🐛 Incidents + 🚀 Enhancements per Asset Class

Adversarial re-measurement of at_pick_outcomes shows the apparent per-class edge is a function of WHICH resolver version ran, not alpha. CRYPTO June n=867: universal_v2 WR 63.8%/PF 3.03 vs newest v2.2_sync_2026-06-05 (n=172) WR 33.1%/PF 0.51 -- a verdict inversion on the SAME data. Class-wide per-re…

Expiry rates: CRYPTO 55.8%, EQUITY 81.1%, FOREX 84.1%, COMMODITY 84.4%, ETF 80.1%, BOND 81.3%, FUTURES 93.6%. Two mechanisms: (1) no intrabar OHLC replay -> picks marked flat-at-horizon instead of TP/SL-first-touch (expired buckets sit at ~0% pnl, COMMODITY 4916/4944 exactly 0.0); (2) TP/SL ~5x real…

Retroactive backfill_* resolver passes wrote TP_HIT/SL_HIT never validated against live price: CRYPTO 68.8% of resolved, FOREX 90.7%, COMMODITY 92%, BOND 100%, FUTURES 96%. forward_test_only=0 on every CRYPTO (14721) and EQUITY (2153) row -- not one genuine forward test exists. Verdict math must exc…

git grep finds the live DB_PASS_STOCKS value stocks1234560 committed in 5+ files on main + reproduce-blocks of open PRs #481/#482/#485. /updates docs publish to the public site. Pre-existing widespread leak.

compute_pf() at line 47-50 returned wins/losses (count ratio) with 999 fallback, not sum(pnl_wins)/abs(sum(pnl_losses)). All claimed PF 600+/400+/200+ from mutation scan were math artifacts. Fixed to gross_profit/abs(gross_loss).

compute_pf returned wins_count/losses_count with 999 fallback when losses==0, not gross_profit/gross_loss. Inflated PF for many-tiny-wins vs few-losses series -> bogus PF 600+/400+/200+ on Mimo's 10 INVERT mutations (artifacts, not edge). Flagged P0 by peer gx10, verified on disk by claude-opus-4-8.

Mutation framework compute_pf is broken: returns win/loss COUNT ratio, not Profit Factor

rigorous_backtest_harness.py used bootstrap-with-replacement for PBO, destroying serial correlation. Momentum/trend strategies always appear insignificant. Fixed with moving-block bootstrap.

DSR_PARAMS["n_trials"] was None, _load_real_n_trials() never called. TypeError on n_trials <= 1 comparison.

Orphan test file blocking all PR CI: test_money_ready_capital_lock referenced symbols not on main

money_ready_verdict 2026-06-02 10:19Z: every class NOT_READY/INSUFFICIENT. CRYPTO PF0.92/WR36%, EQUITY PF0.33/WR27%, FOREX PF0.48; ETF/COMMODITY 3-4 trades only; BOND n=0. Research/paper edge (ai-tournament deepseek_v4 PF3.46) does not survive into policy-clean layer.

21 picks across alpha_engine/data/closed_picks.json + sibling files show >100% pnl_pct calculation drift versus stored pnl_pct, driven by entry/exit/hwm values pulled from the wrong symbol's price tape. SHIBUSDT: entry=5.53e-06 (correct), exit=4100.97 (off by 9 orders of magnitude — likely SHIB-stoc…

open_bloat check on 2026-05-25: db_health_check.py queried bt_backtest_trades (millions of backtest rows) and reported 29,254,204 OPEN rows. The incident was incorrectly attributed to trading_picks (which had ~46K rows at the time). info_schema estimate for bt_backtest_trades was 1,271,867 — the 23x…

The current audit pipeline shows rejects in aggregate but provides no durable lane for picks that failed gates and later would have won materially. That hides false negatives and prevents learning whether concentration, thin-sample, or quarantine rules are discarding real edge.

The High Conviction decision path is split across audit_dashboard/hc_filter.js and tools/dashboard_hc_rules.py. EAGLE review found likely drift around confidence handling and small-sample relaxations, so the same pick can qualify differently depending on which surface evaluates it.

Ring-2.6-1T noted these numbers come from cell-by-cell search across (confidence × R:R × strategy family) buckets — they are not actionable forward signals but the /audit SUPREME EDGE callout presents them as if they were. 3/3 swarm engines (deepseek + cerebras + gemini) confirmed REAL P0. Risk: a u…

Distinct from the known confidence-anti-predictive incident: the ranker formula itself bakes the inverted signal into the headline score with the largest weight. Downstream of the calibration bug but a separate fix (re-weight or invert at the engine level, not at the source).

Opencode 2026-05-12 identified the missing upstream writer that should read ACTIVE at_raw_picks, detect TP/SL/time-exit per asset class, and feed new entries into closed_picks.json. Without it the signal_outcomes table has 0.09% coverage of raw picks — every forward-WR claim is built on 0.1% of the …

won_pnl_contradiction check: 2,531 rows tagged status='WON' have avg_pnl=-41.13%, 9 with negative pnl. SL_HIT rows are all negative as expected (good); TP_HIT all positive (good); LOST rows mostly negative (correct). The WON status is a labeling bug, not a stats artifact — every claim using status='…

open_bloat check: 29,254,204 open status rows. info_schema estimates 1,271,867 — actual count 23x the estimate. Last terminal write was 2026-05-12 23:42 (270 hours ago). The forward_validator is frozen — no picks have been closed in 11+ days.

Unit-clamp bug commit #876 missed 5 rows. Distorts FOREX avg to -8% and rounds PF to 0.00, making the entire class look catastrophic even though baseline WR is 43.9% on n=1666.

Last resolved 2026-03-04. Outcome resolver pipeline appears dead. All forward-WR performance claims unverifiable because signal_outcomes has only 0.09% coverage of raw picks.

cot_paper_pilot.py counts the same weekly CFTC release as ~100 separate trades. Inflates n from ~5 real unique releases to 101. The DSR=1.0/WR=86.5% headline is therefore overstated. Three independent AI audits flagged this.

Confidence is anti-predictive: conf>=0.9 -> WR 14.4%, conf 0.5-0.6 -> WR 60.3%. The 5-factor Smart Picks engine weights quality/elite_score at 35% which is derived from confidence, so the top-of-funnel ranker is structurally flipped — at least for crypto.

data/smart_picks.json last regenerated 2026-04-30T02:56. The dashboard reads smart_picks_feed which IS more recent (~1.5h), but the underlying picks may be cycled with stale entry prices.

Verification of the KS_D fabrication-cascade (peer-Claude flagged freebuff's KS_D=0.313 phantom on branch feat/honest-kill-switch). CONFIRMED + ROOT-DEEPER: (1) live concept_drift.ks_D=0.0498 (1.08x critical, mild), NOT 0.313 — peer correct; (2) 0.313 has no JSON source (phantom); (3) the 3 reports …

Verified by direct SQL 2026-06-12 (3-way corroborated: hostile DB autopsy + grok 4h-sprint + this session). strategy_blocklist.py:314 kills the PAIR (rapid_fire, volume_spike_breakout) per C006, but at_signal_outcomes intrabar TP/SL shows alpha_engine x volume_spike_breakout n=117 WR 37.6% PF 0.917 …

Portfolio-math audit (wf_c35c2f25, 2026-06-11): sharpe_30d is full-history (no window) annualized over irregular weekday-only snapshots; CAGR uses snapshot-count not calendar days; MTD is inception-to-date proxy. The P0 SHORT-sign NAV bug is FIXED (53982150) but PF_NAV_SNAPSHOT rows since 2026-05-29…

dashboard_data.json::walkforward.generated_at = 2026-04-15 — all OOS verification per class predates the honest resolver, bleeder kills, and emission caps. Forward-tested verdicts cannot cite it. (money-maker-ready audit 2026-06-11)

money-maker-ready audit 2026-06-11: the 06-10 NULL-pnl backfill recomputed pnl from corrupt exit_price values (wrong-symbol/stale prices: AUDUSD=X exit 663.13 on 0.70 entry = +93,965% TP_HIT; SOFI exit 381.67 on 16.03 = +2,280%; TRXUSDT exits pinned at stale 0.06697) — sign-coherence passed them bec…

CI Tests gate was chronically red from 41 deterministic assertion failures (test/code drift, not flakes): category-case (CRYPTO vs crypto), FOREX_HARD_DISABLE default flip, money_ready_verdict M-070/M-105 rule changes, and the bb7fd2d740 portfolio-bloodbath commit changing TP/SL/drawdown/gross-cap s…

audit_dashboard/money_ready_filter.js SUPREME_EDGE_REAL hard-codes a list gated on HISTORICAL anti_overfit_audit DSR>=0.95, NOT forward validation. It surfaces ml_enhanced_INJUSDT/FETUSDT_1d_B_lightgbm (n=25-27, 100% WR, the file itself tags "placeholder-stat suspect" + 89% concentration), ml_enhanc…

normalize_pick_for_emitter reads only the direction field (defaults LONG) and ignores signal_type. Any sleeve emitting signal_type BUY/SELL (TSMOM, CTA) had SELL picks silently relabeled LONG with backwards TP/SL when routed through academic_strategies_emitter.generate_academic_picks.

A pre-refactor in-place version of reresolve_intrabar.py --apply (run from the shared tree ~04:09 UTC, committed 4x500 chunks) overwrote 2000 canonical trading_picks.status/pnl_pct with intrabar verdicts + exit_reason=intrabar_reresolve markers. Originals were overwhelmingly TIME_EXIT (1867/1921). C…

Run by path -> top-level `from alpha_engine import config` (line 22) hit ModuleNotFoundError before the late sys.path.insert. CROSS-CHECKED: fixed to `python -m alpha_engine.mysql_trading_sync`; re-run 27181759347 = SUCCESS.

blueprint_generator.py:324 sorted on present-but-None fwd_total_pnl -> TypeError None<float (dict-get-default trap). This crash starved dashboard_data.json (stale since 06-03), cascading to ML Gatekeeper + Verified Pilots failures. Fix committed (None-safe `or 0`). STATUS: NOT yet confirmed green — …

28 tests fail / 6127 pass for 3+ days -> zero merge protection. Largest cluster: test_mysql_sync_category_inference + test_stocks_7_classifier_override assert lowercase crypto but mysql_trading_sync.py:453-455 now uppercases to CRYPTO (canonical pf_registry bucket, intentional 2026-06-06). Other clu…

updates/2026-06-09-session-transcript-strategy-audit.md and low_hanging_fruit_report.md cite FOREX 14d 64.2%/PF 2.43 and GBPUSD 58.8%. Clean cohort 2026-06-09: FOREX 14d WR 5.0% (n=100). Refuted in UPDATED_MONEY_READY_RECOMMENDATION + OBS_FINDING_JUNE8.

29 vault notes scanned. READY-TO-TRADE-NOW partially superseded but asset-class notes still cite mega_mutation T1, fx_smart_carry PF 1.85. Clean DB: 0 money-ready survivors. See reports/OBS_FINDING_JUNE8.MD.

Applying ALL artifact filters (exclude backfill + NULL-resolved + banned + per-class sane-pnl guard, EXPIRED as non-win) and a mutual-fund bar (n>=50, >=3mo, PF>1.5, WR>52%), only luxalgo_confluence::crypto survives (n=73 WR63% PF5.35) — but that is 73 of 2040 rows (3.6% clean subset) vs its full-hi…

Same ES/NQ/GC/CL symbols scattered across COMMODITY/INDEX/BOND/FUTURES labels; 93.6% expired; only 6 genuinely resolved trades. shadow_pilot falsely marks the class paper-tradeable. Risk: a zombie class graduates on artifact PF.

batch_backtest_all.py hard-requires gitignored crypto_data.db (SQLite klines); the Part-2 babies workflow had no step to create it, so every run died in ~22s (run 27055166676) and NONE of 220 baby strategies could backtest in CI.

FDR (False Discovery Rate) file at tools/data/fdr_results.json last run 2026-04-06. Only 3 of 56 strategies pass DSR+FDR (st_fear_greed_contrarian, unknown, st_rsi_vol_bounce). Strategies have accumulated 2 months of trades and likely now qualify. Re-running FDR is the single highest-leverage action…

176 non-crypto 'closed' rows have entry==exit/pnl=0 with exit_reason FORCE_CLOSED_TOXIC (113) or RESOLVE_FAILED_MAX_RETRIES (60), mostly multi_asset_copytrader+forex_copy_trader. FOREX: 94/138 toxic. These are price-fetch failures, NOT resolved trades; they crushed WR denominators (raw FOREX ~4% vs …

Cross-sectional attribution probe (tools/attribution_probe.py): deepseek_v4 alpha t=1.74<2.0, crowd_beta 0.49; all large-n models crowd_beta 0.7-1.0; only tiny-n flukes pass. No model has adequate-n + surviving alpha. Edge is crowd/beta not skill.

Category taxonomy case-mess: 23 'stock' + 590 'stocks' should be EQUITY; 4 'penny' + 4 'pennystock' should be EQUITY; ~394 UNKNOWN/NULL rows auto-taggable by symbol pattern

AI tournament data (5,492 picks, 3,692 resolved, top 5 T1 models) shows CRYPTO LONG has 33% WR / -0.49% avg PnL while SHORT has 67% WR / +3.74% avg PnL. Production scanner emits LONG when SHORT has edge.

98.9% of generated picks are filtered by quality gates. 203 strategies permanently killed. ml_crypto_predictor generates 492 picks with 0 surviving. This starves the system of trades.

92 out of 127 systems have never produced a single resolved trade. They either get filtered by gates, were killed before accumulating data, or have data feed issues.

53.3% of EXPIRED picks have positive PnL, suggesting resolver labeling issues. This inflates WR and makes strategies look better than they are.

Stale OPEN picks resolved: ~100k+ -> 3,806 (97% reduction) via controlled batch resolve

After fixing harness: CRYPTO 46 strats (1 T3), FOREX 11 (0 T3), COMMODITY 4 (0 T3), EQUITY 1 (0 T3), ETF 0. PBO is binding constraint.

Tournament data: SHORT 67% WR / +3.74% avg PnL vs LONG 33% WR / -0.49% avg. Production scanner emitting both directions.

Sign-flips, COT look-ahead, extreme source concentration (HHI > 0.25). Classes frozen from production promotion.

Source-system concentration: kimi_riseoftheclaw = 43.6% of all picks (HHI 0.232 > 0.20 cap)

EXPIRED mislabel: 53.3% of EXPIRED picks have positive PnL (resolver mislabeling WINs as EXPIRED)

ML confidence is anti-predictive: conf>=0.90 yields 14.4% WR vs conf 0.50-0.60 yields 60.3% WR

Stop-loss tightness: 626 SL hits at 0.5% WR producing -2257% cumulative PnL

Resolver hygiene: OPEN count was ~100k+ before 2026-06-02 controlled batch resolve (resolve_stale_open_picks.py --execute --max-batches 5 --batch-size 500 → ~3,806 OPEN remain). Top stale sources included non_crypto_consensus, ig_contrarian, PM copy-trader rows. Continue sliced batches until OPEN al…

Swarm review (reports/best_picks_swarm_review_2026-06-02.json): production aggregate NOT_READY. Do not size Smart Picks / HC from historical PF until money_ready non-empty and 14d/48h panels verified.

money_ready_verdict.json 2026-06-02: all classes NOT_READY or INSUFFICIENT_DATA. Policy-clean CRYPTO PF 0.92 / WR 36%; EQUITY PF 0.33 / n=52. Tournament paper edge does not flow into asset_class_health. No sizing up until forward n≥30–50 + DSR/SPA per class.

tools/check_resolver_health.py reports forward_test table/columns absent on live ejaguiar1_stocks. Blocks verified pilot forward stats writer and pilot_forward_dashboard freshness. See alpha_engine/mysql_trading_sync.py for ALTER SQL.

Raw DB CRYPTO 90d ~39% WR / PF 0.37 vs marketed funnel cell. Leakage: duplicate signal_ts groups, EXPIRED→WON mislabels, claude_gainer_st concentration. Apply mutate-before-kill; verify 14d/48h panels before any promotion.

~73 class x strategy cells tested with no Bonferroni/FDR. 2 surviving PF>1 at alpha=0.05 is chance-level. At alpha=0.05 over 73 cells need p<0.00068 — neither crypto sleeve clears at n~30.

Resolver workflows return success in <50s but resolve ~nothing. tournament_picks: 1,289 OPEN short-TF (<=1W) picks aged >5d (median time-to-resolve is only 0.99d, so overdue). Throughput collapsed: 1,725 resolved 2026-05-24, then 1, then 0. The backlog alone would push deepseek_v4(43)/cursor_agent(5…

Published JSON gen 2026-05-30T23:26Z has 1,037 rows / 42 models; live DB tournament_picks has 4,419 rows / 50 models / 1,726 resolved. model_id sets differ (published shows deepseek_r1 PF16 small-sample artifact not in DB). Live /audit/ai-tournament.html + /audit/ai_leaderboard.html show a smaller/s…

Peer review (VERDICT=REQUEST-CHANGES) of Zoo's uncommitted FOREX consolidation work (M files: alpha_engine/config.py + alpha_engine/non_crypto_policy.py). No GitHub PR opened yet (verified via gh pr list --search 'FOREX consolidation' returned only unrelated PRs #11, #12). THREE BLOCKING FINDINGS: (…

ci-tests.yml fails on main: test_m096_ctf_concentration_cap (4), test_m098_etf_vix_gate (4), test_quality_gates (4), test_pr10_ab_gate (2), test_outcome_resolver_noncrypto (2), test_confluence (2) — subset already fixed by #115.

Stark divergence: ai_tournament_leaderboard.json top model (deepseek_r1) shows PF=16.36, WR=83.3% on n=30 T1. money_ready_verdict.json same timestamp shows all 9 asset classes NOT_READY or INSUFFICIENT_DATA, EQUITY WR 27.5% PF 0.14, CRYPTO WR 37.4% PF 0.89. The tournament picks are not flowing throu…

audit_dashboard/data/pick_summary_stats_48h.json generated_at=2026-05-29T06:38:50Z while sibling dashboard_data.json + money_ready_verdict.json are fresh (2026-05-31T00:02Z). 48h recency panel not refreshing — blocks PR #119 (resolver DESC fix) verification + all 48h Goal #1 freshness claims.

STATE_FILE gitignored (.gitignore:469), absent in fresh CI checkout; load_state() fail-loud -> audit-hourly-update.yml + deploy-competition crash each run. Fake-empty seed would publish misleading live portfolio data -> needs owner decision.

branch-large-file-dup-guard.yml prepends a timestamped alert + commits updates/job-health.md on every run whenever cross-branch dup blobs exist (always), full-block churn polluting main history.

GitHub forces Node 24 default 2026-06-16 (Node 20 removed 2026-09-16). ~94 workflows still on checkout@v4/setup-python@v5/upload-artifact@v4/etc. Zero SHA-pins; tag rewrite safe.

actions_failure_guardian.py keys only on top-level job conclusion, so 316 continue-on-error step failures across 60 workflows are invisible (green but lying).

5-engine NVIDIA NIM panel (Kimi K2.6 + GPT-OSS-120B + GLM-5.1 + Nemotron Super 49B + Mistral Nemotron) unanimously declared COMMODITY the system's #1 alpha, recommending 20-30% allocation. The 3-engine codex/grok/gemini panel (shown the same numbers PLUS leakage signals) classified the same cell DAT…

All asset classes report the same last-pick timestamp to the second. Statistically implausible — strongly suggests this file is auto-generated/simulated rather than computed from real picks. 3/3 swarm REAL.

db_health.json reports 10,501 / 26,945 sampled rows have a >1% pnl discrepancy between stored pnl_pct and recomputed (entry/exit/direction). 12,735 have >0.01% mismatch. Tier: RED. All cohort WR/PF stats built on top of trading_picks.pnl_pct are suspect at this drift level.

tools/top_n_rank_backtest.py read DB_STOCKS_PASSWORD but this host sets DB_PASS_STOCKS. Fell back to default password 'stocks' -> MySQL 1045 Access denied. Also queried asset_class/score columns that don't exist on live trading_picks (uses category/elite_score).

smart_picks_feed pick objects lack the signal_time field. Template logic falls back to age_hours which is computed at dashboard JSON build time. So all rows display the same '1.4h ago' regardless of when the pick actually fired.

data/swarm_picks.json has 38 picks; newest is dated 2026-05-12 (13 days old). Workflow swarm-pick-review.yml runs daily but no longer adds picks — only resolves the existing 38.

Agent-verified 2026-06-13: battle_test.yml regenerates BATTLE_REPORT.md hourly; battle_test_real_time.py:103 SIMULATES funding rates ('in real system, fetch from Binance/Bybit') yet renders them as 100%-confidence Live Signals; Survivors/Eliminated load from forward_test_results.json whose period EN…

PROGRESS.MD claim agent-CONFIRMED 2026-06-13: dashboard_generator.py reads KIMI_RISEOFTHECLAW/data/*.json|sqlite directly (lines 3779, 4223-4224, 8785, 9039, 9173, 10087, 10846, 11181, 12436, 16430) — kimi-attributed numbers on dashboard surfaces never pass at_signal_outcomes resolution/guards. Same…

Validated 2026-06-12 (agent finding, code-verified): _build_source_symbol_track_stats + _build_strategy_symbol_track_stats key on (system|strategy)+symbol WITHOUT direction. The active-picks Track column therefore shows the same WR for a LONG and a SHORT on the same symbol. Given the now-proven CRYP…

ML audit: _ab_sleeve picks written to ml_gatekeeper/data/active_picks_ab_new.json (gatekeeper.py:1001) which is never committed/merged into alpha_engine/data/closed_picks.json that ab_analysis.py:95 reads; plus _ab_arm vs _ab_sleeve field mismatch. Cheap fix, high information (the A/B answers whethe…

737 terminal rows with NULL pnl (was 131 after the 06-10 recovery). Ongoing writers: multi_asset_copytrader (latest 2026-06-11 19:13), alpha_engine, cta_replicator. The backfill recovers but the writers should set pnl at close; each NULL row is invisible to PF/WR until backfilled. (money-maker-ready…

GHA "Algorithm Competition Refresh" (algorithm-competition-refresh.yml) + "[torontoevent] Algorithm Competition Refresh" (torontoevent-algorithm-refresh.yml) both fail every scheduled run: "python3 STOCKS/competition/run_competition.py -> No such file or directory" (exit 2). The script is absent fro…

model.html?id=kimi_direct WR=66.1% (37W/19L). VERIFIED it correctly EXCLUDES 46 MISPRICED_ENTRY picks (model.html resolved=WIN/LOSS/EXPIRED only; live DB WR incl/excl mispriced both 66.1%). BUT misleading: (1) data ends 2026-05-22 — model dark 18 days; (2) the 3 most-recent resolved picks were ALL L…

Engine imports scipy but workflow only `pip install pymysql`. CROSS-CHECKED: added scipy+numpy; re-run 27181760292 = SUCCESS.

Two causes. (a) DB-reading steps lacked DB password -> 'no DB password found': FIXED via job-level AUDIT_DB_*/DB_PASSWORDS_JSON env (committed). (b) RESIDUAL: workflow still red because the FTP step's `deploy_audit_files.py --only audit_data` reports 'local missing' for alpha_engine/data/regime_repo…

baby_strategies/backtest_batch_round3.py does raise SystemExit("pip install yfinance") at import; SystemExit derives from BaseException so the loader except Exception missed it and the whole sweep died at file 10/15 (run 27056111987 exit 1).

Tier is assigned by absolute PF/WR thresholds (T1 = PF>=2 & WR>=55) gated only at n>=30, not the project charter's T1 requirement of n>=100 clean trades. kimi_direct (n_resolved=54, pf 2.573, pf_ci_lo 1.313), grok3 (n=98, pf 2.216, pf_ci_lo 1.338), and llm7_qwen (n=41, pf 2.088, pf_ci_lo 0.929) all …

4,154 of 7,099 picks (58.5%) are excluded as MISPRICED_ENTRY (entry_price drifted >25% from market at submission). The exclusion is not random across the leaderboard: grok3 has 262 MISPRICED vs 52 resolved (83% of resolvable picks excluded), and deepseek_v4 shows n_picks=352 but only 39 resolved (28…

_classify_status() in extract_funnel.py maps TIME_EXIT/EXPIRED/STALE/FLAT to CLOSED_FLAT (non-decisive), counting only TP_HIT as WIN and SL_HIT/LOST as LOSS. For CRYPTO this drops 11,727 TIME_EXIT closes that DO carry real pnl_pct (5,499 positive / 6,226 negative). The displayed decisive denominator…

The page is positioned as 'best picks across stocks/crypto/forex/bonds/ETFs/commodities/futures' and references BOND (TLT/IEF/SHY) and CRYPTO in methodology/tier tables. But the live data never contains them as actual picks: picks_now.json 'all' (50) = EQUITY 31 / ETF 10 / FOREX 5 / COMMODITY 4, zer…

The page header (#header-updated line 112) and market strip (line 133) ship literal 'Loading...' and are only replaced client-side from data.generated_at; there is no max-age check. If picks_now.json fails to refresh (the GHA picks-now-refresh workflow or FTP deploy stalls), the page will silently d…

strategy_tiers.json lists cta_golden_cross in `elite` array alongside prediction_market_consensus (PF 11.84). Actual stats: PF=0.592, avg_pnl=-0.037, sharpe_proxy=-0.11. This is a tier data quality error — the strategy has negative expected value and should be in `mutation_candidates` or demoted, no…

fx_algo_performance last 2026-02-09 (all 8 rows 0 picks); at_strategy_symbol_performance (410, only crypto true-PF) snapshot 2026-03-06; algorithm_rolling_perf max calc_date 2026-04-27; algorithm_performance Feb-Mar all-negative. Per-strategy perf not refreshing -> stale per-class edge reads.

Branch docs/eagle4-eagle5-gates-2026-06-02 (carrying PR #447) was fast-forwarded past my 2 EAGLE-4/5 commits (c39d266bfa, 47e3ec4f7c) by concurrent agent activity (PR #455 walkforward-lazy-imports merge). Branch tip moved from c39d266bfa to bda830d7b9 with no EAGLE-4/5 work in the new tip. Rebase te…

Single source system dominates the pick book at 43.6% concentration (HHI=0.232). Should be < 40%.

tools/check_resolver_health.py main() queried forward_test_only counts after conn.close(), surfacing false YELLOW. Fix on branch fix/resolver-health-forward-test-2026-06-02 (PR #457). forward_test columns on at_pick_outcomes were ALTER-applied 2026-06-02 (forward_test_only, forward_validated, _gated…

anti_overfit_audit.json generated_at=2026-05-11 (~20d stale); dashboard_data.json::walkforward.by_class empty, sub-block generated_at=2026-04-15 (6wk). Both run hourly behind '|| echo non-fatal' so they fail silently -> per-strategy DSR table + OOS-divergence detector run on stale data.

PR #113 was created to rename to .disabled but merge was blocked by branch conflict. The workflow still references STOCKS/competition/forward_test.py which does not exist on origin/main. Every run fails at python invocation step.

During this session agents observed tournament data regressing from 40 models/3,873 picks back to 18 models/478 picks multiple times. Root cause: a peer merge_submissions_to_latest pipeline overwrites the agent-rebuilt JSON with stale data. Auto-restore works but root cause not fixed.

refresh_strategy_stats_mysql() landed in PR #91 (audit_trail/mysql_client.py) but is never called from any cron pipeline or workflow. The table remains empty. No feedback loop exists for strategy performance tracking.

alpha-engine-bond.yml fails: pandas_datareader/fredapi missing + FRED_API_KEY not set. All FRED backends timed out at 30s.

db-backup-email.yml fails: SMTP rejected mail relay (550). Backup itself succeeds but notification fails.

After trust_score backfill (32,683 rows + 15,166 floored at trust=2), 15 closed trading_picks rows still have NULL trust_score for strategies that do not appear in any at_signal_outcomes source system. These are orphaned strategies with zero outcome history.

As of 2026-05-31 02:30 UTC, dashboard_data.json generated_at=2026-05-28T21:29Z (age 52.5h). The money-maker-readyv2 freshness gate fails fast >2h. money_ready_verdict.json and pf_registry.json ARE fresh (2026-05-30T23:05Z) so the main verdict pipeline runs, but the dashboard_data.json regenerator (w…

audit_dashboard/data/ma_strategy_leaderboard.json generated_at=2026-05-29T05:27:24Z (~44h stale) with leaderboard=[]. This is the MA Strategy Forward-Tracker v2 output (PR session 2026-05-29). Either the periodic cron is not wired, or tools/ma_strategy_forward_tracker.py is crashing silently.

/audit lists IPO as one of the tracked asset classes but the codebase has zero IPO-specific strategy or pick writer. 1/3 swarm REAL + 2/3 NOISE — added at P2 because the UI advertises the class and the user-facing claim is misleading even if low impact.

ghost_rows audit: 12 cohorts with thousands of identical (asset_class, strategy, symbol, direction, pnl_pct) rows. Top: CRYPTO/quan_engine/MATICUSDT/LONG/pnl=-15.0 with n=20,474 from 1 distinct entry. MEMECOIN/meta_strategy variants make up the next 10. This single cohort alone is dragging quan_engi…

Category is NULL/UNKNOWN for 951 active picks (~10% of active set) and 54 closed (35.2% WR). UI can't apply per-class gates to UNKNOWN rows. Cross-class stats undercount these.

trading_picks.trust_score is NULL on 38,884 of 38,889 closed picks. HC overlay requires trust_score>=4 (CRYPTO) / >=5 (EQUITY). Cited CRYPTO 60.3% N=562 and EQUITY 68.1% N=72 stats unreproducible — only 5 closed picks have a non-NULL trust_score.

Per the repo Wire-Up Rule grep: `grep -rln forex_price_failover|commodity_price_failover alpha_engine/ tools/ audit_trail/` returns only the two modules + universal_price_enricher.py. The enricher IS in the production path (imported by production_scanner.py and run by .github/workflows/alpha-engine-…

The Model-Summary table shows full PF/WR cell values for statistically meaningless samples: gpt4o_mini PF 4.67 on n=4, claude_opus PF 3.88 on n=2, fireworks_qwen 75.0% WR / PF 2.25 on n=4, nvidia_minimax_m2 PF 1.71 on n=2, alpha_engine PF 1.82 on n=2. The only mitigation is an amber color + '⚠' glyp…

Peer claim alleged ~304,000 duplicate rows in ejaguiar1_stocks.at_local_picks. Re-ran tools/at_local_picks_dedup.py (dedup key: symbol+direction+source_system+signal_timestamp) on 2026-05-31 02:49 UTC: table holds 37,763 rows total with 0 duplicate groups. Claim does not reproduce — likely confused …

24,363 SL_HIT rows in at_signal_outcomes: 18,511 have pnl<0 (correct) but 5,852 (24%) have pnl>0 — a stop-loss hit that made money is contradictory. Likely entry_price/exit_price stored with different sign conventions across sources.

FIRING13 report: 198/218 'EQUITY' symbols are mistagged crypto -> real EQUITY n~=20 not 39. Every EQUITY number (n=39 verdict, db_raw 90d PF 5.555 DISPUTED, 48h panel) is unreliable until tagging fixed. Same EXPIRED->WON leakage family as the disputed CRYPTO 78.9%.

at_signal_outcomes EQUITY surged 169→1,424 after PR #121 + live DB backfill. But 0 EQUITY picks meet HC overlay gate (trust>=5). WR=42.1%, PF=0.39 — class is still deeply losing. Goal #1 EQUITY acceptance (>=1000 outcomes) MET but no statistically-valid edge exists yet.

The only WF-VERIFIED equity strategy (62.2% OOS WR on 2-day window) is the new pead_equity, but it never made it past shadow. Meanwhile the broken earnings_drift (0% WR on 92 picks) was active in prod.

MiniMax finding CONFIRMED live 2026-06-13: picks_now.json shows market_regime='NEUTRAL' AND risk_off_explanation='Market appears RISK-OFF (recent 5d declines across SPY/QQQ/BTC)' simultaneously — they disagree. The regime variable (picks_now_professional.py:1410) is a 5d-return 2-state classifier th…

tools/picks_now_professional.py yfinance path did div_yield *= 100, but yfinance already returns dividendYield as a percent-like value (GOOGL 0.24=0.24%). Live picks-now.html showed GOOGL 24%, SBUX 262%, PLD 300%, and the >3 score gate handed a spurious +5 bonus to 14 of 20 picks, corrupting rank or…

AMZN is the page's #1 headline pick (highest score, 6/7 models approve, 'classic TREND+DIP'). But its own at_pick_outcomes resolved record is WON=3, LOST=34 (8.1% WR excl EXPIRED). The card surfaces analyst consensus, Piotroski, Altman-Z but NOT the catastrophic internal hit-rate, because the dbVal …

Research and backtest evidence is concentrated in cleaner large-cap equity universes, but live EQUITY still carries penny/meme contamination. This distorts both edge claims and gate calibration for the parent class.

The /audit/ueps tab is rendered (n=0/100 disclaimer shown) but no picks have ever been emitted. Composite (Magic Formula x Piotroski x Acquirer's Multiple x SafetyGate) is documented but has no live writer.

code grep found no _run_equity_scanner or similar routing function in production_scanner.py main loop. Strategies (connors_rsi2, quality_compounders, equity_momentum_regime, pead_equity) exist in code but may never be called.

Swarm: deepseek_v4/gpt4o tournament SUPPORT for paper; BAC/JPM/MSFT/NVDA equity picks WEAK. EQUITY class FAIL+INSUFF-N in money_ready (PF ~0.90, WR ~33%, n=33). Production scanner routing unproven.

The 90d table shows ETF WR 8.0% (win 2 / loss 23) and INDEX WR 100.0% (win 2 / loss 0, n=2). INDEX 100% on n=2 is a small-sample artifact and ETF 8% is catastrophic; neither carries an on-page INSUFF-N or quality flag, and the WebFetch summary even mis-narrated INDEX as a 'top performer' (perfect 10…

money_ready ETF INSUFFICIENT_DATA (n=3). Tournament symbols EEM/IWM/GLD show paper WR but cherry-pick ≠ sleeve. Lab etf_verified_dual_momentum is FORWARD_PILOT_ONLY (WF PASS).

etf_dual_momentum, etf_sector_momentum, etf_risk_parity_rotation, etf_faber_tactical, etf_trend_following all allow_without_forward=True. No track record.

CRYPTO directional bug: production emits LONG (33% WR) when SHORT edge is 67% WR

Direct-SQL validation 2026-06-12 of BUFFY_STRATEGY_AUDIT_JUNE122026.MD headline (numbers match to the decimal). at_signal_outcomes intrabar TP/SL CRYPTO: LONG n=1051 WR 30.1% sum=-508.6% PF 0.684; SHORT n=104 WR 55.8% PF 1.359 — SHORT survives time-split (H1 1.03 / H2 1.74) AND symbol-day dedup (n_e…

ML audit 2026-06-12: reviver emits 76 picks/7d; both the strategy AND its inversion lose on intrabar (PF 0.83 n=470 / 0.69 n=221) — structural TP/SL-geometry+cost failure, not direction. ML_ENHANCED_CRYPTO_QUARANTINE (money_ready_verdict.py:84) still defaults OFF.

alpha_engine/asset_class.py:315 is_liquid_crypto() exists + tested but the only caller is tools/coingecko_adv_fetcher.py (a fetcher) — it is NOT in the CRYPTO emission/score gate path. Illiquid-symbol picks (a known concentration/no-edge driver) are not filtered at emit. Verified 2026-06-10 master-r…

Swarm cross-review (4 dimensions, HIGH confidence, forward intrabar replay): the /audit crypto S-Tier (score>=70, 100% WR 16/0/0) and A-Tier (55-70, 72.6% WR PF4.0) tiles are a survivorship+labeling ARTIFACT, NOT a tradable edge. (1) SELECTION: tiles bucket the curated recent_closed slice (template.…

PR #481/#482 bootstrap CI: IS_PF=310.77 on n=67 but pf_lo_95=1.31. One row (id=214622) JUPUSDT pnl_pct=76573 drives gross-profit sum; without it PF collapses. Do not promote to live or forward-pilot until sustained_pf / pf_lo_95>=1.5 on clean sample.

Pick pulse / resolver health flagged top_source_share=0.55 on CRYPTO (live policy-clean cohort sub-T2: PF ~1.14, WR ~43%, n=728 per money_ready_verdict). Concentration gate must hold before any size-up.

Swarm + EAGLE3: tournament SHORT cohort ~67% WR vs LONG ~33% on n≈216. Production scanner historically LONG-heavy. EAGLE-4 flip wired in production_scanner.py but shadow only — policy-clean CRYPTO still NOT_READY PF 0.92.

money_ready_verdict CRYPTO mdd=1.0, cvar_95=-85.1%: fingerprint of mislabeled/never-closed tails inflating loss tail.

policy-clean-net: top_source 55% of CRYPTO book. The only 2 sleeves with PF>1 n>=20 (crypto_liquidity_wick_reversal PF1.55, atr_percentile_gate PF1.10) are both 100% single-source (is_single_source_artifact).

PR #119 changed ORDER BY signal_timestamp ASC to DESC at alpha_engine/active_picks_sync.py:125. Fix landed 2026-05-31T01:20Z. First audit-dashboard.yml hourly run post-fix at 02:10Z will test whether CRYPTO 48h closures emerge from the backlog of 39,706 OPEN CRYPTO picks.

ml_enhanced_INJUSDT_1d_B_lightgbm (n=25 WR 100%), ml_enhanced_DYDXUSDT_15m_D (n=31 WR 96.8%), ml_enhanced_FETUSDT_1d_B (n=25 WR 100%), ml_enhanced_RENDERUSDT_1h_D (n=34 WR 85.3%) on /audit/anti_overfit.html show DSR>=0.9995 as 'publishable confidence' but n is too small for the DSR formula to be rel…

Opencode flagged 1.6M template rows from meta_strategy across MEMECOIN/CRYPTO symbol+direction pairs in backtest_trades. Same root cause as the ghost-rows finding from Qwen's db_health (top 11 ghost cohorts are meta_strategy MEMECOIN). Defer blanket-block until db_health ghost_rows.top_cohorts repop…

Pick-funnel top_edges_per_class found cells like 'copy_trader_intel & LONG' (n=21, PF 1094) and 'conf=0.80-0.85 & ml' (n=42, PF 674) — values that high on tiny samples almost always indicate look-ahead bias in the feature pipeline, not real edge.

edge_decay_heatmap shows quan_engine_scalp at n=4236, WR 37.4%, PF 0.42 — verdict 'dead'. Yet it remains a substantial share of open CRYPTO volume per CLAUDE.md ('18% volume @ PF 0.70 drag elite strategies down').

ML audit: one corrupt intrabar pnl row (+1.7M%) in the ml_crypto_predictor family; trimmed truth = WR 40.5%/PF 1.07 gross n=1805 (net-negative after fees). Needs the exit-ratio guard applied to the intrabar writer path too, + quarantine of the row.

Peer (Zoo) Quant review cited EDGE_FINDINGS_2026-04-06.md (2 months old) as "the edge exists". Refuted vs live trading_picks 2026-06-09: quan_engine_swing PF 0.81 / WR 41.3% / avg -0.11% / n=46 (LOSING; in PERMANENTLY_KILLED) — NOT the claimed PF 1.57. st_rsi_momentum_confluence n=0 resolved (dead) …

Three strategies are status=pending_backtest, explicitly need more trades to hit the n>=30 promotion gate, and have backtest_metrics with total_trades=None — meaning the sweep has never produced trade counts for them because CI is broken. They cannot graduate: (1) rsi_vol_bounce_v2_expanded — 'Paren…

CR Mean Reversion row shows avg_return_pct=95692.81 on 288 trades. Clear units/aggregation bug; all 8 rows untrustworthy. Do not cite cr_algo_performance.

Investigated 3 suspicious bootstrap CI PASSes (IS_PF>30) flagged in PR #481. Found: - claude_ml_moderate_mut (n=67, IS_PF=310): single row id=214622 JUPUSDT LONG pnl_pct=76573 (entry=0.0002, exit=0.1892, real 945x return). One meme-coin moon dominates the sum. - B_flip_PriceRocMeanReversion (n=1…

DISPUTED banner (Last verified 2026-05-25) cites raw-DB CRYPTO 90d WR 39.4% (n=2001). Live at_raw_picks query 2026-05-31 shows CRYPTO 90d=41.9% (n=7198), 30d=42.6%, 14d=50.9% (recovering), 2d=41.0%. Dispute direction still valid (raw ~42% vs Smart-Picks-claimed 78.9%) but the specific banner figures…

kimi_signal_tracking sign-flip: 142 of 367 total sign-flipped rows = 38.7% (worst single source)

Per benchmark report: forex_carry_momentum, forex_rsi2_mean_reversion, myfxbook_retail_contrarian all losing. Only cta_cross_asset_tsmom SHORT has WR 57.6% but is 93% concentrated in USDJPY — not a diversified edge, just one carry trade.

Commit a3f11a99dd (2026-06-05) flipped FOREX_HARD_DISABLE default 1->0 citing the forex_carry_g10 backtest (PF 1.59/WR 60.4%/n=197), and 16f7e66623 wired it through quality_gates + dashboard_generator — so FOREX emission is LIVE today. This contradicts open incident #77 (FREEZE FOREX/COMMODITY/FUTUR…

The FOREX carry input is a static snapshot rather than live FRED policy-rate differentials; carry decays as central-bank rates move, so the signal is stale. Flagged in the 90day FOREX plan + 2-month sweep (O5/O6). Related: COT proxy is not real CFTC data.

emitter_discipline.HARD_KILL_STRATEGIES listed these FOREX bleeders but is orphaned (zero importers, never runs). Clean at_pick_outcomes: forex_carry_momentum n=1183 WR 1.0% (PF 9.0 = single +428% CADJPY feed-bug win); forex_rsi2_mean_reversion n=2441 WR 12.7% PF 0.39 (incl -100% NZDUSD feed bug); c…

The page shows GBPUSD=X as a FOREX pick with 'DB_n=114 WR=58.8% (edge-corroborated)'. The generator's WR query (tools/picks_now_professional.py load_db_edge, line ~308-314) filters WHERE status IN ('WON','LOST'), silently dropping all EXPIRED rows. For GBPUSD=X the raw at_pick_outcomes split is WON=…

All 5 FOREX and all 4 COMMODITY picks in picks_now.json carry suggested_tp_pct=8.0, suggested_sl_pct=4.0. alpha_engine/production_scanner.py hard-caps TP_CAP_FOREX=0.015 (1.5%) and SL_CAP_FOREX=0.010 (1.0%) precisely because median daily FX ATR is 0.3-0.8% (see updates/2026-04-25-forex-tpsl-review.m…

_FOREX_ALLOWED={cta_cross_asset_tsmom(SHORT),forex_carry}. cta_cross_asset_tsmom has ZERO policy-clean FOREX rows AND anti_overfit rates it n=288 PF 0.254 DSR 0.0 OVERFIT_LIKELY — a proven loser, not 'the sole proven FOREX sleeve' as the code comment claims. The only wired FOREX strategy with a real…

Code review of Zoo's PR#6: the FOREX consolidation gate lives in evaluate_non_crypto_candidate() which has ZERO production callers (live path uses passes_non_crypto_policy() which does not delegate to it) -> the block-all-except-cta_cross_asset_tsmom-SHORT logic never executes. USDJPY concentration …

EAGLE review found the class story is dominated by a few stronger sleeves while the aggregate is dragged down by broad losers. The dashboard does not expose that isolate-the-winner vs kill-the-drag distinction cleanly enough.

alpha_engine/new_strategies/forex_carry.py implements G10 interest-rate differential carry with claimed 55-60% WR / PF 1.2-1.5 but is not registered in non_crypto_policy.NON_CRYPTO_STRATEGY_POLICY so it never emits picks.

Causes 44% SL hit rate vs 12% TP hit (3.7x more stops than targets). After April 2026 widening (TP 0.75%->1.5%, SL 0.5%->0.8%) the situation improved but still asymmetric.

The forex chain falls Yahoo(real-time) -> Frankfurter(ECB, updates once/day) -> OER(hourly). When Yahoo fails on a GHA runner (the stated reason these modules exist), the system silently uses an ECB daily reference rate as the 'current' price and stamps asof=data['date'] (Frankfurter) or today (OER)…

The DB overlay backing the FX picks aggregates at_pick_outcomes across ALL strategies with no source filter. For GBPUSD/EURGBP the resolved rows come from myfxbook_retail_contrarian (46) and ig_contrarian_sentiment (76) among others — both flagged/refuted in project memory (myfxbook PF 3.79 fat-tail…

EURUSD=X (db_avg_pnl -0.0011), AUDUSD=X (db_avg_pnl -0.2521) are emitted as direction=STRONG_BUY with scores 90/82 and 8% size. A symbol whose own resolved average PnL is negative should not carry a STRONG_BUY label or full position size, even pre-EXPIRED-fix.

In _adapter_open_er_api and _adapter_finnhub_forex the cross-rate uses rates[quote]/rates[base] with direct subscript. If either currency is missing from the USD-based table (exotic/EM pair), this raises KeyError caught by the broad except, returning None and falling through. Functionally safe (no w…

COT publication lag look-ahead bias: cot_positioning PF dropped 4.6 -> 0.51 post-dedup

EAGLE review converged with the existing COT forensic concern: the class story remains unsafe while pre-clean or over-emitted COT history can still dominate class-level PF/WR claims. The page should not treat COMMODITY as trustable until independent-cycle-only stats are canonical.

Benchmark says CRITICAL — cot_positioning at the STRATEGY level is strong (DSR=1.0 per Ring) but at the CLASS level (n=140 closed) numbers are catastrophic because cot_positioning is now BLOCKED per audit benchmark, and remaining cta_cross_asset_tsmom + cta_commodity_momentum_term are losers.

Ring's 2026-05-25 audit says cot_positioning is the SUPREME EDGE (DSR=1.0, WR=86.5%, n=104). audit_benchmark_analysis_2026-05-24 says cot_positioning is BLOCKED and the COT-dedup audit downgraded WR to 5% / PF 0.12 on n=20 post-dedup. Both can't be true.

COMMODITY policy-clean n=9 PF 1.812 collapses to PF 1.15 (drop 1 winner), 0.47 (drop 2 winners). Biggest winner vwap_rsi_confluence +7.3% is symbol SHIBUSDT (a CRYPTO) mislabeled COMMODITY. True clean edge ~break-even, 78% GC=F(gold) concentration. Best wired backtest gold_safe_haven (PF 1.98/n=61/S…

cot_positioning headline (n=104, DSR 1.0, TIER_1) is over-emission: 44 raw emissions of only 6 unique CFTC releases (7.33x). Deduped one-trade-per-release: n=6, WR 33%, cum PnL -,547.57 (NEGATIVE). friction-adjusted MC (cot_step7_friction_adjusted_mc.json n=126) gives DSR 0.0 FAIL / NOT LIVE_ELIGIBL…

Dashboard shows COMMODITY WR=85.5% (n=228) but the raw cohort is WR=60.2% (n=354). The -126 difference is picks dropped by _is_valid_resolved_pick() for missing/corrupt pnl_pct, concentrated in LOSING cta_replicator and combined_confidence trades — so the filter survivorship-biases the displayed WR …

_FRED_MAP maps GC=F->GOLDAMGBD228NLBM (London gold fixing, spot), CL=F->DCOILWTICO (WTI spot), NG=F->MHHNGSP (Henry Hub spot), HG=F->PCOPPUSDM (monthly copper). These are macro spot/cash prices, NOT the front-month futures the pick was entered on. The result dict still sets symbol=GC=F, currency=USD…

Strategy is in code but blocked from production. Either rehab via mutation protocol or formally retire.

audit_benchmark_analysis_2026-05-24.md: BOND class is 0% WR / PF 0.00 / Sharpe -2.465. Only strategy is antigravity_bond with 1 historical pick. Already flagged P0 in Freebuff 2026-05-17.

Bond Emitter workflow has failed daily 2026-05-26..05-30 (~17min each). 5 open bond picks exist in active_picks_bond.json but n_resolved=0 because the emitter/resolution leg is red. bond_connors_rsi2 (PF 1.34/WR 50/Sharpe 2.22/n=201 over 21y) is wired and ready; the blocker is the failing workflow, …

Claims 73% WR but is brand new — needs forward-test data before promotion.

The standalone FUTURES class has near-zero useful activity while real futures exposure is represented under COMMODITY. This makes the /audit taxonomy misleading and blocks honest per-class review.

Both strategies sit in code with BANNED status. Remove from registry to declutter.

alpha_engine/skyrocket_detector.py has the SIDU pattern framework ($0.63->$3.79 example) but is not called from production_scanner.py.

Strategy emits but every pick is rejected at Gate 0 (initial filter). Either fix Gate 0 to allow penny-class scores or move to a class-specific scoring path.

The cap function only ran inside production_scanner; emitters writing direct to at_raw_picks (copy_trader 8%/4%, multi_asset 3% FX) bypassed it, producing unreachable targets and 56-94% TIME_EXPIRED. Added clamp_non_crypto_tp_sl at BOTH raw-insert chokepoints (mysql_record_raw_pick + sync_all_picks.…

PR landed in audit_trail/universal_pick_resolver.py (_compute_pnl helper @ line 260, wired into 10 call sites). Live DB still shows 1034 WON/LOST rows with pnl_pct=0 from pre-fix round(...,2) collapse. Need targeted backfill: re-run resolution on the 1034 affected pick_ids using new helper. Verified…

Full user-facing guide to the EAGLE-4 admissibility gate (kills 4 noise personas, kills 8 negative-edge class×direction combos, flips CRYPTO LONG→SHORT) and the EAGLE-5 promotion gate (+20% boost for 33 tournament-validated symbols, +15% for 16 promoted personas). 7-section HTML report with ELI5 per…

macd_rsi_m048 passed purged walk-forward validation: 65 trades, 75.4% WR, test PF 3.33, 5/5 folds profitable, negative decay (improves OOS). Best validated strategy in the system.

Jegadeesh-Titman momentum applied to single equities. B-Tier on SPY (Sharpe 1.62, +104%), QQQ (Sharpe 1.63, +165%), GLD (Sharpe 1.18, +128%). Walk-forward validated.

Rotates among SPDR sector ETFs based on 3-month momentum. B-Tier on XLK (Sharpe 1.73, +217%), SPY (Sharpe 1.86, +122%).

Monitors concentration HHI, resolver disputes, per-class health, strategy culling status. Run via python3 verified_strategies/quant_monitor.py.

Turtle Trading-inspired breakout for crypto. B-Tier on BTC (Sharpe 1.91, +371%), ETH (Sharpe 1.69, +574%), BNB (Sharpe 1.57, +358%).

Combines 20-day and 50-day momentum with 200 SMA filter. B-Tier on ETH (Sharpe 1.60, +272%), XRP (Sharpe 1.72, +1169%).

Buy-and-hold mega-cap compounders with SMA trend filter. NVDA +2285% backtest, Sharpe 2.08. GOOGL +733%, AMZN +441%, JPM +336%.

Consolidated findings from Claude Opus 4.7, minimax-m3-free, Mimo v2.5 Pro, Grok. Identified AI tournament edge matrix, directional biases, best symbols, best personas.

Replace mutation_framework.compute_pf with proper PF formula + reject 999 fallback inflation

Tournament data: SHORT 67% WR / +3.74% avg PnL vs LONG 33% WR / -0.49% avg. Flip production scanner to SHORT-only for CRYPTO.

Fix MC null hypothesis: bootstrap-with-replacement -> block bootstrap

DSR n_trials: read real cumulative hypothesis count from reports/hypothesis_registry.json

Land block-bootstrap helper in verified_strategies/strategy_verification_engine.py (file now on main via PR #455)

Ship check_resolver_health.py fix (forward_test before close), tools/ensure_forward_test_outcome_columns.py idempotent ALTER, and stale-open batch-resolve documentation.

is_single_source_artifact currently advisory. Make it a hard reject (or require >=3 sources) before any sizing. Kills the 2 false-positive crypto sleeves until de-concentrated.

Morning checklist: run_eagle_suite.py (--skip-swarm on laptop), verify money_ready_verdict, FTP strategy_admissibility.json + pilot_forward_dashboard.json, zero sizing on NOT_READY.

All green pick_funnel cells carry discovery disclaimer; cross-link strategy_admissibility.json and money_ready_verdict. Prevents tournament/lab numbers sizing production.

From reports/2026-05-26_forward_validator_freeze_diagnosis.md + money maker v2 unblock plan. Current incidents.html / DB entry misattributes the 270h freeze. Accurate: outcome-resolver.yml failing on missing closed_picks.json in git add since 2026-05-25 19:54. This is the real blocker for signal_out…

From reports/2026-05-26_forward_validator_freeze_diagnosis.md (cross-ref money maker v2 unblock plan). The 'forward validator frozen 270h' claim is misdirected. Real freeze is in outcome-resolver workflow: fatal pathspec 'alpha_engine/data/closed_picks.json'. Last success 2026-05-25 18:51, failures …

From daily_ideas_edge_sweep_2026_05_17.md + synthesis + this Daily Ideas subagent. Nightly snapshot of information_schema to JSON + automated diff against version-controlled baseline in schemas/. Currently no such workflow despite high consensus. Integrates with existing db-freshness guardian and cr…

From daily_ideas_edge_sweep_2026_05_17.md + synthesis + this Daily Ideas subagent. Remove '|| echo "non-fatal"' in mysql-trading-sync.yml line 43 (and similar) that swallows DB failures. 4+ agent consensus; 5-min fix. Aligns with existing db-freshness guardian.

From daily_ideas_edge_sweep_2026_05_17.md + synthesis + this Daily Ideas subagent. Nightly snapshot of information_schema to JSON + automated diff against version-controlled baseline. Currently no such workflow despite high consensus. Integrates with existing db-freshness and cross-DB audit.

From AUDIT_DASHBOARD_BURIED_WINNERS_2026-05-29.md + this subagent. Every leaderboard entry appears exactly twice (source="" + real); inflates counts. alpha_engine aggregate losing (−5.56, 37.1% WR) while sub-strats (mega_mutation etc.) win big. Dedup by strategy+source + surface buried + per-strateg…

From 2026-05-29-COMPREHENSIVE-QUANT-ANALYSIS.md + this subagent (Tier 1 recs #3/#4). incidents.html timestamps broken; no audit trail for enhancement plans/dates. Add schema columns + population + generator fixes for credible /audit/incidents.html as Goal #1 task board.

Add post-render job + TRIAGE DASHBOARD section on incidents.html showing P0 counts, age>7d escalation, and OPEN->RESOLVED->OPEN regressions. From 2026-05-25_incidents_triage_consult_codex + grok. Makes nightly incidents page credible for Goal #1 work.

Ungrounded 5-engine panel called COMMODITY #1 alpha (PF 4.64 from 85% CT=F leakage); grounded panel correctly flagged DATA_QUALITY_LEAKAGE. From 2026-05-25_multi_ai_panel_meta_review. Mandate leakage signals + hypothesis_registry rejected entries in every consult prompt.

Nightly seed_incidents_enhancements.py re-inserts destroy triage state and create false 'new' P0 churn. From 2026-05-25_incidents_triage_consult_codex.md + gemini. Add deterministic finding_key (asset_class + issue_type + normalized_title) + INSERT ... ON DUPLICATE KEY that only touches evidence/upd…

Roo's NIM panel session (2026-05-25) reports moderate_confidence (n=455) and low_confidence (n=193) buckets went 0-for-648 over the 6-day window 2026-05-16..21, destroying -825% PnL, while 300 gated picks generated +994%. If real this is the single highest-leverage filter in the system. 0-for-455 is…

Qwen step-2: assert no test-period features were populated during training. Check columns NaN pre-cutoff AND populated post-cutoff as red-flag for forward-fill leakage. Raise DataLeakageError on detection inside every fold iteration.

Opencode P0 DRAFT. UPDATE pass that re-computes status from pnl_pct for any (status='WON', pnl_pct<0) or (status='LOST', pnl_pct>0) row. Sign-coherence guard already stops NEW contradictions; this backfills the historical 2,531+ WON rows with negative PnL flagged in db_health.json::won_pnl_contradic…

Cheapest single fix per persona-survey — addresses 7 personas / ~470 picks. ~30% of picks fire in the wrong regime today.

A look-ahead/leakage check exists only in research tools, not as a CI gate that fails the pipeline. Given the honest-measurement layer now shipped (entry-anchored resolver, intrabar_truth), a CI guard that asserts no future-bar references in the resolver/feature path would prevent regression of the …

Implemented non_crypto_edge_guard in quality_gates.passes_active_gate to hard-block emission for these classes unless from proven carry/COT/seasonal/risk_parity/proxy sources. Banned additional universal losers (etf_all_strategies, multi_asset_cot, futures_connors_rsi2) in config.PERMANENTLY_KILLED_…

crypto_ohlcv holds only ~30d contiguous 1h bars (720/symbol). reresolve_intrabar.py dry-run: 1422/3000 picks no_data. Without deep history, full-book intrabar re-baseline is impossible.

Dry-run: CRYPTO orig WR 52.3% -> intrabar-true 42.9%, PF 1.22. 26.4% TP->SL reclassification. tools/reresolve_intrabar.py --apply gated.

After SAVE-1/2 + the shipped artifact filters (backfill quarantine, sane-pnl guard, EXPIRED-honest, banned-source exclusion), re-run the clean-cohort money-ready screen. Only strategies clearing n>=100, >=3 months, PF>1.5, WR>52%, intrabar-validated, multi-source advance to a >=4-week forward paper-…

Strategy supply is fine; the academically-correct sleeves are already coded but dormant: tsmom_strategy.py+cta_bridge.py (universal, trailing-stop exits avoid the expiry trap), residual_momentum.py (EQUITY), bond_strategy_harness.py + commodity_basis_carry.py (carry). Promote into production_scanner…

TSMOM (Moskowitz-Ooi-Pedersen 2012) is validated across every class in this audit; exits on trailing stop / sign-flip rather than far fixed TP, structurally curing the TIME_EXPIRED disease. tsmom_strategy.py + cta_bridge.py already exist but are dormant. Pair with Moreira-Muir (2017) vol-managed siz…

Blitz-Huij-Martens (2011) residual momentum ~doubles vanilla-momentum Sharpe (~0.8-1.0) and is crash-resistant. residual_momentum.py / equity_qmom_residual.py already coded but stranded in the academic sidecar (no production caller). v1 needs only stock_ohlcv + SPY-residual.

st_fear_greed_contrarian was just promoted to anti-overfit registry (DSR=19.70, FDR p=0.0, WR=53%, n=430). Currently emits only via paper_trading pipeline. Should be wired into the AI tournament ingestion so its FNG-driven crypto picks appear alongside OpenAI/DeepSeek/Google. Strategy: BUY when Fear…

ai_tournament_leaderboard.json tags 67-91% WR models as tier=T1/T2 with NO per-row disputed/artifact/caveat field. Per memory ai-tournament-wr-artifact-2026-06-03, these WRs are suspected single-snapshot resolver artifacts (fix = intrabar OHLC replay). The DISPUTED banner is HTML-only — non-browser …

at_strategy_stats covers only CRYPTO/MEMECOIN (+thin EQUITY). FUTURES (4094 raw picks, 246/14d), ETF (421), BOND (90), COMMODITY (5723 outcomes), PENNY (494) have ZERO strategy-level perf rows — only raw/outcome ledgers. Can't evaluate per-class edge without tracking. Build per-class strategy stats …

SL/TP audit using intrabar OHLC replay (EAGLE_JUNE2 §7.1 #3)

Pre-register, data validation, purged walk-forward, cost model, DSR/PBO, block bootstrap, regime robustness, concentration check, forward validation, promotion decision.

Daily verified pilot loop (PR #452 MERGED): ETF dual_momentum + crypto WF forward stats + faber forward stats

Replace bootstrap-with-replacement with moving-block bootstrap (Kunsch 1989) for Monte Carlo null hypothesis testing. Preserves serial correlation, trend/momentum structure, and volatility clustering.

Implement Probability of Backtest Overfitting per Bailey & Lopez de Prado (2015) using parameter grid permutations. 5 perturbation types: window shift, threshold flip, holding period, trailing stop, volatility scaling.

ETF Dual Momentum (Antonacci 2013) is only lab strategy passing Tier-2 gates: PF 1.60, n=104, Sharpe 1.91. First candidate for paper trading pilot.

Second in-pipeline gate (6f2.6 in production_scanner.py) that BOOSTS confidence for 33 tournament-validated symbols and 16 personas that have demonstrated >=60% win rates. Multiplicative boost: +20% on whitelisted symbol (_EAGLE5_SYMBOL_BOOST=1.20), +15% on whitelisted persona (_EAGLE5_PERSONA_BOOST…

First in-pipeline gate (6f2.5 in production_scanner.py) that operates on the 4 noise personas + 8 negative-edge class x direction combos identified in the AI tournament analysis (5,492 picks, 3,692 resolved). Three actions: (1) KILL 4 NOISE personas — momentum_scalp (28% WR), breakout_scanner (28% W…

Wire promotion_gate.is_admissible_for_production() into production_scanner emission path

Add current_price + unrealized_pnl_pct columns to PF_POSITION + daily mark step

Real k-fold PBO using 8-fold purged WF (already coded at rigorous_backtest_harness.py:249-320 but never called)

Symbol whitelist: restrict production emission to AI-tournament-proven symbols (BAC/JPM/MSFT 64-100% WR; KULR/RGTI/ASTS/RKLB 83-100% WR for penny)

Cron/local: run_eagle_suite.py then run_verified_pilots_daily.py (ETF dual momentum pilot, crypto_wf/faber/etf forward stats, pilot_forward_dashboard.json). GitHub workflow verified-pilot-daily.yml 06:15 UTC.

After first 5×500 batch (~100k→~3.8k OPEN), schedule additional resolve_stale_open_picks.py runs until OPEN count matches hold-window expectations per asset class.

Add cross-section multiple-testing correction (Bonferroni or BH-FDR q=0.10) as a hard pre-gate before DSR/SPA in money_ready_verdict. Closes the false-Tier1-PASS hole.

Final production pipeline gate (6f2.7 in production_scanner.py) sitting on top of EAGLE-4 (6f2.5) and EAGLE-5 (6f2.6). Kills picks whose strategies fail any of: (a) DSR noise filter — strategy NOT in the 27 dead strategies from tools/deflated_sharpe_results.json (sr_haircut=2.5034 for 164 strategies…

PR #458 and #457 merged on main 2026-06-02. walkforward_suite pilot PASS etf_dual_momentum OOS PF 2.75. #447/#444/#461 still open.

Weekly SQL from EAGLE doc Part E: CRYPTO/FOREX EXPIRED wins, duplicate signal_ts groups, depromote battleground/regime_terminal concentration emitters.

Re-run walkforward_suite on 50webs when source available; strategy_admit per sleeve; Bonferroni α_adj from hypothesis_registry.json (M-107).

Fleet investigation: the bottleneck is NOT strategy discovery or Monte-Carlo (validation is over-served, runs hourly) — it is live signal VOLUME. Multiple PROVEN backtest edges exist but emit ~0 live picks: ETF etf_cross_sectional_momentum (PF 2.05/WR 70/Sharpe 0.97, wired+ENABLED, just young); EQUI…

Tiered continue-on-error policy: manifest grandfathers 38 existing silent maskers; lint_workflow_masking.py --fail-on-new blocks only NEW silent maskers at PR time (zero new red X). PR-only, never on push-to-main.

Extend failure-guardian to surface green-job/failed-step masking (the 316-coe blind spot) via the /runs/{id}/jobs API, bounded for quota, report + Discord.

From reports/CYCLE_12_STRATEGY_HUNT_2026-05-29.md: 'Key Discovery: **ADX_Trend is a universal winner across ALL asset classes** — the first strategy to show PF>1.5 on EQUITY, ETF, COMMODITY, FOREX, and CRYPTO simultaneously.' Table with specific Tier 1: 'ADX_Trend | NVDA | EQUITY | 5.17 | 80.0% | 10…

From reports/STRATEGY_ROADMAP_COMPREHENSIVE_2026-05-29.md: Strategies with DSR/PBO computed | 2. Average PBO (all sized) | 0.613. Root Cause: High PBO (0.3-0.7) indicates most strategies were data-mined. The solution: fewer parameters + economic rationale + purged walk-forward. The 7 New Strategy De…

From daily_ideas_synthesis_2026-05-16.md + edge_sweep + this Daily Ideas subagent. 22/38 swarm picks are tier=single (1/1 vote) with no backing. Operational risk; backfill + enforce tier-gate so only verifiable high-quality singles get promoted to TV-eligible/Smart Picks.

From daily_ideas_synthesis_2026-05-16.md + edge_sweep + KimiCode + this Daily Ideas subagent (HIGH, fixes anti-predictive confidence inversion blocking all WR/PF claims). Create at_confidence_calibration (bucket-level drift tracking + auto-quarantine) + tools/mysql_prediction_anomaly_scanner.py (inv…

From daily_ideas_synthesis_2026-05-16.md + edge_sweep + this Daily Ideas subagent review (multi-agent consensus). 5-gate exec-time reject layer (portfolio concentration + correlation + regime + thin-sample + other) proposed for shadow to block live sizing on correlated/thin/quarantined signals. No p…

From AUDIT_DASHBOARD_BURIED_WINNERS_2026-05-29.md + this subagent review. Smart Picks only has 4 picks despite 16+ strategies with forward PF>2.0. mega_mutation PF4.39 n=110; kimi_riseoftheclaw scouts PF>2.5 with 0 active. Add per-strategy filtering, promote buried high-PF to active sizing, add heal…

From 2026-05-27_pr_set_plan_and_blockers.md + AUTONOMOUS_STRATEGY_HUNT_CYCLES + this subagent. No current gate; small-sample luck survives. Add tools/permutation_test.py + wire to quality_gates/promotion: require real PF in 99th percentile of noise. Proven in hunt (91.5% profitable, ensemble 92% sig…

From daily_ideas_synthesis_2026-05-16.md (KimiCode + synthesis). Inverted confidence, direction conflicts, silent-dead strategies, drift tracking. Directly improves Goal #1 data integrity and incidents visibility.

Create a non-admission-changing observability lane that records picks rejected by gates or quarantine rules but later resolved positively. This turns hidden false negatives into measurable backlog without weakening live safety gates on day one.

Current streak logic influences scoring but does not create a controlled exemption path. Add a time-boxed, per-sleeve exemption contract so repeated clean winners can earn temporary gate relief without silently changing the system.

10-model panel (NVIDIA DeepSeek-R1-32B + kimi-k2.6 + CF qwen3-30b/qwq-32b/llama-3.3-70b/llama-4-scout/nemotron-3-120b/gpt-oss-120b/glm-4.7-flash/mistral-small-24b) converged on 8 core scoring dimensions: Sharpe(20%)+Sortino(20%)+MaxDD(20%)+n(10%)+Bonf-sig(10%)+OOS-ratio(10%)+cost-burden(5%)+bias-aud…

Qwen gate-10: replay 2020-03-09 through 2020-03-23 (flash crash) on candidate strategy. Fail deploy if drawdown >30%. Catches strategies that work in normal regime but blow up in correlation-to-1 events. Add stress_test_2020_march() helper, run once per candidate in CI.

Qwen pitfall #4: 4 'different' US-tech holdings = 1 sector. Use scipy.cluster.hierarchy.linkage(method=ward) on correlation distance matrix, cap risk per cluster <=20%. Replaces naive sector-string caps in portfolio_construction.

Qwen gate-9: shift each key parameter +-20% and re-run OOS. Fail deploy if any single shift causes >15% PnL degradation. Detects fragile parameter overfits. Add _run_parameter_sensitivity_analysis() to StabilityReport.

Agent B (c9ba1589) added Bonferroni to top_edges.py. KEY FINDING: CRYPTO's 5 apparent edges DO NOT survive correction across 673-cell space; only COMMODITY produces robust edges. Currently live score_pick / passes_smart_gate uses raw thresholds. Wire wr_z + bonferroni_pass fields from top_edges outp…

Qwen step-4: shuffle outcome labels N=100, re-run walk-forward, derive empirical permutation p-value on mean OOS Sharpe. Required gate: p<0.10 before shadow->probation promotion. Add _shuffle_and_revalidate() helper, return permutation_p_value field in WalkForwardResult.

Current portfolio constructor likely uses sample covariance which fails on regime breaks (Mar 2020 correlations spike to ~1 and equal-risk allocation blows up). Switch to exponentially-weighted covariance with Ledoit-Wolf shrinkage; recompute on a rolling basis. Required input for the planned CVaR o…

Ring's quant-workflow spec: a systematic walk-forward runner with purged k-fold + embargo to prevent leakage. Currently no such runner exists in repo; DSR sidecar is the only overfit guard. Complements the kilocode/nemotron purged-k-fold proposal but is more specific (30d purge, 5d embargo, >=8 fold…

Per Qwen framework: OOS Sharpe>=0.5, max DD<20%, WR binomial p<0.05, Sharpe CoV<0.5, edge-decay slope>-0.05, permutation p<0.10, net-Sharpe-after-costs>0.30, zero leakage flags, parameter sweep stability <15% PnL loss, stress-test (Mar 2020) DD<=30%. Failures block promotion or force reduced sizing.

Kilocode shipped a reference pseudo-code: 50%/50% blend of (a) rolling-z 20d log-return momentum, (b) rolling-z macro-surprise series (CPI/PMI/yield-curve from FRED). Outputs a rank-able composite score. Closes the long-standing 'FRED data wired but not used in pick gen' gap from HEDGE_FUND_GAP_ANAL…

Opencode found 206 files in alpha_engine/baby_strategies/, ZERO wired to production. Massive untapped pipeline. Surface a batch DSR runner (anti_overfit_audit_sidecar.py over baby_strategies/*) to find DSR-real candidates and promote them per the Wire-Up Rule.

Backfill from strategy registry so HC overlay claims become reproducible. Unblocks all 'closed-book edge' callouts on the page.

After each AI-tournament submission, re-prompt the model: 'Are these picks based on cited live market data or speculation? Mark each.' Store flag in tournament_pick_research.research_basis.

HHI concentration gate measures source-label collision, NOT BTC/SPY/VIX-beta exposure. No covariance/factor overlay exists; only a recommendation string tighten_risk_and_reduce_gross_exposure at production_scanner.py:6823. Directly relevant to /audit Model Portfolios — Risk-Managed Books. (Kimi-K2.6…

Scoring is anti-predictive (incident #65: conf>=0.90 -> 14.4% WR; Zoo: backtest-vs-forward WR r=-0.91). Replace backtest-derived score components with ROLLING FORWARD WR as the primary signal + score decay for stale strategies.

crypto_ohlcv holds only ~30 days of contiguous 1h bars (BTCUSDT=720), so intrabar re-resolution can only cover recent picks (1422/3000 no_data). Backfill ~6-12 months of 1h history via Binance->CoinGecko->KuCoin failover so the full pick book can be honestly re-resolved. This unblocks SAVE-2/3 and e…

outcome_resolver.py does not replay intrabar OHLC, so TP_HIT may have hit SL first. tools/reresolve_intrabar.py (dry-run, de-biased) shows CRYPTO 52.3%->42.9% WR / 26.4% TP->SL reclass. Promote first-touch replay into the production resolver + run reresolve_intrabar.py --apply (backup-first) to rela…

docs/EXEC_PLAN_06 plans Day-75 promotion of vrp_harvest_v1 to PROMOTED_STRATEGIES. Independent 2-source review (Claude + DeepSeek-Chat-Direct via local LiteLLM :4000) found 11 critical bugs in verified_strategies/vol_risk_premium_harvest.py: (1) variance-units-to-returns dimensional bug, (2) ^VIX in…

Per KTD-Fin (arXiv 2605.28359): LLM-agent backtest edge fails via knowledge leakage (recent window in model cutoff = memorization) + return attribution (beta/style not alpha). Our ai-tournament deepseek_v4 PF3.46 is on a recent named-ticker window -> doubly suspect.

Standalone verification engine combining block-bootstrap MC null, PBO, DSR, purged walk-forward, regime analysis, cost model, and tier assignment. Single source of truth.

Backlog for EAGLE-6 v2: add three more statistical gates on top of v1's DSR+n+HHI to harden the final admissibility check. (a) PBO<0.5 — Combinatorially-Purged Cross-Validation Probability of Backtest Overfitting. Blocked: tools/cpcv_pbo_results.json not yet generated. (b) Walk-forward OOS PF >= 0.8…

30-day shadow paper pipeline for ETF Verified Dual Momentum (first promotion candidate)

Tournament (ai-tournament.html, deepseek_v4 PF3.46 paper) and production money_ready use different labels/costs. Unify: one purged-embargoed walk-forward harness (30d purge+10d embargo) as the only promotion path.

Final consolidated 162-line spec from Grok (3-round swarm review + DB investigation + Quant 4-phase vetting). Unified 5-sub-score framework with class-specific factors for EQUITY/ETF/CRYPTO/FOREX/COMMODITY/FUTURES/BOND + strict high-risk bucket for PENNY/Cheap/IPOs. Grounded in real DB findings (top…

Replace current rank-and-fill logic with constrained min-vol optimiser that includes (a) CVaR constraint, (b) sector exposure caps, (c) turnover penalty inside the objective. Operationalises Qwen's pitfall #2 (transaction cost feedback) and pitfall #4 (hidden sector concentration).

Kilocode/Nemotron 2026-05-25 session proposes: expanding-window (T0=250d / 21d test), 5-fold purged TS-CV with 5-day gap, Bayesian-shrunk Sharpe + bootstrap CI, Ljung-Box on residuals, Monte-Carlo return-shuffle (>95th percentile), regime-split via HMM. Currently only DSR sidecar enforces overfit gu…

Build tools/ai_tournament/consensus_tier_algorithm.py: for each (asset_class, feature_concept), take median weight across all models in tournament_rating_algorithms. Features with >=2-model consensus seed alpha_engine/score_v3.py.

Qwen 2026-05-25 framework: (1) PipelineConfig, (2) ingestion, (3) momentum+macro features, (4) regime detection, (5) signal generation, (6) inverse-vol + capped-Kelly sizing, (7) CVaR-aware portfolio constructor + execution queue. Modular swap-in for any stage. Pairs with the 8-pitfall avoidance + 1…

ml-model-autotraining (trains into nonexistent dirs), ml-battleground-retrain (systems dead since March, <=5.6% honest WR), mercury2-scan (no pick since 03-28), quick-guess-ml (no sink), hierarchical-bayes (no persisted output). Plus system-F 25,669 perpetually-unresolved rows to expire. ML audit 20…

picks-now.html currently shows only the yfinance-based quant screener output. A second card row should surface proven strategies from the DB: mega_mutation (T1, PF 2.86, n=204), fear_greed_contrarian (promoted, WR 53%, n=430), and other anti_overfit_registry entries. These would appear as "DB-Proven…

money_ready_verdict.classes.<CLASS>.wr is a decimal (e.g. CRYPTO=0.3613). pf_registry.by_asset_class_policy_clean_net[<CLASS>].win_rate_pct is a percent (e.g. CRYPTO=36.129). Consumers reading the wrong field show off-by-100x WR. Either unify (rename one, add converter, or expose both with explicit …

Category-taxonomy normalization: collapse stock/stocks/penny/pennystock to EQUITY + symbol-pattern auto-tag for NULL/UNKNOWN

Captures USD regime shifts across major pairs. B-Tier on USDJPY (Sharpe 2.02, +130%), C-Tier on EURUSD/GBPUSD.

Agents can now run verify, monitor, mutation, deploy, eagle, litellm, swarm, consult without human babysitting. Auto-injects --yes for tools that support it.

Full HTML report at updates/eagle2-quant-review-2026-06-02.html. Root causes, best picks, walk-forward validated strategies, short/long-term plans.

PR #457 OPEN: resolver health forward_test_tag_awareness fix + idempotent DB ALTER helper

Deflated Sharpe Ratio n_trials must reflect actual strategy variants tested. Load from hypothesis_registry.json with conservative floor of 500.

Compute CAGR + Sortino in compute_metrics (currently null on portfolio drill pages)

Roo's session reports: kimi_signal_tracking 168 picks WR 53.6% +257.34% (best source by total PnL); aggregated_picks 58 picks WR 74.1% +111.02% (underpowered but interesting). Run the same per-source rollup over a longer window (30d/90d) to test if these are persistent edges or 6-day noise. Apply th…

When ex-ante vol estimate is too optimistic (predicted 8% vs realised 14%), position sizes are too large and drawdowns blow through risk budget. Need a daily job that logs predicted vs realised vol per asset class and auto-widens sizing buffers when realised > predicted for N consecutive days.

One-line addition in dashboard_generator.py. Stops the 'all picks show 1.4h ago' misleading display.

A per-class R:R floor table + gate ordering is fully specified in reports/peer_claude-topic_rr-floor_kimi_2026-05-31.md but is not enforced as a uniform admission gate. Sub-1.0 R:R geometry (e.g. bollinger_squeeze WR 52.9%/PF 0.10) passes emission today. Complements the entry-conditioning lane.

Replace point-estimate WR with WR + 95% CI + p-value (bootstrap/Monte Carlo). Prevents tiny-n tiles (S-Tier n=16, 100%) reading as real edge. Per Zoo Quant review.

Academic sleeve exists (tsmom_strategy.py + cta_bridge.py) but dormant. Exits on trailing stop/signal-flip — structurally fixes TIME_EXPIRED trap. Wire-Up Rule: no production caller today.

Build /audit/roi_dashboard.html: recurring AI-provider spend vs cumulative live P&L, cost per validated edge, break-even timeline. Kill criterion: if no gate-passing live strategy after 6 months, halt paid API spend and pivot. Protects against sunk-cost. (Do NOT name credential files publicly.)

Koijen-Moskowitz-Pedersen-Vrugt (2018) Carry: model-free, low-turnover, ~0.6-0.8 Sharpe/class, low correlation to momentum. bond_strategy_harness.py (carry+roll-down, bootstrap Sharpe, BH-FDR, walk-forward, Sharpe ~0.68) is fully built with ZERO production callers; commodity_basis_carry.py coded. Bo…

Faber 10-month-MA and Antonacci GEM dual-momentum are long-horizon by design; a few-day expiry timer guarantees ~0 wins (ETF 144/145 expired within +/-3%, etf_faber_tactical 16/16 expired). Re-wire to price-vs-200d-MA / 12-1 momentum-flip exit or >=20-trading-day min hold.

picks_now_tracker has exit_price/exit_pnl_pct/exit_reason/resolved_at columns but the page never shows realized outcomes of prior picks-now batches. To become a trustworthy 'what to buy now' surface it should display its OWN forward track record (how did last week's picks-now calls do), which is the…

The leaderboard ranks models on a single blended cohort across up to 8 asset classes. A model could be T1-shaped purely on a few lucky CRYPTO picks while being negative on EQUITY/FOREX. The COMMODITY row in the static lower table is still 'TBD/TBD' (template line 449). Per the project's per-asset-cl…

Investigate TP_HIT_REPLAY regression in audit_trail/outcome_resolver.py bar_replay()

Any sleeve clearing the harness runs at <=0.5% live for 4-8wk; promote to real capital only after 2 consecutive 4-week windows within +-10% of backtest PF.

Qwen step-4: np.polyfit(range,rolling_sharpe.dropna(),1)[0] slope. If slope<-0.05, flag as 'edge appears to decay, possible regime overfit'. Add to StabilityReport, deploy gate slope > -0.05.

Qwen pitfall #6: shipped as vol-calibration tracker (f54ee2ed). This entry tracks the WIRE-UP into the active deploy gate: surface realized/predicted on /audit, gate strategy promotion on trailing-3mo median<=1.3.

Calendar-rebalancing during flash crashes moves the market against you. Replace 'rebalance every Mon' with 'rebalance when drift exceeds 1.5x expected'. Use VWAP / iceberg slicing on any single fill > 0.5% ADV to limit market impact. Reduces rebalance turnover by ~40% historically.

Currently the AI tournament locks symbols to 2026-05-19 snapshot. Widen to S&P 500 + active /audit picks per class so cross-system comparison is apples-to-apples.

Show why each symbol scanned but not picked was rejected (which gate killed it). Pick-funnel automation already extracts this; needs UI surface beyond /audit/pick_funnel.html.

Store market_regime_id + volatility_atr on each pick; add a Generated->Validated->Executed->TP/SL/Expired funnel (surfaces the 70-95% expiry) and a live elite_score vs realized_pnl scatter to detect scoring decay. Per Zoo Quant review.

deepseek_v4 #1 tournament leaderboard (n=208, PF~3.5 paper). Bridge tournament picks through admissibility — separate universe from at_raw_picks until virtual forward book matches production gates.

Grafana-style panel per EAGLE2 §4.6: per-class PF/WR/MDD, portfolio HHI <0.20 target, resolver dispute alerts, admit pipeline latency ≤5 min/sleeve.

A 15-min agent loop runs tools/strategy_tier_tracker.py which writes a NEW reports/strategy_tier_tracker_<ts>.md every run (30+ on 2026-06-12 alone). Repo bloat + buries substantive reports. Fix: default output to a single canonical reports/strategy_tier_tracker_latest.md (timestamped only with --ar…

The page's model leaderboard (deepseek_v4 55.8% WR / PF 3.72 n=43, cursor_agent 66.1% / 2.35 n=59, etc.) mirrors the /audit tournament 73-91% WR figures that project memory documents as a single-snapshot resolver artifact (not edge), fixed only by intrabar OHLC replay. Showing these high WR/PF besid…

The enricher throws away result['source'] and result['asof'] (only price is kept). Carrying these onto each pick would let the audit pipeline (a) filter out picks whose exit was driven by a daily/monthly/spot proxy when computing class WR/PF, and (b) flag which FX/commodity classes are surviving on …

Because the page is built from an exported snapshot that can diverge from the DB (root cause of the grok3 discrepancy), add a visible reconciliation indicator: at generation time compare each model's JSON WIN/LOSS to a live COUNT(*) and stamp the page with 'DB-reconciled YYYY-MM-DD' (green) or 'snap…

The single most grounding number is missing from the page: across all 1,785 resolved tournament picks the WR is 48.9% (872 WIN / 913 LOSS), i.e. the tournament as a whole has no demonstrated edge over a coin flip yet. Putting this baseline on the page (as a horizontal reference and a one-line 'fleet…

The page consumed a 2026-06-06 JSON that silently lost a key the template depends on, with no visible error — the fallback `||{}` hides it. There is no on-page assertion that required keys (smart_picks_db_stats, funnel_by_class) exist, nor a max-age check on generated_at. The banner's whole credibil…

From reports/2026-05-27_quick_wins_from_90day_plans.md + equity_vix_regime_breakthrough_20260513.md + consolidated_plan_2026-05-29.md. Backtest lift: VIX<22 PF 4.55 / MDD 16.8% vs baseline 2.82/24% on large-cap universe. Single production caller needed per Wire-Up Rule. Goal #1 critical for EQUITY e…

The main EQUITY sleeve should reflect the clean large-cap / regime-controlled strategy set, while penny/meme names live in a separate research-only bucket. This improves both reporting honesty and future gate calibration.

Only WF-VERIFIED equity strategy (62.2% OOS WR). Currently dormant.

Added (EQUITY, cta_replicator) to emitter_whitelist HARDCODED_TOXIC_PAIRS. pf_registry policy_clean: EQUITY cta_replicator n=6 WR=0% PF=0. Per-class only (FOREX cta_replicator allowlist intact). Held the broader cta_* kill (cta_golden_cross n=3 too small; cta_tsmom_blend/donchian_55/cross_asset_tsmo…

STRONG_BUY/BUY with analyst upside < -10% (e.g. MU -22%) now demoted to WATCH. SAFEST bucket now requires rvol>0 and excludes AVOID/WATCH so a degenerate flat series (ARB-USD, no data) cannot float to the top.

Pure-consensus (no backtest) stability-tilted basket from 6-model panel. Top: MSFT(6/6), BRKB(5/6), SGOV, VOO; AVOID INTC, NVDA divisive. Documented in ejaguiar1_backtests.eagle2_consensus_picks + eagle2_methodology.

48mo clean-bar mega-cap momentum: PF3.53 Sharpe1.65 but #111 attribution vs SPY FAILS (alpha t=1.98<2.0, beta1.13=amplified equity beta) + survivorship bias (hindsight universe). Not promoted. Needs point-in-time universe to be a real test.

etf_cross_sectional_momentum (Jegadeesh-Titman 12-1 top-3, long-only) backtests PF 2.05/WR 70.5%/Sharpe 0.97/MDD 16.1%, slippage-robust (PF holds 1.99-2.05 across 5 friction scenarios), n=122mo 2015-2026. Already registered in alpha_engine/etf_scanner.py and ETF_CS_MOM_ENABLED defaults ON. Only gap …

PR-merged backtest: 48mo walk-forward dual-momentum PF3.57 Sharpe1.62 MDD-12.4%; clears #111 attribution vs SPY (t=2.36 IR0.37 beta0.34=real alpha), bootstrap PF CI[1.64,9.69], cost-robust 20bps. FIRST sleeve to clear the gate-stack.

Lab WF OOS PASS (PF ~1.21); production merge OFF. Daily etf_dual_momentum_pilot.py logs virtual signals to etf_dual_momentum_paper_log.jsonl. First OPEN 2026-06-02 XLK; n_closed=0; promotion_ready=false until n≥100, PF≥1.5, WR≥50% (shadow checkpoint n≥30).

EAGLE review identified ETF sector rotation plus VIX gating as the cleanest underused edge in the current repo. Existing mixed ETF sources dilute that cleaner regime-aware strategy story.

Only multi-class lab Tier-2 pass (PF 1.60, n=104, WF OOS PASS). Admit FORWARD_PILOT_ONLY. Gate: etf_forward_stats.promotion_ready, MDD<15%, live PF ≥0.9× backtest, ≤0.5% shadow capital.

ETF is best lab edge / low concentration but n=3 live. Build absolute+relative dual-momentum (SPY/EFA/AGG/GLD), monthly rebalance, 24mo walk-forward.

Roo's session reports that regime_adaptive x ETF is the only persona-asset pair passing all statistical gates (binomial significance + positive PnL + positive Sharpe), Wilson CI 49.7-91.8%. Cross-reference with the prior 30d ETF PF=3.88 'STRONG RECENT' regime-shift thesis. If confirmed, this is the …

spotgamma/unusualwhales feeds. gamma_raid currently narrates gamma without consuming it; persona is already at WR 67.9% — real data should lift it further.

Promote macd_rsi_m048 to PROMOTED_STRATEGIES after 30d shadow

From reports/asset_class_90day_plan_CRYPTO_2026-05-15.md + 2026-05-27_quick_wins + consolidated_plan_2026-05-29.md + EAGLE sessions. Memory n>1000 shows clear WR edge in those hours. Env-gated (CRYPTO_UTC_HOUR_FILTER). Highest-leverage low-effort CRYPTO item from 90-day plans.

WF: vwap_reversion PASS (PF 1.32, n=516 OOS); bollinger_mr PASS (PF 1.67). Hyro pilot sleeves gated by CRYPTO_VERIFIED_* env. Donchian FAIL — do not enable.

atr_percentile_gate has a winning entry (58.6% WR, n=29 policy-clean) but losers exceed winners (avgW +0.42% vs avgL -0.54%, |W/L|=0.78), capping PF at 1.10. Loss-cap counterfactual: SL @ -0.5% -> PF 1.47; SL @ -0.4% -> PF 1.67 (crosses Tier-2). Winsorization is upper-bound; needs price-path backtes…

Closest CRYPTO money-ready sleeve: n=43, 58.1% WR, PF 1.498 policy-clean. 40% of exits are TIME (timeout) not TP/SL (TP:10 SL:16 TIME:17) -> exit timing mistuned. Loss-cap counterfactual: SL @ -0.5% -> PF 2.47; SL @ -0.4% -> PF 2.96. Needs n>=100 to reach money-ready. [VALIDATED 2026-05-31: price-pa…

From daily_ideas_edge_sweep_2026_05_17.md + synthesis + this Daily Ideas subagent. Wire meta_labeler.py into passes_active_gate; CRITICAL drop of forward_wr (leak) + confidence (inverted) from features. Partial shipped (code exists) but production gate wiring OPEN. +8-15pp WR projected on filtered s…

genome mega_mutation_MACD_RSI: n=210, 68.6% WR, PF 4.276, diversified (JUPUSDT 21.9%), balanced L/S (107/103), clean exits (TP 141 SL 65). EXCLUDED from policy-clean (collapses to n=1) because genome is a genetic-evolution BACKTEST engine -> likely in-sample overfit. If it survives strict OOS forwar…

Top recommendation from persona-improvement survey: addresses CLAUDE.md CRYPTO PF 1.25 -> T2 PF 1.5 gap. Covers 6 crypto personas (~453 picks).

Swarm SUPPORT: deepseek_v4/gpt4o tournament sleeves; CRYPTO SHORT ~67% vs LONG ~33% on reviewed cohort. Capital decision NO-GO on production /audit sizing until money_ready clears.

Both JSON files generated at 2026-06-05T05:33Z but report different FOREX figures: money_ready.classes.FOREX = {n_resolved:23, wr:0.2174, pf:10.80} vs pf_registry.by_asset_class_policy_clean_net[FOREX] = {n:22, win_rate_pct:22.73, pf:11.22}. 1-pick + 0.42 PF gap means the two pipelines have divergen…

From daily_ideas_synthesis_2026-05-16.md + edge_sweep + this Daily Ideas subagent (4+ agent consensus, P0/CRITICAL for FOREX rescue from FAIL PF 0.27). Scaffold tools/research/forex_carry.py (monthly rebalance, AQR 30yr Sharpe 0.7-0.9); FRED_API_KEY present. Hard-disable in place until shipped + n>=…

Implementation already in repo (alpha_engine/new_strategies/forex_carry.py) with G10 rate differential, claimed 55-60% WR. Only missing the allowlist entry.

48mo clean-bar FX trend: attribution vs UUP PASSES (alpha t=2.13, beta -0.61 short-USD), but Sharpe 0.42 + bootstrap PF CI[0.63,3.36] lower<1. Real but small/unstable alpha. NOT promoted. FXE fetch-failed (4-ccy universe).

The class should only advertise edge using independent-cycle-aware COT accounting. This enhancement formalizes the honest source-of-truth rule and blocks stale, over-emitted history from defining the class story.

Top-2 data-feed investment from survey. Addresses sub-floor FOREX/COMMODITY classes by giving cta_trend / supply_demand / inventory_cycle real positioning data instead of inferring from price.

Opencode P2 PASSIVE. Gates the only currently-DSR-verified single-class deviation candidate (cot_positioning + CT=F). Steps 1-5 ~6h active work; Step 6 = 4-week paper pilot (currently SHADOW); Step 7 = Monte Carlo risk-of-ruin sim.

_adapter_fmp maps GC=F->GCUSD which works for metals, but blindly applies the same s.replace('=F','USD') to grains/softs (ZC=F->ZCUSD, KC=F->KCUSD, CT=F->CTUSD). FMP does not list those as <X>USD pairs, so FMP will return empty/None for the exact commodities (CT=F cotton is the documented concentrat…

Clean-bar 48mo TSMOM: PF1.69 Sharpe0.67 MDD-33.8%. Fails #111 (alpha t=0.84, beta0.72 vs DBC) + bootstrap PF CI[0.78,3.93]. Mostly commodity beta, no alpha. Gate-stack correctly rejects (vs ETF which passed).

From 90-day BOND plan + Cycle 17 hunt (PF 2.11 Tier 1) + consolidated_plan_2026-05-29.md. BOND class was 0% WR n=9; now has proven edge but still not emitting at scale. FRED key + wiring = high leverage for Goal #1.

alpha_engine/bond_scanner.py exists with yield_momentum, duration_rotation, mean_reversion; not currently wired into production_scanner main loop. Universe of 14 symbols ready at config.py:721. Wiring should lift BOND n from 18 to 50+ within 2 weeks.

From daily_ideas_synthesis_2026-05-16.md + edge_sweep + this Daily Ideas subagent (P1 for BOND/ETF lifts from thin/INSUFF-N). Expand bond_scanner.py beyond TLT/HYG to full 14-symbol; add relative-strength + macro overlay (VIX/YC/DXY) to ETF sector rotation to push PF 1.33→1.5.