diff --git a/crates/aura-cli/src/main.rs b/crates/aura-cli/src/main.rs
index f62d5e9..b21390f 100644
--- a/crates/aura-cli/src/main.rs
+++ b/crates/aura-cli/src/main.rs
@@ -31,6 +31,7 @@ use aura_std::{
     Bias, Ema, LinComb, LongOnly, Recorder, SimBroker, Sma, Sub, PM_FIELD_NAMES, PM_RECORD_KINDS,
 };
 use std::sync::mpsc::{self, Receiver};
+use std::sync::LazyLock;
 use std::collections::HashSet;
 
 /// The pip size the built-in *synthetic* harnesses run at: a 5-decimal FX major
@@ -1719,6 +1720,13 @@ fn stage1_r_prices() -> Vec<(Timestamp, Scalar)> {
     .collect()
 }
 
+/// Interned `col[i]` recorder-port names, built once. The `GraphBuilder::input` API
+/// wants `&'static str`; interning here (instead of `format!(...).leak()` per field)
+/// means reusing the stage1-r harness in a sweep / Monte-Carlo loop reuses these
+/// strings rather than leaking 14 fresh ones per build (#132).
+static COL_PORTS: LazyLock<Vec<String>> =
+    LazyLock::new(|| (0..PM_FIELD_NAMES.len()).map(|i| format!("col[{i}]")).collect());
+
 /// The Stage-1 R harness: the SMA-cross → `Bias` signal fanned into BOTH a `SimBroker`
 /// (pip equity, the existing pip yardstick) AND the `risk_executor` (the dense R-record,
 /// the new R yardstick), so one run scores the same signal in pips and in R. Four taps:
@@ -1770,8 +1778,7 @@ fn stage1_r_blueprint(
     g.connect(broker.output("equity"), eq.input("col[0]"));
     // tap the dense R-record (all PM fields) for summarize_r.
     for (i, field) in PM_FIELD_NAMES.iter().enumerate() {
-        let col: &'static str = format!("col[{i}]").leak();
-        g.connect(exec.output(field), rrec.input(col));
+        g.connect(exec.output(field), rrec.input(COL_PORTS[i].as_str()));
     }
     // r_equity sum + tap.
     g.connect(exec.output("cum_realized_r"), r_equity.input("term[0]"));
@@ -1820,7 +1827,7 @@ fn run_stage1_r(data: RunData, trace: Option<&str>) -> RunReport {
     let r_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_r.try_iter().collect();
     let req_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_req.try_iter().collect();
 
-    let manifest = sim_optimal_manifest(
+    let mut manifest = sim_optimal_manifest(
         vec![
             ("sma_fast".to_string(), Scalar::i64(2)),
             ("sma_slow".to_string(), Scalar::i64(4)),
@@ -1832,6 +1839,9 @@ fn run_stage1_r(data: RunData, trace: Option<&str>) -> RunReport {
         0,
         pip_size,
     );
+    // #132: the dual-tap harness runs a RiskExecutor branch alongside the SimBroker, so
+    // the plain "sim-optimal" label would under-report it — record both honestly.
+    manifest.broker = format!("sim-optimal+risk-executor(pip_size={pip_size})");
     if let Some(name) = trace {
         persist_traces_r(name, &manifest, &eq_rows, &ex_rows, &req_rows);
     }
@@ -2943,6 +2953,13 @@ mod tests {
         assert!(r.n_trades >= 1, "expected >= 1 trade, got {}", r.n_trades);
         assert!(r.sqn.is_finite(), "SQN must be finite, got {}", r.sqn);
         assert!(r.expectancy_r.is_finite(), "E[R] must be finite, got {}", r.expectancy_r);
+        // #132: the dual-tap harness runs a RiskExecutor branch alongside the
+        // SimBroker, so its manifest carries a dedicated broker label.
+        assert!(
+            report.manifest.broker.contains("risk-executor"),
+            "stage1-r manifest should carry a dedicated broker label, got: {}",
+            report.manifest.broker
+        );
     }
 
     /// Property: a bare `aura run` parses to the default harness/data — `--harness sma`