momentum-system/plans/README.md

Implementation Plans — next enhancement milestone

Generated by the improve skill on 2026-07-13 at commit d54a2a9, from an 8-cluster recon sweep (~95 evidence-cited findings), a 5-frame ideation pass (48 raw ideas → 14 merged candidates, all 14 verified sound by a fresh-context spot-check against HEAD), and a design-fit review of the dashboard additions. Companion design artifacts: docs/ideation/2026-07-13-next-milestone-ideation.html (ranked ideas + bases), docs/ideation/momentum-architecture-current.{drawio,png}, docs/ideation/momentum-milestone-featureset.{drawio,png}.

Execute in the order below unless dependencies say otherwise. Each executor: read the plan fully before starting, honor its STOP conditions, and update your row when done.

Execution order & status

Plan	Title	Priority	Effort	Depends on	Status
001	Production safety rails — CI test gate, dead-man's switch, pg_dump backup	P1	S	—	DONE
002	Dead-weight deletion — schwab/, grafana/, dead modules/tables/projections	P2	S	001	DONE
003	Money-path hardening — daily self-restart, positive-evidence contract, reconcile, cage count	P1	M	001	DONE
004	Learning flywheel — one population module, scheduled eod_replay + nightly_tune, atomic writes	P1	M	001 (002 rec.)	DONE
005	Entry-path unification + decision receipts	P2	M	001, 003, 004	DONE
006	Experiment OS — pre-registered counterfactual experiments over logged fires (flagship)	P1	L	004 (005 rec.)	DONE
007	Operator control plane — dashboard truth + kill switch + effective config (step 1 = prod bug fix, ship early)	P2	M	001, 003 (006 for ledger data)	DONE
008	Conversion-signal model — measure if the labeled data separates winners	P1	L	006, 004	MEASURED 2026-07-14 (corrected): the 0.514 was the liq1-dominated MIX. Scoped to live v1: CV AUC 0.641 — REAL signal, but it is ~entirely the VWAP gate the bot ALREADY runs (above-VWAP +1R 35.4% vs below 12.7%). Residual within above-VWAP = 0.526 ≈ noise. RVOL-fallback added (read-only test 2026-07-14): 0.526→0.535, within noise — RVOL adds nothing beyond VWAP. Verdict: VWAP is the whole story for current features; no second indicator. Only market-context + catalyst remain untested (forward-accrual only, negative prior). The lever is a different setup (premarket), not more ORB filters.
010	Premarket shadow entry — prove a FILL-ABLE edge before any live premarket order	P2	L	006, 009	NO-GO (Step 1 measured 2026-07-15): premarket is a paper-fill mirage. pm1+fat-tail-exit expR: −0.50R @0.5% fill, −1.27R @1% (realistic thin book), −2.74R @2%, vs the ORB's −0.11R. The 22-min fat tail can't outrun the 1-2% premarket spread. STOP — do not build the live shadow track. The ORB's 5-min wait exists to trade in penny-spread regular-session liquidity.
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)
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	CODE DONE + REVIEW-APPROVED (worktree worktree-agent-a2709a9c0f0bb7d65, commit 5cef4aa), awaiting SUPERVISED real-data adjudication. 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".

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)

Every plan stamps d54a2a9 and its drift check diffs against that commit. Executed in order, later plans WILL see diffs from earlier ones (compose scheduler/db-backup blocks from 001/003/004/006, workflow test job from 001, trading_execution/ run_live_paper changes from 003/004/005, telegram_bot from 001). That is EXPECTED drift: verify only that the plan's quoted code excerpts still exist semantically (line numbers may shift); STOP only on changes NOT attributable to a completed plan in this series (check the status table above).

Dependency notes

• 001 first, always: it is the gate that makes every other plan's image push test-verified. 007's step 1 (the POST NameError import fix) is a production bug fix that may be cherry-picked ahead of everything.
• 002 before the refactor-heavy plans (004/005) so they diff against a smaller surface; its production DROP TABLE section runs only after 001's backup exists.
• 003 before 005/007: both build on its clean-shutdown/flatten semantics. Note the documented interaction: 007's flatten_all command must not trigger 003's daily-restart exit (see 007 STOP conditions).
• 004 before 006: every experiment population MUST come from strategy/population.py — running experiments against a look-ahead population re-creates the exact artifact class (vr1/liq1) this milestone exists to kill.
• 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.

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".
• Selection levers (confirmation-speed gate, float gating, liquidity floors, VWAP-reclaim promotion, liquid-breakout, leading-gainer detector, premarket-volume slices) — refuted at year scale per project memory; the validated population stays as-is.
• Reviving the NiceGUI controlroom — owner preference: :8765 is the dashboard.
• LISTEN/NOTIFY for dashboard change detection — deferred, not rejected: the shared cached signal (007 step 2) is the sufficient lazy fix; NOTIFY is the named upgrade path.
• TimescaleDB / pg extensions — not required at current scale (README's own assessment); revisit only if event/bar volume grows past what the hot-path index handles.
• strategy/regime.py deletion — already deleted at HEAD; recon reference was stale. NOTE: plan 011 introduces a NEW, unrelated research/regime.py — an offline metalabel scorer (session-level P(ORB profits today)), not the deleted live regime module. Different file, different purpose; do not conflate.
• Schwab account sync revival for human-vs-bot comparison — the only non-delete rationale for schwab/; owner may veto 002's schwab deletion if that comparison is still wanted (plan 002 grep-gates it either way).