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>
Richer LLM output (same grounded call, ~no extra cost):
- All providers now also return a recommendation (buy/hold/avoid) and a thorough
reasoning paragraph; Gemini now actually captures reasoning + grounding
citations (it was dropping them). Stored on sentiment_scores (migration 008),
exposed in the API; display-only — NOT fed into the composite/EV.
- Ticker Sentiment panel shows an "LLM view" badge and a "Full analysis & sources"
expander with the complete reasoning + citations.
Search-budget scoping (Gemini grounding free tier = 5000/mo):
- collect_sentiment now targets only watchlist + open paper trades + top-N by
composite, skips tickers refreshed within sentiment_fresh_hours (72h), and caps
per run (sentiment_max_per_run). Once the relevant set is fresh, runs spend 0
searches until it ages out — bounding monthly usage well under the free tier.
- Widened sentiment lookback to 7d (scoring + display) so sparser collection
still feeds the dimension score.
Deploy: alembic upgrade (sentiment_scores.recommendation). Switch provider to
Gemini Flash in Admin for the cost win (grounded, cheapest).
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>
Finnhub's earnings calendar now supplies next_earnings_date through the
fundamentals chain; persisted on fundamental_data (migration 006) and exposed in
the fundamentals API. The recommendation panel warns when earnings fall within
the ~30-day target horizon (a report can gap price through stop/target) and
otherwise shows the next date. Informational only.
Deploy: run alembic upgrade (new fundamental_data.next_earnings_date column).
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>
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>
Answers "why does a too-far-progressed setup still show": setups are only
recalculated by the scheduled R:R scan and manual fetch; at creation
entry == current price (0% progress), so over-progression is a
between-scans drift effect and must be judged at read time.
- /trades now attaches current_price (latest close per ticker).
- Qualification drops setups whose R:R recomputed from the current price
falls below min_rr — i.e. price already ran toward target (reward
consumed) or through the stop. Reuses the existing min_rr threshold
instead of a separate progress %; far cleaner (a 3:1 is already ~1:1
by 33% progress). Skipped for historical setups (no current_price).
- Fix: useFetchSymbolData now invalidates the trades queries, so a fetch/
recompute actually refreshes confidence/setups in the UI (was the cause
of the stale 100% confidence lingering after recompute).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- JWT now carries a username claim; sidebar shows "Signed in as <name>"
instead of the bare user id (sub). Re-login required for the new claim.
- Signals: Min R:R / Min Confidence inputs reflect the effective filter —
auto-filled from the activation gate when "Qualified only" is on, reset
to 0 when off (no more misleading 0 while the gate is active).
- Signals layout: Run Scanner moved to its own action row (it's a job
trigger, not a filter); qualified toggle grouped with the refinement
filters under one Filters panel.
Co-Authored-By: Claude Fable 5 <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>
Closes the feedback loop on R:R scanner signals:
- Nightly outcome_evaluator job replays unresolved setups against daily
OHLCV bars: target_hit / stop_hit / ambiguous (same-bar, counted as
loss) / expired after OUTCOME_EVALUATION_MAX_BARS (default 30)
- Migration 004: evaluated_at + outcome_date on trade_setups
- GET /trades/performance: hit rate, expectancy (avg R), total R with
breakdowns by direction, recommended action, and confidence bucket
- New Performance page (stat cards, breakdown tables, Evaluate Now,
methodology disclosure) wired into sidebar and mobile nav
- 17 new unit tests for evaluation logic and stats aggregation
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
dennisthiessen
Dennis Thiessen