jgrusewski 19e669664b docs: plan — crypto honest-reference pipeline (8 bite-sized TDD tasks) ...

Implementation plan for the honest-reference spec. Builds on existing engines
(sleeve_weights_and_contributions -> coin-level {day:{sym:(w,r)}}, read_panel(_,"turnover")
for ADV, reconciliation_series == sleeve_returns_from_store(cost_bps=0) as the fidelity
invariant, nav_backfill_stats for Sharpe/CAGR/maxDD). Tasks: 1 honest-return core + fidelity
hard-stop, 2 AUM capacity curve, 3 sqrt-impact slippage + real-spread floor, 4 risk-parity
weights + book, 5 gates G1/G2/G3, 6 leverage-ceiling vs real DD + G4 anti-reactive, 7 candidate
edge #4 causal pump detector + 3-gate eval, 8 research report CLI. Read-only throughout; no
live cockpit/sizing change.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-07-15 21:21:26 +02:00

..

2026-06-14-crypto-execution-layer.md

plan(exec): crypto execution layer — 13 TDD tasks, 5 milestones

2026-06-14 16:42:00 +02:00

2026-06-14-edge-factory.md

plan(factory): ongoing diversification-aware edge-factory — 13 TDD tasks, 5 milestones

2026-06-14 19:40:18 +02:00

2026-06-14-fxhnt-cockpit-dashboard.md

plan(cockpit): add period-aware rolling mean (raw daily/weekly/monthly, no normalization)

2026-06-14 11:38:45 +02:00

2026-06-14-fxhnt-edge-pipeline-containerization.md

plan(fetch): edge-pipeline containerization spec + plan (combined book only)

2026-06-14 12:20:32 +02:00

2026-06-14-single-market-kinds.md

plan(strategies): bite-sized implementation plan — single-market kinds + OHLC contract

2026-06-14 22:55:46 +02:00

2026-06-15-lifecycle-dagster-b0.md

plan(lifecycle): bite-sized B0 plan — Dagster foundation + combined-book via warehouse

2026-06-15 10:57:18 +02:00

2026-06-15-unified-data-layer.md

plan(data): bite-sized implementation plan — unified data layer / warehouse-SSOT

2026-06-15 00:15:32 +02:00

2026-06-16-equity-factor-sleeve.md

docs(b2): implementation plan — equity-factor sleeve (7 tasks)

2026-06-16 17:19:08 +02:00

2026-06-16-lifecycle-b1-paper-tracks.md

docs(b1): poc ported faithfully WITH torch (real signal_sweep/pit_sweep) — no algo changes to dodge a dep

2026-06-16 06:27:45 +02:00

2026-06-17-equity-backtest-b3b.md

docs(b3b): walk-forward equity-factor backtest implementation plan

2026-06-17 12:17:39 +02:00

2026-06-18-cross-sectional-funding.md

docs(xsfunding): cross-sectional funding-dispersion implementation plan (6 tasks → verdict matrix)

2026-06-18 22:58:52 +02:00

2026-06-19-edge-discovery-sprint.md

docs: edge-discovery sprint plan (crypto XS factors + TS-trend + cross-asset trend, gauntlet-gated)

2026-06-19 19:33:10 +02:00

2026-06-19-funding-basis-modeling.md

docs(xsfunding): spot-perp basis-modeling implementation plan

2026-06-19 00:12:47 +02:00

2026-06-19-xsfunding-paper-track.md

docs(xsfunding): paper-forward track implementation plan

2026-06-19 07:38:51 +02:00

2026-06-21-crypto-tstrend-sleeve.md

docs: crypto TS-trend sleeve spec + implementation plan

2026-06-21 00:25:31 +02:00

2026-06-21-observability-2e.md

docs(2E): include alertmanager (useful) — operator brings it up; receivers a follow-up

2026-06-21 18:50:43 +02:00

2026-06-21-paper-dynamic-weighting.md

docs(paper): A3c implementation plan + spec return-fn signature fix

2026-06-21 23:27:01 +02:00

2026-06-21-paper-equal-weight-and-unlock.md

docs: plan — equal-weight replayable sleeves + wire unlock to warehouse (Phase 2F-A3b)

2026-06-21 22:17:34 +02:00

2026-06-21-paper-replay.md

docs: plan — paper replay (paper_nav + backfill + /paper/replay scrubber) Phase 2F-A3

2026-06-21 21:03:57 +02:00

2026-06-21-paper-snapshot.md

docs: plan — paper-snapshot job (current_weights per sleeve + service + dagster asset) Phase 2F-2

2026-06-21 20:10:44 +02:00

2026-06-21-paper-trading-cockpit.md

docs: plan — paper-trading cockpit MVP (TDD: persist positions/trades + live MTM view)

2026-06-21 19:21:39 +02:00

2026-06-21-stablecoin-rotation-sleeve.md

docs: stablecoin-rotation sleeve spec + implementation plan

2026-06-21 10:12:55 +02:00

2026-06-22-faithful-deltaneutral-carry.md

docs(carry): A5 faithful delta-neutral carry plan

2026-06-22 14:56:54 +02:00

2026-06-22-funding-ingest-xsfunding-replay.md

docs(funding): A4 funding-ingest + xsfunding-replay plan

2026-06-22 12:19:45 +02:00

2026-06-22-paper-adaptive-vol-budget.md

docs(paper): A3h adaptive vol budget plan

2026-06-22 11:13:51 +02:00

2026-06-22-paper-equity-accounting-fix.md

docs(paper): A3f compounding equity-accounting fix plan

2026-06-22 09:58:01 +02:00

2026-06-22-paper-marginal-gate-cleanup.md

docs(paper): A3e marginal-gate + cleanup implementation plan

2026-06-22 09:15:27 +02:00

2026-06-22-paper-overlay-retune.md

docs(paper): A3g overlay re-tune plan

2026-06-22 10:56:41 +02:00

2026-06-22-paper-vol-target-killswitch.md

docs(paper): A3d vol-target + killswitch implementation plan

2026-06-22 08:04:52 +02:00

2026-06-28-bybit-testnet-real-paper-execution.md

docs: plan — Bybit testnet real-paper execution leg (Phase 1 task-by-task, TDD)

2026-06-28 13:37:22 +02:00

2026-07-03-bybit-4edge-levered-shadow-track.md

docs: plan — bybit_4edge levered shadow track (Phase 1, static leverage, observe-only)

2026-07-05 20:35:02 +02:00

2026-07-05-cockpit-levered-track-views.md

docs: plan — cockpit levered track views (Backtest measured curve + Replay toggle)

2026-07-05 22:33:27 +02:00

2026-07-08-deterministic-forward-state.md

docs: plan — deterministic forward state (sub-project A), 9 bite-sized tasks

2026-07-08 23:00:41 +02:00

2026-07-09-declarative-allocation-policy-b2a.md

docs: plan — declarative strategy-level allocation policy + capital ceiling (B2a), 6 tasks

2026-07-09 20:54:56 +02:00

2026-07-09-declarative-gate-promotion-policy-b1.md

docs: plan — declarative gate + promotion policy (sub-project B1), 6 bite-sized tasks

2026-07-09 13:31:33 +02:00

2026-07-09-execution-engine-alpaca-multistrat-c1.md

docs: plan — execution engine Alpaca/multistrat loop (C1), 4 bite-sized tasks

2026-07-09 23:11:02 +02:00

2026-07-10-bybit-execution-leg-c2.md

docs: plan — Bybit execution leg (C2), 5 tasks (funding-net envelope-basis exec track)

2026-07-10 10:04:37 +02:00

2026-07-10-cockpit-surfacing-redesign.md

docs: plan — cockpit surfacing + mobile redesign, 6 tasks

2026-07-10 11:56:21 +02:00

2026-07-10-funding-revocation-sustained-decay-b3.md

docs: plan — funding revocation on sustained decay (B3), 5 tasks; spec cockpit-defer

2026-07-10 01:09:57 +02:00

2026-07-11-configurable-ceiling-cvar-sizing.md

docs: plan — resolve Task 5 test-file reference

2026-07-11 19:54:03 +02:00

2026-07-11-paper-validation-envelope-exec-venue-c3.md

docs: plan — unified execution-CLI + paper envelope + exec-venue (C3, single plan)

2026-07-11 00:20:54 +02:00

2026-07-12-ibkr-consolidation-xsp-vrp-ucits.md

docs: plan — IBKR consolidation (OPRA-backed XSP-VRP + UCITS routing), 9 tasks

2026-07-12 22:46:16 +02:00

2026-07-13-phase0b-venue-consolidation.md

docs(0b): insert Task 3 (align Bybit reconciliation cost basis, single-source 5.5); renumber 4-9

2026-07-13 21:04:08 +02:00

2026-07-13-unified-db-backtest-architecture.md

docs(0a): align plan with as-built (task 5 report reuse, task 6 reader, task 8 gate-seam test)

2026-07-13 19:44:06 +02:00

2026-07-14-ibkr-paper-cockpit-parity.md

docs: update IBKR parity spec+plan to mockup-validated UX

2026-07-14 22:54:44 +02:00

2026-07-15-crypto-honest-reference-pipeline.md

docs: plan — crypto honest-reference pipeline (8 bite-sized TDD tasks)

2026-07-15 21:21:26 +02:00