Commit Graph

  • 31ef46314a plan: 0082 vol-slippage cost + cost-graph composition Brummel 2026-06-28 15:59:56 +02:00
  • 372eae9cac spec: 0082 vol-slippage cost + cost-graph composition (boss-signed) Brummel 2026-06-28 15:47:40 +02:00
  • e82725f2d7 audit(0081): cycle close — drift-clean (code); ledger C10 realization note + stale-broker doc sync (refs #148) Brummel 2026-06-28 14:50:24 +02:00
  • 3fe4684190 feat(0081): cost-model graph cycle 1 — ConstantCost node + net-R seam Brummel 2026-06-28 14:41:45 +02:00
  • 725545cbde plan: 0081 cost-model constant-cost Brummel 2026-06-28 13:21:09 +02:00
  • 2e63ed9e26 spec: 0081 cost-model constant-cost (boss-signed) Brummel 2026-06-28 13:04:41 +02:00
  • a517899297 docs: sync ledger cross-ref + glossary to the C10 rework (refs #116) Brummel 2026-06-28 12:00:29 +02:00
  • 29cdc8c218 design(C10): retire the realistic broker — cost is a cost-model graph in R (gross→net), money to the live deploy edge (refs #116) Brummel 2026-06-28 11:51:56 +02:00
  • 226bf57130 audit(0080): cycle close — drift-clean; ledger sync (selection types relocated, registry-vocab decision recorded) (refs #136) Brummel 2026-06-27 00:34:52 +02:00
  • 04c581a441 refactor(0080): relocate FamilySelection/SelectionMode to aura-analysis (refs #136) Brummel 2026-06-27 00:33:10 +02:00
  • a8f67c7c80 audit(0079): cycle close — drift-clean; ledger crate-topology sync + serde_json dev-dep tightening (refs #136) Brummel 2026-06-26 23:57:17 +02:00
  • 94c88eb7e1 refactor(0079): extract the trading-analysis leaf into aura-analysis (refs #136) Brummel 2026-06-26 23:49:03 +02:00
  • 3e8fd73f68 tidy: clear the milestone fieldtest findings (refusal reasons, --help, ledger + glossary) Brummel 2026-06-26 21:35:10 +02:00
  • 1088320571 fix: terminate cleanly on a broken stdout pipe across all family-emitting commands Brummel 2026-06-26 21:26:12 +02:00
  • c750b9fbc3 test: RED — family-emitting CLI commands must survive an early-closing stdout reader Brummel 2026-06-26 21:18:46 +02:00
  • ab04ed01c3 fieldtest: milestone inferential-validation — 4 scenarios, 6 findings (1 bug, 2 friction, 2 spec_gap, 1 working) Brummel 2026-06-26 21:02:22 +02:00
  • 15f5c0bc99 audit(0078): cycle close — drift addressed; ledger inferential-thread synced (milestone complete) + C12/C18 realization; drop ephemera Brummel 2026-06-26 19:10:50 +02:00
  • 0a06afed29 feat(0078): cross-instrument generalization as a validation step Brummel 2026-06-26 19:04:53 +02:00
  • cffc297e9a plan: 0078 cross-instrument generalization Brummel 2026-06-26 18:33:24 +02:00
  • 428d092298 spec: 0078 cross-instrument generalization (boss-signed) Brummel 2026-06-26 18:19:51 +02:00
  • d50a4828ad audit(0077): cycle close — drift addressed; legacy-load fixture + ledger sync; drop ephemera Brummel 2026-06-26 16:42:49 +02:00
  • cb32658fd1 feat(0077): prefer a robust parameter plateau over the in-sample peak Brummel 2026-06-26 16:38:18 +02:00
  • fd221c81ec plan: 0077 plateau over peak selection Brummel 2026-06-26 15:54:57 +02:00
  • 45b8e2b28b spec: 0077 plateau over peak selection (boss-signed) Brummel 2026-06-26 15:14:48 +02:00
  • 9c6b9c7ea9 audit(0076): cycle close — drift addressed; ledger inferential-thread synced; drop ephemera Brummel 2026-06-26 15:01:51 +02:00
  • ecc9541a56 0076.tidy: backfill spec-promised deflation tests + guard the dispersion-floor sign Brummel 2026-06-26 15:00:38 +02:00
  • a2959050a4 feat(0076): deflate the sweep winner's metric for the number of trials Brummel 2026-06-26 14:53:32 +02:00
  • 40e3f609c2 plan: 0076 deflate sweep winner for trials Brummel 2026-06-26 14:00:55 +02:00
  • a1908bd15e spec: 0076 deflate sweep winner for trials (boss-signed) Brummel 2026-06-26 13:42:45 +02:00
  • c192dfd344 audit(0075): cycle close — drift-clean; doc-link + trade_rs tripwire tidy; drop ephemera Brummel 2026-06-26 12:19:07 +02:00
  • 14aadd1a67 docs(ledger): record the World's inferential-honesty gap as an open thread Brummel 2026-06-26 12:13:18 +02:00
  • 2e77ab1dda feat(0075): Monte-Carlo R-bootstrap for OOS validation (iter 2) Brummel 2026-06-26 12:12:06 +02:00
  • b3505c7609 plan: 0075 Monte-Carlo R-bootstrap (iteration 2) Brummel 2026-06-26 11:31:43 +02:00
  • f286bb85f7 feat(0075): walk-forward strategy-selectable + R-reporting (iter 1) Brummel 2026-06-26 11:21:27 +02:00
  • 2593af86f8 plan: 0075 walk-forward strategy-selectable + R-reporting (iteration 1) Brummel 2026-06-26 10:26:39 +02:00
  • 3a1de05ef3 spec: 0075 walk-forward + Monte-Carlo OOS validation for R candidates (boss-signed) Brummel 2026-06-26 10:12:40 +02:00
  • c99e7b8f7f audit(0074): cycle close — provider-sourced pip; authored floor removed; drift-clean Brummel 2026-06-25 19:09:06 +02:00
  • 7e4b91ab5f feat(0074): source real-path pip from the geometry sidecar; drop the authored floor Brummel 2026-06-25 19:06:12 +02:00
  • 4fd047adf3 plan: 0074 provider-sourced pip, drop authored instrument floor Brummel 2026-06-25 18:14:36 +02:00
  • eb1097d7ca spec: 0074 provider-sourced pip, drop authored instrument floor (boss-signed) Brummel 2026-06-25 18:00:03 +02:00
  • dda20abc28 audit(0073): cycle close — lift tier-2 geometry to ledger, finish VETTED_SYMBOLS, drop ephemera Brummel 2026-06-25 16:30:46 +02:00
  • 5b7cd5eb2d feat(0073): consume DataServer geometry — cross-check vetted floor + tick_size/digits Brummel 2026-06-25 16:25:51 +02:00
  • 80ba74460d plan: 0073 instrument-geometry cross-check + deploy fields Brummel 2026-06-25 15:55:30 +02:00
  • d5e9c270d9 build(deps): bump data-server to the geometry-reader commit Brummel 2026-06-25 15:47:48 +02:00
  • 8d9939733d spec: 0073 instrument-geometry cross-check + deploy fields (boss-signed) Brummel 2026-06-25 15:47:48 +02:00
  • fceba077ab audit(0072): cycle close — mean-reversion candidate refuted; drop ephemera Brummel 2026-06-25 14:32:49 +02:00
  • 216cc8c417 feat(0072): stage1 mean-reversion candidate — EWMA Bollinger fade (#137) Brummel 2026-06-25 14:27:30 +02:00
  • f0949578a3 test(0072): mean-reversion signal-composition e2e (characterization pin) Brummel 2026-06-25 14:06:03 +02:00
  • 09878147ed plan: 0072 stage1 mean-reversion candidate Brummel 2026-06-25 13:56:31 +02:00
  • 1274375a29 spec: 0072 stage1 mean-reversion candidate (boss-signed) Brummel 2026-06-25 13:40:59 +02:00
  • 4f88d67543 audit(0071): cycle close — breakout candidate refuted; drop ephemera Brummel 2026-06-25 13:33:21 +02:00
  • d845c509d3 feat(0071): stage1 breakout candidate — Donchian channel signal (#137) Brummel 2026-06-25 13:10:37 +02:00
  • d482f02d04 plan: 0071 stage1 breakout candidate Brummel 2026-06-25 12:31:27 +02:00
  • 283bdd343d spec: 0071 stage1 breakout candidate (boss-signed) Brummel 2026-06-25 12:17:10 +02:00
  • ffd18b98ea audit(0070): cycle close — lift finalize lifecycle to ledger C8, drop ephemera Brummel 2026-06-25 11:29:51 +02:00
  • eb8653488f feat(0070): wire folding sink reductions into the stage1-r sweep (closes #138) Brummel 2026-06-25 11:24:27 +02:00
  • cfe7bad0ff feat(0070): streaming sink reductions — finalize hook + folding sinks (#138) Brummel 2026-06-25 11:00:02 +02:00
  • bf886a1386 plan: 0070 streaming sink reductions Brummel 2026-06-25 10:20:46 +02:00
  • 55dee38d22 spec: 0070 streaming sink reductions (boss-signed) Brummel 2026-06-25 10:01:52 +02:00
  • 54a5d68f51 feat(stage1-r-sweep): grid signal+stop timescales via CSV flags Brummel 2026-06-25 00:43:56 +02:00
  • e94b79eb98 test(stage1-r-sweep): RED — grid all four knobs from CSV flags Brummel 2026-06-25 00:11:03 +02:00
  • 28e0331223 audit(0068): cycle close — lift position-event-derive rationale to ledger, drop ephemera Brummel 2026-06-24 20:23:57 +02:00
  • 7aaa3e5d5c feat(0068): position-event derive — book first-difference table (#115) Brummel 2026-06-24 20:19:31 +02:00
  • 1647737baa plan: 0068 position-event-derive Brummel 2026-06-24 19:52:27 +02:00
  • ef8537c44f spec: 0068 position-event-derive — book first-difference table (#115) (boss-signed) Brummel 2026-06-24 19:45:31 +02:00
  • 458b2ae74b audit(0067): cycle close — lift SQN100 / stage1-r-trace rationale to ledger, drop ephemera Brummel 2026-06-24 18:15:37 +02:00
  • 89d967a940 feat(0067): SQN100 metric + stage1-r sweep --trace Brummel 2026-06-24 18:10:54 +02:00
  • a726974310 plan: 0067 r-sweep-followups Brummel 2026-06-24 17:28:48 +02:00
  • e5c87a5173 spec: 0067 r-sweep-followups (boss-signed) Brummel 2026-06-24 17:16:37 +02:00
  • 986a9fd5c7 audit(0066): cycle close — lift R-sweep/SQN rationale to ledger, drop ephemera Brummel 2026-06-24 16:24:25 +02:00
  • 499121e5c8 fix(stage1-r): record fixed R-defining params in swept member manifests Brummel 2026-06-24 16:21:26 +02:00
  • b8ed6f4858 feat(stage1-r): R sweep families + rank-by-SQN Brummel 2026-06-24 16:15:45 +02:00
  • d430dbb885 plan: 0066 r-sweep-rank — R sweep families + rank-by-SQN Brummel 2026-06-24 15:30:53 +02:00
  • 1c8678a6ad spec: 0066 r-sweep-rank — R sweep families + rank-by-SQN (boss-signed) Brummel 2026-06-24 15:13:56 +02:00
  • 3d3baaeb24 refactor(stage1-r): dedicated broker label + intern col-port names (no per-build leak) Brummel 2026-06-24 14:45:27 +02:00
  • 68605b7d88 refactor(stage1-r): rename the strategy-output param namespace exposure -> bias Brummel 2026-06-24 14:40:51 +02:00
  • 5c6de45b6e fix(cli): list valid taps on bad --tap, make --help uniform across subcommands Brummel 2026-06-24 14:35:51 +02:00
  • 0288878ad2 refactor(cli): remove the redundant --macd flag, superseded by --harness macd Brummel 2026-06-24 13:57:15 +02:00
  • 1a6eafa056 refactor(composites): extract Stage-1 composite-builders into their own crate Brummel 2026-06-24 13:44:44 +02:00
  • c406b969f5 chore(stage1-r): finalize cycle 0065 — milestone closed, ephemeral spec/plans removed Brummel 2026-06-24 13:13:58 +02:00
  • c6c1d3bb10 feat(stage1-r): rename the exposure_sign_flips metric to bias_sign_flips (#126) Brummel 2026-06-24 13:11:46 +02:00
  • 34e8bbc803 plan: 0069 exposure->bias rename tail (#126) Brummel 2026-06-24 12:45:22 +02:00
  • 4e6b1d9b53 audit(stage1-r): cycle-0065 close — ledger records the Stage-1 R signal-quality layer Brummel 2026-06-24 12:35:15 +02:00
  • 2ee0d74a8c fix(stage1-r): scale-robust tolerance for the R-record redundancy guard Brummel 2026-06-24 12:30:08 +02:00
  • a6fc48daa7 feat(stage1-r): operate the R layer from the CLI (iter 3) Brummel 2026-06-24 12:09:58 +02:00
  • 13086b8590 plan: 0068 stage1-r CLI surface (iter-3) Brummel 2026-06-24 11:20:44 +02:00
  • 08d09df97d spec: 0065 stage1-r iter-3 CLI surface (boss-signed) Brummel 2026-06-24 10:56:39 +02:00
  • 92591e5dc0 refactor(stage1-r): name the conviction column conviction_at_entry Brummel 2026-06-24 10:25:18 +02:00
  • b4e84335c4 feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2) Brummel 2026-06-24 02:15:51 +02:00
  • 6e214957d1 plan: 0067 stage1-r iter-2 — Sizer + RiskExecutor + metric enrichment Brummel 2026-06-24 01:28:03 +02:00
  • 0998f9aabf refactor(stage1-r): the vol stop is a composition, not a fused node Brummel 2026-06-24 01:04:19 +02:00
  • 831092841e feat(aura-std): add Mul + Sqrt primitives Brummel 2026-06-24 00:53:28 +02:00
  • 5de8576fd0 plan: 0066 stage1-r primitives + spec correction (VolStop -> composition) Brummel 2026-06-24 00:37:53 +02:00
  • 2c43296c2c feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1) Brummel 2026-06-23 19:48:58 +02:00
  • c5f5e17297 plan: 0065 stage1-r-signal-quality Brummel 2026-06-23 17:51:47 +02:00
  • 51c87e5a91 spec: 0065 stage1-r-signal-quality (boss-signed) Brummel 2026-06-23 17:32:05 +02:00
  • f040b66f30 design(c10): reframe to a bias stream + R-unit signal quality Brummel 2026-06-23 13:14:31 +02:00
  • 2e0500dedd docs(claude): permit the /boss rollback sandbox in the main-sacrosanct rule Brummel 2026-06-22 22:14:59 +02:00
  • 7d7d1f72d9 audit(broker-foundation): cycle close 0063 — ledger records the C10 A-side foundation (#113 + #114) Brummel 2026-06-22 19:56:18 +02:00
  • b91c89f964 feat(broker-foundation): InstrumentSpec deploy metadata + PositionEvent schema Brummel 2026-06-22 19:51:17 +02:00