Backtest report now includes research-only hold-to-horizon portfolio variants comparing raw vs residual 12-1 momentum, cutoff 80 vs 90, max 10 vs 15 positions, and SPY-200 risk scaling. A dynamic research recommendation panel flags residual momentum, cutoff 90, or regime scaling only when transparent promotion rules pass.
Adds signal_context_snapshots with migration 016 and captures one point-in-time context row per newly generated TradeSetup: setup fields, composite/dimensions, latest sentiment, latest fundamentals, and strategy_version=momentum_12_1_rr_time_v1. This is forward-only; no historical sentiment/fundamental backfill is attempted.
No live gate, paper-trade exit, or production ranking behavior changes.
Verification: 458 backend tests pass, ruff check app/ clean, frontend npm run build clean.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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>
Adds the validated-vs-not verdict table, the iron rule for strategy
changes, ranked next experiments, a maintainer guide (invariants, file
map, verification, roadmap), and corrects the deploy docs: deploys are
automated by Gitea Actions (push to main = deploy), service is
signalplatform.service at /opt/signalplatform.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- Add "How It Works": daily load (ordered pipeline steps), intraday flow,
other jobs, and the score -> activation gate -> top pick chain.
- Add "Key Use Cases" (find today's best long setup; track a paper trade).
- Fix stale facts: user-curated (not auto) watchlist, actual routes/pages,
scheduler description, wrong env defaults (RR 3.0->1.5, fundamentals
daily->weekly).
- Add missing surface: paper trading, activation gate, market regime, Telegram
alerts, backtest; API groups (paper-trades, market/regime, jobs); FRED +
Telegram env vars; note that pipeline timing is admin-cron, not env.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessen
Dennis Thiessen