๐๏ธ Platform Health
Building
Alpha (Notebooks)29/29 โ
Beta (Pipeline Scripts)29/29 โ
Hotpath (Rust)Not Started
Active Issuesโ
๐ฌ Pipeline Status
Ready
Config Cache29/29 RPCs
Feature Cache1,763 trades
Offline ReadyYes โ
Last RunNever
โก Recent Issues
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๐๏ธ Platform Health โ Alpha / Beta / Hotpath
๐๏ธ Infrastructure
๐ฌ Pipeline Flow โ 7 Phases, 29 Steps
Model: factor_timing_v2.0.0 | Session: No active session
Click any step to view details in the side panel โ
๐ Strategy Lineage โ CSP via ML Cascade
Thesis: Cash-secured put selection via 3-stage ML cascade (win predictor โ catastrophe filter โ EV calculator)
โ
v1.0-binary FAILED
Expert review panel: unanimous non-certification. 8 critical findings (C-1 through C-8).
v1.0-binary โ Expert Review Summary
Review Date: July 2025
Outcome: Unanimous non-certification (3/3 reviewers)
Sharpe Ratio: -0.89 (target: >0.5)
AUC Train/Test Gap: 0.256 (severe overfitting)
8 Critical Findings:
C-1: Three models are actually one (identical feature weights)
C-2: Severe overfitting โ AUC gap of 0.256
C-3: Paper trading broken โ 0 trades executed
C-4: Catastrophe filter only 20% recall
C-5: No position sizing at all
C-6: Only 3 walk-forward folds (need 10+)
C-7: Feature redundancy โ 62 features, many correlated
C-8: Class imbalance not addressed
Decision: Full pipeline rebuild required โ factor_timing_v2.0.0
Review Date: July 2025
Outcome: Unanimous non-certification (3/3 reviewers)
Sharpe Ratio: -0.89 (target: >0.5)
AUC Train/Test Gap: 0.256 (severe overfitting)
8 Critical Findings:
C-1: Three models are actually one (identical feature weights)
C-2: Severe overfitting โ AUC gap of 0.256
C-3: Paper trading broken โ 0 trades executed
C-4: Catastrophe filter only 20% recall
C-5: No position sizing at all
C-6: Only 3 walk-forward folds (need 10+)
C-7: Feature redundancy โ 62 features, many correlated
C-8: Class imbalance not addressed
Decision: Full pipeline rebuild required โ factor_timing_v2.0.0
โ
P0 Fixes Done
fillna(0) โ fail-fast, MC contamination fix, architecture plan, shadow orchestrator, Prometheus metrics.
P0 Fixes โ Emergency Remediation
Timeline: December 2025 โ January 2026
Scope: Immediate fixes before full rebuild
Changes Made:
โ Removed all fillna(0) calls โ replaced with fail-fast assertions
โ Fixed Monte Carlo contamination (train data leaking into test)
โ Designed 7-phase pipeline architecture (ADR-1)
โ Built shadow trading orchestrator (499 lines)
โ Added Prometheus metrics schema
Impact: Unblocked v2.0.0 pipeline development
Timeline: December 2025 โ January 2026
Scope: Immediate fixes before full rebuild
Changes Made:
โ Removed all fillna(0) calls โ replaced with fail-fast assertions
โ Fixed Monte Carlo contamination (train data leaking into test)
โ Designed 7-phase pipeline architecture (ADR-1)
โ Built shadow trading orchestrator (499 lines)
โ Added Prometheus metrics schema
Impact: Unblocked v2.0.0 pipeline development
โ
factor_timing_v2.0.0 In Pipeline
Full pipeline rebuild: 7 phases, 29 steps. Addressing all 8 C-findings. New bucket architecture, HPO, walk-forward.
factor_timing_v2.0.0 โ Current Build
Architecture: 7 phases, 29 steps, StepRunner framework
Total Code: 12,941 lines (scripts) + 6,522 lines (shared)
Offline Test: 0 DB violations, all 29 steps pass structural check
C-Finding Resolution:
โ C-1: Unique model fingerprints enforced (Step 2.1 Uniqueness Agent)
โ C-2: Contamination fixed, expanding window walk-forward
๐ก C-3: Script built (499L), needs real data run
๐ก C-4: Improved approach, 50%+ recall target (was 20%)
โ C-5: Half-Kelly sizing with $0.65/contract friction
๐ก C-6: 10+ fold expanding window built (1,051L), needs data
โ C-7: GATE step with SHAP + permutation importance
โ C-8: Configurable SMOTE/weighting in training step
Remaining Work: Run with real data, resolve issues, certification
Architecture: 7 phases, 29 steps, StepRunner framework
Total Code: 12,941 lines (scripts) + 6,522 lines (shared)
Offline Test: 0 DB violations, all 29 steps pass structural check
C-Finding Resolution:
โ C-1: Unique model fingerprints enforced (Step 2.1 Uniqueness Agent)
โ C-2: Contamination fixed, expanding window walk-forward
๐ก C-3: Script built (499L), needs real data run
๐ก C-4: Improved approach, 50%+ recall target (was 20%)
โ C-5: Half-Kelly sizing with $0.65/contract friction
๐ก C-6: 10+ fold expanding window built (1,051L), needs data
โ C-7: GATE step with SHAP + permutation importance
โ C-8: Configurable SMOTE/weighting in training step
Remaining Work: Run with real data, resolve issues, certification
โ
Shadow Trading Next
30-day observation period. Daily scan, paper execution, performance tracking. Minimum 50 trades.
Shadow Trading โ Validation Phase
Duration: 30 calendar days minimum
Trade Minimum: 50 paper trades
Success Criteria:
โข Sharpe ratio > 0.5
โข Max drawdown < 15%
โข Win rate > 55%
โข No catastrophe filter misses
โข Drift detection: < 2ฯ feature drift
Prerequisites:
โณ Pipeline certification (Phase 6)
โณ All issues resolved
โณ SLACK_BOT_TOKEN configured
Status: Blocked on pipeline certification
Duration: 30 calendar days minimum
Trade Minimum: 50 paper trades
Success Criteria:
โข Sharpe ratio > 0.5
โข Max drawdown < 15%
โข Win rate > 55%
โข No catastrophe filter misses
โข Drift detection: < 2ฯ feature drift
Prerequisites:
โณ Pipeline certification (Phase 6)
โณ All issues resolved
โณ SLACK_BOT_TOKEN configured
Status: Blocked on pipeline certification
โ
Production Future
Rust hotpath integration. Real-time inference via Polygon.io WebSocket. Live trading with circuit breakers.
Production โ Live Trading
Target: Q2 2026
Architecture: Rust hotpath with ONNX model inference
Data Feed: Polygon.io WebSocket (real-time)
Components Needed:
โข ONNX model export from certified Python model
โข Rust inference engine (sub-millisecond)
โข Broker API integration (order routing)
โข Circuit breakers (max loss, max positions, volatility halt)
โข Prometheus + Grafana monitoring
Prerequisites:
โณ Shadow trading validation (30 days, 50+ trades)
โณ Risk committee approval
โณ Broker account setup
Target: Q2 2026
Architecture: Rust hotpath with ONNX model inference
Data Feed: Polygon.io WebSocket (real-time)
Components Needed:
โข ONNX model export from certified Python model
โข Rust inference engine (sub-millisecond)
โข Broker API integration (order routing)
โข Circuit breakers (max loss, max positions, volatility halt)
โข Prometheus + Grafana monitoring
Prerequisites:
โณ Shadow trading validation (30 days, 50+ trades)
โณ Risk committee approval
โณ Broker account setup
๐ C-Finding Resolution Tracker
โ
C-1: Three models are actually one โ Unique model fingerprints enforced (Step 2.1 Uniqueness Agent)
โ
C-2: Severe overfitting (0.256 AUC gap) โ Contamination fixed, expanding window walk-forward
โ ๏ธC-3: Paper trading broken (0 trades) โ Beta script built (499L), needs real data run
โ ๏ธC-4: Catastrophe filter 20% recall โ Improved approach, 80% acknowledged aspirational, target 50%+
โ
C-5: No position sizing โ Half-Kelly sizing with $0.65/contract friction
โ ๏ธC-6: 3 walk-forward folds โ 10+ fold expanding window built (1,051L), needs real data
โ
C-7: Feature redundancy (62 features) โ GATE step with SHAP + permutation importance
โ
C-8: Class imbalance not addressed โ Configurable SMOTE/weighting in training step
โฑ๏ธ Daily Operations Lifecycle
Recurring daily events for shadow trading and system health. Not yet active.
๐
Today's ScheduleNot Active
08:00Morning Scan โ Evaluate universe against cascade pipelineโฌ
08:30Trade Execution โ Paper trades for approved signalsโฌ
12:00Midday Check โ Position monitoring, stop loss reviewโฌ
15:00EOD Settlement โ Mark final PnL, update snapshotsโฌ
16:00Daily Slack Report โ Trades, PnL, running metricsโฌ
20:00Drift Detection โ Feature distribution monitoringโฌ
21:00Health Check โ DB connectivity, cache freshness, model integrityโฌ
22:00Backfill โ Sync any missing trade/feature dataโฌ
Shadow TradingNot Started
Observation Periodโ
Trades (Shadow)67 (historical)
Win Rateโ
Sharpeโ
| Date | Ticker | Type | Premium | Outcome |
|---|
Alerts & Escalation
Unacked Alerts0
Open Investigations0
Kill SwitchReady
๐ Issues & Error Tracking
Live from pipeline_errors table. Click any issue to expand details.
Total
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Critical
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Open
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