Drop intermediate history-depth reports, sector-residual runners/map/code hooks
(evidence stays in final reports + docs), and slim MacBook helper to ssl/earnings/
prod-book-matrix only. SSL bootstrap and archived research conclusions retained.
Tier-1 alpha research (local only, no production deploy):
Sector residual momentum: two-factor SPY+sector residual and sector demean signals, IC harness + A/B. Sector resid clears pre-registered bars narrowly (PROMOTE for human wire design only). Sector demean fails t vs market resid.
Earnings: earnings_events backfill (FMP bulk paid; FMP/AV per-symbol), 2a gap diagnostic report-only, 2b SUE IC (PARK; incomplete 48/506 coverage).
History-depth: pre-registered doc + runner for MacBook deep rebuild/harness.
Do not ship production residual or filters from this branch.
Brings env-gated liquid-breadth harness hooks, research tooling, compact
evidence, and the completion-manifest race guard. No production behavior
change when liquid env vars are unset. Nothing to deploy.
Log the 21:14 orphan as a snapshot-build race, rewrite the context table to
authoritative ICs only, and soften the vol-tilt warning. Add extender completion
manifest + breadth refuse guard; strip intermediate/orphaned reports; park the
thread (no book sim, no deploy).
Add research-only snapshot extender, PIT dollar-volume mask for signal IC,
rank-only harness path, fingerprint+breadth runner, and docs. Fingerprint
reproduced IC -0.045 / t -2.91 on prod.sqlite. No production gate/schedule changes.
Display-only Da/Gurun/Warachka information discreteness on the ticker
indicator panel. Shared compute with the backtest harness; not wired into
gate or rank.
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.
Document Phase A (max-hold/vol/corr closed; next-open as decision baseline).
Add stale_close and next_open gap-cap fill modes plus a small matrix to test
whether near-close scheduling recovers overnight momentum drift.
Ship shared Sharpe SE/PSR diagnostics, next-open fill and equity-curve vol targeting in the portfolio simulator, re-derived fip_id, and a checkpointed offline matrix runner for Mac-side validation sweeps.
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.
Finnhub profile2 reports marketCapitalization in millions; storing it
as dollars made mega-caps like SPCX show as micro (e.g. 1.8M). Normalize
on ingest, add unit tests, and include a one-shot SQL backfill script.
Wikipedia no longer uses plain symbol table cells; parse exchange links and NyseSymbol templates, surface the list source in bootstrap results, and keep legacy cell parsing as a fallback.
Persist job and ingestion warnings/errors for 7 days, surface a dismissible top-nav badge, treat stale OHLCV as a warning (e.g. ticker renames), and show market bar age on the ticker freshness chip.
Single-ticker fetch now attaches residual-momentum ranks so setups do not silently fail the activation gate. Exit plan is a timeline, chart labels move left of the price scale, and missing ranks surface explicitly.
- Remove unused _gate_eligible_levels filtering logic and its tests (research-only)
- Add prominent RESEARCH/DIAGNOSTIC markers and docs to clear-air/ATR fallback helpers
- Document production vs research BACKTEST_* environment variables in backtest_service
- Minor cleanups: update legacy report text, improve outdated function docstring
The UI told a swing-trade story (entry -> target -> stop) while the engine runs
a momentum portfolio (buy strength, trail out, re-rank). The selection was
honest; everything around it was borrowed from a strategy we don't run.
The target is never an exit under `atr_trailing`: `_atr_trailing_close()` does
not even take it as a parameter. It exists only to compute the R:R and touch
odds that admit a setup through the activation gate. Backtested exit reasons for
the production strategy: 144 initial stop, 98 trailing stop, 78 max hold —
target 0. See docs/research/sr-levels-and-exits.md.
What changed:
- New ExitPlanPanel on every setup card states the rules that actually close the
trade: initial stop (1R), the price at which the 3x ATR trail takes over from
it, the trail width in R, and the max hold. Derived in lib/exitPlan.ts from the
live exit policy, so it follows Admin rather than hardcoding the default.
- New BaseRatesPanel replaces per-target "probability" as the answer to "what
usually happens": win rate, average hold, best/worst R, and how trades actually
ended — measured under the real exit, from the backtest report.
- "Target"/"target probability" relabelled to "level"/"touch odds" and grouped as
gate metrics, with the R:R. On the dashboard focus card, residual momentum
(the actual signal) takes the headline stat those two used to occupy.
- The take-trade dialog no longer offers a target dropdown whose value the exit
ignores; it states the trailing plan instead. The picker returns only when the
live policy is mode='target', where the choice is real. The stored target is
now the setup's own, not whichever row was last clicked while exploring.
- "Played out" is gone. A setup was declared dead once price reached the target —
backwards under a trailing exit, where reaching a level is the good case and
the trade keeps running. Only the stop invalidates a setup now; running past
the entry is an "extended" warning, measured in R (you'd be chasing).
The levels ladder, the price rail and the chart overlay all stay fully
explorable — clicking a level still drives them. It is framed as overhead
structure, which is what it is, rather than a menu of exits.
Adds a parity guard: the UI recovers ATR as |entry - stop| / 1.5, so the test
fails if the scanner's stop width ever moves.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessen
