Part 1 — long-only. The momentum edge is long top-momentum; the gate was
qualifying shorts on high-momentum names (fighting the trend), which showed as
the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify
(backend qualification, backtest _momentum_qualifies, and the frontend mirror).
Part 2 — production wiring. Live setups now carry a real momentum rank, so the
dashboard, the Track Record's qualified stats, and outcome evaluation all gate on
the same value instead of deferring to floors:
- new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker,
ranked across the universe into a {symbol: percentile} map.
- the daily R:R scan ranks the universe up front and stores each setup's
percentile (new trade_setups.momentum_percentile column, migration 010).
- enhance_trade_setup mutates the same row, so the percentile is preserved;
_trade_setup_to_dict + TradeSetupResponse expose it to the API.
Until a fresh scan runs, pre-existing setups have a null percentile and the gate
falls back to floors for them (longs) / excludes them (shorts) — they fill in on
the next scan. 341 backend tests pass; frontend build clean.
Needs the alembic upgrade (migration 010) on deploy.
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>
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