6 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessen	1d5b1489be	feat: replace regime monitor with v2 methodology	2026-07-15 09:02:56 +02:00
dennisthiessenandClaude Opus 4.8	66444af65c	feat: score-history chart on the regime tab ... Plots the index, early-warning, and combined scores over time beneath the live gauges, with a 1M/3M/6M/All range toggle and band reference lines — so the trend and any divergence between the scores is visible, not just today's snapshot. - Backend: GET /regime/history + get_regime_history (the three scores per snapshot date from regime_snapshots). - Frontend: recharts line chart, lazy-loaded so recharts ships in its own regime-tab chunk instead of nearly doubling the main bundle. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 15:48:42 +02:00
dennisthiessenandClaude Opus 4.8	824c15cf69	feat: breadth-divergence early-warning indicator + event study ... Adds a leading-by-construction candidate and the harness to measure whether it actually leads regime breaks, before any of it earns weight in the live index. - breadth_service: % of the stored universe above its own 200-DMA + a divergence score (benchmark price up while breadth falls, nudged by low breadth). Genuinely leading because it keys on divergence, not level. Not wired into the live score. - event_study_service: detect drawdown events on the benchmark, then measure each indicator's median lead time (event-centered) and precision/recall vs. the base rate (signal-centered). Compares breadth-divergence against the deterministic coincident price composite (reuses the regime price sub-scores). Price/breadth only — reproducible, no LLM/FRED. - Manual "Event Study" job (Admin → Jobs), GET /regime/event-study, and an inline early-warning panel on the Regime tab with an honest small-sample caveat. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 14:08:52 +02:00
dennisthiessenandClaude Opus 4.8	ebff19940b	feat: add standalone AI/Tech regime-change monitor tab ... A new /regime tab scoring how far the AI/Tech bull regime has deteriorated toward a re-rating as a single 0-100 index with per-signal breakdown and a 7/30-day trend. Intentionally decoupled: nothing reads its output to gate or score trades — the daily-pipeline membership is scheduling only. - regime_monitor_service: price sub-scores (P1-P6 via Alpaca, like market_regime), VIX + HY credit spreads via a small FRED helper, weighted aggregation over available signals (missing source -> n/a, dropped from the denominator), one snapshot row/day, and a ~90-day history backfill by replaying the already-fetched series as-of each past day. - F1/F3 fundamentals proposed by the configured grounded LLM (reuses sentiment_provider_service config resolution), with a manual override + lock. - regime_snapshots table (migration 011); endpoints on the existing market router; admin-editable weights/threshold; standalone /regime page. Data needs: prices via Alpaca, VIX/credit via FRED (optional key — signals show n/a without it). No LLM needed for history. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 11:51:45 +02:00
dennisthiessenandClaude Opus 4.8	6df67ad7ae	add backtest harness (Phase 1): historical replay + hit-rate & calibration reports ... Replays the price-derived engine over stored OHLCV: at each weekly as-of date, rebuild the setup from bars <= D (no lookahead) and walk the actual forward bars for the realized outcome. Reports realized hit-rate/expectancy of qualified setups (and all setups, by direction) plus a probability calibration curve (predicted target prob vs realized hit rate). Reuses pure functions throughout; extracted compute_technical_from_arrays / compute_momentum_from_closes from scoring_service so live and backtest stay in sync. Runs as a weekly/triggerable 'backtest' job caching the report in a SystemSetting; GET /backtest/report serves it. Sentiment/fundamentals held neutral (no point-in-time history) — calibrates the price/S-R/probability machinery. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-15 20:14:07 +02:00
dennisthiessenandClaude Opus 4.8	c4f2673799	add market-regime guard (SPY trend) — inform + warn ... New market_regime_service computes a benchmark (SPY) trend from its 50/200-day SMAs, cached in a SystemSetting and refreshed by a nightly job; GET /market/regime exposes it. Dashboard shows a regime banner; setup cards flag a counter-trend caution when a setup fights the regime (LONG in a bearish market / SHORT in a bullish one). Informational only — nothing is suppressed. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-15 12:34:07 +02:00