{ "generated_at": "2026-06-23T10:02:46.704796+00:00", "generated_date": "2026-06-23", "source": "alpha_engine/money_ready_verdict.py --json", "classes": { "CRYPTO": { "intrabar_truth": { "n": 1220, "wr": 0.327, "pf": 0.7899, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "intrabar_daily_divergence": { "daily_pf": 0.4056, "daily_wr": 0.4451, "honest_pf": 0.7899, "honest_wr": 0.327, "honest_n": 1220, "pf_inflation_x": 0.51, "wr_inflation_pp": 11.8, "gate_source": "intrabar_truth", "flag": false }, "policy_clean_n": 2157, "policy_clean_wr": 0.4451, "policy_clean_wr_pct": 44.51, "policy_clean_pf": 0.4056, "n_resolved": 1220, "wr": 0.327, "wr_pct": 32.7, "pf": 0.7899, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": 0.0, "pbo_ok": true, "pbo": 0.0, "spa_ok": true, "spa_p": 0.0, "n_spa_pass": 2, "expectancy": -0.057589, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 147, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 1.0009, "mdd_ok": false, "cvar_95": -92.9939, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": true, "n_fdr_pass": 1, "n_bonferroni_pass": 1, "n_fdr_tested": 13, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": false, "n_profitable_multi_source": 0, "n_profitable_single_source": 3, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.12, "recency_most_recent": "2026-06-23T07:01:11.012342+00:00", "recency_note": "ok", "bootstrap_ci_lower": -0.046443, "bootstrap_ci_upper": -0.026708, "bootstrap_ci_ok": false, "wf_oos_ratio": 3.1151, "wf_oos_is_pf": 0.2419, "wf_oos_oos_pf": 0.7535, "wf_oos_ok": true, "top_sleeves": [ { "strategy": "Extreme Fear Contrarian Buy", "n": 30, "wr": 90.0, "pf": 15.75, "is_single_source": false, "source": "resolver_grade", "policy_blocked": false, "note": "resolver_grade" }, { "strategy": "battleground_ml_relaxed_mut", "n": 36, "wr": 66.67, "pf": 3.1623, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" }, { "strategy": "claude_ml_moderate_mut", "n": 96, "wr": 52.08, "pf": 1.5795, "is_single_source": false, "source": "resolver_grade", "policy_blocked": false, "note": "resolver_grade" }, { "strategy": "crypto_liquidity_wick_reversal_v1", "n": 30, "wr": 60.0, "pf": 1.5534, "is_single_source": true, "source": "policy_clean", "policy_blocked": false, "note": "single-source" } ], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "BTCUSDT", "top_symbol_share": 0.0839, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.9764, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": 0.0, "note": "" }, "pbo": { "ok": true, "pbo": 0.0, "n_strategies": 13, "note": "" }, "spa": { "ok": true, "spa_p": 0.0, "n_spa_pass": 2, "n_strategies_tested": 13, "note": "" }, "expectancy": { "expectancy": -0.057589, "expectancy_ok": false, "adj_win": 0.054387, "adj_loss": 0.111996, "slippage_bps": 15.0, "note": "" }, "mdd_cvar": { "mdd": 1.0009, "mdd_ok": false, "cvar_95": -92.9939, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": true, "n_tested": 13, "n_fdr_pass": 1, "n_bonferroni_pass": 1, "min_p": 0.0, "fdr_q": 0.1, "bonferroni_threshold": 0.007692, "note": "" }, "single_source": { "ok": false, "n_profitable": 3, "n_profitable_single_source": 3, "n_profitable_multi_source": 0, "single_source_strategies": [ "Extreme Fear Contrarian Buy", "atr_percentile_gate", "crypto_liquidity_wick_reversal_v1" ], "note": "all profitable sleeves are single-source (artifact edge)" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-23T07:01:11.012342+00:00", "days_since_last": 0.12, "note": "ok" } } }, "EQUITY": { "intrabar_truth": { "n": 124, "wr": 0.3629, "pf": 0.4753, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "intrabar_daily_divergence": { "daily_pf": 0.7188, "daily_wr": 0.4121, "honest_pf": 0.4753, "honest_wr": 0.3629, "honest_n": 124, "pf_inflation_x": 1.51, "wr_inflation_pp": 4.9, "gate_source": "intrabar_truth", "flag": true }, "policy_clean_n": 461, "policy_clean_wr": 0.4121, "policy_clean_wr_pct": 41.21, "policy_clean_pf": 0.7188, "n_resolved": 124, "wr": 0.3629, "wr_pct": 36.29, "pf": 0.4753, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": true, "dsr_score": 0.9931, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.000131, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.9999, "mdd_ok": false, "cvar_95": -5.2897, "cvar_ok": true, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.09, "recency_most_recent": "2026-06-23T07:58:42.179669+00:00", "recency_note": "ok", "bootstrap_ci_lower": -0.000633, "bootstrap_ci_upper": 0.036641, "bootstrap_ci_ok": false, "wf_oos_ratio": 1.0313, "wf_oos_is_pf": 2.3937, "wf_oos_oos_pf": 2.4686, "wf_oos_ok": true, "top_sleeves": [], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": false, "data_source": "dashboard_fallback", "top_symbol": "AAPL", "top_symbol_share": 0.1412, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.8, "source_concentration_capped": true, "high_conviction_rate": 0.1844, "long_term_stability_rate": 0.1844, "details": { "dsr": { "ok": true, "dsr_score": 0.9931, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.000131, "expectancy_ok": false, "adj_win": 0.041506, "adj_loss": 0.023848, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.9999, "mdd_ok": false, "cvar_95": -5.2897, "cvar_ok": true, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-23T07:58:42.179669+00:00", "days_since_last": 0.09, "note": "ok" } } }, "FUTURES": { "intrabar_truth": { "n": 16, "wr": 0.3125, "pf": 0.49, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "intrabar_daily_divergence": { "daily_pf": 1.2059, "daily_wr": 0.2222, "honest_pf": 0.49, "honest_wr": 0.3125, "honest_n": 16, "pf_inflation_x": 2.46, "wr_inflation_pp": -9.0, "gate_source": "insufficient_intrabar", "flag": true }, "policy_clean_n": 18, "policy_clean_wr": 0.2222, "policy_clean_wr_pct": 22.22, "policy_clean_pf": 1.2059, "n_resolved": 18, "wr": 0.2222, "wr_pct": 22.22, "pf": 1.2059, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": NaN, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.001795, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.1721, "mdd_ok": true, "cvar_95": -4.7659, "cvar_ok": true, "_mdd_cvar_gate_ok": true, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.35, "recency_most_recent": "2026-06-23T01:39:54.851974+00:00", "recency_note": "ok", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "CL=F", "top_symbol_share": 0.2222, "concentration_capped": false, "top_source": "multi_asset_scanner", "top_source_share": 0.6111, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": NaN, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.001795, "expectancy_ok": true, "adj_win": 0.072727, "adj_loss": 0.018469, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.1721, "mdd_ok": true, "cvar_95": -4.7659, "cvar_ok": true, "gate_ok": true, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-23T01:39:54.851974+00:00", "days_since_last": 0.35, "note": "ok" } } }, "FOREX": { "intrabar_truth": { "n": 116, "wr": 0.4569, "pf": 1.2432, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "intrabar_daily_divergence": { "daily_pf": 1.303, "daily_wr": 0.4393, "honest_pf": 1.2432, "honest_wr": 0.4569, "honest_n": 116, "pf_inflation_x": 1.05, "wr_inflation_pp": -1.8, "gate_source": "intrabar_truth", "flag": false }, "policy_clean_n": 107, "policy_clean_wr": 0.4393, "policy_clean_wr_pct": 43.93, "policy_clean_pf": 1.303, "n_resolved": 116, "wr": 0.4569, "wr_pct": 45.69, "pf": 1.2432, "n_ok": true, "wr_ok": true, "pf_ok": false, "dsr_ok": true, "dsr_score": 1.0, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.040689, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 1.0, "mdd_ok": false, "cvar_95": -82.916, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.59, "recency_most_recent": "2026-06-22T19:46:36.411707+00:00", "recency_note": "ok", "bootstrap_ci_lower": -0.039361, "bootstrap_ci_upper": 0.103638, "bootstrap_ci_ok": false, "wf_oos_ratio": 0.2059, "wf_oos_is_pf": 1.5838, "wf_oos_oos_pf": 0.3261, "wf_oos_ok": false, "top_sleeves": [ { "strategy": "non_crypto_consensus", "n": 223, "wr": 52.91, "pf": 9.677, "is_single_source": false, "source": "resolver_grade", "policy_blocked": false, "note": "resolver_grade" } ], "_recency_warn": false, "verdict": "WATCH", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "EURUSD", "top_symbol_share": 0.2523, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.6355, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": true, "dsr_score": 1.0, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.040689, "expectancy_ok": true, "adj_win": 0.315335, "adj_loss": 0.190366, "slippage_bps": 5.0, "note": "" }, "mdd_cvar": { "mdd": 1.0, "mdd_ok": false, "cvar_95": -82.916, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-22T19:46:36.411707+00:00", "days_since_last": 0.59, "note": "ok" } } }, "INDEX": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "intrabar_daily_divergence": { "daily_pf": null, "daily_wr": 1.0, "honest_pf": null, "honest_wr": null, "honest_n": null, "pf_inflation_x": null, "wr_inflation_pp": null, "gate_source": "legacy_fallback", "flag": false }, "policy_clean_n": 1, "policy_clean_wr": 1.0, "policy_clean_wr_pct": 100.0, "policy_clean_pf": null, "n_resolved": 1, "wr": 1.0, "wr_pct": 100.0, "pf": null, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": null, "expectancy_ok": null, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": false, "recency_days_since_last": 11.34, "recency_most_recent": "2026-06-12T01:58:51.855950+00:00", "recency_note": "no picks closed in last 48h (last=11.3d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "NQ=F", "top_symbol_share": 1.0, "concentration_capped": true, "top_source": "UNKNOWN", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=1 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": null, "expectancy_ok": null, "note": "avg_win or avg_loss unavailable (no pick data)" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": false, "most_recent": "2026-06-12T01:58:51.855950+00:00", "days_since_last": 11.34, "note": "no picks closed in last 48h (last=11.3d ago)" } } }, "COMMODITY": { "intrabar_truth": { "n": 126, "wr": 0.3968, "pf": 1.1366, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "intrabar_truth", "intrabar_daily_divergence": { "daily_pf": 0.7511, "daily_wr": 0.5385, "honest_pf": 1.1366, "honest_wr": 0.3968, "honest_n": 126, "pf_inflation_x": 0.66, "wr_inflation_pp": 14.2, "gate_source": "intrabar_truth", "flag": false }, "policy_clean_n": 13, "policy_clean_wr": 0.5385, "policy_clean_wr_pct": 53.85, "policy_clean_pf": 0.7511, "n_resolved": 126, "wr": 0.3968, "wr_pct": 39.68, "pf": 1.1366, "n_ok": true, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": NaN, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.013971, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.1003, "mdd_ok": true, "cvar_95": -8.6903, "cvar_ok": true, "_mdd_cvar_gate_ok": true, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.13, "recency_most_recent": "2026-06-23T07:01:11.036120+00:00", "recency_note": "ok", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "NOT_READY", "policy_frozen": true, "data_source": "dashboard_fallback", "top_symbol": "SI=F", "top_symbol_share": 0.25, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.8333, "source_concentration_capped": true, "high_conviction_rate": 0.9231, "long_term_stability_rate": 0.9231, "details": { "dsr": { "ok": false, "dsr_score": NaN, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.013971, "expectancy_ok": false, "adj_win": 0.024205, "adj_loss": 0.039085, "slippage_bps": 12.0, "note": "" }, "mdd_cvar": { "mdd": 0.1003, "mdd_ok": true, "cvar_95": -8.6903, "cvar_ok": true, "gate_ok": true, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-23T07:01:11.036120+00:00", "days_since_last": 0.13, "note": "ok" } } }, "ETF": { "intrabar_truth": { "n": 16, "wr": 0.0, "pf": 0.0, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "intrabar_daily_divergence": { "daily_pf": 1.8503, "daily_wr": 0.6061, "honest_pf": 0.0, "honest_wr": 0.0, "honest_n": 16, "pf_inflation_x": null, "wr_inflation_pp": 60.6, "gate_source": "insufficient_intrabar", "flag": true }, "policy_clean_n": 33, "policy_clean_wr": 0.6061, "policy_clean_wr_pct": 60.61, "policy_clean_pf": 1.8503, "n_resolved": 33, "wr": 0.6061, "wr_pct": 60.61, "pf": 1.8503, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": false, "dsr_score": NaN, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.2489, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.9856, "mdd_ok": false, "cvar_95": -84.86, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": false, "recency_gate_48h": false, "recency_days_since_last": 32.28, "recency_most_recent": "2026-05-22T03:24:05+00:00", "recency_note": "no picks closed in last 14d (last=32.3d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "dashboard_fallback", "top_symbol": "SPY", "top_symbol_share": 0.5789, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 0.6842, "source_concentration_capped": true, "high_conviction_rate": 0.5758, "long_term_stability_rate": 0.5758, "details": { "dsr": { "ok": false, "dsr_score": NaN, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.2489, "expectancy_ok": true, "adj_win": 0.60157, "adj_loss": 0.29367, "slippage_bps": 8.0, "note": "" }, "mdd_cvar": { "mdd": 0.9856, "mdd_ok": false, "cvar_95": -84.86, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": false, "gate_48h": false, "most_recent": "2026-05-22T03:24:05+00:00", "days_since_last": 32.28, "note": "no picks closed in last 14d (last=32.3d ago)" } } }, "CHEAP_STOCKS": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "intrabar_daily_divergence": { "daily_pf": 7.9856, "daily_wr": 0.75, "honest_pf": null, "honest_wr": null, "honest_n": null, "pf_inflation_x": null, "wr_inflation_pp": null, "gate_source": "legacy_fallback", "flag": false }, "policy_clean_n": 4, "policy_clean_wr": 0.75, "policy_clean_wr_pct": 75.0, "policy_clean_pf": 7.9856, "n_resolved": 4, "wr": 0.75, "wr_pct": 75.0, "pf": 7.9856, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.168224, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": null, "recency_gate_48h": null, "recency_days_since_last": null, "recency_most_recent": null, "recency_note": "no date field found in picks", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "CHPT", "top_symbol_share": 0.25, "concentration_capped": false, "top_source": "cheap_stock_cross_momentum_winner", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=4 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.168224, "expectancy_ok": true, "adj_win": 0.256931, "adj_loss": 0.097899, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": null, "note": "no date field found in picks", "most_recent": null, "days_since_last": null } } }, "BOND": { "intrabar_truth": { "n": 8, "wr": 0.25, "pf": 1.2704, "source": "at_signal_outcomes.intrabar_*" }, "sizing_source": "insufficient_intrabar", "intrabar_daily_divergence": { "daily_pf": 85.4151, "daily_wr": 0.5, "honest_pf": 1.2704, "honest_wr": 0.25, "honest_n": 8, "pf_inflation_x": 67.23, "wr_inflation_pp": 25.0, "gate_source": "insufficient_intrabar", "flag": true }, "policy_clean_n": 2, "policy_clean_wr": 0.5, "policy_clean_wr_pct": 50.0, "policy_clean_pf": 85.4151, "n_resolved": 2, "wr": 0.5, "wr_pct": 50.0, "pf": 85.4151, "n_ok": false, "wr_ok": true, "pf_ok": true, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": 0.4466, "expectancy_ok": true, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": true, "recency_gate_48h": true, "recency_days_since_last": 0.74, "recency_most_recent": "2026-06-22T16:17:03.104030+00:00", "recency_note": "ok", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": true, "data_source": "closed_picks", "top_symbol": "DNA", "top_symbol_share": 0.5, "concentration_capped": false, "top_source": "bond_scanner", "top_source_share": 0.5, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=2 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": 0.4466, "expectancy_ok": true, "adj_win": 0.9046, "adj_loss": 0.0114, "slippage_bps": 8.0, "note": "" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": true, "gate_48h": true, "most_recent": "2026-06-22T16:17:03.104030+00:00", "days_since_last": 0.74, "note": "ok" } } }, "PENNY_STOCK": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "intrabar_daily_divergence": { "daily_pf": 0.0, "daily_wr": 0.0, "honest_pf": null, "honest_wr": null, "honest_n": null, "pf_inflation_x": null, "wr_inflation_pp": null, "gate_source": "legacy_fallback", "flag": false }, "policy_clean_n": 1, "policy_clean_wr": 0.0, "policy_clean_wr_pct": 0.0, "policy_clean_pf": 0.0, "n_resolved": 1, "wr": 0.0, "wr_pct": 0.0, "pf": 0.0, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": null, "dsr_score": null, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": null, "expectancy_ok": null, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "_mdd_cvar_gate_ok": null, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": false, "recency_gate_48h": false, "recency_days_since_last": 103.42, "recency_most_recent": "2026-03-11T23:57:30.269572+00:00", "recency_note": "no picks closed in last 14d (last=103.4d ago)", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "SOFI", "top_symbol_share": 1.0, "concentration_capped": true, "top_source": "multi_asset_scanner", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": null, "note": "n=1 too small for DSR", "dsr_score": null }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": null, "expectancy_ok": null, "note": "avg_win or avg_loss unavailable (no pick data)" }, "mdd_cvar": { "mdd": null, "mdd_ok": null, "cvar_95": null, "cvar_ok": null, "gate_ok": null, "mdd_source": null }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": false, "gate_48h": false, "most_recent": "2026-03-11T23:57:30.269572+00:00", "days_since_last": 103.42, "note": "no picks closed in last 14d (last=103.4d ago)" } } }, "MEME": { "intrabar_truth": null, "sizing_source": "legacy_fallback", "intrabar_daily_divergence": { "daily_pf": 0.0234, "daily_wr": 0.1, "honest_pf": null, "honest_wr": null, "honest_n": null, "pf_inflation_x": null, "wr_inflation_pp": null, "gate_source": "legacy_fallback", "flag": false }, "policy_clean_n": 10, "policy_clean_wr": 0.1, "policy_clean_wr_pct": 10.0, "policy_clean_pf": 0.0234, "n_resolved": 10, "wr": 0.1, "wr_pct": 10.0, "pf": 0.0234, "n_ok": false, "wr_ok": false, "pf_ok": false, "dsr_ok": false, "dsr_score": NaN, "pbo_ok": null, "pbo": null, "spa_ok": null, "spa_p": null, "n_spa_pass": 0, "expectancy": -0.065758, "expectancy_ok": false, "_slippage_gate_enabled": true, "_slippage_recommend": null, "_ml_enhanced_quarantine_enabled": true, "_ml_enhanced_quarantine_n": 0, "_ml_enhanced_quarantine_recommend": null, "_mdd_gate_enforce": true, "mdd": 0.4936, "mdd_ok": false, "cvar_95": -13.8523, "cvar_ok": false, "_mdd_cvar_gate_ok": false, "_mdd_cvar_recommend": null, "_fdr_gate_enforce": false, "fdr_ok": null, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "n_fdr_tested": 0, "_fdr_recommend": null, "_single_source_gate_enforce": false, "single_source_ok": null, "n_profitable_multi_source": 0, "n_profitable_single_source": 0, "_single_source_recommend": null, "recency_ok": null, "recency_gate_48h": null, "recency_days_since_last": null, "recency_most_recent": null, "recency_note": "no date field found in picks", "bootstrap_ci_lower": null, "bootstrap_ci_upper": null, "bootstrap_ci_ok": null, "wf_oos_ratio": null, "wf_oos_is_pf": null, "wf_oos_oos_pf": null, "wf_oos_ok": null, "top_sleeves": [], "_recency_warn": false, "verdict": "INSUFFICIENT_DATA", "policy_frozen": false, "data_source": "closed_picks", "top_symbol": "DOGE-USD", "top_symbol_share": 0.4, "concentration_capped": false, "top_source": "UNKNOWN", "top_source_share": 1.0, "source_concentration_capped": true, "high_conviction_rate": 1.0, "long_term_stability_rate": 1.0, "details": { "dsr": { "ok": false, "dsr_score": NaN, "note": "" }, "pbo": { "ok": null, "note": "need \u22652 strategies with n\u226520, got 0", "pbo": null }, "spa": { "ok": null, "note": "no strategies with n\u226520", "spa_p": null, "n_spa_pass": 0 }, "expectancy": { "expectancy": -0.065758, "expectancy_ok": false, "adj_win": 0.014543, "adj_loss": 0.07468, "slippage_bps": 10.0, "note": "" }, "mdd_cvar": { "mdd": 0.4936, "mdd_ok": false, "cvar_95": -13.8523, "cvar_ok": false, "gate_ok": false, "mdd_source": "registry" }, "fdr": { "ok": null, "n_tested": 0, "n_fdr_pass": 0, "n_bonferroni_pass": 0, "min_p": null, "fdr_q": 0.1, "note": "need >=2 testable strategies (n>=20), got 0" }, "single_source": { "ok": null, "n_profitable": 0, "n_profitable_single_source": 0, "n_profitable_multi_source": 0, "note": "no profitable strategy with n>=20" }, "recency": { "ok": null, "note": "no date field found in picks", "most_recent": null, "days_since_last": null } } } }, "drift": { "baseline": "2026-06-22T23:23:11.107652+00:00", "per_class": { "CRYPTO": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": -0.0011, "pf_delta": -0.0034, "n_delta": 7, "gate_flips": {} }, "EQUITY": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "FUTURES": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": -0.0131, "pf_delta": 0.0272, "n_delta": 1, "gate_flips": {} }, "FOREX": { "verdict_from": "WATCH", "verdict_to": "WATCH", "verdict_changed": false, "wr_delta": -0.0033, "pf_delta": -0.0165, "n_delta": 3, "gate_flips": {} }, "INDEX": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": null, "n_delta": 0, "gate_flips": {} }, "COMMODITY": { "verdict_from": "NOT_READY", "verdict_to": "NOT_READY", "verdict_changed": false, "wr_delta": 0.0066, "pf_delta": -0.0016, "n_delta": 3, "gate_flips": {} }, "ETF": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0394, "pf_delta": 0.4341, "n_delta": 3, "gate_flips": { "dsr_ok": [ true, false ] } }, "CHEAP_STOCKS": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "BOND": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "PENNY_STOCK": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} }, "MEME": { "verdict_from": "INSUFFICIENT_DATA", "verdict_to": "INSUFFICIENT_DATA", "verdict_changed": false, "wr_delta": 0.0, "pf_delta": 0.0, "n_delta": 0, "gate_flips": {} } } }, "summary": { "money_ready": [], "watch": [ "FOREX" ], "n_classes": 11 } }