.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The v3 cutover run scored 2/4 corrections warned against v2's 3/4, which reads
like a regression and is not one. Only 4 of the 11 detected corrections fall in
the holdout, so recall is one event from a different headline -- and the event
that flips is decided by threshold placement, not by what the score saw. "v3
without the credit sensor" catches 2025-02-21 at a *higher* threshold (35.5)
than shipped v3 misses it at (32.3), because the alarm rule needs a rising edge
and a lower threshold can fire outside the horizon then never reset below.
Two caveats are now computed and surfaced rather than left for the reader to
infer:
- Holdout event count against MIN_EVENTS_FOR_CONFIDENCE. The summary sentence
states how many of the detected corrections actually fall in the test period.
- Warning-sensor coverage across the split. The score renormalises over what is
available, so a training window predating a sensor's history freezes the
threshold on a different construct than the holdout is measured against. At
the cutover that is 39% of training sessions with all three sensors versus
100% of the test period, credit history beginning 2023-07-25.
Restricting the threshold to sensor-matched training sessions was tested and
rejected: those sessions are a calm recent stretch, so the threshold falls from
32.3 to 22.5 and false alarms rise from 3.3 to 8.6/yr. It swaps a coverage bias
for a regime-selection bias. The report states its limits instead.
_warning_series now returns per-session sensor counts alongside the scores.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The LLM-sourced capex/earnings observations carried 12+8 of 100 Warning points,
so both pegged at 100 produced a Warning of 20.0 -- below the event study's 25.3
alarm threshold and still inside the "stable" band. The reading was
arithmetically incapable of changing anything on screen, which is why refreshing
it appeared to do nothing. They are now a qualitative overlay reported beside
the scores rather than diluted into them.
Calibrated against the 408 v2 sessions to 2026-07-24, reproduced offline from
Alpaca + FRED; the harness matched the stored prod distribution exactly before
any parameter was changed.
State:
- P3 used dd_pct * 5, reaching 100 at a 20% drawdown -- the 90th percentile of
the observed distribution -- so 39/408 sessions sat at exactly 100 with no
resolution left during the part of a selloff that matters most. Replaced with
anchored breakpoints keeping headroom past the observed 36% maximum, blended
2:1 like P1/P2 instead of max(). P3's realized share of State falls from 65%
to 40%, matching its nominal weight.
- Credit level is now anchors-only. ICE capped FRED's BAMLH0A0HYM2 at a rolling
3-year window in April 2026, silently turning the 10-year percentile leg into
a 3-year one that scored 20 points of stress at an OAS of 3.5 -- the level its
own anchors call "mild". The anchors already encode the long-run distribution.
Warning:
- Added HY OAS 20-session widening (25%). The level is pinned at zero below the
3.5 anchor; its rate of change is not.
- Divergence tapers to a 0.35 floor instead of a hard price_ret >= 0 gate, which
zeroed the sensor through every decline: on 2026-07-24 the basket shed 10
points of participation in 20 sessions and Warning printed exactly 0.
- The event study and the live monitor now share one sensor definition, so they
cannot silently drift apart.
Bands are per axis (State 20/50/80, Warning 20/40/60) with quadrant dividers at
50/40; v2 Warning never exceeded 64.9 against a shared 60, leaving that half of
the quadrant unreachable. Realized shares: State 73/15/8/3%, Warning 69/20/8/3%.
Snapshots now record credit_history_days and vix_history_days -- the percentile
defect went unnoticed for months because nothing asserted the window the code
claimed.
Cutover: the first run rebuilds 400 sessions automatically; the Event Study job
must be re-run, as its cached report self-invalidates on the methodology check.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
max-w-md (448px) under-sized the panel vs its real full-width tab placement and
never triggered the desktop two-column layout. Widen to max-w-3xl; note to
resize to ~390px for the mobile (single-column) check.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Replace the four-cell quarter tape (too many equally-weighted numbers) with one
comparison rail per metric, so the panel answers "improving? sound? fairly
valued?" instead of asking the reader to decode it.
- Operating trend (revenue/EPS growth, operating/FCF margin, share count): a rail
centered on a truthful reference — prior quarter (growth), prior-period average
(margins), or zero (share count) — with a dot at the current delta and a bar
back to the reference, plus a shaded neutral band (backend's +-2pp / +-1pp /
+-1% rules). Value, read, reference label, and signed delta stay visible;
per-quarter history drops out of the default view.
- Valuation & balance (net debt/EBITDA, P/E, FCF yield): a 0-100 favorable-
percentile rail with the peer median fixed at 50; right is always more
favorable (percentile is polarity-aware). median + peer_count shown.
- Not a progress bar: reference line, not a 100% target.
- Horizon tokens: cyan #6EC9DB favorable / coral #EF9182 adverse / #5D6373 track,
replacing emerald/rose. Two columns on desktop, single column (rows stack) on
mobile. Null -> n/a with no rail; insufficient peers -> "peers n/a", no track.
- Kept: compact earnings line, provenance footer, local-date parsing, aria-labels
on every rail. tsc -b passes.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Addresses the static review + adds a dev-only visual harness:
1. Tape no longer overflows narrow mobile: each row stacks (label + read on one
line, cells below) under sm, keeping the single-line grid on desktop.
2. Date-only strings (earnings, price_date) are parsed as LOCAL calendar dates,
so a viewer west of UTC no longer sees the previous day.
3. Peer context is visible ("med X · Np") on every width and the percentile
strip carries a full aria-label — no longer hover-only / desktop-only.
4. Per-metric provenance + freshness surfaced (SEC filings · latest quarter,
filed date) replacing the removed panel-wide FMP label.
5. Same-day earnings render "today", not "in 0d".
Harness: frontend/harness.html + src/dev/harness.tsx (dev-only, served at
/harness.html by vite, not in the production build) render full /
partial-insufficient-peer / empty fixtures for desktop + ~390px review.
tsc -b passes.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Reshapes FundamentalsPanel to consume the additive API v1, within the app's
existing dark-glass language.
- types.ts updated to the exact v1 shape (metrics/earnings/valuation/reads +
legacy fields preserved).
- The quarter tape is the single distinctive device: per-metric 4-cell tape
(revenue/EPS growth, operating + FCF margin, share count) with the latest cell
toned by the deterministic read; color is always paired with the read text.
- Restrained peer strips for Net debt/EBITDA, P/E, FCF yield: value + a
polarity-aware percentile bar with a median marker + the read; hidden ("peers
n/a") when industry is null (< 5 peers).
- Earnings: next date/session/countdown + last-N beat/miss arrows (▲/▼/·) with
text aria-labels; explicit "no date" state.
- Explicit n/a, insufficient-peer, and no-earnings states; header shows the
deterministic sentence. Removed the hard-coded "FMP" source label.
Frontend tsc -b passes; backend suite 778 passed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The shadow book toggle saved on change and the numeric fields on blur,
inconsistent with every other admin panel (which stages edits behind a
Save button). Stage all four fields in local state and commit them
together on Save, with an unsaved-changes hint. This also makes enabling
the live-trade toggle a deliberate two-step action rather than an
unguarded single click.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The manual paper book only contains trades taken by hand, inside a 20
minute window, on days someone was available. The backtest that validated
this strategy auto-takes the top-ranked qualified setups up to capacity
every session. The forward record was therefore measuring strategy plus
discretion plus availability -- and degrading silently on busy days.
The shadow book closes that gap: it mirrors the backtest's selection rule
(top strategy_rank qualified, up to capacity, 1% fixed-fractional risk)
and shares the manual book's exit policy, so the only difference between
the two books is which setups get taken. Selection ordering reuses the
strategy_rank the scanner already stores rather than recomputing it, so
the two cannot drift apart. It runs as a near-close pipeline step right
after the scan, marking entries at the same prices a human would see.
Gate-reset re-entry state is now scoped per book -- the books diverge as
soon as their entries differ, and each must see only its own stops.
Performance view rewritten around the comparison:
- three series (shadow, manual, SPY) from a new endpoint
- SPY changes from a per-trade cost-basis counterfactual to plain
buy-and-hold %, since one line has to serve two books
- headline stats are R-multiples, not currency: the books size
differently, so only R compares across them
- configurable start date, because the strategy has been revised
repeatedly and pre-cutover trades ran under rules that no longer
exist
Migration 024 also repairs the numeric weekday crons written by 023,
rewriting only rows still holding the broken form so hand-corrected
settings survive. Its literals are inlined because bound parameters
render as NULL under 'alembic upgrade --sql'.
The shadow book is opt-in and writes nothing until enabled. Verify its
first selections match a backtest of that day's cross-section before
trusting any point on the curve.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Display-only Da/Gurun/Warachka information discreteness on the ticker
indicator panel. Shared compute with the backtest harness; not wired into
gate or rank.
Regime is computed at 02:00 ET; without a morning alert pass, quadrant
changes waited until 15:30. Dispatcher is change-driven so quiet days stay
quiet. Drop unused alerts_frequency config.
Move the only qualifying R:R scan to 15:30 ET with chained Telegram alerts,
put outcome eval after a final-bar OHLCV fetch, enforce NY trading-day
requalify semantics, stamp paper trades fill_mode=near_close, and migrate
stored schedule_* keys to America/New_York.
Honor custom S/R tolerance as a transient detect, refresh levels after OHLCV
mutations without failing committed price writes, report per-ticker S/R
rebuild failures from admin cleanup, and warn in the admin UI when refresh is partial.
Ship greenfield min_rr=2.0 and conf=0, read-only Structural S/R, indicator
cache invalidation, and UI/gate language that treats GTL as screening not exit.
Align strategy_rank missing-vol fallback live vs backtest, single-source
PRIMARY_TARGET_MIN_RR, expand prod parity tests, and drop dead FE clients.
dennisthiessenandClaude Opus 5