Building

Strategy Bench

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1 of 4 delivered

Next up: Run-it: widened discovery cycle

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Run-it: widened discovery cycle

21 of 64 tasks done

Decision batch, un-hold 4,490, DSR calibration, data completion, sector onboarding.

InboxINB-139AlphaFactory Build-3: grammar extension (donchian_bo + squeeze_bo) + parked-row remap + bank refill
BacklogINB-186Strategy Bench reopening: universe widening + base families + dual admission + cockpit (P0-P6)
Needs MohitINB-221Strategy Bench: build the Lego Builder (combo screener)
BacklogINB-222Strategy Bench: build the idea-intake auto-feed pipeline
InboxINB-239Market-regime labelling for post-backtest assessment (regimes_v1)
Needs MohitINB-242v11 vbt-clone engine: parallel port of the parity v11 strategy, parity kept as referee
DoneINB-246Gapless whole-history intraday: finish AV seam drip + stitched build + venue flip decision
DoneINB-249Onboard thematic sectors to the symbol universe: nuclear/uranium, quantum, robotics, AI, biotech (+ full data load)
Needs MohitSBN-11Bench cockpit: parameter-distribution dashboard (10+ interactive plots with family/TF filters)
DoneSBN-12Market-data pipes: unfreeze multi-TF lake refresh, schedule exog, top-200 mcap coverage
Needs MohitSBN-13Bench cockpit: Cycles & Seasonality tab (monthly/halloween/election/halving/regime analysis per sector)
DoneSBN-14Implement gauntlet G-A–G-D in the nightly (+ persist window endpoints & FDR p-values)
BacklogSBN-15Bench housekeeping: BOOKS registry vtt-gold twin, TON mapping, export-failure alert, top-200 refresh, weekly venv
BacklogSBN-16Seasonality tab v-next: surrogate nulls, robust seasonality stats, OOS column, PS/LT regimes, vol-seasonality (per cyclicity brief)
DoneSBN-17Nightly status.json export times out (600s) since 2026-08-30 — Operations tab stale since 2026-08-27
BacklogSBN-18Cockpit candidate table: CAGR/DD/Sortino/Sharpe/trades/TF + B&H return/Sortino/DD columns, header sort + per-column filters, always-visible horizontal scrollbar
BacklogSBN-19Standing evidence backfill: re-run backtests for candidates missing B&H / window / trade-count / core metrics (metrics only, decisions untouched)
DoneSBN-2Codex Mode A review fallout: 6 filed defects in 88bc84c..9f3effc (variant exporter, IBKR clamp, stitched builder)
BacklogSBN-21Candidate generation rethink: Mohit lacks confidence in AlphaFactory's generator — design how new candidates should be created before any re-seed
BacklogSBN-22Gauntlet tab v2: per-gate sub-tabs (G-B→G-A→G-C→G-D), cumulative survivors highlighted, died-here + untestable collapsibles, chain-diagnostic verdicts for historical rows
Needs MohitSBN-23Gauntlet restructure to six gates: A return>0, B Sortino>B&H, C return>=50% of B&H return, D trade history, E PBO, F DSR — engine + lens + UI
Needs MohitSBN-24Verify first six-gate nightly export (2026-09-04) + drain #3 outcome + DSR=0 DB spot-check
BacklogSBN-25Absolute DSR variance pool not persisted: DSR=0 not reproducible for small-N families
DoneSBN-26Seed 4 FMZ gap concepts (VWAP trend, VWAP revert, Heikin-Ashi trend, Kalman trend) via manual intake
BacklogSBN-27Phase Oscillator (Saty PO) morning momentum family on hourly QQQ: candidate seed + attended measure
BacklogSBN-30Verify SBN-26 results and the engine-digest recompute cost after the first nightly
Needs MohitSBN-34Creamer NY-open pullback proxy: decide scale run (2017-2026) or drop
BacklogSBN-37Strategy Bench: add a random-trigger falsifier and cost-in-R reporting to the gauntlet
BacklogSBN-4Metric parity: everything Screener and the tournament compute must also be computed and shown in the bench
DoneSBN-41SBN bookmark batch 2026-09-13: 7 X-bookmark strategies into the bench (3 asterisk intraday concepts on >=1h)
Needs MohitSBN-44Telegram strategy-idea intake: Strategy Ideas topic -> claude -p clarity check -> vault note -> INB-222 intake -> live VPS bank candidates
DoneSBN-46VIDYA+ATR flat-zone version (long only + long/short) on the bench
DoneSBN-48Check whether gauntlet G-E (PBO) judges each strategy or the whole batch
DoneSBN-49Proper standalone backtest of vidya_atr_flat on BTC/ETH/SOL 4h (RS-8-style pre-registered)
DoneSBN-5Decide the bench's strategy ranking rule: Sharpe-first (tournament) vs blended composite (Screener CRS)
Needs MohitSBN-50Equal backtest coverage: every strategy x every asset group x every timeframe the data allows
DoneSBN-51Seed the "10 classic quant systems" gaps (Dual Thrust, R-Breaker, Fairy Four Price, Gap, Oliver Kell EMA, Dolphin, Escalator, Martingale) as bench candidates
BacklogSBN-52Complete market data every night: Yahoo fallback, drop BitMEX, IBKR Sunday catch-up
BacklogSBN-54Verify SBN-51 classic systems after the first nightly (results, errors, runtime)
DoneSBN-55Ideas tracker page on bench.swastik.app: every Telegram strategy idea and where it stands
BacklogSBN-56Idea intake: re-harvested idea marked exact_duplicate of itself, hiding its real outcome
Needs MohitSBN-6Pre-"run it" blockers: G-B for all candidates, exogenous vol data, de-risk overlay, generator cost realism
DoneSBN-60Instant idea test: share a trading idea, get a verdict vs VIDYA+ATR in minutes (design + plan)
DoneSBN-61Build the missing bench strategy types so parked Telegram ideas can be tested (8/21 EMA, CCI first)
BacklogSBN-6312/25 daily EMA cross: STRONG vs v10 in 3 slices, decide whether to bench it
Needs MohitSBN-64Idea test STRONG: volume-confirmation filter on VIDYA v10 (crypto) - confirm before any live use
BacklogSBN-65Bench shows an impossible -709.6% return on an rsi_bb 1d long/short candidate
Needs MohitSBN-66Instant idea test: finish-out (label guard, baseline refresh decision, remaining proofs, review + merge)
BacklogSBN-67Idea test: BigBeluga "Secret BTC Strategy" look-alike scored STRONG in 3 slices, but the wins are hollow
Needs MohitSBN-68Idea follow-up: is the GLD 1h result of the Triple HTF Bollinger test real or luck? (PAXG slow-band check)
Needs MohitSBN-69Bench: add 6 strategies from the ArunKBhaskar Pine Script repo (3 mechanical + 3 ICT asterisk)
DoneSBN-7Deploy the live nightly checkout onto master (62 commits behind; SPAC-shell fix not running)
BacklogSBN-70Quicktest engine: noise-market self-test and a harder planted-leak test
Needs MohitSBN-71Idea test: EMA200 vs SMA200 cloud flip on crypto 4h beat v10 in 10-11 of 20 coins (Popeye chart) - decide next check
BacklogSBN-72Idea test: Jungle Rock Turtle (Hurst gate + Donchian/SuperTrend/MA ensemble) - gate adds nothing, ungated ensemble beats v10 but not buy-and-hold
BacklogSBN-73Idea test: QuantifiedStrat put-call ratio above 3 - no signal since 2016, not reproducible, not worth it
DoneSBN-74Quick test of the 5 untested je-suis-tm/quant-trading ideas: no new edge
BacklogSBN-75Bench funding downloader hangs on newer coins; bench server has funding for only 14 coins
DoneSBN-76Idea test: bitcoinjack "big trend up, buy the dip or the quiet range, never chase" - patient entries do NOT beat chasing
BacklogSBN-77Bench: add 6 order/rebalance strategies from quants.md (QuantJourney library)
BacklogSBN-78Bench nightly crashes every night (DuckDB out of memory in _history_rows); nothing judged since 2026-10-18
BacklogSBN-79Bench site exporters out of memory / timing out; cockpit data stale since 2026-10-21
DoneSBN-8Wire the BVOL/DVOL/VRP de-risk overlay into the nightly stats path (library only today)
DoneSBN-9Sync the exogenous + thematic lake series to the VPS nightly lake (overlay prerequisite)

Cockpit, analytics & symbol pages

7 of 19 tasks done

Strategy board, variant dossiers, regime scorecards, frontier, distributions, symbol analysis.

DoneINB-227Bench cockpit: hierarchical strategy board (family → strategy → variants) + strategy catalog + source provenance
BacklogINB-247Symbol Analysis page: per-symbol cyclicity labels (deep cycle analysis, evaluation-only)
BacklogINB-248Symbol Analysis page: cross-symbol correlation matrix (full + rolling windows)
Needs MohitINB-250Regime attribution: per-strategy bull/bear/chop performance rollup + leaderboards (post-backtest)
BacklogINB-251Strategy efficient frontier: risk/return scatter + hull now; survivor-portfolio frontier later
BacklogINB-252Candidate population distributions: metric histograms with survivor overlay (factory health view)
BacklogSBN-10Bench cockpit: surface Screener candidates on bench.swastik.app as a strategy source
BacklogSBN-20bench.swastik.app distributions page shows every candidate as "unknown" since the 1 Sep export lost B&H calibration
DoneSBN-29Cockpit: sticky "predates six-gate" banner during the status.json → candidates.json publish window
DoneSBN-3Variant detail page silently drops recorded evidence (no placeholders, hardcoded render lists drifted from the exporter)
DoneSBN-31Cockpit dossier "Regime performance" renders the raw j_regimes block (absolute artifact path, field descriptions) instead of a designed table
DoneSBN-32BTC regime benchmark: switch or stitch from bybit/linear (2020-03-25..2026-06-13) to the longer canonical Binance/Bitfinex BTC series
BacklogSBN-33Regime coverage: 113 @p1c_research_extras 1d candidates carry asset_class "crypto" with 2000-era curves (BTC benchmark by label)
BacklogSBN-38recompute_regimes: load each benchmark curve once per run so apply == dry-run under a concurrent lake write
Needs MohitSBN-43Correlation tab on bench.swastik.app: matrix of all stored strategy curves + live-book anchors, relaxed eligibility bar, leg-picking panel
DoneSBN-45Strategy Bench: Phase 1 read-only validation dossier per candidate (from Build Alpha review) - awaiting Mohit go/no-go
DoneSBN-57Bench: add Brandt metrics (EV per trade, risk of ruin P(DD>=35/50%)) + PF/win rate/skew/kurtosis board columns
BacklogSBN-59Bench: backfill_brandt_metrics.py re-scans cells per batch and overshoots memory on the VPS DB
Needs MohitSBN-62Bench: Mohit decisions after SBN-57 (bust curves as 100% risk of ruin; delete two DB backups)

Ops & roadmap

2 of 8 tasks done

Living roadmap, backups, monitoring, housekeeping.

BacklogSBN-1Strategy Bench Roadmap & Status (living doc — updated by sessions)
Needs MohitSBN-35Nightly stalls at its 10 GiB memory cap after the regime blocks grew (2026-09-06 run killed by Mohit)
BacklogSBN-36Market data must populate daily for every venue/instrument/timeframe: IBKR hourly top-up, Binance coarse TFs, Tiingo daily+equity, freshness alert
BacklogSBN-39Tests must not open the production results.duckdb read-write (pytest held the write lock for ~15 min and blocked an apply)
DoneSBN-42Bench engine bug: funding_carry books a fixed $10k funding overlay after the price account is insolvent (Sharpe 9 artifact, 55 curves)
DoneSBN-47Bench nightly backfill phase thrashes at the 10G memory cap after a large new batch
BacklogSBN-53Windows bench lake: IBKR SPY/TLT/XLRE 1h parquets overwritten by test fixtures (2026-09-18 01:10)
BacklogSBN-58Bench nightly exits 1 on 3 of last 4 nights although factory status is ok

Coming next

Meta-layer

0 of 3 tasks done

Blended survivor book, selector validation, champion lifecycle, de-risking overlay (per 2026-08-18 deep research).

BacklogINB-253Bench meta-layer from deep research: blended survivor book, mandatory nulls, selector validation, cost-aware generation, champion lifecycle
BacklogSBN-28Vol-regime attribution per strategy family, then family-specific causal vol overlay (from the Wick vol-mean-reversion tweet)
Needs MohitSBN-40Survivor book shows 0 survivors while the six-gate funnel ends at 3: reconcile the exporter's survivor definition

Already yours

Factory live on VPSDelivered 18 Aug 2026

Engine + gauntlet + nightly timer + DR, fully off the PC.