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>
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.
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>
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>
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>
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>
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>
