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.
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>
- PerfChart moves into the left column under Open Positions
(half-width), balancing the radar column.
Cleanup:
- Design mockup pages (DesignMockups / DesignHorizon / DesignOrbit)
and their routes removed - the redesign has shipped; the mockups
live on in git history. Main bundle shrinks ~97 kB and the
chunk-size warning goes away.
- frontend/tsconfig.tsbuildinfo untracked and gitignored (incremental
build artifact that churned in every commit).
- Dead npm test / test:watch scripts removed - vitest was never a
dependency; CI already skips the step via its vitest guard.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The focus|radar 3/5-2/5 pairing made the top-pick card cramped and the
full-width positions panel stretched its trade charts. Back to the
layout that worked: focus card full width, account ribbons, then
positions | radar side by side, performance chart at the bottom.
Kept from the rework: radar rows still swap the focus card - and now
reliably, because the ticker symbol inside a row is no longer a
navigation link (clicking anywhere in the row, symbol included,
selects it; the ticker page is reachable via the focus card's Ticker
details button). Below-gate inspection, badges, and the reset link
unchanged.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Layout regrouped by relationship, not size: the setup-in-focus card
and the radar sit side by side (they are one decision surface), the
four account ribbons move directly above the open positions they
describe, and a new performance chart closes the page.
- Radar rows are selectable: clicking one swaps the focus card to that
setup - including below-gate rows, whose card shows a muted
"rank N / below gate" badge and the disqualify reason in the footer,
with a "back to top pick" reset. The row currently in focus is
highlighted; ticker links still deep-link without selecting.
- Performance chart (the mockup's missing piece): new
GET /paper-trades/equity-curve computes, per benchmark trading day
since the first paper trade, the book's cumulative P&L (realized +
mark-to-market from stored OHLCV) vs the same cost basis riding SPY
over each trade's window (benchmark_prices). Pure curve math in
paper_trade_service with unit tests; hidden until there are 2+
points of data. Frontend renders both lines with crosshair readout,
zero baseline, and direct end labels.
Backend unit suite: 501 passed.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The market regime banner took a full-width row on the dashboard for
ambient context. It is now a subtle status in the top bar (colored dot
+ "neutral regime", full headline and the longs/shorts caution in the
tooltip) linking to /regime - matching the mockup's nav.
The watchlist strip moves from the bottom of the dashboard (where it
got lost) into the freed spot right under the hero: a slim chip row
with today's move per symbol and the full-watchlist link. The empty
state is a one-line hint instead of a callout box.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The dashboard fingerprints sorted score dimensions alphabetically
while the ticker page rendered them in API order, so the same ticker
drew a differently-shaped polygon on each page.
New shared helper radarAxesFromDimensions() pins the axis order to the
backend's DIMENSIONS list (technical, sr_quality, sentiment,
fundamental, momentum; unknown dimensions append alphabetically) and
centralizes the label truncation. Used by the dashboard fingerprint
strip, the ticker header radar, and ScoreCard.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Fixes from first prod review of the redesign:
- Top navigation bar (TopBar) replaces the sidebar, like the mockup:
wordmark + sections + ticker search + jobs/status/logout; content in
a centered max-width column. MobileNav unchanged.
- Radar panel: qualified setups lead again (the actionable list, as
the old Top Setups did); non-qualified sit behind an "N below the
gate" toggle with per-rule reasons, auto-open only when nothing
qualifies. Adds mini radar fingerprints for the top 3 qualified
(dimension scores from the rankings endpoint, fixed axis order).
- Dashboard layout: open positions and radar side by side (xl), as in
the mockup.
- ScoreCard: the radar fingerprint was inside the showComposite block,
which the ticker page disables - it never rendered. Now it shows
whenever >= 3 dimensions exist.
- TradeChart: fresh positions with < 2 bars since entry rendered no
chart; now pads with ~10 pre-entry context bars (gray) and marks the
entry point. First open position auto-expands so the chart is
visible without a click.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Replaces the citron/green glass theme with the Horizon direction
(mockup at /design-horizon): space-void background, starfield, dim
Mars horizon, rim-cyan accent, rose for negative. Palette validated
for CVD separation and contrast on the dark surface.
- tailwind.config: gray -> cool space neutrals, blue/emerald -> cyan
scale, red -> rose; display font Space Grotesk
- globals.css: Horizon tokens, atmosphere, denser glass, cyan
buttons/inputs, price-rail / R-bar / radar chart CSS
- Dashboard rebuilt: verdict hero, top-pick card with spatial price
rail, KPI tiles, open positions as diverging R-bars with expandable
detail + trade chart (OHLCV since entry, entry/stop/target levels),
radar list with per-setup disqualify reason, watchlist chips
- OpenTradesPanel: table replaced by R-bar rows; all fields kept in
the drill-down (shares, P&L, alpha, trailing stop, sell)
- qualification: disqualifyReason() mirrors qualifiesSetup rule order
- CandlestickChart: canvas colors moved to Horizon palette; S/R now
cyan/neutral so rose stays reserved for the stop level
- ScoreCard: radar score fingerprint with hover values
- Design mockup pages included (routed in App.tsx)
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>
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>
The overview's Hit Rate and Expectancy were static lifetime aggregates — they
barely move day to day and aren't actionable at a glance. Replace them with the
current state from open paper trades:
- Open Risk: total $ at risk to stops across open positions.
- Unrealized: summed unrealized R (mark-to-market), with $ P&L and win/loss count.
Computed in the frontend from the already-loaded open trades (tradePnl) — no
backend change. The detailed lifetime stats remain on Signals → Track Record.
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>
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>
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>
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>
The dashboard Top Setups list showed raw fields in arbitrary order with no
indication of why a ticker was listed or which was best. Now sort by expected
value (R) — probability-weighted payoff per unit risk — so the strongest
opportunity is row 1, badged "Top pick", with a new Exp. Value column that
folds R:R and target probability into one "is this worth taking" number.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- Overview Top Setups shows the primary target's probability (concrete,
distance-calibrated) instead of the overlapping confidence number. The
stale 100% confidences were leftovers from the old model and self-heal
on rescan; confidence stays in the detail view + gate.
- Each metric now has one home: composite = ranking, target probability =
actionability, confidence = direction conviction.
- Staleness message states the real basis (% of entry->target distance
already covered), not the raw % from entry, so narrow setups read
correctly ("67% of the move is gone").
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>
