{ "generated_at": "2026-06-17T06:33:53.588059+00:00", "generated_date": "2026-06-17", "source": "alpha_engine/money_ready_verdict.py --json", "classes": { "CRYPTO": { "intrabar_truth": { "n": 1155, "wr": 0.3238, "pf": 0.7269, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "policy_clean_n": 1572, "policy_clean_wr": 0.5159, "policy_clean_wr_pct": 51.59, "policy_clean_pf": 0.6372, "n_resolved": 1155, "wr": 0.3238, "wr_pct": 32.38, "pf": 0.7269, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": 0.0, "pbo_ok": true, "pbo": 0.0, "spa_ok": true, "spa_p": 0.0, "n_spa_pass": 5, "expectancy": -0.050169, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 65, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 1.0009, "mdd_ok": false, "cvar_95": -73.0219, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": true, "n_fdr_pass": 4, "n_bonferroni_pass": 4, "n_fdr_tested": 10, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": true, "n_profitable_multi_source": 1, "n_profitable_single_source": 5, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 4.19, "recency_most_recent": "2026-06-13T01:53:49.121383+00:00", "recency_note": "no picks closed in last 48h (last=4.2d ago)", "bootstrap_ci_lower": -0.027794, "bootstrap_ci_upper": -0.008443, "bootstrap_ci_ok": false, "wf_oos_ratio": 2.4178, "wf_oos_is_pf": 0.3998, "wf_oos_oos_pf": 0.9668, "wf_oos_ok": true, "top_sleeves": [ { "strategy": "luxalgo_confluence", "n": 83, "wr": 80.72, "pf": 8.0975, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" }, { "strategy": "battleground_ml_relaxed_mut", "n": 31, "wr": 70.97, "pf": 4.0664, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" }, { "strategy": "hs_lb_None", "n": 202, "wr": 65.35, "pf": 3.0934, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" }, { "strategy": "claude_ml_moderate_mut", "n": 31, "wr": 61.29, "pf": 2.5668, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" }, { "strategy": "crypto_liquidity_wick_reversal_v1", "n": 30, "wr": 60.0, "pf": 1.5534, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" } ], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "BTCUSDT", "top_symbol_share": 0.1094, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.9644, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": 0.0, "note": "" }, "pbo": { "ok": true, "pbo": 0.0, "n_strategies": 10, "note": "" }, "spa": { "ok": true, "spa_p": 0.0, "n_spa_pass": 5, "n_strategies_tested": 10, "note": "" }, "expectancy": { "expectancy": -0.050169, "expectancy_ok": false, "adj_win": 0.058803, "adj_loss": 0.102351, "slippage_bps": 15.0, "note": "" }, "mdd_cvar": { "mdd": 1.0009, "mdd_ok": false, "cvar_95": -73.0219, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": true, "n_tested": 10, "n_fdr_pass": 4, "n_bonferroni_pass": 4, "min_p": 0.0, "fdr_q": 0.1, "bonferroni_threshold": 0.01, "note": "" }, "single_source": { "ok": true, "n_profitable": 6, "n_profitable_single_source": 5, "n_profitable_multi_source": 1, "single_source_strategies": [ "atr_percentile_gate", "battleground_ml_relaxed_mut", "claude_ml_moderate_mut", "crypto_liquidity_wick_reversal_v1", "hs_lb_None" ], "note": "" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-13T01:53:49.121383+00:00", "days_since_last": 4.19, "note": "no picks closed in last 48h (last=4.2d ago)" } } }, "COMMODITY": { "intrabar_truth": { "n": 115, "wr": 0.3478, "pf": 1.0477, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "policy_clean_n": 12, "policy_clean_wr": 0.3333, "policy_clean_wr_pct": 33.33, "policy_clean_pf": 0.823, "n_resolved": 115, "wr": 0.3478, "wr_pct": 34.78, "pf": 1.0477, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": 0.0, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.000597, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.0811, "mdd_ok": true, "cvar_95": -3.87, "cvar_ok": true, "_mdd_cvar_gate_ok": true, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 5.07, "recency_most_recent": "2026-06-12T04:46:52.119338+00:00", "recency_note": "no picks closed in last 48h (last=5.1d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": true, "data_source": "dashboard_fallback", "top_symbol": "CL=F", "top_symbol_share": 0.3636, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.6364, "source_concentration_capped": true, "high_conviction_rate": 0.9167, "long_term_stability_rate": 0.9167, "details": { "dsr": { "ok": false, "dsr_score": 0.0, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.000597, "expectancy_ok": false, "adj_win": 0.046512, "adj_loss": 0.025718, "slippage_bps": 12.0, "note": "" }, "mdd_cvar": { "mdd": 0.0811, "mdd_ok": true, "cvar_95": -3.87, "cvar_ok": true, "gate_ok": true, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-12T04:46:52.119338+00:00", "days_since_last": 5.07, "note": "no picks closed in last 48h (last=5.1d ago)" } } }, "EQUITY": { "intrabar_truth": { "n": 119, "wr": 0.3445, "pf": 0.4599, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "policy_clean_n": 386, "policy_clean_wr": 0.4741, "policy_clean_wr_pct": 47.41, "policy_clean_pf": 0.7197, "n_resolved": 119, "wr": 0.3445, "wr_pct": 34.45, "pf": 0.4599, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": true, "dsr_score": 1.0, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.007473, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.9999, "mdd_ok": false, "cvar_95": -5.4003, "cvar_ok": true, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 4.19, "recency_most_recent": "2026-06-13T01:53:49.117559+00:00", "recency_note": "no picks closed in last 48h (last=4.2d ago)", "bootstrap_ci_lower": -0.002274, "bootstrap_ci_upper": 0.010787, "bootstrap_ci_ok": false, "wf_oos_ratio": 2.4558, "wf_oos_is_pf": 1.1323, "wf_oos_oos_pf": 2.7807, "wf_oos_ok": true, "top_sleeves": [ { "strategy": "MeanReversionBB", "n": 175, "wr": 54.86, "pf": 1.7343, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" } ], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": false, "data_source": "dashboard_fallback", "top_symbol": "AAPL", "top_symbol_share": 0.1333, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.8, "source_concentration_capped": true, "high_conviction_rate": 0.1554, "long_term_stability_rate": 0.1554, "details": { "dsr": { "ok": true, "dsr_score": 1.0, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.007473, "expectancy_ok": false, "adj_win": 0.022722, "adj_loss": 0.023342, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.9999, "mdd_ok": false, "cvar_95": -5.4003, "cvar_ok": true, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-13T01:53:49.117559+00:00", "days_since_last": 4.19, "note": "no picks closed in last 48h (last=4.2d ago)" } } }, "FOREX": { "intrabar_truth": { "n": 95, "wr": 0.4105, "pf": 1.1024, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "policy_clean_n": 87, "policy_clean_wr": 0.4598, "policy_clean_wr_pct": 45.98, "policy_clean_pf": 1.3043, "n_resolved": 95, "wr": 0.4105, "wr_pct": 41.05, "pf": 1.1024, "n_ok": false, "wr_ok": true, "pf_ok": false, "dsr_ok": true, "dsr_score": 1.0, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.008748, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.9999, "mdd_ok": false, "cvar_95": -83.39, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 5.37, "recency_most_recent": "2026-06-11T21:43:44.337647+00:00", "recency_note": "no picks closed in last 48h (last=5.4d ago)", "bootstrap_ci_lower": -0.049013, "bootstrap_ci_upper": 0.12758, "bootstrap_ci_ok": false, "wf_oos_ratio": 0.2659, "wf_oos_is_pf": 1.5342, "wf_oos_oos_pf": 0.4079, "wf_oos_ok": false, "top_sleeves": [ { "strategy": "non_crypto_consensus", "n": 223, "wr": 52.91, "pf": 9.677, "is_single_source": false, "source": "resolver_grade", "policy_blocked": false, "note": "resolver_grade" } ], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "EURUSD", "top_symbol_share": 0.3103, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.7586, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": true, "dsr_score": 1.0, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.008748, "expectancy_ok": true, "adj_win": 0.357406, "adj_loss": 0.234041, "slippage_bps": 5.0, "note": "" }, "mdd_cvar": { "mdd": 0.9999, "mdd_ok": false, "cvar_95": -83.39, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-11T21:43:44.337647+00:00", "days_since_last": 5.37, "note": "no picks closed in last 48h (last=5.4d ago)" } } }, "ETF": { "intrabar_truth": { "n": 16, "wr": 0.0, "pf": 0.0, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "policy_clean_n": 17, "policy_clean_wr": 0.7647, "policy_clean_wr_pct": 76.47, "policy_clean_pf": 3.0086, "n_resolved": 17, "wr": 0.7647, "wr_pct": 76.47, "pf": 3.0086, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.720412, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 7.64, "recency_most_recent": "2026-06-09T15:18:13.955637+00:00", "recency_note": "no picks closed in last 48h (last=7.6d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "dashboard_fallback", "top_symbol": "SPY", "top_symbol_share": 0.6667, "concentration_capped": true, "top_source": "UNKNOWN", "top_source_share": 0.6667, "source_concentration_capped": true, "high_conviction_rate": 0.1765, "long_term_stability_rate": 0.1765, "details": { "dsr": { "ok": null, "note": "n=3 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.720412, "expectancy_ok": true, "adj_win": 0.9553, "adj_loss": 0.042973, "slippage_bps": 8.0, "note": "" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-09T15:18:13.955637+00:00", "days_since_last": 7.64, "note": "no picks closed in last 48h (last=7.6d ago)" } } }, "FUTURES": { "intrabar_truth": { "n": 16, "wr": 0.3125, "pf": 0.49, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "policy_clean_n": 13, "policy_clean_wr": 0.1538, "policy_clean_wr_pct": 15.38, "policy_clean_pf": 0.7628, "n_resolved": 13, "wr": 0.1538, "wr_pct": 15.38, "pf": 0.7628, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": 0.0036, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.004505, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.1769, "mdd_ok": true, "cvar_95": -4.7659, "cvar_ok": true, "_mdd_cvar_gate_ok": true, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 5.61, "recency_most_recent": "2026-06-11T15:53:08.064696+00:00", "recency_note": "no picks closed in last 48h (last=5.6d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "CL=F", "top_symbol_share": 0.3077, "concentration_capped": false, "top_source": "multi_asset_scanner", "top_source_share": 0.8462, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": 0.0036, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.004505, "expectancy_ok": false, "adj_win": 0.072201, "adj_loss": 0.018447, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.1769, "mdd_ok": true, "cvar_95": -4.7659, "cvar_ok": true, "gate_ok": true, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-11T15:53:08.064696+00:00", "days_since_last": 5.61, "note": "no picks closed in last 48h (last=5.6d ago)" } } }, "INDEX": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "policy_clean_n": 1, "policy_clean_wr": 1.0, "policy_clean_wr_pct": 100.0, "policy_clean_pf": null, "n_resolved": 1, "wr": 1.0, "wr_pct": 100.0, "pf": null, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": null, "expectancy_ok": null, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 5.19, "recency_most_recent": "2026-06-12T01:58:51.855950+00:00", "recency_note": "no picks closed in last 48h (last=5.2d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "NQ=F", "top_symbol_share": 1.0, "concentration_capped": true, "top_source": "UNKNOWN", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=1 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": null, "expectancy_ok": null, "note": "avg_win or avg_loss unavailable (no pick data)" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-12T01:58:51.855950+00:00", "days_since_last": 5.19, "note": "no picks closed in last 48h (last=5.2d ago)" } } }, "PENNY_STOCK": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "policy_clean_n": 1, "policy_clean_wr": 0.0, "policy_clean_wr_pct": 0.0, "policy_clean_pf": 0.0, "n_resolved": 1, "wr": 0.0, "wr_pct": 0.0, "pf": 0.0, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": null, "expectancy_ok": null, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": false, "recency_gate_48h": false, "recency_days_since_last": 97.28, "recency_most_recent": "2026-03-11T23:57:30.269572+00:00", "recency_note": "no picks closed in last 14d (last=97.3d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "SOFI", "top_symbol_share": 1.0, "concentration_capped": true, "top_source": "multi_asset_scanner", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=1 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": null, "expectancy_ok": null, "note": "avg_win or avg_loss unavailable (no pick data)" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": false, "gate_48h": false, "most_recent": "2026-03-11T23:57:30.269572+00:00", "days_since_last": 97.28, "note": "no picks closed in last 14d (last=97.3d ago)" } } }, "BOND": { "intrabar_truth": { "n": 6, "wr": 0.3333, "pf": 2.242, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "policy_clean_n": 1, "policy_clean_wr": 1.0, "policy_clean_wr_pct": 100.0, "policy_clean_pf": null, "n_resolved": 1, "wr": 1.0, "wr_pct": 100.0, "pf": null, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": null, "expectancy_ok": null, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": false, "recency_gate_48h": false, "recency_days_since_last": 16.74, "recency_most_recent": "2026-05-31T12:51:21+00:00", "recency_note": "no picks closed in last 14d (last=16.7d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "^TNX", "top_symbol_share": 1.0, "concentration_capped": true, "top_source": "UNKNOWN", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=1 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": null, "expectancy_ok": null, "note": "avg_win or avg_loss unavailable (no pick data)" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": false, "gate_48h": false, "most_recent": "2026-05-31T12:51:21+00:00", "days_since_last": 16.74, "note": "no picks closed in last 14d (last=16.7d ago)" } } }, "MEME": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "policy_clean_n": 10, "policy_clean_wr": 0.1, "policy_clean_wr_pct": 10.0, "policy_clean_pf": 0.0234, "n_resolved": 10, "wr": 0.1, "wr_pct": 10.0, "pf": 0.0234, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": NaN, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.065758, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.4936, "mdd_ok": false, "cvar_95": -13.8523, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": null, "recency_gate_48h": null, "recency_days_since_last": null, "recency_most_recent": null, "recency_note": "no date field found in picks", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "DOGE-USD", "top_symbol_share": 0.4, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": NaN, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.065758, "expectancy_ok": false, "adj_win": 0.014543, "adj_loss": 0.07468, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.4936, "mdd_ok": false, "cvar_95": -13.8523, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": null, "note": "no date field found in picks", "most_recent": null, "days_since_last": null } } } }, "drift": { "baseline": "2026-06-16T23:41:28.999852+00:00", "per_class": { "CRYPTO": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "COMMODITY": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "EQUITY": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "FOREX": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "ETF": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "FUTURES": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "INDEX": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": null, "n_delta": 0, "gate_flips": {} }, "PENNY_STOCK": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "BOND": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": null, "n_delta": 0, "gate_flips": {} }, "MEME": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} } } }, "summary": { "money_ready": [], "watch": [], "n_classes": 10 } }