{% extends "base.html" %}
{% block title %}{{ d.display_name }}{% endblock %}
{% block body %}
<p><a href="/">&larr; Overview</a></p>
<p>sleeve <b>{{ d.sleeve }}</b> · venue <b>{{ d.venue }}</b> · as of <b>{{ d.as_of or '—' }}</b>
   · <span class="badge {{ d.gate_status }}">{{ d.gate_status }}</span> <span class="muted">{{ d.gate_reason }}</span></p>
{% if d.status %}
<p class="badge WAIT">{{ d.status }}</p>
<p class="muted">{{ d.note }}</p>
{% endif %}
<p>{{ d.days }} forward days ·
   <span class="{{ 'pos' if d.total_return_pct >= 0 else 'neg' }}">{{ '%+.2f'|format(d.total_return_pct) }}%</span>
   · Sharpe {{ '%.2f'|format(d.sharpe) }} · maxDD {{ '%.1f'|format(100*d.maxdd) }}%</p>
<div>{{ curve|safe }}</div>

{% if d.funding_label %}
<div class="lc">
  <div class="lct">Funding health <span class="r">
    {%- if d.funding_label == 'funded' -%}<span class="b funded small"><span class="dot"></span>funded</span>
    {%- elif d.funding_label == 'decaying' -%}<span class="b decaying small"><span class="dot"></span>decaying {{ d.funding_decay_run }}/10</span>
    {%- else -%}<span class="b defunded small"><span class="dot"></span>de-funded</span>{%- endif -%}</span></div>
  <div class="lcb">
    <div class="kv"><span class="k">State</span><span class="v">{{ d.funding_label }}</span></div>
    <div class="kv"><span class="k">First passed</span><span class="v">{{ d.funding_first_pass_date or '— (deploy-tier by config)' }}</span></div>
    <div class="kv"><span class="k">Decay / recovery run</span><span class="v">{{ d.funding_decay_run }} / {{ d.funding_recovery_run }}</span></div>
    <div class="why">De-funds after 10 consecutive divergence days from the backtest; re-funds after 15 clean days.
      {% if d.funding_policy_version %}<span class="muted">gate-policy v{{ d.funding_policy_version }}</span>{% endif %}</div>
  </div>
</div>
{% endif %}
{% if d.alloc_dollars is not none %}
<div class="lc">
  <div class="lct">Allocation <span class="r">${{ d.alloc_dollars|money }}</span></div>
  <div class="lcb">
    <div class="kv"><span class="k">Target capital</span><span class="v">${{ d.alloc_dollars|money }}</span></div>
    {% if d.alloc_weight is not none %}<div class="kv"><span class="k">Book weight</span><span class="v">{{ (d.alloc_weight*100)|round|int }}% of gross</span></div>{% endif %}
    <div class="why">Ex-ante vol-target sizing, marginal-Sharpe survivor, bounded by the $35k fund ceiling.
      {% if d.alloc_policy_version %}<span class="muted">alloc-policy v{{ d.alloc_policy_version }}</span>{% endif %}</div>
  </div>
</div>
{% elif d.funding_label == 'de-funded' %}
<div class="lc"><div class="lct">Allocation <span class="r">$0</span></div>
  <div class="lcb"><div class="why">$0 — de-funded / killswitched, held as cash.</div></div></div>
{% endif %}
{% if d.exec_twin_sid and d.exec_return_pct is not none %}
<div class="lc">
  <div class="lct">Executed reality <span class="r"><span class="exec-tag">{{ d.exec_venue or d.venue }}</span></span></div>
  <div class="lcb">
    <div class="kv"><span class="k">Executed forward</span><span class="v">{{ '%+.2f'|format(d.exec_return_pct) }}%</span></div>
    <div class="kv"><span class="k">Modeled forward</span><span class="v">{{ '%+.2f'|format(d.total_return_pct) }}%</span></div>
    <div class="kv"><span class="k">Divergence</span><span class="v {{ 'pos' if d.exec_divergence_pct >= 0 else 'neg' }}">{{ '%+.2f'|format(d.exec_divergence_pct) }}%</span></div>
    {% if exec_slippage_bps is not none %}<div class="kv"><span class="k">Mean slippage</span><span class="v">{{ '%.1f'|format(exec_slippage_bps) }} bp</span></div>{% endif %}
    <div class="why">Envelope-basis, funding &amp; fee net — execution decay shows as divergence.
      <a href="/strategy/{{ d.exec_twin_sid }}">{{ d.exec_twin_sid }} →</a></div>
  </div>
</div>
{% endif %}

{% if d.bt_status %}
<h3>backtest verdict <span class="badge {{ d.bt_status }}">{{ d.bt_status }}</span>
  <span class="muted">as of {{ d.bt_as_of or '—' }}</span></h3>
<p><span class="{{ 'pos' if (d.bt_cagr or 0) >= 0 else 'neg' }}">CAGR {{ '%+.1f'|format(100*d.bt_cagr) if d.bt_cagr is not none else '—' }}%</span>
   · vol {{ '%.1f'|format(100*d.bt_ann_vol) if d.bt_ann_vol is not none else '—' }}% · Sharpe {{ '%.2f'|format(d.bt_sharpe) if d.bt_sharpe is not none else '—' }}
   · maxDD {{ '%.1f'|format(100*d.bt_maxdd) if d.bt_maxdd is not none else '—' }}% · DSR {{ '%.2f'|format(d.bt_dsr) if d.bt_dsr is not none else '—' }}
   · OOS Sharpe {{ '%.2f'|format(d.bt_oos_sharpe) if d.bt_oos_sharpe is not none else '—' }}</p>
{% endif %}

{% if backtest_reference %}
<h3>Backtest reference <span class="muted">(standalone, vol-targeted @ {{ '%.0f'|format(backtest_reference.vol_target_pct) }}%)</span></h3>
<p><span class="{{ 'pos' if backtest_reference.ann_return_pct >= 0 else 'neg' }}">{{ '%+.1f'|format(backtest_reference.ann_return_pct) }}%/yr</span>
   · Sharpe {{ '%.2f'|format(backtest_reference.sharpe) }}
   · maxDD {{ '%.1f'|format(backtest_reference.max_dd_pct) }}%</p>
<p class="muted">Standalone backtest on the precomputed return series, scaled to a common annual vol target so it's comparable. The forward record above is still building.</p>
{% endif %}

{% if sleeve_breakdown %}
<h3>Sleeves <span class="muted">(standalone, vol-targeted @ 20% — the book combines them naive eq-wt)</span></h3>
<div class="table-wrap"><table><thead><tr><th>sleeve</th><th>Sharpe</th><th>ann ret%</th><th>maxDD%</th></tr></thead><tbody>
{% for sb in sleeve_breakdown %}
  <tr><td>{{ sb.sleeve }}</td>
    <td>{{ '%.2f'|format(sb.sharpe) }}</td>
    <td class="{{ 'pos' if sb.ann_return_pct >= 0 else 'neg' }}">{{ '%+.1f'|format(sb.ann_return_pct) }}</td>
    <td class="neg">{{ '%.1f'|format(sb.max_dd_pct) }}</td></tr>
{% endfor %}
</tbody></table></div>
{% endif %}

<h3>per-period returns &amp; rolling mean <span class="muted">(raw — no normalization)</span></h3>
{% for period in ["daily", "weekly", "monthly"] %}
<details {% if period == "weekly" %}open{% endif %}>
  <summary>{{ period }}</summary>
  <div class="table-wrap"><table><thead><tr><th>period</th><th>ret%</th><th>rolling mean%</th></tr></thead><tbody>
  {% for p in d.periods[period] %}
    <tr><td>{{ p.label }}</td>
      <td class="{{ 'pos' if p.ret >= 0 else 'neg' }}">{{ '%+.3f'|format(100*p.ret) }}</td>
      <td class="{{ 'pos' if p.rolling_mean >= 0 else 'neg' }}">{{ '%+.3f'|format(100*p.rolling_mean) }}</td></tr>
  {% else %}
    <tr><td colspan="3" class="muted">no data yet</td></tr>
  {% endfor %}
  </tbody></table></div>
</details>
{% endfor %}

<h3>daily forward rows</h3>
<div class="table-wrap"><table><thead><tr><th>date</th><th>ret%</th><th>nav</th></tr></thead><tbody>
{% for p in d.history %}
  <tr><td>{{ p.date }}</td>
    <td class="{{ 'pos' if p.ret >= 0 else 'neg' }}">{{ '%+.3f'|format(100*p.ret) }}</td>
    <td>{{ '%.4f'|format(p.nav) }}</td></tr>
{% endfor %}
</tbody></table></div>
{% endblock %}