- Monthly/yearly returns chain from the previous period's close (the first
trading day of every period was dropped; up to ~9pp/yr error).
- With cash injections, metrics/drawdowns/periodic returns are time-weighted
on the no-injection curve; capitalFlows reports invested/profit separately.
- Benchmarks cover exactly the strategies' dates.
- CAGR uses calendar time, so gaps in live records do not inflate it.
- Backtests skip the per-trade fee for rebalances below the live minimum
order and keep a ruined portfolio at zero.
- live: exact strategy match, ineligible strategies hidden, currency,
startDate, same-window benchmark, stale-price fallback, equity anchored at
the initial capital.
- PIT membership falls back to the cached history when the Wikipedia change
log cannot be parsed (the table is no longer on the page).
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
- Register trend_rider_v7_vt36 (target_vol=0.36, min_lev=0.75) in
strategy registry, ETF universe map, and bridge metadata.
10y backtest: Ann 60.5%, Sharpe 1.87, MaxDD -29.2%.
- Add hot-reload to monitor: each phase re-imports trader module to
pick up newly registered strategies without restart. New strategies
are logged on detection.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- DEFAULT_MONITOR_STRATEGIES now includes ALL strategies (stock + ETF)
instead of excluding ETF strategies. The cmd_morning/evening/auto
already route ETF strategies to the correct data pipeline via
strategy_universe() and strategy_data_market().
- Register trend_rider_v7, v7_vt24, v7_vt32 in bridge.py STRATEGY_META
so they appear in the stock-agent frontend via /api/strategies.
- Monitor now runs as a background daemon with logs written to
logs/monitor.log (PYTHONUNBUFFERED=1, no tmux dependency).
PID saved to logs/monitor.pid.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
