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+# Plan 012: Show the actual buy/sell limit prices everywhere they act, and cut the dashboard fields that carry no decision weight
+
+> **Executor instructions**: Follow this plan step by step. Run every
+> verification command and confirm the expected result before moving to the
+> next step. If anything in the "STOP conditions" section occurs, stop and
+> report — do not improvise. When done, update the status row for this plan
+> in `plans/README.md` — unless a reviewer dispatched you and told you they
+> maintain the index.
+>
+> **Drift check (run first)**: `git diff --stat 43a3ace..HEAD -- api/static/dashboard.html storage/projections.py api/main.py tests/unit/api/`
+> If any in-scope file changed since this plan was written, compare the
+> "Current state" excerpts against the live code before proceeding; on a
+> mismatch, treat it as a STOP condition.
+
+## Status
+
+- **Priority**: P2
+- **Effort**: S
+- **Risk**: LOW (read-only UI + one projection field; no trading-path code)
+- **Depends on**: none
+- **Category**: dx / operator-visibility
+- **Planned at**: commit `43a3ace`, 2026-07-16
+
+## Why this matters
+
+The owner watches this dashboard to understand what the bot is DOING with
+money, and today the most decision-relevant numbers — the actual limit price a
+buy was submitted at, the resting protective stop, and the take-profit limit —
+are either hidden (bracket legs appear only as anonymous rows in Order
+Lifecycle) or collapsed into a single generic "Price" column. Meanwhile some
+columns carry no decision weight (truncated broker order-id, an approval
+"Mode" column that always reads `auto`). This plan makes the working orders
+legible (limit/stop/fill split out, bracket legs attached to their position)
+and removes the dead columns.
+
+## Current state
+
+- `api/static/dashboard.html` (1492 lines) — the ONE dashboard UI (owner
+  preference: extend this page at :8765; do NOT touch the retired NiceGUI
+  control room). Single inline `<script>`; tables built with a `table(headers,
+  rows)` helper; panels are `<details class="panel">` blocks.
+- `api/main.py` — stdlib HTTP server. `DashboardState.snapshots()` (line
+  ~247) assembles the payload; `orders` snapshots come from
+  `storage/projections.py` and each order dict already carries everything
+  needed — verified against production:
+
+  ```json
+  {"symbol": "EHGO", "side": "buy", "quantity": 5102.0, "type": "limit",
+   "status": "filled", "limit_price": "2.05", "stop_price": null,
+   "filled_avg_price": "2.05", "submitted_at": "2026-07-16T14:19:16Z"}
+  ```
+
+  NOTE: `limit_price`/`stop_price`/`filled_avg_price` are STRINGS from the
+  broker — coerce with `+x` / `parseFloat` in JS before formatting.
+
+- Positions table today (`dashboard.html:1268-1296`, inside `render(d)`):
+  columns `Symbol, Chart, Side, Qty, Avg, Last, R / risk, P/L[, Exit]`. A
+  `stopBy` map (line ~1263) already scans order snapshots for the resting
+  stop leg:
+
+  ```js
+  (d.orders || []).forEach(snap => (snap.orders || []).forEach(o => {
+    if (o.side === "sell" && (o.type === "stop" || o.type === "stop_limit") && o.stop_price != null && !(o.symbol in stopBy))
+      stopBy[o.symbol] = +o.stop_price;
+  }));
+  ```
+
+- Order Lifecycle table (`dashboard.html:1312-1326`): columns `Order, Symbol,
+  Side, Qty, Price, Status, Updated` where `Price` renders `o.price` — a
+  single number that hides whether it is a limit, a stop, or a fill.
+  Its data comes from `query_order_lifecycle_snapshot` in
+  `storage/projections.py` — check what fields that projection emits; if it
+  does not pass through `limit_price` / `stop_price` / `filled_avg_price` /
+  `type`, extend it (read-only projection, safe).
+- Approval queue table (`dashboard.html:1229-1246`): has a `Mode` column
+  rendering `q.approval_mode || "manual"` — the autonomous stack auto-approves,
+  so this column always reads `auto`; dead weight.
+- Repo conventions: no framework, no build step — plain ES5-ish inline JS,
+  `esc()` for HTML escaping, `fmt()`/`money()` for numbers, `pill` spans for
+  side badges. Match them. Comments in this file explain WHY a column exists
+  (see the "show only the ACTIONABLE orders" comment at line ~1312) — keep
+  that style.
+
+## Commands you will need
+
+| Purpose | Command | Expected on success |
+|---------|---------|---------------------|
+| JS syntax gate | extract the inline `<script>` and run `node --check` on it (see Step 5) | exit 0 |
+| API tests | `python3 -m pytest tests/unit/api/ -q` | pass (NOTE: on some local sandboxes these fail with urllib errors on clean HEAD — if they fail IDENTICALLY before your change, that is pre-existing; compare against a stash run) |
+| Full suite | `python3 -m pytest tests/ -q --ignore=tests/unit/api` | all pass |
+| Lint | `ruff check --select F api/ storage/` | exit 0 |
+
+## Scope
+
+**In scope** (the only files you should modify):
+- `api/static/dashboard.html`
+- `storage/projections.py` (ONLY `query_order_lifecycle_snapshot`, only to pass
+  through fields that already exist in the event payloads)
+- `tests/unit/api/` (extend an existing test file if a projection changes)
+
+**Out of scope** (do NOT touch):
+- `api/static/admin.html`, anything under `archive/`
+- `trading_execution.py`, `run_live_paper.py`, `alpaca_paper/` — no live-path
+  changes for a UI plan, ever
+- The snapshot payload keys consumed by other panels (rename nothing)
+- Plan 013's symbol-chart modal (separate plan; don't pre-build hooks for it)
+
+## Git workflow
+
+- Branch: work directly or `advisor/012-dashboard-order-limits` — repo commits
+  to master with descriptive messages (see `git log --oneline -10` for style,
+  e.g. `operator-plane: truthful LIVE badge + kill-switch UI + action gating`).
+- Do NOT push unless the operator instructed it.
+
+## Steps
+
+### Step 1: Extend the bracket-leg map to capture the take-profit limit and pending entry
+
+In `render(d)` next to the existing `stopBy` map, build two more maps from the
+same `d.orders` scan, considering only orders whose `status` is one of
+`new/accepted/pending_new/partially_filled` (a filled or cancelled leg is not a
+working level):
+
+- `targetBy[symbol]` = `+o.limit_price` where `o.side === "sell"` and
+  `o.type === "limit"` (the take-profit leg).
+- `entryLimitBy[symbol]` = `+o.limit_price` where `o.side === "buy"` and
+  `o.type === "limit"` (a resting entry not yet filled).
+
+**Verify**: `node --check` on the extracted script → exit 0.
+
+### Step 2: Positions table — show the working levels
+
+Add two columns after `Avg`: `Stop` and `Target`, rendering
+`fmt(stopBy[pos.symbol])` / `fmt(targetBy[pos.symbol])` (em-dash when absent —
+`fmt` already handles null). Keep the existing ⚠ no-protective-stop marker on
+the Symbol cell. Update the `table([...])` header array to match.
+
+**Verify**: `node --check` → exit 0.
+
+### Step 3: Order Lifecycle — split "Price" into Limit / Stop / Fill and drop the order-id column
+
+- If `query_order_lifecycle_snapshot` in `storage/projections.py` does not
+  already emit `limit_price`, `stop_price`, `filled_avg_price`, and `type`,
+  add them as pass-throughs from the payload (same pattern as the existing
+  fields in that function).
+- Change the table columns to: `Symbol, Side, Type, Qty, Limit, Stop, Fill,
+  Status, Updated`. Drop the `Order` (truncated order-id) column — move the
+  full `order_id` into a `title` attribute on the Symbol cell so it is
+  hover-recoverable, not gone.
+- Coerce string prices (`+o.limit_price` etc.) before `fmt`.
+
+**Verify**: `python3 -m pytest tests/unit/api/ -q` behaves identically to a
+pre-change stash run; `node --check` → exit 0.
+
+### Step 4: Approval queue — drop the dead "Mode" column, show explicit numbers
+
+Remove the `Mode` column. In the `riskChip(r)` helper (line ~770), the risk
+summary already shows qty/notional/stop%; add the two absolute prices so the
+operator sees the exact limits being sent: `entry <b>$X.XX</b>` and
+`stop <b>$Y.YY</b>` (from `r.entry_price` / `r.stop_loss_price`, already read
+there).
+
+**Verify**: `node --check` → exit 0.
+
+### Step 5: Syntax + render gate
+
+Extract and check the page script:
+
+```bash
+python3 - <<'EOF'
+import re, pathlib
+html = pathlib.Path("api/static/dashboard.html").read_text()
+scripts = re.findall(r"<script>(.*?)</script>", html, re.S)
+pathlib.Path("/tmp/dash_check.js").write_text("\n;\n".join(scripts))
+EOF
+node --check /tmp/dash_check.js
+```
+
+→ exit 0. If a Playwright headless chromium is available in the environment,
+also render `http://127.0.0.1:8765` after `python3 dashboard_api.py` and assert
+zero `pageerror` events (this repo has caught blank-page JS bugs this way; see
+Suggested executor toolkit).
+
+## Suggested executor toolkit
+
+- Headless render check: launch `chrome-headless-shell` via Playwright with
+  `args=["--no-sandbox"]`, navigate with `wait_until="load"` (NOT
+  "networkidle" — the SSE `/api/stream` never idles), capture
+  `page.on("pageerror")`. A passing API check is NOT a passing page.
+
+## Test plan
+
+- If `query_order_lifecycle_snapshot` changes: extend its existing unit test
+  (find it with `grep -rn "order_lifecycle" tests/unit/`) with one case
+  asserting `limit_price`/`stop_price`/`filled_avg_price`/`type` pass through
+  from a synthetic `account_orders_updated`-style payload. Model after the
+  neighboring projection tests in the same file.
+- UI has no JS test harness — the `node --check` gate plus (optional)
+  headless render IS the UI verification. Do not introduce a JS test framework
+  for this plan.
+
+## Done criteria
+
+- [ ] Positions table shows `Stop` and `Target` columns populated from live
+      bracket legs (em-dash when absent)
+- [ ] Order Lifecycle shows `Type, Limit, Stop, Fill` and no order-id column;
+      order-id recoverable via Symbol-cell `title`
+- [ ] Approval queue has no `Mode` column; risk chip shows absolute entry and
+      stop prices
+- [ ] `node --check` on the extracted script exits 0
+- [ ] `python3 -m pytest tests/ -q --ignore=tests/unit/api` all pass;
+      `ruff check --select F api/ storage/` exits 0
+- [ ] `git status` shows no modifications outside the in-scope list
+- [ ] `plans/README.md` status row updated
+
+## STOP conditions
+
+Stop and report back (do not improvise) if:
+
+- The order snapshot dicts do NOT contain `limit_price`/`stop_price`/`type`
+  (the excerpt above was verified against production on 2026-07-16 — if absent,
+  the projection chain changed and this plan is stale).
+- Adding pass-through fields to `query_order_lifecycle_snapshot` requires
+  touching how events are WRITTEN (it must stay a read-side change).
+- `node --check` fails on the UNMODIFIED extracted script (pre-existing
+  breakage — report, don't fix someone else's bug in this plan).
+
+## Maintenance notes
+
+- Plan 013 (symbol drill-in chart) reuses `stopBy`/`targetBy`/`entryLimitBy`
+  as chart level-lines — keep them top-level in `render(d)`, not inlined.
+- Reviewer should scrutinize: string→number coercion on broker prices (the
+  `"2.05"` strings), and that the leg maps filter by working `status` (a
+  cancelled stop leg must not render as protection).
+- Deferred deliberately: cutting whole panels (Watch States, Account). The
+  owner said "fields that don't really matter" — start with dead columns;
+  panel-level cuts need the owner pointing at specific panels.
diff --git a/plans/013-symbol-chart-trade-markers.md b/plans/013-symbol-chart-trade-markers.md
new file mode 100644
index 0000000..b7aaab6
--- /dev/null
+++ b/plans/013-symbol-chart-trade-markers.md
@@ -0,0 +1,306 @@
+# Plan 013: Symbol drill-in — last-24h candlestick chart with the bot's live buy/sell markers
+
+> **Executor instructions**: Follow this plan step by step. Run every
+> verification command and confirm the expected result before moving to the
+> next step. If anything in the "STOP conditions" section occurs, stop and
+> report — do not improvise. When done, update the status row for this plan
+> in `plans/README.md` — unless a reviewer dispatched you and told you they
+> maintain the index.
+>
+> **Drift check (run first)**: `git diff --stat 43a3ace..HEAD -- api/main.py api/static/ storage/projections.py tests/unit/api/`
+> If any in-scope file changed since this plan was written, compare the
+> "Current state" excerpts against the live code before proceeding; on a
+> mismatch, treat it as a STOP condition.
+
+## Status
+
+- **Priority**: P2
+- **Effort**: M
+- **Risk**: LOW-MED (new read-only endpoint + vendored JS lib; no trading-path code)
+- **Depends on**: plans/012-dashboard-order-limits-declutter.md (reuses its
+  `stopBy`/`targetBy`/`entryLimitBy` maps for level lines; 013 works without
+  012 but then must build those maps itself — prefer landing 012 first)
+- **Category**: direction / operator-visibility
+- **Planned at**: commit `43a3ace`, 2026-07-16
+
+## Why this matters
+
+The owner's ask, verbatim: "look at a symbol and see the last 24 hours and the
+marker of buy and sell that the model has on it in real time." Today the
+dashboard has only 60-minute canvas sparklines — no premarket context, no
+trade markers, no way to see WHERE the bot bought and sold on the tape. The
+building blocks all exist (1-min bars incl. premarket in Postgres, buy/sell
+fill events, an SSE stream that pushes on every change); this plan wires them
+into a click-to-open chart modal.
+
+**Do not hand-roll the chart.** The purpose-built existing solution is
+**TradingView Lightweight Charts v5.2** (Apache-2.0, ~45 KB standalone bundle,
+`window.LightweightCharts` global — researched 2026-07-16): candlestick series,
+`createSeriesMarkers(series, markers)` for buy/sell arrows, `series.update(bar)`
+for real-time, `createPriceLine` for entry/stop/target levels. Its license
+requires a TradingView attribution notice — Step 1 handles it.
+
+## Current state
+
+- `api/main.py` — stdlib HTTP server, no framework.
+  - Routes live in `do_GET` (line ~522): flat `if route == "/api/..."` chain.
+    `/api/bars` (line ~537) is the existing single-session sparkline endpoint.
+  - `DashboardState.bars()` (line ~326) queries via
+    `research.query.query_minute_bars(con, symbol, session_date)` under
+    `self._lock`, returns `{"symbol", "bars": [{t,c,h,l,v,vwap}...]}`. Note it
+    LACKS the open — a candlestick chart needs `o` too.
+  - SSE: `_stream()` (line ~481) pushes a full `snapshot` event whenever
+    `state.change_stamp()` changes; heartbeat ~15 s.
+  - `STATIC_DIR / "dashboard.html"` served at `/`; static dir is
+    `api/static/`. NOTE: only `dashboard.html`/`admin.html` are served today —
+    there is NO generic static-file route; Step 2 adds one for the vendored
+    lib.
+- `storage/projections.py:403` — `query_fills_feed(store, limit, for_date)`:
+  already extracts exactly the marker fields from `order_filled` /
+  `order_submitted` events: `{kind, order_id, symbol, side, quantity, price,
+  timestamp}`. It has no symbol filter (Step 3 adds one).
+- `api/static/dashboard.html` — single-page inline-JS UI.
+  - Symbol cells render as `<td class="sym">SYMBOL</td>` across all tables.
+  - Sparkline pattern to imitate for fetching: `loadBars(symbol, entry, stop,
+    canvas)` (line ~759) with an 8-second per-symbol cache.
+  - SSE hookup: the page listens for the `snapshot` event and calls
+    `render(d)` — the chart modal must refresh off that same event, not its
+    own timer (a hidden extra poller is how dashboards rot).
+  - Plan 012 adds `stopBy` / `targetBy` / `entryLimitBy` maps at the top of
+    `render(d)` — reuse them for price lines.
+- Data (verified against production 2026-07-16):
+  - `minute_bars(symbol, timestamp, session_date, is_premarket,
+    is_regular_hours, is_afterhours, open, high, low, close, volume, vwap)` —
+    1-min bars incl. premarket/after-hours. **Timestamps are NAIVE
+    US/Eastern** (`2026-07-16T10:33:21`). ~960 bars per symbol per 24 h. The
+    research connection uses `?` placeholders (facade converts to `%s`).
+  - `events(event_type, timestamp, payload_json)` — `order_filled` /
+    `order_submitted` rows carry `symbol/side/price/fill_price/quantity`;
+    timestamps also naive ET.
+- Timezone convention: Lightweight Charts wants UTC epoch **seconds**. Convert
+  in Python: `datetime(...naive ET...).replace(tzinfo=ZoneInfo("America/New_York")).timestamp()`.
+  Do NOT ship naive strings to the chart.
+- Conventions: no build step, no npm — vendored file + inline JS. Escape all
+  interpolated strings with the page's `esc()`. Read-only endpoints take no
+  token (the token gate is POST-only).
+
+## Commands you will need
+
+| Purpose | Command | Expected on success |
+|---------|---------|---------------------|
+| API tests | `python3 -m pytest tests/unit/api/ -q` | pass (pre-existing local-sandbox urllib failures possible — compare against a stash run of clean HEAD) |
+| Full suite | `python3 -m pytest tests/ -q --ignore=tests/unit/api` | all pass |
+| Lint (CI gate) | `ruff check --select F api/ storage/ research/` | exit 0 |
+| JS syntax gate | extract inline `<script>` blocks, `node --check` (see plan 012 Step 5 for the snippet) | exit 0 |
+| Manual serve | `python3 dashboard_api.py` → open :8765 | chart modal opens on symbol click |
+
+## Suggested executor toolkit
+
+- Lightweight Charts docs: https://tradingview.github.io/lightweight-charts/docs
+  (v5.2). Key APIs: `createChart(el, opts)`,
+  `chart.addSeries(LightweightCharts.CandlestickSeries)`,
+  `createSeriesMarkers(series, [{time, position:'belowBar'|'aboveBar',
+  shape:'arrowUp'|'arrowDown', color, text}])`, `series.createPriceLine({price,
+  color, title})`, `series.setData(bars)` / `series.update(bar)`.
+- Headless render verification (this repo's standard for UI changes): drive
+  Playwright `chrome-headless-shell` with `--no-sandbox`, `wait_until="load"`
+  (never "networkidle" — the SSE stream stays open), capture
+  `page.on("pageerror")`. A JS error that blanks the page is invisible to curl.
+
+## Scope
+
+**In scope** (the only files you may modify/create):
+- `api/main.py` (new `/api/chart` route + `DashboardState.chart()` + one
+  static-file branch for `/static/vendor/...`)
+- `api/static/vendor/lightweight-charts.standalone.production.js` (create —
+  vendored, pinned v5.2)
+- `api/static/vendor/NOTICE-lightweight-charts.txt` (create — the attribution
+  notice from the library's NOTICE file)
+- `api/static/dashboard.html`
+- `storage/projections.py` (ONLY adding an optional `symbol=` filter to
+  `query_fills_feed`)
+- `tests/unit/api/` (new/extended tests)
+
+**Out of scope** (do NOT touch):
+- `trading_execution.py`, `run_live_paper.py`, `alpaca_paper/`, `runtime/` —
+  zero live-path changes
+- `api/static/admin.html`, `archive/`
+- No npm/package.json, no build tooling, no CDN `<script src>` (LAN dashboard
+  must work offline; vendor the file)
+- The existing `/api/bars` sparkline endpoint (leave untouched; sparklines
+  keep working)
+
+## Git workflow
+
+- Match repo style (`git log --oneline -10`), e.g.
+  `operator-plane: symbol drill-in chart — 24h candles + live trade markers`.
+- Do NOT push unless the operator instructed it.
+
+## Steps
+
+### Step 1: Vendor the library, pinned
+
+Download the v5.2 standalone production bundle (from the GitHub release/dist
+`lightweight-charts.standalone.production.js`) into
+`api/static/vendor/lightweight-charts.standalone.production.js`. Copy the
+repository's NOTICE attribution into
+`api/static/vendor/NOTICE-lightweight-charts.txt`, and add a one-line HTML
+comment near the `<script>` tag in `dashboard.html`: `<!-- Charting by
+TradingView Lightweight Charts, https://www.tradingview.com/ (Apache-2.0, see
+/static/vendor/NOTICE-lightweight-charts.txt) -->`. Also render the visible
+attribution: the chart modal footer must contain a small link
+`Charts by TradingView` → `https://www.tradingview.com/` (license requirement).
+
+**Verify**: `node --check api/static/vendor/lightweight-charts.standalone.production.js`
+→ exit 0; `head -3` shows the version banner containing `5.2`.
+
+### Step 2: Serve the vendored file
+
+In `do_GET`, add a branch: routes beginning with `/static/vendor/` are served
+from `STATIC_DIR / "vendor"` with `Content-Type: application/javascript` and a
+path-traversal guard — resolve the requested path and require
+`resolved.is_relative_to(STATIC_DIR / "vendor")`, else 404. Follow the shape
+of `_send_html` (line ~451) for headers/IO.
+
+**Verify**: `python3 dashboard_api.py` (or the test-server fixture) then
+`curl -s http://127.0.0.1:8765/static/vendor/lightweight-charts.standalone.production.js | head -1`
+→ the banner line; `curl -s -o /dev/null -w "%{http_code}" "http://127.0.0.1:8765/static/vendor/../dashboard.html"`
+→ `404`.
+
+### Step 3: `/api/chart` endpoint — 24h bars + trade markers + levels
+
+`DashboardState.chart(symbol, hours=24)` (new method, hold `self._lock` like
+`bars()` does), returning:
+
+```json
+{"symbol": "XYZ",
+ "bars":    [{"time": 1752664800, "open": 2.1, "high": 2.2, "low": 2.0, "close": 2.15, "volume": 12345}],
+ "markers": [{"time": 1752666600, "side": "buy", "kind": "order_filled", "price": 2.16, "quantity": 500}],
+ "levels":  {"avg_entry": 2.16, "stop": 2.05, "target": 2.60, "entry_limit": null}}
+```
+
+- Bars: query the research con —
+  `SELECT timestamp, open, high, low, close, volume FROM minute_bars WHERE
+  symbol=? AND timestamp >= ? ORDER BY timestamp` with the cutoff = now(ET)
+  minus `hours` (compute in Python with `ZoneInfo("America/New_York")`, pass a
+  naive ET datetime to match storage). Convert each naive-ET timestamp to UTC
+  epoch seconds for `time`. Cap `hours` at 72.
+- Markers: `query_fills_feed(store, limit=200, symbol=symbol)` — add an
+  optional `symbol: str | None = None` parameter to that function in
+  `storage/projections.py`, filtering `payload.get("symbol") == symbol` before
+  appending (keep default behavior identical when None). Keep only rows within
+  the same window; convert timestamps the same way. `side` comes through as
+  `buy`/`sell`.
+- Levels: from the latest `account_positions_updated`/`account_orders_updated`
+  snapshots the state already loads for `snapshots()` — avg entry price of an
+  open position in `symbol`, plus working stop leg / target limit / pending
+  entry limit (same status filter as plan 012: `new/accepted/pending_new/
+  partially_filled`). All nullable.
+- Route: `/api/chart?symbol=X&hours=24` in `do_GET`, mirroring the
+  `/api/bars` branch. If the research con is absent return
+  `{"symbol": ..., "bars": [], "reason": "no research db attached"}` (same
+  degrade pattern as `bars()`).
+
+**Verify**: `python3 -m pytest tests/unit/api/ -q -k chart` → the new tests
+pass (written in the Test plan step). Manual:
+`curl -s "http://127.0.0.1:8765/api/chart?symbol=SPY&hours=24" | python3 -m json.tool | head`
+→ bars array with integer `time` fields.
+
+### Step 4: Chart modal in the UI
+
+- Add a full-screen overlay `<div id="chart-modal">` (hidden by default) with
+  a header (`symbol`, close button, `Charts by TradingView` link) and a chart
+  container div. Style consistent with the page's dark palette (reuse CSS
+  variables already defined at the top of the file).
+- Load the vendored script with `<script src="/static/vendor/lightweight-charts.standalone.production.js" defer></script>`
+  BEFORE the main inline script.
+- Delegate clicks: any `<td class="sym">` (positions, ready signals, watch
+  states, order lifecycle, feed) opens the modal for that symbol. Use ONE
+  document-level click listener checking `closest("td.sym")` — do not attach
+  per-row handlers (rows re-render every SSE tick).
+- On open: fetch `/api/chart?symbol=S&hours=24`; build
+  `LightweightCharts.createChart`, add a CandlestickSeries, `setData(bars)`;
+  `createSeriesMarkers` mapping `side==="buy"` → `{position:"belowBar",
+  shape:"arrowUp", color:"var green", text:"B "+qty}` and sell → aboveBar /
+  arrowDown / red; submitted-but-unfilled (`kind==="order_submitted"`) render
+  in a muted gray so a resting order is visually distinct from a fill. Add
+  `createPriceLine` for each non-null level (entry blue, stop red, target
+  green — same colors the sparkline refLines use, line ~742).
+- Real-time: inside the existing SSE `snapshot` handler, if the modal is open
+  and ≥5 s since the last chart fetch, re-fetch `/api/chart` for the open
+  symbol and `setData`/`setMarkers` again (full replace — 960 rows is cheap;
+  do NOT build incremental `update()` plumbing in v1). Close on Escape and on
+  backdrop click; destroy the chart instance (`chart.remove()`) on close.
+
+**Verify**: `node --check` on extracted inline scripts → exit 0. Manual: open
+:8765, click a symbol in Positions/Ready Signals → modal with candles; with
+the loop running, a new fill appears as an arrow within one SSE tick + ≤5 s.
+
+### Step 5: Render gate
+
+Run the headless render check (toolkit note): zero `pageerror`, and
+`document.getElementById("chart-modal")` exists. If Playwright is unavailable
+in the environment, state that explicitly in the completion report instead of
+skipping silently.
+
+## Test plan
+
+New file `tests/unit/api/test_chart_endpoint.py`, modeled structurally on
+`tests/unit/api/test_dashboard_sparklines.py` (same server/state fixtures):
+
+1. `/api/chart?symbol=X` with seeded minute_bars across a session boundary →
+   bars sorted ascending, `time` is int epoch seconds, bars older than the
+   window excluded.
+2. Seeded `order_filled` + `order_submitted` events for X and for another
+   symbol → markers contain only X's, with `kind` and `side` intact.
+3. No research con attached → `{"bars": [], "reason": ...}`, HTTP 200.
+4. `query_fills_feed(symbol=None)` unchanged vs before (regression guard on
+   the default path — assert same rows as an unfiltered call).
+
+**Verify**: `python3 -m pytest tests/unit/api/test_chart_endpoint.py -q` → all
+pass.
+
+## Done criteria
+
+- [ ] Clicking any symbol cell opens a 24-hour candlestick chart (premarket
+      bars included) with buy/sell arrows at the bot's fills and muted arrows
+      for submitted-unfilled orders
+- [ ] Entry / stop / target price lines drawn when the symbol has working legs
+- [ ] Chart refreshes from the existing SSE signal (no new standalone poller;
+      ≥5 s throttle) and cleans up on close
+- [ ] Vendored lib pinned at v5.2, served locally; NOTICE file + visible
+      TradingView attribution present; path-traversal request returns 404
+- [ ] `python3 -m pytest tests/unit/api/test_chart_endpoint.py -q` all pass;
+      full suite (minus known-broken-local api group if pre-existing) passes;
+      `ruff check --select F api/ storage/ research/` exits 0
+- [ ] `node --check` clean on vendored file and extracted inline scripts
+- [ ] `git status` clean outside the in-scope list; `plans/README.md` updated
+
+## STOP conditions
+
+Stop and report back (do not improvise) if:
+
+- The vendored v5.2 standalone bundle cannot be obtained (no network in the
+  executor environment) — report; do NOT substitute a CDN tag or an older
+  cached version silently.
+- `minute_bars` timestamps turn out NOT to be naive US/Eastern (spot-check
+  `SELECT timestamp FROM minute_bars ORDER BY timestamp DESC LIMIT 1` against
+  the wall clock) — the epoch conversion in Step 3 would be wrong; report.
+- The SSE `snapshot` handler in `dashboard.html` is not a single obvious
+  hookup point (drift since `43a3ace`).
+- Plan 012 has not landed AND building the level maps yourself would duplicate
+  >20 lines — report the dependency instead of forking the logic.
+
+## Maintenance notes
+
+- The 5-second full-replace refresh is a deliberate ceiling
+  (`ponytail`-style): if the owner later wants tick-level updates, switch to
+  `series.update()` fed by a dedicated lightweight endpoint — do not shorten
+  the throttle on the full re-fetch.
+- Marker volume: `query_fills_feed(limit=200)` bounds payload size; a
+  200-trade day on one symbol would truncate oldest-first — acceptable, noted.
+- The library is pinned and vendored; upgrading it is a deliberate act (check
+  the v5→v6 marker API for breaking changes when that day comes).
+- Reviewer scrutiny points: path-traversal guard on the vendor route; ET→UTC
+  epoch conversion around DST transitions; chart teardown on close (leaked
+  chart instances accumulate canvases).
diff --git a/plans/014-live-decision-trace.md b/plans/014-live-decision-trace.md
new file mode 100644
index 0000000..e08d963
--- /dev/null
+++ b/plans/014-live-decision-trace.md
@@ -0,0 +1,211 @@
+# Plan 014: Live decision trace — show WHY the bot did or didn't enter, per gate, with the config values in play
+
+> **Executor instructions**: Follow this plan step by step. Run every
+> verification command and confirm the expected result before moving to the
+> next step. If anything in the "STOP conditions" section occurs, stop and
+> report — do not improvise. When done, update the status row for this plan
+> in `plans/README.md` — unless a reviewer dispatched you and told you they
+> maintain the index.
+>
+> **Drift check (run first)**: `git diff --stat 43a3ace..HEAD -- api/main.py api/static/dashboard.html storage/projections.py tests/unit/api/`
+> On mismatch with "Current state" excerpts, STOP.
+
+## Status
+
+- **Priority**: P2
+- **Effort**: M
+- **Risk**: LOW (read-only; new endpoint over existing events + UI panel/overlay)
+- **Depends on**: plans/013-symbol-chart-trade-markers.md (the chart modal this
+  overlays; the Decision Feed panel half works standalone)
+- **Category**: direction / operator-visibility
+- **Planned at**: commit `43a3ace`, 2026-07-16 (plan written 2026-07-17)
+
+## Why this matters
+
+Owner's ask: "see the logic running live... visually clear... make additional
+determinations as to some of the smaller env variables and see their impact on
+the trade as to when and where the bot thought it would be." The bot ALREADY
+emits exactly this as `entry_gate_evaluated` decision receipts (plan 005) —
+one event per entry evaluation with a per-gate breakdown including the value
+seen and the threshold applied. Today those receipts are write-only: nothing
+on the dashboard reads them. This plan surfaces them two ways: a live
+Decision Feed panel (latest gate evaluations, reject reasons, value-vs-
+threshold), and reject/entry markers on the plan-013 symbol chart so the
+owner sees WHERE on the tape the bot considered and declined.
+
+## Current state
+
+- Receipts: `trading_execution.py:1138` `_emit_gate_receipt` emits
+  `entry_gate_evaluated` (env `TRADING_GATE_RECEIPTS`, default on). Payload
+  verified in production 2026-07-16:
+
+  ```json
+  {"timestamp": "2026-07-16T10:41:40.255354", "symbol": "ATAI",
+   "source": "fast", "passed": false, "reject_reason": "already_active",
+   "message": "ATAI entry gates (fast) — rejected: already_active",
+   "gates": {"session": {"outcome": "pass"}, "regime": {"outcome": "pass"},
+             "late_confirmation": {"outcome": "pass"},
+             "population": {"outcome": "pass"},
+             "rank": {"value": 5, "threshold": 0, "outcome": "pass"}}}
+  ```
+
+  The `gates` map is a soft contract (additive only). Gate keys observed:
+  `session, regime, late_confirmation, population, rank` (+ others the slow
+  path adds); entries may carry `value` and `threshold`.
+- Volume: ~1,300 receipts/session. **Retention: 14 days** — the nightly
+  housekeeping in `research/premarket_eval.py` purges `entry_gate_evaluated`
+  older than 14 days (it is in the spam list). The feature is a LIVE lens, not
+  a historical archive; say so in the UI hint.
+- `api/main.py` — stdlib ThreadingHTTPServer; GET routes in `do_GET`
+  (line ~522) as a flat if-chain; `_send_json` helper. `DashboardState`
+  wraps the event store (`self.open_store()`), `store.query_events(
+  event_type=..., since=..., until=..., limit=...)` is the query interface
+  (see `storage/projections.py:403` `query_fills_feed` for the exact idiom,
+  including `json.loads(event.get("payload_json"))`).
+- `api/static/dashboard.html` — panel pattern: `<details class="panel">`
+  blocks (see `p-feed` Activity Feed, line ~528, and its `render` at
+  line ~1298 for the row style to imitate). Plan 013 adds a chart modal with
+  `createSeriesMarkers`; its refresh path re-fetches on the SSE `snapshot`
+  event with a ≥5 s throttle.
+- Effective config: the admin page already exposes env; the receipts carry the
+  numeric threshold per gate — the feed shows `value → threshold` per reject,
+  which is the "which env var did this" answer without new plumbing.
+
+## Commands you will need
+
+| Purpose | Command | Expected on success |
+|---------|---------|---------------------|
+| API tests | `python3 -m pytest tests/unit/api/ -q` | pass (pre-existing local urllib failures possible — compare to a clean-HEAD stash run) |
+| Full suite | `python3 -m pytest tests/ -q --ignore=tests/unit/api` | all pass |
+| Lint (CI gate) | `ruff check --select F api/ storage/` | exit 0 |
+| JS syntax gate | extract inline `<script>`, `node --check` (plan 012 Step 5 snippet) | exit 0 |
+
+## Scope
+
+**In scope**:
+- `storage/projections.py` (new `query_gate_receipts(store, symbol=None,
+  limit=100, for_date=None)` — same shape as `query_fills_feed`)
+- `api/main.py` (new `/api/decisions` route; add `decisions` to the
+  `snapshots()` payload ONLY if the SSE-driven panel needs it — prefer the
+  standalone route + lazy fetch like the Component Attribution panel,
+  line ~546, to keep the snapshot payload from growing)
+- `api/static/dashboard.html`
+- `tests/unit/api/` (new test file)
+
+**Out of scope**:
+- `trading_execution.py` and anything that WRITES events — the receipt schema
+  is consumed as-is; if a gate lacks `value`/`threshold`, render an em-dash,
+  do not add fields to the emitter.
+- The 14-day retention policy in `research/premarket_eval.py`.
+- `api/static/admin.html`, `archive/`.
+
+## Git workflow
+
+- Match repo style; suggested message:
+  `operator-plane: live decision trace — gate receipts feed + chart reject markers`.
+- Do NOT push unless instructed.
+
+## Steps
+
+### Step 1: `query_gate_receipts` projection
+
+In `storage/projections.py`, next to `query_fills_feed` (line 403), add
+`query_gate_receipts(store, symbol=None, limit=100, for_date=None)`:
+query `entry_gate_evaluated` via the same `_hist_window(for_date)` +
+`store.query_events` idiom; parse payload; keep `{timestamp, symbol, source,
+passed, reject_reason, gates}`; filter by `symbol` (case-insensitive upper)
+when given; newest first; cap at `limit`.
+
+**Verify**: unit test from Test plan case 1 passes.
+
+### Step 2: `/api/decisions` route
+
+In `do_GET`, add `/api/decisions` accepting `symbol` (optional), `limit`
+(default 100, max 500), `date` (optional, same semantics as `/api/snapshots?date=`).
+Return `{"decisions": [...]}`.
+
+**Verify**:
+`curl -s "http://127.0.0.1:8765/api/decisions?limit=5" | python3 -m json.tool`
+→ 5 receipt dicts with `gates` maps (live DB) or empty list (fresh DB).
+
+### Step 3: Decision Feed panel
+
+New `<details class="panel full" id="p-decisions">` titled
+`Decision Trace <span class="hint">why each entry was taken or refused ·
+value → threshold per gate · receipts kept 14 days</span>`. Lazy-load on
+first open + refresh on SSE `snapshot` while open (imitate the Component
+Attribution lazy-open pattern at the bottom of the file, and the ≥5 s throttle
+idiom from plan 013). Each row:
+
+- time · symbol · source pill (`fast`/`auto`) · PASS (green) or the
+  `reject_reason` (red)
+- the gates map inline, compact: each gate as a chip —
+  `rank 5→0 ✓`, `population ✗`, `regime ✗ (unfavorable)` — green ✓ / red ✗,
+  with `value→threshold` only when both present. Full receipt JSON in a
+  `title` tooltip.
+- A symbol filter input at the panel top (client-side param to
+  `/api/decisions?symbol=`).
+
+**Verify**: `node --check` clean; manual: open panel on the live dashboard →
+rows appear; typing a symbol narrows.
+
+### Step 4: Chart overlay — where the bot said no
+
+In the plan-013 chart modal fetch path, also fetch
+`/api/decisions?symbol=S&limit=200`. Add markers via the SAME
+`createSeriesMarkers` call (merge arrays, sort by time — Lightweight Charts
+requires ascending marker time):
+
+- rejected receipts → small gray-red `circle` ABOVE bar, text = short reason
+  code (first 12 chars of `reject_reason`); collapse consecutive receipts with
+  the same reason within 5 minutes into one marker (1,300/day would smear the
+  chart — the collapse rule is load-bearing).
+- passed receipts → no marker (the fill arrow from plan 013 already marks the
+  outcome).
+
+**Verify**: manual — open a symbol the bot rejected today (any
+`signal_blocked`-heavy name): gray-red circles at the rejection times;
+tooltip/legend shows the reason.
+
+## Test plan
+
+New `tests/unit/api/test_decisions_endpoint.py`, modeled on
+`tests/unit/api/test_dashboard_api.py` fixtures:
+
+1. Seed 3 `entry_gate_evaluated` events (2 symbols; one passed, one rejected
+   with `gates.rank.value/threshold`) → `query_gate_receipts` returns all 3
+   newest-first; `symbol=` filter returns only that symbol's; `gates` map
+   survives round-trip.
+2. `/api/decisions?symbol=x&limit=1` over the seeded store → HTTP 200, one
+   row, lower-case symbol matched case-insensitively.
+3. `limit=9999` clamps to 500 (no unbounded scan).
+
+**Verify**: `python3 -m pytest tests/unit/api/test_decisions_endpoint.py -q`
+→ all pass.
+
+## Done criteria
+
+- [ ] Decision Trace panel shows live receipts with per-gate ✓/✗ chips and
+      `value→threshold` where present; symbol filter works; 14-day hint shown
+- [ ] Chart modal shows collapsed reject markers for the open symbol
+- [ ] `/api/decisions` clamped, case-insensitive, date-scoped
+- [ ] New endpoint tests pass; full suite passes; `ruff check --select F api/
+      storage/` exits 0; `node --check` clean
+- [ ] `git status` clean outside scope; `plans/README.md` updated
+
+## STOP conditions
+
+- Receipt payloads lack the `gates` map (schema drift since `43a3ace`).
+- The `snapshot` SSE payload would need to grow to make the panel work
+  (the lazy-fetch design above should avoid it; if not, stop and report).
+- Marker merge with plan 013's fills breaks chart rendering (ascending-time
+  requirement) after one fix attempt.
+
+## Maintenance notes
+
+- The gates map is additive-only by contract — the chip renderer must ignore
+  unknown keys gracefully (render name + outcome, skip value).
+- If receipt retention ever changes from 14 days, update the panel hint.
+- Deferred: an env-var diff view ("this reject would pass if X were Y") —
+  that is a simulation, not a display; belongs with plan 015's machinery if
+  ever built.
diff --git a/plans/015-backtest-replay-dashboard.md b/plans/015-backtest-replay-dashboard.md
new file mode 100644
index 0000000..e2ca851
--- /dev/null
+++ b/plans/015-backtest-replay-dashboard.md
@@ -0,0 +1,283 @@
+# Plan 015: Backtest replay dashboard — how the bot WOULD have traded past weeks under CURRENT settings
+
+> **Executor instructions**: Follow this plan step by step. Run every
+> verification command and confirm the expected result before moving to the
+> next step. If anything in the "STOP conditions" section occurs, stop and
+> report — do not improvise. When done, update the status row for this plan
+> in `plans/README.md` — unless a reviewer dispatched you and told you they
+> maintain the index.
+>
+> **Drift check (run first)**: `git diff --stat 43a3ace..HEAD -- api/main.py api/static/ research/experiments/replay.py strategy/exits.py strategy/population.py tests/unit/api/`
+> On mismatch with "Current state" excerpts, STOP.
+
+## Status
+
+- **Priority**: P2
+- **Effort**: L
+- **Risk**: MED (read-only, but the replay must be HONEST — a leaky or
+  fidelity-free replay shown as truth is worse than no page; every simulation
+  primitive here is reused from the adversarially-reviewed Experiment OS, not
+  reimplemented)
+- **Depends on**: plans/013-symbol-chart-trade-markers.md (chart component +
+  vendored lib reused for per-trade drill-in)
+- **Category**: direction / research-tooling
+- **Planned at**: commit `43a3ace`, 2026-07-16 (plan written 2026-07-17)
+
+## Why this matters
+
+Owner's ask: "a separate dashboard to show when theoretical entries and exits
+would have happened with backtested trades over days or weeks to get a feel of
+how the bot would have acted from past data as if it was current with the
+current settings." The Experiment OS already contains every piece of an honest
+replay: theoretical ORB fires from `setup_events`, the SHARED live exit engine
+simulated on real bar paths with adverse-fill fidelity, the SHARED population
+gate, and walk-forward regime scores. What's missing is only the assembly — a
+`/backtest` page that runs those pieces over a chosen window with the
+CURRENTLY-configured settings and shows the resulting trades, per-day P&L, and
+equity curve.
+
+## Current state
+
+All primitives exist — REUSE them; write no new simulation logic:
+
+- `research/experiments/replay.py`:
+  - `reconstruct_fires_from_setups(store, since=None, limit=None)` (line ~164)
+    — theoretical fires from `setup_events` (entry = `entry_reference_price`,
+    stop = `invalidation_price`, `sim_baseline=True`). The 18k-strong
+    backtestable ORB universe.
+  - `_fire_in_population(con, cfg, fire)` (line ~201) — screens a fire through
+    the SHARED `strategy/population.py` gate on open-knowable inputs.
+    `population_config(pop_json)` (line ~196) builds the config from a dict.
+  - `_sim_baseline_r(fire, bars_after, fidelity)` (line ~306) — the LIVE exit
+    config (`ExitConfig.from_env()`, cached in `_live_exit_cfg`) simulated on
+    the bar path with adverse-fill accounting (`_adverse(fidelity)`,
+    entry fill = entry + adverse ticks). THIS is "current settings".
+  - Look at `run()` for the batched per-session minute-bar loading pattern
+    (one query per session, not per fire) — copy that idiom.
+- `strategy/exits.py`: `simulate_exit(entry_price, init_stop, bars_after, cfg)
+  -> ExitResult` (line 229) with `r_multiple`, `reason`, `exit_index` (index
+  into `bars_after` where the position fully closed — this gives the EXIT
+  TIMESTAMP for plotting), `fills: list[ExitFill(frac, price, reason)]`.
+  For per-trade exit markers call `simulate_exit` directly (not
+  `_sim_baseline_r`, which returns only the scalar R) — but keep the SAME
+  adverse-fill entry (`entry + _adverse(fidelity)`) and the same
+  `_live_exit_cfg()` so numbers match the harness.
+- Regime gate: `regime_scores` table has walk-forward `favorable` per
+  (model_version='meta_v1', session_date) — the current live gate's decision
+  layer. Keep-or-zero per session (see `iv_regime_gate`, replay.py:429:
+  no score row → KEEP, fail-open).
+- Live current settings sources: `ExitConfig.from_env()` (exits),
+  population from env via `trading_execution.ExecutionSettings.from_env()`
+  fields `price_band_min/price_band_max/min_entry_gap_pct/min_day_volume`
+  (see `_population_reject`, trading_execution.py:~895, for the exact
+  field→PopulationConfig mapping to replicate), regime gate on/off via
+  `TRADING_REGIME_GATE_ENABLED`.
+- Server: `api/main.py`, stdlib **ThreadingHTTPServer** (each request gets a
+  thread — a slow backtest request does NOT block the live SSE stream).
+  Static HTML served via `_send_html(STATIC_DIR / "dashboard.html")`;
+  admin.html shows the two-page pattern.
+- Cost estimate (measured on this repo): batched replay ≈ sub-second per
+  session; a 30-session window lands in the ~10–30 s range. Synchronous
+  request + client-side loading state is acceptable at v1 WITH the session
+  cap below; no job queue.
+- Fidelity defaults: the pre-registered experiments use
+  `{"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}` — use the same
+  (see `experiments/regime_meta_v1.json`).
+
+## Commands you will need
+
+| Purpose | Command | Expected on success |
+|---------|---------|---------------------|
+| API tests | `python3 -m pytest tests/unit/api/ -q` | pass (pre-existing local urllib failures possible — compare to clean-HEAD stash run) |
+| Replay tests | `python3 -m pytest tests/unit/experiments/ -q` | all pass (must stay green — you're consuming, not changing, replay) |
+| Full suite | `python3 -m pytest tests/ -q --ignore=tests/unit/api` | all pass |
+| Lint (CI gate) | `ruff check --select F api/ storage/ research/` | exit 0 |
+| JS syntax gate | plan 012 Step 5 snippet + `node --check` | exit 0 |
+
+## Scope
+
+**In scope**:
+- `api/static/backtest.html` (create — the separate dashboard page)
+- `api/main.py` (route `/backtest` → the page; route `/api/backtest` → the
+  replay; a small in-memory result cache on `DashboardState`)
+- `research/experiments/replay.py` — ONLY if a tiny public helper is needed to
+  avoid importing privates from api/ (e.g. `def replay_window(store, since,
+  until, *, population_cfg, regime_gate, fidelity) -> list[dict]`); simulation
+  internals unchanged.
+- `tests/unit/api/` (new test file)
+
+**Out of scope**:
+- ANY change to simulation semantics (`simulate_exit`, `_sim_baseline_r`,
+  population logic, fidelity math) — consumers only.
+- `trading_execution.py`, `run_live_paper.py`, live loop config.
+- Writing anything to the DB (results are computed + cached in memory only).
+- Parameter sweeps / what-if config editing in the UI — v1 replays the
+  CURRENT env settings only (see Maintenance notes).
+
+## Git workflow
+
+- Match repo style; suggested:
+  `research-tooling: /backtest replay dashboard — theoretical trades under current settings`.
+- Do NOT push unless instructed.
+
+## Steps
+
+### Step 1: `replay_window` helper in replay.py
+
+Public function assembling existing pieces (no new math):
+
+```python
+def replay_window(store, since, until, *, population_cfg=None,
+                  regime_gate=False, fidelity=None) -> dict:
+    """Theoretical trades for [since, until] under the CURRENT live exit
+    config. Reuses reconstruct_fires_from_setups + _fire_in_population +
+    simulate_exit with the harness's adverse-fill accounting."""
+```
+
+- fires = `reconstruct_fires_from_setups(store, since=...)` filtered to
+  `session_date <= until`.
+- population screen when `population_cfg` given (`_fire_in_population`).
+- regime screen when `regime_gate`: drop fires whose session has a
+  `regime_scores` row (model `meta_v1`) with `favorable = false`; sessions
+  without a row are KEPT (fail-open, mirrors `iv_regime_gate`).
+- per session, batch-load minute bars once (copy `run()`'s idiom); per fire:
+  `bars_after` = bars strictly after `fill_ts`; entry_fill =
+  `entry_price + _adverse(fidelity)`; `res = simulate_exit(entry_fill,
+  stop_price, bars_after, _live_exit_cfg())`; skip fires with no bars or
+  `risk <= 0` (count them as `skipped`).
+- returns `{"trades": [...], "daily": [...], "summary": {...}, "skipped": N}`
+  where each trade carries `{symbol, session_date, entry_ts, entry_price,
+  entry_fill, stop_price, exit_ts (bars_after.iloc[exit_index].timestamp),
+  exit_reason, r_multiple, fills: [{frac, price, reason}]}` — timestamps as
+  ISO strings (naive ET, converted by the API layer like plan 013 does),
+  `daily` = per-session `{date, n, sum_r, cum_r}`, `summary` = `{n, sum_r,
+  avg_r, hit_rate, sessions}`.
+
+**Verify**: `python3 -m pytest tests/unit/experiments/ -q` still green (no
+behavior change to existing paths); new unit test (Test plan case 1) passes.
+
+### Step 2: `/api/backtest` route + cache
+
+- GET `/api/backtest?days=10` (alternatively `since`/`until` ISO dates).
+  **Cap: 45 sessions** — clamp and report `{"clamped": true}` beyond it.
+- Build inputs from CURRENT env exactly as live does: population cfg from
+  `ExecutionSettings.from_env()` fields (the `_population_reject` mapping),
+  `regime_gate` from `TRADING_REGIME_GATE_ENABLED`, fidelity =
+  `{"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}`.
+- Echo the effective settings in the response (`"settings": {...}`) — the
+  page must SHOW what config produced the numbers, or the owner can't trust a
+  stale tab.
+- Cache on `DashboardState`: key = (since, until, repr(settings)); value +
+  monotonic timestamp; TTL 10 min; lock around compute so two concurrent
+  requests don't both run the replay (`threading.Lock`, compute-once).
+- Convert naive-ET timestamps to UTC epoch seconds for chart use (same
+  conversion as plan 013 Step 3).
+
+**Verify**: `curl -s "http://127.0.0.1:8765/api/backtest?days=5" | python3 -m json.tool | head -30`
+→ trades + daily + summary + settings; second call returns in <1 s (cache).
+
+### Step 3: the `/backtest` page
+
+`api/static/backtest.html`, served at `/backtest` (add the route next to the
+dashboard's). Reuse the dashboard's CSS variables/panel styles (copy the
+`:root` block; a shared stylesheet refactor is out of scope). Layout:
+
+- Header: window picker (5/10/20/45 sessions buttons + custom date range),
+  the echoed settings rendered as chips (`target_r=2.0`, `gap≥10%`,
+  `regime gate ON`, fidelity), and a bold banner: **"THEORETICAL — simulated
+  fills (adverse-tick fidelity), setup-sourced entries; not live P&L."**
+- Summary strip: n trades, sum R, avg R, hit rate, sessions, skipped count.
+- Equity curve: cumulative R per session (reuse the dashboard's existing
+  canvas equity-spark drawing approach — see `renderEquity` /
+  `renderDaily` in dashboard.html — or a Lightweight Charts line series;
+  either is fine, pick ONE).
+- Per-day bars: like the dashboard's Daily Performance panel; click a day →
+  filters the trade table.
+- Trade table: date, symbol, entry ts/price, exit ts/price, exit reason, R
+  (green/red). Click a row → chart modal (plan 013's component pattern:
+  vendored Lightweight Charts, candles for that session via `/api/chart`
+  scoped hours, plus THEORETICAL entry (blue arrowUp) and exit (purple
+  arrowDown, text = exit reason) markers from the trade row — purple
+  distinguishes simulated from the live-fill green/red of plan 013).
+- Loading state while `/api/backtest` runs (10–30 s for big windows): spinner
+  + "replaying N sessions…" — no silent hang.
+
+**Verify**: `node --check` on extracted scripts → exit 0; manual: open
+`http://127.0.0.1:8765/backtest`, pick 5 sessions → summary + curve + table
+render; row click opens chart with theoretical markers.
+
+### Step 4: honesty checks in the page
+
+Two footer lines, always visible:
+- entries are `setup_events`-sourced ORB triggers (the labeler's population),
+  entry fill = trigger + adverse ticks — optimistic vs real slippage on thin
+  names;
+- sessions missing from `setup_events` (nightly build gaps) are silently
+  absent — show `sessions replayed: X of Y calendar trading days` computed
+  from the daily array vs the requested window.
+
+**Verify**: visual — both lines present; the X-of-Y count is right for a
+window containing a known gap (e.g. a weekend).
+
+## Test plan
+
+New `tests/unit/api/test_backtest_endpoint.py` (fixtures modeled on
+`tests/unit/experiments/` seeding + `tests/unit/api/` server fixtures):
+
+1. `replay_window`: seed 2 sessions × 2 setups with synthetic minute bars
+   (reuse the `_seed_session` idiom from `tests/unit/research/test_regime.py:
+   ~130`) → returns 4 trades with `exit_ts` inside the session, `daily` has 2
+   rows, `cum_r` monotone-consistent with `sum_r`.
+2. Population screen: one setup priced outside the band → excluded, counted
+   in the response, not in trades.
+3. Regime gate: seed `regime_scores` meta_v1 unfavorable for session 1 →
+   its trades drop when `regime_gate=True`; session without a score row KEPT.
+4. `/api/backtest?days=9999` → clamped, `clamped: true`.
+5. Cache: two identical calls → second returns the identical object (mock or
+   count compute invocations via monkeypatch on `replay_window`).
+
+**Verify**: `python3 -m pytest tests/unit/api/test_backtest_endpoint.py -q` →
+all pass.
+
+## Done criteria
+
+- [ ] `/backtest` renders: settings chips, THEORETICAL banner, summary strip,
+      equity curve, per-day bars, trade table, chart drill-in with
+      entry/exit markers
+- [ ] Numbers come from `simulate_exit` + `_live_exit_cfg` + harness fidelity
+      — `grep -n "def simulate\|risk\s*=" api/` shows NO simulation math in
+      api/ (assembly only)
+- [ ] 45-session clamp, 10-min cache, compute-once lock all in place
+- [ ] All 5 new tests pass; `tests/unit/experiments/` untouched and green;
+      full suite passes; CI ruff gate clean; `node --check` clean
+- [ ] `git status` clean outside scope; `plans/README.md` updated
+
+## STOP conditions
+
+- Any step tempts you to modify `simulate_exit`, `_sim_baseline_r`,
+  population logic, or fidelity math — STOP; this plan consumes them.
+- `reconstruct_fires_from_setups` coverage for the chosen window is near-zero
+  (nightly labeler gap — see plans/README 009 note about the 07-15 backfill):
+  report the data gap, don't pad with a different fire source.
+- A 5-session replay exceeds ~60 s on the dev machine — the batching idiom
+  wasn't copied correctly; stop after one fix attempt.
+- Plan 013's vendored chart lib is absent (013 not landed) — report; don't
+  CDN it.
+
+## Maintenance notes
+
+- v1 replays CURRENT env only. The obvious next step ("what if I change env X
+  and replay") is a parameter-sweep UI — it belongs on top of the Experiment
+  OS's `iv_exit_config` (which already takes an arbitrary exit config), and
+  should be a new plan; do not bolt query-param config overrides onto
+  `/api/backtest` ad hoc, that becomes an unregistered experiment lab with no
+  pre-registration discipline.
+- The equity curve is R-based, not dollar-based — sizing is deliberately out
+  (fixed-fractional sizing depends on live equity; mixing it in would fake
+  precision).
+- Reviewer scrutiny: the fires' `bars_after` slicing (strictly AFTER fill_ts —
+  off-by-one here silently peeks); ET→UTC conversion; the compute lock (a
+  stampede of tabs must not run N replays).
+- The nightly `setup_events` build is this page's data supply — if the
+  scheduler misses a night (see plan 009 note), yesterday will be missing
+  here too; the X-of-Y sessions line surfaces that.
diff --git a/plans/README.md b/plans/README.md
index c9f3085..7184ae0 100644
--- a/plans/README.md
+++ b/plans/README.md
@@ -28,6 +28,11 @@ your row when done.
 | 009 | Feature-population prerequisite — instrument v1/pm1 (market context, RVOL fallback, catalyst-on), then re-run 008's probe | P2 | L | 006, 008 | code DONE, awaiting supervised rebuild+probe (market context + thin-name RVOL fallback + SPY/QQQ ingest + enrichment-on + committed probe all landed & tested; Steps 4-5 rebuild/AUC run supervised). **2026-07-16: the 07-15 nightly job never fired (docker outage overlapped 20:00 ET) — 07-15 was a data hole (0 setup_events, no SPY ingest, no regime row). BACKFILLED supervised: SIP refetch + 50 v1 setups + 6 pm1 fires + SPY/QQQ ingest + regime row for 07-15. Accrual clock unbroken; verify tonight's 20:00 scheduler fires.** |
 | 011 | Regime gate — a FREE-data daily signal deciding whether the ORB trades today; metalabel `P(our ORB profits this session)`, proven in the harness (walk-forward) before any live gate | P1 | L | 006, 004, 009 | **BACKTESTED ON PROD (2026-07-15) — VIABLE as a SHADOW damage-control signal, NOT yet a live gate. 266 walk-forward sessions: trade-always −0.111R/session (36% hit) → meta_v1 GATED −0.004R/session (48% hit), trading only the best ~32% of days; delta +0.107R in-sample, +0.128R OOS (recent 80 sessions), improves across 3 folds. threshold_v1 rule gates too little to matter. Leaky full-fit +0.61R ≫ walk-forward +0.078R confirms the walk-forward discipline was load-bearing; OOS holding = the edge is real. Verdict: turns a bleeding strategy roughly FLAT by sitting out bad regimes. FIRE-WEIGHTED harness (the LIVE v1 population — gap≥10%, vol≥300k — 2041 fires): BOTH experiments PASS their pre-registered bars (first PASS of the milestone) — regime_meta_v1 expR_delta +0.0965R, baseline −0.085R/fire → GATED +0.0117R/fire (POSITIVE on the real population, keeps ~33%); regime_threshold_v1 +0.083R but keeps only 26 fires (its pass = 'sit out 99%', thin/ignore). So on the actual tradeable population the gate is mildly POSITIVE, not just flat. DEPLOYED (shadow): scheduler runs build-features+score nightly; admin `/api/regime/run` button triggers on demand. LIVE-GATED IN PAPER (Step 5 shipped 2026-07-15, commit `0ac09d3`): `_regime_reject` blocks fresh entries on unfavorable sessions, `TRADING_REGIME_GATE_ENABLED=1` in both compose, fail-open everywhere. Blocker-1 (tape_regime not pre-open) resolved by DELETING tape_regime — measured 0.000 importance; LIVE feature set = breadth_rvol(vol_upto/avg, non-look-ahead) + spy_lagged + trailing. Takes effect on next deploy. Real-money promotion still a separate owner decision. **2026-07-16 AUDIT + FIX: the shipped live gate was structurally INERT — `live_session_favorable` read today's breadth_rvol from today's OWN setup_events rows, which the labeler only writes at 20:00 ET, so the fail-open guard returned None every live session (verified: no meta_live score + 1288 all-pass gate receipts on 07-16; the 07-15 'validation block' p=0.080 was computed PRE-guard on a zero-filled feature — an artifact, not a validation). Also found breadth_rvol was UNIT-CONTAMINATED: `_session_context` pooled all setup versions, and pm1 stores RAW cumulative premarket volume in relative_volume (median 261k) vs ratio tracks (~0.8) — ~240/267 historical sessions were pm1-raw-volume, and plan 009's v1 RVOL fallback was about to flip forward sessions to ratio units (07-15 rebuilt = 0.18), silently breaking the feature. FIX (same-day): breadth_rvol redefined pm1-ONLY (median premarket volume — the dominant historical source, unit-consistent, strictly pre-open knowable); live gate recomputes today's pm1 fires IN MEMORY from premarket minute_bars (pure compute_premarket_setups, no insert); _regime_reject retries fail-open verdicts every ~5 min instead of caching None all day (definite verdicts still once/day). regime_features rebuilt (267 sessions, labels unchanged), scores rewritten, fire-weighted re-validation vs the PRE-REGISTERED bars: regime_meta_v1 expR_delta +0.0570 (bar +0.05, n=2058, PASS — weaker than the contaminated +0.0965 but real), keeps 37%, baseline −0.078→gated −0.021; recent-80-session delta +0.149R/session (always −0.141 → gated +0.008, trading 29% of days). threshold_v1 +0.0766 but keeps 1% (sit-out-everything, ignore as before). Live check 07-16 on fixed code: breadth 612,819, verdict UNFAVORABLE — first genuine live decision. Adversarial review (19-agent, 9 findings) hardened the live path: previous_close falls back to the latest prior session's close when today's daily_bars row is absent intraday (else the gap basis silently flips to the premarket open = different fire population than training); verdicts before 9:50 ET are PROVISIONAL (re-scored ~5 min — ingest lag can truncate the premarket frame) and the first verdict at/after 9:50 is FINAL even when None (caps the scorer at a handful of runs/day instead of ~78 on quiet days — hot-path stall guard); NULL-breadth training rows excluded from the live fit (zero-fill taught a 'zero premarket volume' class the serve path can never produce); throttle datetime arithmetic moved inside the fail-open try. KNOWN ACCEPTED SKEW: live premarket volumes are scaled-IEX estimates vs the nightly SIP tape (up to ~25-50x low on symbols without a volume_ratio row) — regime_scores['meta_live'] vs the EOD label is the standing forward measure of whether this skew flips verdicts; revisit (intraday SIP refetch at 9:46+, 16-min embargo) if agreement is poor. Takes effect on next image deploy.** Prior status below. CODE DONE + REVIEW-APPROVED (commit `5cef4aa`), deploy-wired + backtested at `092d607`. Built: `research/regime.py` (probe + walk-forward `build-features`/`score`), `iv_regime_gate` harness intervention (keep-or-zero, fail-open), `regime_threshold_v1`+`regime_meta_v1` JSONs, 5 tests incl. the mutate-the-future leakage guard. Reviewer re-ran: 9 new + 35 existing experiments tests green, ruff clean, live paths untouched. HMM rung skipped (statsmodels absent). Research: `docs/research/regime_notes.md`. SUPERVISED next step (hits production Postgres — NOT done by the executor): `python3 -m research.regime probe` (Step-0 STOP gate) → `build-features` → `score --model threshold_v1`/`meta_v1` → register+run+adjudicate the two experiments → record expR_delta + OOS/fold results here. Review findings to fold in at that point: (1) `tape_regime` = earliest setup's at-trigger (~9:35) reading, not strictly pre-open — fine for the shadow harness, must be lagged before Step-5 live promotion; (2) minor: `_load_regime_favorable` model_version has no None-guard (both JSONs set it, fail-open if absent). Honest prior unchanged: most promising AND most curve-fit-prone (~150-260 sessions); walk-forward + threshold-floor + OOS decide GO vs "no free-data regime signal at this sample size".** |
 
+| 012 | Dashboard order-limits verbosity + dead-column cuts (owner request 2026-07-16) | P2 | S | — | TODO |
+| 013 | Symbol drill-in: 24h candlestick + live buy/sell trade markers (TradingView Lightweight Charts v5.2, vendored) | P2 | M | 012 (soft — reuses its bracket-leg maps) | TODO |
+| 014 | Live decision trace — gate-receipt feed (value→threshold per gate) + chart reject markers | P2 | M | 013 (chart overlay half; feed panel standalone) | TODO |
+| 015 | Backtest replay dashboard (/backtest) — theoretical entries/exits over past sessions under CURRENT settings, via Experiment-OS replay | P2 | L | 013 (chart component) | TODO |
+
 Status values: TODO | IN PROGRESS | DONE | BLOCKED (with one-line reason) | REJECTED (with one-line rationale)
 
 ## Expected drift (read before running any plan's drift check)
@@ -49,6 +54,11 @@ plan in this series (check the status table above).
 - 005 before 006 is recommended (receipts enrich replay + rank_one_bullet needs rank), but 006's bar-path replay works without it — the rank experiment just starts underpowered.
 - **Postgres provisioning (owner)**: the only new DDL in the milestone is plan 006's `experiments` / `experiment_runs` / `experiment_verdicts` tables (full DDL in `plans/006-experiment-os.md`). Plans 001–005/007 add no tables. The owner said they will provision the database once the plan is solid — that means: apply 006's DDL (or let the harness's idempotent schema-apply do it on first run), and after 002 lands, optionally run its operator `DROP TABLE` list post-backup.
 
+- 013 soft-depends on 012: the chart's entry/stop/target price lines reuse the bracket-leg maps (`stopBy`/`targetBy`/`entryLimitBy`) 012 builds in `render(d)`. 013 alone must build them itself (STOP condition covers it).
+- 012/013/014/015 are UI/read-path only — zero overlap with plans 008-011's research/live-gate surface; safe to execute in parallel with any of them.
+- Recommended UI execution order: 012 → 013 → 014 → 015. 014's Decision Feed panel half can land before 013; its chart-overlay half can't. 015 consumes replay.py as-is — any plan that changes exit-sim semantics invalidates its honesty claim and must re-verify it.
+- 015's data supply is the nightly setup_events build (plan 009's accrual) — a missed scheduler night is a missing day on /backtest; the page surfaces it via the "sessions replayed X of Y" line.
+
 ## Findings considered and rejected (do not re-audit)
 
 - **Retest/pullback entry logic, scale-out partials, close-above-trigger confirmation from folklore** — refuted in `docs/research/entry_conversion_research.md` (external evidence + in-house tests); the research doc's "explicit do-nots".