Follows 5ea0785, which renamed the user-visible labels. This finishes the pass
so code, docs and operator output use one vocabulary: README (pipeline list,
route table, FRED row), the methodology doc title, .env.example and config
comments, the snapshot model / event-study / service / test docstrings, the
scheduler section headers and morning-pipeline docstring, the TopBar status
text ("bullish regime" -> "bullish trend"), and the four "Regime monitor:" log
prefixes.
Deliberately NOT changed, because "market regime" is also a standard finance
term and most occurrences are not this job: the backtest caveat "~6 months is
roughly one market regime" in backtest_service, README, BacktestPanel and every
generated reports/*.json; "a regime shift" in TrackRecordPanel; and the
capacity-bracket findings doc. Renaming those would have made the text wrong.
Also unchanged, being persisted or externally linked rather than wording: the
regime_monitor / market_regime job ids, the regime_quadrant_enabled setting key,
the /regime route, METHODOLOGY and the snapshot fields, the service/test module
filenames, and docs/research/regime-monitor-v3.md's path (referenced from commit
messages). The doc now carries a one-line note recording the old name and why
those identifiers still use it.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The A5 cutover has been on and observed in production, so SEC Company Facts +
DoltHub earnings are already the live source for `fundamental_data`. This
removes everything the legacy path still occupied.
Gone: the three providers and their config/env keys; the weekly
`fundamental_collector` job; the cutover toggle (SEC + Dolt is now the
unconditional path, so `off` can no longer silently freeze scoring inputs); the
A5 parity report, whose deltas became structurally zero once the candidate
builder started writing the table it compared against; and the FMP tier of
universe bootstrap.
Two behavioral notes:
- Disabling **SEC Fundamentals Import** now stops the SEC network fetch only.
The local cache refresh moved outside the job-enable check, because candidates
also derive from daily closes and earnings events — freezing those on an
ingestion pause would stale scoring with no fallback left to recover from.
- `/ingestion/fetch?sources=fundamentals` still accepts the key and reports
`skipped`; there is no per-ticker fetch any more.
Migration 029 does not blanket-delete the leftover settings rows. Migrations run
before the service restart, and pre-A6 code reads an absent `job_*_enabled` row
as *enabled* — so the two behavior-bearing keys become tombstones pinned to safe
values (hidden in Admin) and only the inert three are deleted. Removing the
provider keys from the production `.env` is the matching rollout step.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The LLM-sourced capex/earnings observations carried 12+8 of 100 Warning points,
so both pegged at 100 produced a Warning of 20.0 -- below the event study's 25.3
alarm threshold and still inside the "stable" band. The reading was
arithmetically incapable of changing anything on screen, which is why refreshing
it appeared to do nothing. They are now a qualitative overlay reported beside
the scores rather than diluted into them.
Calibrated against the 408 v2 sessions to 2026-07-24, reproduced offline from
Alpaca + FRED; the harness matched the stored prod distribution exactly before
any parameter was changed.
State:
- P3 used dd_pct * 5, reaching 100 at a 20% drawdown -- the 90th percentile of
the observed distribution -- so 39/408 sessions sat at exactly 100 with no
resolution left during the part of a selloff that matters most. Replaced with
anchored breakpoints keeping headroom past the observed 36% maximum, blended
2:1 like P1/P2 instead of max(). P3's realized share of State falls from 65%
to 40%, matching its nominal weight.
- Credit level is now anchors-only. ICE capped FRED's BAMLH0A0HYM2 at a rolling
3-year window in April 2026, silently turning the 10-year percentile leg into
a 3-year one that scored 20 points of stress at an OAS of 3.5 -- the level its
own anchors call "mild". The anchors already encode the long-run distribution.
Warning:
- Added HY OAS 20-session widening (25%). The level is pinned at zero below the
3.5 anchor; its rate of change is not.
- Divergence tapers to a 0.35 floor instead of a hard price_ret >= 0 gate, which
zeroed the sensor through every decline: on 2026-07-24 the basket shed 10
points of participation in 20 sessions and Warning printed exactly 0.
- The event study and the live monitor now share one sensor definition, so they
cannot silently drift apart.
Bands are per axis (State 20/50/80, Warning 20/40/60) with quadrant dividers at
50/40; v2 Warning never exceeded 64.9 against a shared 60, leaving that half of
the quadrant unreachable. Realized shares: State 73/15/8/3%, Warning 69/20/8/3%.
Snapshots now record credit_history_days and vix_history_days -- the percentile
defect went unnoticed for months because nothing asserted the window the code
claimed.
Cutover: the first run rebuilds 400 sessions automatically; the Event Study job
must be re-run, as its cached report self-invalidates on the methodology check.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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).
Regime is computed at 02:00 ET; without a morning alert pass, quadrant
changes waited until 15:30. Dispatcher is change-driven so quiet days stay
quiet. Drop unused alerts_frequency config.
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.
Honor custom S/R tolerance as a transient detect, refresh levels after OHLCV
mutations without failing committed price writes, report per-ticker S/R
rebuild failures from admin cleanup, and warn in the admin UI when refresh is partial.
min_rr = 2.0 was hand-set in Admin (2026-06-24) and never swept — the gate
ablation only tested the floor on-vs-off, never its level. It was the last
un-swept knob in the live gate.
Swept against portfolio Sharpe under the real exit, with a parity self-check
(reproduces_production_gate: the row at the live floor must rebuild production's
exact 1,089-setup qualified set — it does).
min_rr qualified in-sample Sh/CAGR OOS Sh/CAGR (entries >= 2024-07)
0.0 6636 1.98 / 58.5% 2.02 / 66.2%
1.2 3897 1.34 / 33.9% 1.12 / 28.8%
1.5 3127 1.20 / 29.6% 1.12 / 28.8%
1.75 1974 1.64 / 44.5% 1.15 / 27.4%
2.0 (live) 1089 2.04 / 50.4% 2.78 / 73.3%
2.25 577 1.64 / 31.8% 1.71 / 31.9%
2.5 286 1.67 / 29.0% 0.68 / 8.7%
KEEP 2.0. It is the optimum in both windows, and a peak that reproduces in data
it was never fitted to is real evidence. But treat it as fragile: unlike the ATR
trail (a plateau), this is a spike with a trough beside it — +/-0.25 costs ~0.4
Sharpe in-sample and ~1.6 out-of-sample — and the curve is bimodal (floor-off is
good, 1.2-1.75 is bad, 2.0 is good). The hand-set value landed on the peak by
luck, not by tuning. Do not nudge it.
Worth knowing: turning the floor OFF entirely is the second-best row in both
windows, with substantially higher CAGR (58.5% / 66.2%) and more trades. If CAGR
ever outranks Sharpe here, "no R:R floor" is a live option — and it would sever
the gate's last dependency on the weak S/R detector.
Also fixes a metric artifact in the holdout harness. The train book's equity curve
ran to the end of the data while its entries stopped at the split, so it sat in
flat cash for two years and deflated its own CAGR/Sharpe (reported 0.95 / 14.6%;
actually 1.31 / 29.6%). _simulate_portfolio now truncates the calendar to
hold_days after the last entry when end_date is set — it only triggers on the
holdout train window, so no other number moves. The clear-air OOS verdict is
unaffected: it rests on the test row, whose entries and curve both start at the
split and were always clean. Both holdout reports regenerated.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The README opened with "find the path of least resistance, key S/R zones, and
asymmetric R:R setups" — a description of a strategy we do not run. What we run
is a long-only cross-sectional momentum book with a trailing exit. The S/R
engine, the composite score, sentiment and fundamentals are screening and
display; none has a measured edge.
- Rewrites the intro/philosophy around the real strategy, and says plainly what
is NOT the edge.
- Adds a mermaid decision graph, universe -> qualified -> ranked -> opened ->
closed, with the real exit distribution on the terminal nodes: initial stop 45%,
trailing stop 31%, max hold 24%, S/R target 0%. Validated against the mermaid
parser, not eyeballed.
- Documents that the R:R and touch-probability are GATE INPUTS, not forecasts of
the trade — the single easiest way to misread this app.
- Adds win rate, best/worst R and the exit-reason split to the production
baseline table.
- New docs/research/README.md: every strategy tested, the result, the decision,
and why we stay with the current one. 12 rejected ideas (take-profit exits,
clear-air gate relaxation, EV gate, regime overlay, inverse-vol sizing, shorts,
standalone vol, FIP, ...), the confirmed tuning knobs, the open leads, and the
method rules we learned the hard way (nested lookbacks are not out-of-sample; a
rising win rate is a warning, not a win).
- Documents the research flags and the holdout harness, and warns that the
portfolio_monitor lookbacks are nested windows, NOT a holdout.
- Notes the snapshot must copy paper_% settings or it silently diverges from prod.
All baseline numbers re-verified against reports/backtest-20260711-prod-baseline.json
(506 tickers, 1,089 qualified, CAGR 50.4%, +413.8% vs SPY +95.7%, DD -21.4%,
Sharpe 2.04, 320 trades, 15.3d avg hold, and all five promotion contenders). No
corrections were needed — the numbers were right, the framing was not.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The baseline table and promotion evidence still carried pre-primary-target-floor
figures. Re-derived every number from the 2026-07-11 run, the first baseline
measured after the 20% probability floor pruned lottery targets (1,428 -> 1,089
qualified).
The promotion evidence table also claimed the promoted book beat legacy on
"CAGR, Sharpe, and drawdown". That no longer holds: legacy residual 80 + hold
now has the shallowest drawdown (-15.8% vs -21.4%). Production still wins on
Sharpe, so the promotion stands, but the text now says so honestly rather than
implying a clean sweep.
Also documents the primary-target reach-probability floor in the gate
description, which shipped in c7a198b/8f41143 but never reached the README.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Record every tested-and-confirmed knob (ATR trail, regime overlay, lookback,
cutoff x book, sizing, FIP tie-breaker) so the sweep is not repeated on the
same snapshot, including the inverse-vol mis-attribution warning and the
universe-level fip_id lead. Prune the done items from the next-experiments
list.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The portfolio monitor's Production row now replays the live qualification
flag and the Admin exit policy (mode/ATR multiplier/hold days) instead of a
frozen research-variant gate, so Admin tuning is reflected in the next run.
Single-source the 80/20 strategy_rank weights in momentum_service and pin
every dual-defined constant with a parity test. Behavior-preserving today:
the production sim reproduces the README baseline exactly.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Follow-ups from review of the Track Record slim:
- BacktestPanel: drop the stale "tracking check" sentence from the "How this is
measured" explainer — that check moved to the maintenance disclosure last
commit, so it no longer describes anything in this block.
- MyTradesPanel: rename the two identically-labelled "Exit" columns to "Exit Px"
(exit price) and "Reason" (close_reason) so they're not confusable.
- README: add "Reading a local backtest report" under Local Backtest Snapshots —
a section->decision map for reports/backtest-*.json. The strategy-tuning tables
removed from the deployed page (sweep, gate_ablation, time_exit_sweep,
signal_eval, strategy_variants) now live only in the local report, so this
keeps "research lives local" from meaning the decision knowledge evaporates.
tsc -b && vite build pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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>
dennisthiessenandClaude Opus 5