Production strategy change based on the July 2026 backtest: paper trades now default to a 30-trading-day hold with the initial stop (classic momentum hold-and-rerank), while target and trailing exits remain available in Admin. The exit policy API/UI now carries hold_days and close_reason can be 'time'.
The activation confidence floor default is now 0/off because the gate ablation showed it added no per-trade edge while filtering out usable setups. Migration 015 clears stored activation_min_confidence and paper_exit_mode so the new defaults take effect; this intentionally resets Track Record comparability from this deploy.
Verification: 451 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Store an optional company name on Ticker (migration 014) and backfill it from
Alpaca's asset list in a single Trading-API call for the whole universe — no
per-ticker fetch. Runs automatically at the end of universe bootstrap and via a
manual "Backfill Names" button (admin) / POST /admin/tickers/backfill-names.
The name ships on /tickers; a shared symbol→name map (useTickerNames) lets any view
show it without its own request. Displayed subtly next to the symbol — in the global
search, the ticker header, and as a small muted line under the symbol in Top Setups
and Open Trades (no extra column, truncated so it never widens the table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Going from no sentiment to a bullish read used to be able to *lower* the composite:
sentiment was blended into the weighted average as an absolute level, so a bullish
75 diluted a ticker already scoring 78. That's backwards for a directional signal.
Now the non-sentiment dimensions form a re-normalized weighted-average base, and
sentiment is applied as a signed adjustment around neutral (50):
composite = clamp(base + MAX_ADJ * (sentiment - 50) / 50)
MAX_ADJ = sentiment weight * 100 (default weight 0.10 → ±10)
Neutral leaves the base unchanged, bullish adds and bearish subtracts (scaled by
confidence, since a 50%-confidence call maps to 50 → no effect), and no sentiment
never penalises. Default sentiment weight 0.15 → 0.10; the weight now means "max ±
points." Composite breakdown exposes base_score/sentiment_score/sentiment_adjustment,
and the ScoreCard shows "Base 78 · sentiment +5.0" plus the per-dimension adjustment.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Applies the backtest-validated trailing stop to live paper trading, and surfaces
it transparently.
Exit (A):
- New paper-trade exit policy (paper_exit_mode=trailing, paper_trailing_pct=12),
tunable in Admin → Paper-Trade Exit. resolve_open_trades runs a trailing stop
(initial stop as floor, ratchets up from the peak; target ignored — the
validated rule) and records close_reason (trailing|stop|target|manual; +migration
013).
- list_trades enriches open trades with the live trailing-stop level + distance %.
Open Trades panel shows the active tactic and a Trail Stop column.
Alerts (B):
- Daily digest now lists open trades with unrealized gain, trailing stop, and how
far away it is.
- New "trade closed" alert: one summary per auto-close (trailing/target/stop, not
manual) — direction, reason, days held, P&L abs+%/R — covering wins AND
stop-loss losses. Deduped by trade id; toggle in Admin alerts.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
A NEUTRAL ("No Clear Setup") recommendation means the engine found no clear
directional trade, yet such setups could still qualify and even be crowned the
top pick purely on momentum rank (e.g. an extended momentum leader with a far,
5%-probability target). A NEUTRAL signal isn't actionable, so it shouldn't
qualify.
New `exclude_neutral` activation flag (default on): setup_qualifies drops setups
whose recommended_action is NEUTRAL. It lives in the shared gate, so it flows
through the dashboard's qualified/top-pick selection, the track record's
qualified stats, and the backtest (which computes recommended_action and gates on
meets_core). Toggleable in Admin → Settings → Activation; the frontend mirror and
activationSummary ("directional") match.
Re-run the backtest after enabling to confirm it holds/improves expectancy.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Three usability fixes:
1. Global ticker search in the sidebar (TickerSearch) — typeahead over the
tracked universe that opens a ticker's detail page without adding it to the
watchlist. Also wired into the mobile nav.
2. Watchlist table shows the ticker's 12-1 momentum percentile (the top-pick
selector) instead of the noisy full S/R-level list. Enriched from the setup
already loaded in watchlist_service._enrich_entry — no extra query.
3. Alpha vs the S&P 500 on paper trades (open + closed). New benchmark_prices
table + benchmark_service store SPY daily closes (a standalone series, not a
Ticker, so it never enters the scanner / momentum ranking / rankings) via a
new daily-pipeline step. paper_trade_service computes per-trade
benchmark_return / alpha_pct / alpha_usd over each holding period; the open-
trades table, dashboard, and closed-trades panel surface per-trade and total
alpha. The list read path never makes a provider call.
Deploy: alembic upgrade head, then run the benchmark/daily job once to populate
SPY closes (alpha shows "—" until then).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Fires once when the regime monitor shifts quadrant (regime index x early
warning), so you don't have to watch the tab. Two guards against spam:
- Hysteresis: each axis only flips once the value crosses its divider by a
margin, so a point parked on a boundary keeps its quadrant instead of
flip-flopping day to day.
- Cooldown: a genuine change stays quiet for a few days after the last alert.
Seeds the baseline silently on first run; reuses the existing Telegram dispatch
+ AlertLog. New per-trigger toggle in Admin → Alerts (on by default).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
min_target_probability is gone: it filtered on the probability model the
calibration has repeatedly shown to be weak and overconfident, it was redundant
with the momentum gate, and as an off-by-default knob it just invited bad tuning.
Removed from the backend gate, activation config/schema, the frontend mirror
(qualifiesSetup / activationSummary), and ActivationSettings. The probability
model stays where it does real work (primary-target selection + display).
Charts: with multi-year history the all-bars default was unreadable. Added
time-range presets (1M / 3M / 6M / YTD / 1Y / 3Y / 5Y / All), defaulting to 1Y;
clicking a preset always re-applies (snaps back after a manual zoom). Y-axis
autoscale and wheel-zoom / drag-pan were already there.
339 backend tests pass; frontend build clean.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Part 1 — long-only. The momentum edge is long top-momentum; the gate was
qualifying shorts on high-momentum names (fighting the trend), which showed as
the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify
(backend qualification, backtest _momentum_qualifies, and the frontend mirror).
Part 2 — production wiring. Live setups now carry a real momentum rank, so the
dashboard, the Track Record's qualified stats, and outcome evaluation all gate on
the same value instead of deferring to floors:
- new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker,
ranked across the universe into a {symbol: percentile} map.
- the daily R:R scan ranks the universe up front and stores each setup's
percentile (new trade_setups.momentum_percentile column, migration 010).
- enhance_trade_setup mutates the same row, so the percentile is preserved;
_trade_setup_to_dict + TradeSetupResponse expose it to the API.
Until a fresh scan runs, pre-existing setups have a null percentile and the gate
falls back to floors for them (longs) / excludes them (shorts) — they fill in on
the next scan. 341 backend tests pass; frontend build clean.
Needs the alembic upgrade (migration 010) on deploy.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The 5-year backtest confirmed the EV gate adds negative value (high threshold =
worst expectancy) and that 12-1 month momentum is the one price signal with a
plausible, right-signed cross-sectional IC (~0.05). So "qualified" now means:
clears the R:R + confidence floors AND the ticker ranks in the top
`min_momentum_percentile` of the universe by 12-1 momentum that week.
- qualification.py: drop expected_value_r / the EV gate; add a momentum-percentile
gate (duck-typed `momentum_percentile`, only enforced when attached + threshold
set, else defers to floors). Mirrored in frontend qualification.ts.
- activation config/schema: min_expected_value -> min_momentum_percentile
(default 80 = top quintile). ActivationSettings, DashboardPage (ranks/【shows】
momentum instead of EV), and the BacktestPanel sweep follow.
- backtest: rank each ISO week's universe by 12-1 momentum, assign a percentile,
and qualify the top slice; the sweep now sweeps the percentile cutoff.
Also offload the backtest's per-ticker compute to a worker thread so the heavy
~5y run no longer blocks the API event loop (the "backend offline" flicker).
Production setups don't carry momentum_percentile yet — wiring the scanner to
attach it (a universe momentum-rank step) is the next step; until then the live
gate defers to floors while the backtest measures the momentum selection. 330
backend tests pass; frontend build clean.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Diagnosing "no qualified signals for 5 days": setups were generated but none
qualified. The gate required BOTH a high min_rr (2.0) AND a high
min_target_probability (60), which became contradictory after the Jun-15
probability recalibration — probability already embeds R:R via the 1/(rr+1) ruin
term, so high-R:R targets are inherently low-probability and nothing cleared both.
Gate is now expected value (R): p*rr - (1-p) from the primary target's
probability. R:R and confidence stay as floors; high-conviction / exclude-conflicts
/ min-target-probability become optional tighteners (default off). Defaults:
min_expected_value=0.15, min_rr=1.2, min_confidence=55. EV is only enforced when
computable. Migration 009 clears stored activation_* rows so the new defaults
apply. Backtest sweeps min_expected_value instead of target probability.
Scheduling: pipelines are now cron-configurable in Admin -> Jobs. daily_pipeline
(full, default 0 7 * * *) plus a new light intraday_pipeline (OHLCV + outcome eval,
default hourly US session) that keeps prices/live-R:R current without setup churn.
Fundamentals on its own early weekly cron. Timezone configurable (default
Europe/Berlin). Moving interval->CronTrigger also fixes the restart-deferral bug
where an interval job's countdown resets on every process restart.
319 backend unit tests pass; frontend tsc clean.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Richer LLM output (same grounded call, ~no extra cost):
- All providers now also return a recommendation (buy/hold/avoid) and a thorough
reasoning paragraph; Gemini now actually captures reasoning + grounding
citations (it was dropping them). Stored on sentiment_scores (migration 008),
exposed in the API; display-only — NOT fed into the composite/EV.
- Ticker Sentiment panel shows an "LLM view" badge and a "Full analysis & sources"
expander with the complete reasoning + citations.
Search-budget scoping (Gemini grounding free tier = 5000/mo):
- collect_sentiment now targets only watchlist + open paper trades + top-N by
composite, skips tickers refreshed within sentiment_fresh_hours (72h), and caps
per run (sentiment_max_per_run). Once the relevant set is fresh, runs spend 0
searches until it ages out — bounding monthly usage well under the free tier.
- Widened sentiment lookback to 7d (scoring + display) so sparser collection
still feeds the dimension score.
Deploy: alembic upgrade (sentiment_scores.recommendation). Switch provider to
Gemini Flash in Admin for the cost win (grounded, cheapest).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
New paper_trades table (migration 007) + service/router. "Mark as taken" on each
setup card (shares prefilled from position sizing, entry from current price, both
editable) records a simulated trade. Overview gains an Open Trades table that
marks each position to the latest close — P&L in $, %, and R-multiples — with a
total unrealized P&L footer and a Sell button to close at the current price.
Closed trades are retained for future realized-P&L reporting.
Deploy: alembic upgrade (new paper_trades table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Finnhub's earnings calendar now supplies next_earnings_date through the
fundamentals chain; persisted on fundamental_data (migration 006) and exposed in
the fundamentals API. The recommendation panel warns when earnings fall within
the ~30-day target horizon (a report can gap price through stop/target) and
otherwise shows the next date. Informational only.
Deploy: run alembic upgrade (new fundamental_data.next_earnings_date column).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Closes the action loop — instead of polling the dashboard, the platform pushes
actionable signals to Telegram. New hourly 'alerts' job dispatches four
toggleable triggers, deduped via a new alert_log table (cooldown-based for
qualified/S-R/digest, watermark-based for score deterioration). Admin → Settings
gains a Telegram panel (write-only bot token, chat ID, per-trigger toggles, Send
Test). Credentials follow DB > env precedence (TELEGRAM_BOT_TOKEN / _CHAT_ID).
Backend: alert_service + AlertLog model + migration 005, scheduler job, admin
endpoints/schema. Frontend: AlertSettings panel, hooks, api, types.
Deploy: run alembic upgrade (new alert_log table).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Track Record: new "Reset" action (POST /admin/track-record/reset) deletes all
trade setups so stats start fresh after material scoring/setup changes — live
setups regenerate on the next scan. Guarded by a confirm dialog.
Recommendation config: remove distance_penalty_factor, which was exposed in the
admin UI but consumed nowhere (the touch-probability model superseded it). A
knob that silently does nothing is worse than no knob. Remaining defaults are
left as-is — they're reasonable, and the honest way to tune them is backtesting
against accumulated outcomes, not invented "researched" numbers.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Per design decision: the watchlist is now purely user-curated (no auto-seeding
of the top-10), so the auto_populate/dismissed machinery is removed and removals
are plain deletes. Each entry is enriched with latest close + day-over-day move.
Overview now shows two clear blocks: Top Setups (what to trade) and My Watchlist
(my names with current price and today's %). Market watchlist table drops the
now-meaningless auto/manual Type column in favour of Price and Day columns.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Answers "why does a too-far-progressed setup still show": setups are only
recalculated by the scheduled R:R scan and manual fetch; at creation
entry == current price (0% progress), so over-progression is a
between-scans drift effect and must be judged at read time.
- /trades now attaches current_price (latest close per ticker).
- Qualification drops setups whose R:R recomputed from the current price
falls below min_rr — i.e. price already ran toward target (reward
consumed) or through the stop. Reuses the existing min_rr threshold
instead of a separate progress %; far cleaner (a 3:1 is already ~1:1
by 33% progress). Skipped for historical setups (no current_price).
- Fix: useFetchSymbolData now invalidates the trades queries, so a fetch/
recompute actually refreshes confidence/setups in the UI (was the cause
of the stale 100% confidence lingering after recompute).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- JWT now carries a username claim; sidebar shows "Signed in as <name>"
instead of the bare user id (sub). Re-login required for the new claim.
- Signals: Min R:R / Min Confidence inputs reflect the effective filter —
auto-filled from the activation gate when "Qualified only" is on, reset
to 0 when off (no more misleading 0 while the gate is active).
- Signals layout: Run Scanner moved to its own action row (it's a job
trigger, not a filter); qualified toggle grouped with the refinement
filters under one Filters panel.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Providers (admin-switchable, no redeploy):
- DeepSeek and any OpenAI-compatible endpoint (OpenRouter, Together,
Groq, local Ollama) via a generic Chat Completions adapter + base_url
- xAI Grok with Live Search (search_parameters web+X, citations) —
grounded tier alongside OpenAI and Gemini
- DeepSeek / generic compatible endpoints are ungrounded (no web
search); UI shows an amber warning and labels each provider's grounding
- Optional env fallbacks DEEPSEEK_API_KEY / XAI_API_KEY
UI: replace native <select> (unstyleable white popup on Windows) with a
custom dark Dropdown component everywhere — sentiment provider, scanner
filters, market sort, indicators, admin universe, user role.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Make "qualified" mean an edge candidate, not just R:R + confidence.
The gate now also requires (all admin-configurable, defaults on):
- high conviction: recommended_action LONG_HIGH / SHORT_HIGH only
- clean read: risk_level Low (no contradicting signals)
- probable primary target: best target probability >= min (default 60)
- Shared predicate: app/services/qualification.py +
frontend/src/lib/qualification.ts (mirrored)
- Activation config extended (min_target_probability,
require_high_conviction, exclude_conflicts) with bool-aware
get/update + validation
- /trades/performance switched to ?qualified_only=true, applying
the full gate server-side; confidence breakdown stays unfiltered
- Dashboard "Qualified", Signals "Qualified only" toggle, and
Track Record all use the one gate; Admin gains the new controls
Sentiment provider runtime config (prior change) included.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Admin-configurable thresholds (min R:R, default 2.0; min confidence,
default 70%) defining what counts as an actionable signal:
- Admin Settings: new Activation Thresholds panel
(GET/PUT /admin/settings/activation)
- GET /trades/activation exposes values to all users with access
- Signals/Setups: filters initialize from activation values
- Track Record: "Qualified signals only" toggle (default on) via
min_rr/min_confidence params on /trades/performance; the
confidence breakdown always covers the full population so the
thresholds can be validated against outcomes
- Dashboard: "Qualified" metric and qualified-first Top Setups
- Outcome evaluator unchanged: every setup is still evaluated
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Closes the feedback loop on R:R scanner signals:
- Nightly outcome_evaluator job replays unresolved setups against daily
OHLCV bars: target_hit / stop_hit / ambiguous (same-bar, counted as
loss) / expired after OUTCOME_EVALUATION_MAX_BARS (default 30)
- Migration 004: evaluated_at + outcome_date on trade_setups
- GET /trades/performance: hit rate, expectancy (avg R), total R with
breakdowns by direction, recommended action, and confidence bucket
- New Performance page (stat cards, breakdown tables, Evaluate Now,
methodology disclosure) wired into sidebar and mobile nav
- 17 new unit tests for evaluation logic and stats aggregation
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
dennisthiessen
Dennis Thiessen