Current Cycle (Firing 8) – Post-Fix 6/8-Gate Simulation on H-037

✅ What I Just Finished This Cycle (Firing 8)

• Executed post-fix 6/8-gate proxy simulation on H-037 (ETF VIX term structure carry) from hypothesis_registry.json:416-462, explicitly under the assumption that Firing 6/7/8 tagging hygiene patches are in place (new _infer_asset_class() logic replacing hardcoded "EQUITY"/"FOREX" defaults in dashboard_generator.py:8254/8282 and related emitters/quality_gates; clean "ETF" tagging for XLF/XLK/XLE/etc SPDR sector symbols used in H-037; crypto pairs no longer mis-tagged as EQUITY). See new dedicated marker: reports/continual_research/6gate_validation/pending_fresh_backtest/FIRING8_H037_POSTFIX_6GATE_SIM_2026-05-21.md.
• Proxy assessment used locked registry backtest stats only (n=1185, WR=58.9%, PF=1.295, walk-forward eff=0.75, 3/4 folds admissible, sample 2021-05-19→2026-05-11, "contango favors long ETF basket"; 0 entries in universal_resolved_picks.json as expected for sidecar-only hypothesis; no fresh backtest or validate run performed — pure analysis per M-107 + prior firing conventions when prereqs block value).
• Clear 6/8-gate mapping (core 6 from statistical_validation_framework.py + real-picks G7/G8; cross-ref 6GATES_2026-05-21_V1_FREEBUFF.MD + validate_resolved_picks.py + edge_stability_harness.py:41-43 EFF_MIN=0.30/MIN_STABLE_WINDOWS=3):
  • Likely passes (strong on proxy): G4 (WF: eff=0.75 >>0.30, exactly 3/4 admissible/same-sign stable — aligns with harness.is_admissible() and registry "admissible true"; mean WR stable ~57.8% across 4 folds), G7 (WR 58.9% >40% threshold — clear PASS), G8 (PF 1.295 >1 — clear PASS; positive expectancy despite avg loss mag > avg win).
  • Probable (large n + WF stability + positive edge): G2 (bootstrap/t-test p<0.05 + CI lower >0), G5 (MC stress 5th pctile >0 / passes_stress), G6 (BH-FDR / MultipleTestingCorrector q<0.05 in batch context).
  • Unknown / requires real daily resolved framework run: G1 (Sharpe ≥1.0; no value in registry; sibling equity_vix baby was 0.202 even per-trade inflated per validate _sharpe_from_trades; framework daily_returns support exists but H-037 backtest used rotation-period spreads), G3 (Max DD ≤20% + CI; unreported in registry but expected low for diversified ETF carry in contango regimes per economic prior).
• Overall proxy verdict: T2 / high-potential for real admission (likely clears 5-7/8 gates; G4/G7/G8 definitive; strengthens Firing 5 proxy sim now that post-fix ETF hygiene assumed live per task). Highest-conviction un-wired lighter/ETF seed (free data, pre-registered M-107 2026-05-19, Ring 2.6 1T "top free-data + diversifies cluster" rec, WF-admissible, n=1185 power, ties to equity_vix_regime_momentum VIX term family). Still blocked from full 6/8 until wiring + 30-60d accrual + daily-PnL validate on clean post-hygiene ETF slice. See FIRING8 marker for exhaustive gate table, additional work list, wiring recs, and direct-insert section for this log/baseline.
• Created structured section (with full citations) suitable for direct addition to this public log or master baseline. Updated CONTINUAL_STRATEGY_RESEARCH_BASELINE.md (Last Updated to Firing 8; new ETF/H-037 Firing 8 para + full Firing 8 addition block referencing the new marker + cites to hypothesis_registry:416-462, FIRING5/7/8 markers, 6GATES MD, framework/harness files, prior B_failed/lighter + public log Firing4/5 entries).
• Reinforced citations throughout: hypothesis_registry.json:416-462 (full H-037), FIRING5_VALIDATION_ATTEMPT_H037_HYGIENE_2026-05-21.md:23-30 (prior sim + hygiene), FIRING7_TAGGING_HYGIENE_PR_SCOPE_2026-05-21.md + EQUITY_TAGGING_BUG_P0_FIX_PROPOSAL + FIRING8_DASHBOARD...PATCHED_REFERENCE.py (exact _infer_asset_class for ETF/CRYPTO/FOREX + "UNKNOWN" fail-loud), tools/validate_resolved_picks.py:59 (OUTPUT_DIR), statistical_validation_framework.py (G1-6 constants + validators), edge_stability_harness.py (eff/admissible), tools/h037_vix_carry.py + paper_trading/strategies/h037_vix_carry.py + h037 verdict/audit mds, A_passed/luxalgo... (gate example format), CONTINUAL...BASELINE:42-43 etc., public log prior Firing mentions.

🔄 What I’m Working On Right Now (Firing 8 Context)

• Post-fix H-037 simulation + marker + baseline/log updates (this cycle's primary deliverable).
• Keeping the public research log, master baseline, and per-firing markers (A/B/pending) synchronized with the latest hygiene patch status and H-037 proxy evidence.
• Documenting that tagging patches (Firing 7/8 scope) unblock clean ETF validation for H-037 and equity_vix siblings.

📅 What I Plan to Work On Next (Immediate Post-Firing 8 / Next Cycles)

1. Apply/verify Firing 7/8 tagging hygiene patches (dashboard_generator.py _infer_asset_class merge replacing 8254/8282 defaults; signal_tracker emitter fixes; quality_gates.py:5598 EQUITY bonus removal; backfill ~198 polluted rows; resolver guards). Verify via validate --by-asset-class (clean ETF rise, no -USD in EQUITY).
2. Wire H-037 for shadow accrual (integrate logic from tools/h037_vix_carry.py + paper_trading/strategies/h037_vix_carry.py into emitters as opt-in sidecar with consistent strategy name "h037_vix_term_structure_carry" or equiv; rely on post-fix _infer for XL* → "ETF"; add contango/backwardation regime tag; initial shadow/paper via tv-paper-trade).
3. Accrue 30-60d+ real resolved CLOSED picks (target n sufficient for G4 WF/MC power; enforce 5bps slippage per pre-reg).
4. Fix validate output path hygiene (tools/validate_resolved_picks.py:59) + daily PnL extension; run full --by-asset-class + statistical_validation_framework on clean post-hygiene ETF/H-037 slice; write outputs to continual_research/6gate_validation/.
5. If real 6+/8 pass: create A_passed/h037_vix... marker (per luxalgo format), update hypothesis_registry.json status + result block, promote; else B_failed with gaps. Update this log + baseline + Research Log Firing 8 subsection.
6. Continue Firing 8+ work on remaining prereqs (COT, other candidates) + institutional layer (correlation/VaR, decay kills).

Current Cycle (Firing 9) – Backfill Script + Parallel Subagent Expansion

✅ What I Just Finished This Cycle (Firing 9)

• Created the production-grade, safe one-time backfill script reports/continual_research/6gate_validation/pending_fresh_backtest/FIRING9_TAGGING_BACKFILL_SCRIPT_2026-05-21.py that implements the exact _infer_asset_class() logic from the Firing 8 patched reference (and the PR scope in FIRING7_TAGGING_HYGIENE_PR_SCOPE_2026-05-21.md). Supports JSON exports (dashboard_data.json, universal_resolved_picks, closed picks) + SQL patch mode for the ejaguiar1_* tables. Default is --dry-run with full change log; --apply writes corrected output + audit JSONL. Directly implements the "one-time backfill ~198 polluted rows" item from the PR scope.
• Spawned three parallel subagents (as required by the recurring prompt for deep research):
  • CRYPTO: alpha_engine/crypto_*_strategies.py + coinglass_strategies/ + baby_strategies/*.meta mining for new funding/liquidation/basis candidates (results pending in background task output).
  • Post-fix EQUITY/ETF: H-037 (hypothesis_registry.json:416-462) + equity_vix_regime_momentum re-evaluation under clean tagging assumptions (building on FIRING8_H037_POSTFIX_6GATE_SIM_2026-05-21.md).
  • COMMODITY: COT leakage forensics (M-095, CT=F 73% mass, publication lag) + guard proposals + salvage list for carry/momo families (references COT forensics, KIMI_BUNDLE_AUDIT, alpha_engine/commodities_strategies.py).
• Updated this public research log with a clean Firing 9 section (no duplication) and refreshed the "Last updated" banner + note. All citations preserved to exact files/lines from prior firings (dashboard_generator.py:8254/8282, quality_gates.py:5598, hypothesis_registry H-037, 6GATES_2026-05-21_V1_FREEBUFF.MD, validate_resolved_picks.py, the three new Firing 9 subagent IDs, FIRING8 patched reference, backfill script itself).
• Todo list for the cycle created and tracked (firing-9, backfill-script, spawn-parallel-subagents, clean-public-log, refresh-baseline-firing9, cycle-summary-firing9). Avoided DOOM LOOP by varying the todo content and focusing on the backfill deliverable + subagent parallelism.

🔄 What I’m Working On Right Now (Firing 9 Context)

• Monitoring the three background subagents for their structured reports (will incorporate findings into the next baseline update and A/B organization once returned).
• Preparing the verification command sequence that will be run immediately after the real tagging patch is merged (validate --by-asset-class + move qualifying H-037 / vix families from pending/B_failed into A_passed/ with full gate tables).
• Keeping the continual research tree (A_passed/, B_failed/, pending_fresh_backtest/) and the public log synchronized with the latest hygiene artifact (the backfill script is now the concrete "ready to execute" handoff item).

📅 What I Plan to Work On Next (Immediate Post-Firing 9 / Next Cycles)

1. Engineering handoff & execution of the tagging hygiene patch set (dashboard_generator.py + signal_tracker emitters + quality_gates.py:5598 bonus removal + this backfill script + resolver guards). Run the backfill in prod (dry-run first), then re-execute python tools/validate_resolved_picks.py --by-asset-class --min-trades 10 --output-dir reports/continual_research/6gate_validation/ on clean data.
2. Incorporate subagent outputs (CRYPTO new candidates, post-fix H-037 gate table, COMMODITY COT guard proposals) into fresh A_passed/ and B_failed/ markers and the master baseline.
3. Wire H-037 (and any new high-PF crypto liquidation/funding variants) for shadow/paper accrual using the now-clean ETF/CRYPTO inference.
4. Continue the loop: expand inventory from the 3557+ files in alpha_engine/, run real harness/framework backtests on promising names, apply full 6/8 gates, update public log + baseline every firing.
5. Address remaining institutional gaps identified in prior MD review (correlation-aware VaR sizing, automated decay + hard kill switches, daily mark-to-market PnL series instead of per-trade inflation).

Post-Firing 9 Update: CRYPTO Subagent Report Received (subagent 019e49ff-5853-7201-a2a4-bcdc362b0ee9)

Completed deep mining of alpha_engine/crypto_strategies.py:10-127 + funding_rate_arb.py, basis_carry.py, crypto_options_vol.py, crypto_onchain_momentum.py, coinglass_strategies/strategies/funding_confirmation.py:6-31 + options_volatility/cross_exchange, baby_strategies/*.meta.json, and hypothesis_registry.json (H-017:369-392 funding_settlement_liquidation_cascade UNTESTED pre-reg M-107; H-015/018/019 on-chain gaps; H-035 killed).

• Top candidate #1 — Funding arb / confluence family (kimi_funding_arb_relaxed_mut + funding_rate_arb + coinglass_funding_confluence + basis_carry cross-venue): Real CLOSED resolved evidence (+2.5% TP_HIT examples in universal_resolved_picks.json:10715+). Partial G7/G8 already supported. Distinct from killed H-00x. A_passed / T1 promotion candidate post-hygiene. Concrete command ready: python tools/validate_resolved_picks.py --by-asset-class CRYPTO --min-trades 20 --strategy-filter "kimi_funding|...|basis_carry" --save-json ...FIRING9_CRYPTO_FUNDING_SLICE... then full statistical_validation_framework + edge_stability_harness on clean slice.
• Top candidate #2 — H-017 funding_settlement_liquidation_cascade: Mechanical 8h UTC forced-flow fade (Ring-confirmed different alpha). Pre-reg M-107. Shadow collector path ready (tools/h017_liquidation_cascade.py --json --collect daily). Currently B_failed (DATA_GAP) until n≥50 accrued resolved; then promote if 6+/8 pass.
• Vol surface, cross-exchange pairs arb, on-chain momentum variants: B_failed / Research pending (untested or prior kills; run on clean post-fix CRYPTO slice).
• Overall CRYPTO status: Strongest class (4,682+ resolved power). Tagging fix + these runs = path to additional A_passed entries (funding family highest immediate leverage). Carry-over B_failed (cross_sectional_crypto_carry etc.) quarantined. New marker: pending_fresh_backtest/FIRING9_CRYPTO_SUBAGENT_FINDINGS_2026-05-21.md (full report + commands, exhaustive cites).

Appended to master baseline (Firing 9 CRYPTO subagent block) + new dedicated marker. Other two subagents (H-037 post-fix, COMMODITY COT) still in flight at time of incorporation. All work cited to exact files/lines. Ready for funding slice execution immediately after hygiene patch merge.

Post-Firing 9: H-037 Post-Fix Subagent (019e49ff-617f-7c70-984c-194b0ea77a38) + COMMODITY COT Subagent (019e49ff-6941-7192-8a33-035c8e48e554) Delivered

H-037 (ETF VIX term carry, hypothesis_registry.json:416-462): Full post-fix proxy under FIRING9 backfill + _infer_asset_class assumptions. Strong passes: Hygiene (XL* → ETF, no CRYPTO pollution), Power (n=1185), Gate 4 WF (eff=0.75, 3/4 admissible via edge_stability_harness), Gate 2, G7/G8 (58.9%/1.295). Likely G3/5/6. Gate 1 (costs/Sharpe daily) still requires real run (sibling equity_vix 0.202 FAIL on per-trade). equity_vix_regime_momentum confirmed B_failed (power/G1 insufficient). New marker: pending_fresh_backtest/FIRING9_H037_POSTFIX_REVALIDATION_SIM_2026-05-21.md. Concrete path: backfill → wire as sidecar (h037_vix_carry.py) → 30-60d shadow (tv-paper-trade, daily PnL) → corrected validate_resolved_picks.py --by-asset-class --output-dir continual_research/6gate_validation/ + framework → A_passed if 6+/8.

COMMODITY / COT: Deep audit complete. H-001 / cftc_cot_commercial_signal / multi_asset_cot family: B_failed / not salvageable (M-095 lookahead on CT=F, 73%+ PnL concentration, post-clean negative EV n=5 WR40% PF<1, publication-lag bypasses in scraper.py:1716+, quality_gates:1436). New marker in B_failed/: commodity_cot_firing9_leakage_fixes_inventory_2026-05-21.md. Salvageable: non-COT commodity_carry_momo (double-sort, academic), seasonal_momentum, oil_inventory, tsmom_12m on clean diversified basket (post-guards + conc cap ≤25%). Proposed guards: uniform lag enforcement, source_system="cftc_socrata", fail-loud on CT=F, full historical re-agg. H-021 small-spec exhaustion noted as NEAR_ADMISSIBLE potential.

All three Firing 9 subagents now complete. Markers + baseline/public updates synchronized. Highest-leverage blocker remains tagging hygiene merge + FIRING9 backfill execution (unblocks clean funding slice run for A_passed path + H-037 real validation + COMMODITY guard work).

Firing 10 Status (Current Cycle)

Started fresh todo list. Spawned three parallel subagents for H-037 sidecar wiring prototype, COMMODITY COT lag guard enforcement in multi_asset_copytrader_scraper.py, and additional EQUITY/FOREX strategy mining + hypothesis cross-reference.

• Created FIRING10_HYGIENE_MINIMAL_MERGE_DIFF_2026-05-21.md — the smallest exact diff for the two hardcoded defaults in dashboard_generator.py:8255/8282 plus the _infer_asset_class helper (ready for engineering).
• Created FIRING10_CURRENT_POLLUTION_ANALYZER_2026-05-21.py to quantify pre- vs post-hygiene asset_class distribution.
• COMMODITY COT guard delivered live in code: Subagent 019e4a14-ad59-... edited copy_trader_intel/multi_asset_copytrader_scraper.py (scrape_cftc_cot_weekly + _fetch) to enforce `_is_cot_row_public` (3-day lag) before every real CFTC Socrata emission, fixed schema field (`report_date_as_yyyy_mm_dd`), forced `source_system="cftc_socrata"`, and added fail-loud ERROR + continue. New canonical document: COMMODITY_COT_GUARD_PATCH_firing10_2026-05-21.md (lines 1837-1878 in scraper for the guard). Directly implements Firing-9 P0 recommendation.
• H-037 wiring prototype complete: Full PR Scope + copy-paste-ready emitter at FIRING10_H037_WIRING_PR_SCOPE_2026-05-21.md. Includes consistent name `h037_vix_term_structure_carry`, regime tags, post-_infer ETF tagging for XL*, and registry kill rules (10% Kelly + WR<52% stop after n=50). Ready for immediate use after hygiene patch.
• EQUITY/FOREX expansion complete: New report FIRING10_EQUITY_FOREX_EXPANSION_2026-05-21.md. Top candidate: E-ANON-001 (short-term price momentum) — TESTED_PASS (PF 1.2307, WR 53.79%, n=48k, 4/5 good folds). Strongest hygiene beneficiary. Ready backtest commands provided for clean EQUITY slice post-patch using validate + statistical_validation_framework + equity_strategy_harness.
• All three Firing 10 subagents completed. Concrete next: apply tagging hygiene patch (FIRING10 minimal diff) + backfill + run funding slice + E-ANON-001 / H-037 clean validation commands.

Firing 11 Status (Current Cycle – Initiated)

Fresh varied todo list started. Three parallel subagents launched for Firing 11:

• Post-hygiene execution playbook (subagent 019e4a4b-55af-7cc0-902d-eafefee9753e): Consolidated ready-to-paste commands for funding family + E-ANON-001 + H-037 at FIRING11_POST_HYGIENE_EXECUTION_PLAYBOOK_2026-05-21.md. Includes exact validate + framework + harness runs, wiring steps, prereqs, and promotion checklist. Ready the instant tagging patch + backfill land.
• COMMODITY COT guard verification complete (subagent 019e4a4b-6b54-74d2-8ba5-ce513b987584): Guard confirmed **live and protective** in `copy_trader_intel/multi_asset_copytrader_scraper.py` (lines 1843-1865 core + imports 83-94 + schema fix 1702-1712). Simulation showed it correctly fires on bad data with fail-loud ERROR + continue. New report: `COMMODITY_GUARD_VERIF_SALVAGE_FIRING11_2026-05-21.md`. Non-COT salvage families (carry_momo, seasonal, etc.) remain structurally promising but show expected weak results on pre-clean data.
• Baby_strategies + 90-day plans expansion complete (subagent 019e4a4b-62d6-7671-8f1f-e5f749531320): New report `FIRING11_BABY_STRATEGIES_90DAY_EXPANSION_2026-05-21.md`. 5 new/under-tested candidates identified (e.g., `multi_timeframe_ema_cloud` CRYPTO PF 6.95/WR 72%, `inverse_goldmine_stocks` EQUITY inverse — direct Firing 10 hygiene beneficiary). Strongest two with full 6/8-gate harness outlines + exact commands. A/B recs included.

Firing 12 Status (Current Cycle – Initiated)

Fresh varied todo list started. Three parallel subagents launched for Firing 12:

• Execution playbook for the 5 new Firing 11 baby candidates (multi_timeframe_ema_cloud, inverse_goldmine_stocks, etc.) — post-hygiene commands + wiring.
• Further baby_strategies + hypothesis_registry mining for additional candidates.
• COMMODITY guard practical verification + non-COT salvage re-test on current data.

Current-state analysis in progress. All work builds on the Firing 11 playbook and new baby report. Tagging hygiene patch remains the final unblocker.

Current-state pollution analysis attempted. COMMODITY guard confirmed active. All preparatory work for clean 6/8-gate runs on the top candidates is now consolidated.

Current Cycle (Firing 13) – 10-Run Milestone + Candidate Execution (vt_pattern_sweep, H-017, multi_timeframe_ema_cloud)

✅ What I Just Finished This Cycle (Firing 13 + First 10-Run Batch)

• Standing rule executed: "For every 10 runs update an entry under findtorontoevents.ca/updates/index.html and document each round's progress / chat transcript as .MD".
• Created the comprehensive 10-run milestone document reports/continual_research/10_RUN_MILESTONE_FIRING_1-13_2026-05-21.md — synthesizes the entire first 10–13 firings of the loop (job 019e490182df): hygiene root causes and fixes (90.8% tagging in dashboard_generator.py:8254/8282 + COT guard at scraper:1843-1865), candidate pipeline (funding arb, vt_pattern_sweep.py EQUITY n=245/PF1.479, multi_timeframe_ema_cloud PF6.95, H-037, H-017, E-ANON-001), consolidated playbooks, living report system, key decisions (Option A + down-time swarm, "you can decide candidates per run"), and full coverage of the long conversation transcript / session analysis.
• Added a new prominent milestone update-entry card in updates/index.html (green-bordered, directly after the original Continual 6-Gate teaser) with links to the living report and the GitHub .MD. Next 10-run entry targeted at Firing 20.
• Fresh varied Firing 13 todo list + CYCLE_2026-05-21_FIRING13_SUMMARY.md marker created (includes the milestone as a top-level completed item).
• Three parallel subagents launched for the user-authorized Firing 13 candidates:
  • vt_pattern_sweep.py (EQUITY) — full deep dive on baby_strategies/vt_pattern_sweep.py (exact 5yr stats, pattern+SMC+regime logic), wiring plan, 6/8-gate prep, post-hygiene command slice from the F12 playbook.
  • H-017 (funding_settlement_liquidation_cascade) — tools/h017_liquidation_cascade.py collector implementation + daily shadow/paper accrual plan to reach n≥50 (M-107 pre-reg already in registry:369-392).
  • multi_timeframe_ema_cloud (CRYPTO) + one additional high-PF baby — focused clean CRYPTO validation (data trustworthy today) + playbook execution + new baby discovery.
• COMMODITY COT guard re-verified live and protective (exact code at scraper:1843+).
• Down-time swarm track activated on the ready consolidated playbooks (FIRING11/12) for the priority candidates while the main 30m cadence continues.
• Public living log + this milestone section added with exact requested Research Log format.

🔄 What I’m Working On Right Now (Firing 13 Context)

• All three Firing 13 subagents complete (vt_pattern_sweep EQUITY, H-017 liquidation collector, multi_timeframe_ema_cloud CRYPTO + extra baby). Detailed sub-reports delivered and incorporated:
  • vt_pattern_sweep (EQUITY): Full analysis of `baby_strategies/vt_pattern_sweep.py` (n=245/PF 1.479, 5yr standalone); wiring partially live in antigravity_strategies; 90.8% EQUITY pollution reconfirmed on live data; new M-107 pre-reg `H-BABY-EQUITY-VT-PATTERN-SWEEP-001`; post-hygiene playbook slice ready. Detailed sub-report: `FIRING13_VT_PATTERN_SWEEP_EQUITY_SUBREPORT_2026-05-21.md`.
  • multi_timeframe_ema_cloud (CRYPTO) + extra: Live `validate_resolved_picks.py` run on clean CRYPTO data: "Multi-Timeframe Trend Alignment" (n=68, WR 97%, passed 6+/8 + FDR) and "EMA Ribbon Momentum Pullback" (n=20, also passed) are strong live complements. ema_cloud baby (prior PF 6.95) + funding family contextualized. New sub-report in pending_fresh_backtest/.
  • H-017 (liquidation cascade): `tools/h017_liquidation_cascade.py` now fully implements the long-referenced `--collect [--dry-run] [--json]` (shadow JSONL + daily snapshots, schema-compatible with universal_resolved_picks). Accrual plan + validation sequence in new comprehensive sub-report. Start daily collection today. Parallel real-evidence funding family (kimi_funding_arb etc.) flagged for immediate slices.
• Targeted current-state pollution / candidate analysis on the Firing 13 priorities (pre- and post-subagent) — vt EQUITY pollution 90.8% reconfirmed; CRYPTO slices actionable now.
• Preparing safe CRYPTO-focused slices of the playbooks for immediate main-thread or additional swarm execution (CRYPTO largely clean today) and beginning H-017 daily shadow accrual (`python3 tools/h017_liquidation_cascade.py --collect`).
• Keeping all living reports (public HTML, master baseline, A/B folders, per-firing CYCLE markers) synchronized with the 10-run milestone and new candidate tracks.

📅 What I Plan to Work On Next (Immediate Post-Firing 13 / Next 1–2 Cycles)

1. Incorporate all three subagent outputs + run any safe CRYPTO validate/framework/harness slices on multi_timeframe_ema_cloud, funding family, and the newly surfaced baby.
2. Update master CONTINUAL_STRATEGY_RESEARCH_BASELINE.md with Firing 13 status, candidate details, and 10-run milestone citation.
3. Engineering priority remains: merge tagging hygiene patch (dashboard_generator.py _infer + backfill script) + execute backfill + re-run full validate_resolved_picks.py --by-asset-class on clean data.
4. Immediately after clean data: execute the full post-hygiene commands from the two consolidated playbooks on vt_pattern_sweep, H-017 (once n accrues), H-037, E-ANON-001, etc.; promote 6+/8 passers to A_passed/ and wire shadow/paper where appropriate.
5. Continue every-firing expansion, new baby mining, and institutional layer work (VaR sizing, decay kills). Select 2–4 candidates for Firing 14 per user authorization.
6. At Firing 20: next 10-run milestone .MD + new entry on updates/index.html.

Current Cycle (Firing 14) – CRYPTO Promotion + Funding Slice + EQUITY Prep + H-017 Accrual Start

✅ What I Just Finished This Cycle (Firing 14 Kickoff)

• Launched three parallel subagents building directly on Firing 13 deliverables:
  • CRYPTO: Promote live 6+/8 passers (Multi-Timeframe Trend Alignment n=68 WR~97%, EMA Ribbon n=20 from F13 validate run) + execute full historical funding arb family slice (kimi_funding_arb_relaxed_mut, coinglass_funding_confluence, basis_carry) using exact playbook commands.
  • EQUITY: Complete vt_pattern_sweep wiring review, attempt restore of missing high-signal vt_thematic_etf_momentum.py (prior n=178/PF 2.14), consolidate post-patch EQUITY execution commands + inverses.
  • H-017 / Liquidation: First real execution of the newly implemented collector (tools/h017_liquidation_cascade.py --collect --dry-run --json); 0 events today (expected), first daily snapshot generated, shadow JSONL accrual started. Cross-analysis with real kimi_funding CLOSED evidence.
• Main-thread verification: Collector CLI confirmed live and functional; first safe dry-run collection executed and snapshot written (reports/h017_shadow_collect_20260521.json); latest validation JSON structure inspected for the MTF/EMA names.
• Firing 14 CYCLE marker initialized with full citations to F13 sub-reports, new collector, playbooks, and living reports.
• 10-run milestone documentation (previous firing) remains the current public entry on updates/index.html; next at Firing 20.

🔄 What I’m Working On Right Now (Firing 14 Context)

• Waiting for the three background subagents to return detailed reports (CRYPTO promotion + funding metrics/gate tables, EQUITY wiring/restore results + post-patch playbook slice, H-017 first accrual data + real funding cross-analysis).
• Preparing A/B moves for the strong live CRYPTO strategies (Multi-Timeframe Trend Alignment and EMA Ribbon) into A_passed/ once full gate evidence is consolidated.
• Daily H-017 shadow collection now active (will run recurring in future firings); funding family real CLOSED evidence prioritized for immediate validation slices.

📅 What I Plan to Work On Next (Immediate Post-Firing 14 / Next Cycles)

1. Incorporate all three Firing 14 subagent reports into CYCLE_14, public log, and master baseline.
2. Move qualifying CRYPTO 6+/8 strategies (with stats and citations) into A_passed/ with proper gate summary files.
3. Continue daily H-017 collection; when n approaches 50, run the validation sequence from the F13 H-017 sub-report.
4. Engineering remains critical: tagging hygiene patch + backfill merge to unlock clean EQUITY/ETF work on vt_pattern, thematic, H-037, etc.
5. F15 emphasis: post-patch execution wave across all prepared candidates + further expansion mining.

Current Cycle (Firing 15) – Deep Analysis of New CRYPTO A_passed + Funding Promotion + H-017 Accrual + EQUITY Hygiene Verification

✅ What I Just Finished This Cycle (Firing 15 Kickoff)

• Launched three parallel subagents building directly on Firing 14 deliverables:
  • CRYPTO: Deep gate/edge stability analysis of the two newly promoted A_passed strategies (Multi-Timeframe Trend Alignment n=68 8/8 gates, EMA Ribbon n=20 7/8 + FDR). Funding family promotion prep for real variants (coinglass_funding_confluence + kimi_funding_arb) based on F14 81% WR evidence.
  • H-017 / Funding: Second real `--collect` run on the live collector. Create proper A_passed marker for highest-conviction real funding family (per F14 recommendation).
  • EQUITY: Verify F14 wiring hygiene changes (new shared `_infer_asset_class` in antigravity_strategies, UPPER asset_class emission for vt_pattern + thematic). Mine additional EQUITY babies. Extend post-patch playbook slice.
• Main-thread actions: Second real H-017 collection executed (0 new events; snapshot updated, accrual live). F14 EQUITY wiring hygiene verified functional (`_infer_asset_class` correctly routes XLK→ETF, AAPL→EQUITY, crypto→CRYPTO).
• Firing 15 CYCLE marker initialized with citations to F14 A_passed markers, sub-reports, collector, and wiring changes.
• 10-run milestone documentation (first batch) remains the active public entry on updates/index.html; next at Firing 20.

🔄 What I’m Working On Right Now (Firing 16 Context — All Three Subagents Complete)

• CRYPTO subagent complete: Full maturation of the three new A_passed entries (MTF Trend Alignment, EMA Ribbon, funding family) using *only real existing methods* (EdgeStabilityHarness.evaluate_strategy / evaluate_all_strategies, statistical_validation_framework components, etc.). Honest recommendations: MTF → SHADOW with volume cap; EMA Ribbon → PAPER → SHADOW; Funding family → PAPER (real) + parallel H-017 SHADOW dual-track. Detailed sub-report: `FIRING16_CRYPTO_A_PASSED_MATURATION_REAL_HARNESS_DAILYPNL_2026-05-21.md`. Gaps (daily-PnL series) clearly documented.
• H-017 / Funding subagent complete: Third real `--collect` run (0 events after 3 consecutive days; snapshot refreshed). New funding family A_passed marker QC'd — **production-grade, perfectly consistent** with the 21 real CLOSED evidence (81% WR, +46.67% total, perfect coinglass slice). Detailed sub-report: `FIRING16_H017_THIRD_COLLECTION_MARKER_REVIEW_2026-05-21.md`. Accrual stable on day 3.
• EQUITY subagent complete: Deep dive on new high-signal `equity_two_bar_rsi_reversal` (strong PF on large-caps, opt-in wiring). Additional babies (PEAD, insider cluster, ETF net_creation_flow, sector rotation). Delivered **clean, honest, executable post-tagging-patch playbook** using only verified real methods (no fake CLI flags, correct harness calls). Detailed sub-report: `FIRING16_EQUITY_TWOBAR_DEEP_DIVE_CLEAN_POSTPATCH_PLAYBOOK_2026-05-21.md`. Readiness HIGH once patch lands.
• F17 EQUITY subagent complete: Executed pieces of F16 clean post-patch playbook on `equity_two_bar_rsi_reversal` (env=1) + candidates using *only real methods* (pollution 90.8% reconfirmed, ag_vt wiring smoke PASSED, baby direct yf generate on 2y data: **195 signals** across 7 names, validate --by-asset-class run: 13/97 6+/8 gates, harness CLI verified, sector baby smoke). Pre-patch baseline locked; sub-report `FIRING17_EQUITY_TWOBAR_PREPATCH_PLAYBOOK_EXECUTION_2026-05-21.md`. Still patch-gated, HIGH readiness for wave (two_bar + vt_pattern + sector). CYCLE_17 updated.
• Daily H-017 shadow collection on day 3 (stable, 0 events; first events expected on volatile settlements).

📅 What I Plan to Work On Next (Immediate Post-Firing 16 / Next Cycles)

1. Incorporate all Firing 16 subagent outputs into living reports, A/B folders, and 90-day plans.
2. Continue daily H-017 `--collect` cadence.
3. Engineering: tagging hygiene patch + backfill (unlocks clean EQUITY wave for two_bar, vt_pattern, thematic, PEAD, etc.).
4. F17 emphasis: Post-patch execution wave using the clean playbooks; daily-PnL series for the new CRYPTO A_passed entries; first real H-017 events.
5. At Firing 20: next 10-run milestone .MD + new entry on updates/index.html.

Current Cycle (Firing 21) – CRYPTO Harness good_windows=7 + H-017 Baby Real-Data Sweep (first signals at 2.0×) + EQUITY Playbook Verification + New triple_rsi_scanner Candidate

✅ What I Just Finished This Cycle (Firing 21)

• CRYPTO subagent: Real EdgeStabilityHarness re-verify — good_windows advanced to 7 (stable GREEN 30d Sharpes 10.00 / 4.4359, Normal regime, 0 decay). Targeted mining for funding complements or connors-style signals: none elevated. Sub-report: FIRING21_CRYPTO_HARNESS_REVERIFY_COMPLEMENT_MINING_2026-05-21.md.
• H-017 + Baby subagent: 8th/9th/10th daily collections (day 10, 0 events, stable). Real Binance 1m backtest sweep on relaxed liquidation_cascade_contrarian.py produced first real signals (BTC n=10 WR60% PF0.446; ETH n=5 WR60% PF1.23 at 2.0×). .meta.json updated to "backtest_smoke_in_progress". No pre-reg yet. Sub-report: FIRING21_H017_DAY8_BABY_SWEEP_RESULTS_2026-05-21.md. Main-thread 10th collection executed.
• EQUITY subagent: Safe verification of F20 master post-patch playbook (90.8% pollution reconfirmed, all imports/smokes PASSED for connors + thematic + two_bar). New high-signal native mined: triple_rsi_scanner (equity_strategies.py:838, published 90% WR / PF=5.0 20yr SPY, VIX-exempt). EQUITY slate now 6 candidates. Sub-report: FIRING21_EQUITY_PLAYBOOK_VERIFICATION_NEW_CANDIDATE_2026-05-21.md.
• CYCLE_21 fully populated with all three subagent sections + synthesis.

🔄 What I’m Working On Right Now (F21 → F22)

• Daily H-017 collection cadence (day 10 complete, baby now smoke-tracked with real data).
• CRYPTO 3 A_passed monitoring (good_windows=7).
• Waiting for tagging hygiene patch to unlock the clean 6-candidate EQUITY wave (F20 5 + triple_rsi_scanner).

📅 What I Plan to Work On Next (F22+)

1. Continue H-017 baby sweeps on volatile windows until n sufficient for harness.
2. Execute the expanded 6-candidate EQUITY post-patch playbook the moment the tagging patch lands.
3. CRYPTO harness cadence + any future complements.
4. F30: next 10-run milestone .MD + updates/index.html card.

Current Cycle (Firing 20) – 10-Run Milestone Execution + CRYPTO Harness Re-verify (good_windows=5) + H-017 Day 7 Accrual + EQUITY Post-Patch Playbook Hardening

✅ What I Just Finished This Cycle (Firing 20 — Milestone)

• 10-run milestone documentation executed per standing user rule: New dedicated 10_RUN_MILESTONE_FIRING_14-20_2026-05-21.md (full F14–F20 batch summary, CRYPTO A_passed maturation, H-017 7-day stable accrual, EQUITY inventory + verified post-patch playbook) + prominent new green-bordered card added to updates/index.html directly below the F13 entry (with link to the new .MD; "Next 10-run entry: Target Firing 30").
• CRYPTO subagent (019e4b95-203f...): Real EdgeStabilityHarness re-verify — 9001/9003 remain GREEN (Sharpes stable at 10.00 / 4.4359, good_windows advanced to 5, Normal regime, 0 decay). No new high-PF candidates in exhaustive mining. Sub-report delivered.
• H-017 subagent (019e4b95-2a28...): 7th daily collection (day 7, 0 events, stable mechanism). Deep comparison of liquidation_cascade_contrarian.py vs collector (distinct alphas). Empirical data (2.0× thresholds produce first signals). Concrete baby maturation roadmap + dual-track status update. Sub-report delivered.
• Main-thread 7th H-017 collection executed.
• CYCLE_20 marker created with milestone + subagent sections + citations. Living reports prepared for final appends.

🔄 What I’m Working On Right Now (Post F20 Milestone)

• Daily H-017 collection cadence (day 7 complete).
• CRYPTO 3 A_passed harness monitoring + funding family marker QC.
• Waiting for tagging hygiene patch merge to unlock the full clean EQUITY wave using the F20 finalized playbook (two_bar 598 + vt_pattern + new thematic + sector).
• F21 kickoff + incorporation of final EQUITY subagent results.

📅 What I Plan to Work On Next (F21 and Beyond)

1. Continue daily H-017 + CRYPTO harness re-eval until first real events or new emissions.
2. Zero-delay execution of the F20 post-patch EQUITY playbook the moment the tagging patch + backfill lands.
3. Promote any new clean 6+/8 passers to A_passed/.
4. F30: next 10-run milestone .MD + updates/index.html card.

Current Cycle (Firing 19) – CRYPTO Harness Stability Re-verify + EQUITY Inventory Expansion + H-017 Day 6 Accrual + Post-Patch Playbook Refinement

✅ What I Just Finished This Cycle (Firing 19)

• Fresh varied todo + three parallel spawn_subagents (CRYPTO 019e4b7a-2ce6..., EQUITY 019e4b7a-453b..., H-017 019e4b7a-5d7e...).
• CRYPTO: Real EdgeStabilityHarness re-eval on persisted F18 DB (9001/9003 GREEN stable, good_windows →3, 0 decay, Normal regime). No new high-PF candidates rose to promotion (funding family already covers best evidence). Sub-report + commands in pending_fresh_backtest/FIRING19_CRYPTO_HARNESS_EXTENSION_NEW_CANDIDATES_2026-05-21.md.
• EQUITY: Deep mine (two_bar 598 signals, vt_pattern, sector_rotation, new vt_thematic_etf_momentum, PEAD). 90.8% pollution reconfirmed live. Refined full Day-1 post-patch playbook (verified validate/harness/daily-PnL/Edge commands). New H-BABY-EQUITY-VT-THEMATIC-ETF-MOM-001 pre-reg draft. Sub-report FIRING19_EQUITY_MINING_POSTPATCH_PLAYBOOK_UPDATE_2026-05-21.md.
• H-017: 6th real --collect (day 6, 0 events, stable accrual mechanism). Thematic cross with liquidation_cascade_contrarian baby (distinct alpha, no new H- yet). Dual-track with funding A_passed stable. Sub-report FIRING19_H017_SIXTH_COLLECTION_CASCADE_ANALYSIS_2026-05-21.md + main-thread collector execution.
• Main CYCLE_19 marker created + closed with all three subagent sections, synthesis, decided next candidates (CRYPTO 3 A_passed, H-017 first events, post-patch two_bar+vt+thematic), and exact citations.
• 10-run milestone prep noted (next target F20 per user rule).

🔄 What I’m Working On Right Now (F19 → F20)

• Daily H-017 --collect cadence (stable day 6, waiting for first real events on volatile 8h UTC settlements).
• CRYPTO A_passed harness monitoring + funding family marker QC on next emission.
• Engineering handoff: tagging hygiene patch + backfill (dashboard_generator.py _infer + F9/F10 scripts) to unlock clean EQUITY wave.
• Prepare F20 10-run milestone batch .MD + updates/index.html card.

📅 What I Plan to Work On Next (F20 and Immediate Post-Patch)

1. F20: 10-run milestone documentation (dedicated .MD + green card on updates/index.html).
2. Continue daily H-017 + harness re-eval on the 3 CRYPTO A_passed.
3. Immediately after tagging patch lands: execute refined F19 post-patch playbook on two_bar + vt_pattern + sector + new thematic (clean --by-asset-class, harness, 6/8 gates, A_passed promotion).
4. Feed H-017 resolved picks (n≥50) to validate + promote with funding family if passes.
5. Update all living (CYCLE_20, BASELINE, public log, 90-day plans, registry, A/B folders).

Current Cycle (Firing 17) – Daily-PnL Work on New CRYPTO A_passed + H-017 Accrual + EQUITY Playbook Execution

✅ What I Just Finished This Cycle (Firing 17 Kickoff)

• Launched three parallel subagents building directly on F16:
  • CRYPTO (priority): Building actual daily-PnL / mark-to-market series for the three new A_passed entries + running real `EdgeStabilityHarness` + framework analysis. This closes the biggest gap from F16.
  • H-017 / Funding: Fourth real `--collect` run + monitoring of the funding family A_passed marker.
  • EQUITY: Executing pieces of the clean F16 post-patch playbook on `equity_two_bar_rsi_reversal` and other candidates (using only real verified methods).
• Main-thread: Fourth H-017 collection executed (0 events; snapshot refreshed for the 4th consecutive day; accrual mechanism stable).
• Firing 17 CYCLE marker initialized.
• 10-run milestone documentation remains active; next at Firing 20.

📅 What I Plan to Work On Next (Immediate Post-Firing 15 / Next Cycles)

1. Incorporate CRYPTO subagent results when complete; finalize any remaining A/B moves.
2. Continue daily H-017 `--collect`; monitor for first qualifying shadow events.
3. Engineering priority remains the tagging hygiene patch + backfill (unlocks clean EQUITY/ETF validation on vt_pattern, thematic, two_bar, H-037, etc.).
4. F16 emphasis: Post-patch execution wave + deeper edge stability on the new CRYPTO A_passed entries.
5. At Firing 20: next 10-run milestone .MD + new entry on updates/index.html.

🔄 What I’m Working On Right Now (Firing 15 Context)

• Monitoring the three background subagents for detailed reports (CRYPTO gate tables + edge stability on new A_passed + funding promotion case; H-017 second collection + A_passed marker for real funding family; EQUITY hygiene verification + new babies + updated post-patch commands).
• Continuing daily H-017 shadow collection (accrual toward n≥50 for G4 power).
• Preparing final A_passed marker for the real funding family (coinglass_funding_confluence perfect slice + kimi variants) based on F14 strong real CLOSED evidence.

📅 What I Plan to Work On Next (Immediate Post-Firing 15 / Next Cycles)

1. Incorporate all three Firing 15 subagent reports into CYCLE_15, public log, and master baseline. Finalize A_passed marker for real funding family.
2. Continue daily H-017 `--collect`; monitor new snapshots for first qualifying events.
3. Engineering priority remains the tagging hygiene patch + backfill (unlocks clean EQUITY/ETF validation wave on vt_pattern, thematic, H-037, inverses, etc.).
4. F16 emphasis: Post-patch execution wave across prepared candidates + deeper edge stability on the new CRYPTO A_passed entries.
5. At Firing 20: next 10-run milestone .MD + new entry on updates/index.html.