A $10k book in whole shares holds SNDK at 17.8% for a 10% target, so the
live record mixes the strategy with rounding and fee noise (2026-09-25..10-12:
overnight_recovery_top10 -9.0% live vs -7.65% at its own weights). Each
daily_log entry now stores the target held from that close and ideal_return,
the previous target's return to this close with fractional shares, no fees,
no resize band and no idle cash. compare prints Ideal and Gap (live minus
ideal) over the recorded days. The recorded returns compound to the
frictionless ledger (new contract test); an in-memory rerun of 10-09/10-12 on
live states reproduces the recorded equity to the cent.
systemd: SuccessExitStatus=143 on the monitor and overnight-paper units, so a
stop or restart no longer logs 'Failed' and the journal shows only crashes.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- execution/trader: a held US stock with no print for 5 sessions that has left
the index is sold at its last print (execution.SETTLE_AFTER_SESSIONS), in both
the batch replay and the live session ledger. Acquired names used to stay at
their last mark forever: lowrisk_top20 ended 2017-12..2026-10 with 11 of 26
dead positions, and CAGR rises 1.7-5.5pp once they settle. ENGINE_VERSION
cash-ledger-pit-v3; the API cache key follows.
- universe_history: current members whose pre-2011 addition the Wikipedia change
log missed now start at the list page's "Date added" (80 of 94 current members
added 2001-2010 were open-start, e.g. ISRG, MA, BKNG). Membership from 2016 on
is unchanged; the research panel cache now keys on the membership intervals.
- research/lab/registered: pure-ETF strategies replay on the ETF panel (they ran
as all-cash books or crashed); prepare_strategy refuses an ETF strategy that
lacks its ETF universe.
- research/lab/factors: trend_hzz uses a month's regression betas only from the
session its forward returns end (short months read 1-2 sessions ahead).
- tests: every registered strategy (US and CN) is truncation-invariant on the
production signal path; batch and live ledgers settle a delisting identically.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Share point-in-time signals and a cash-funded order ledger across backtests and trading. Correct eligibility, missing-price fills, quality factors, regime inputs, warmup windows, and cash-injection accounting. Add reproducible registered-strategy comparisons and paired forward candidates with a 20% resize band.
Validation: 125 Python tests, 23 web tests, TypeScript/Vite build, 87 strategy causality checks, and real-data target/order/equity parity for 10 strategies.
