research/daily_report.py, run by Task Scheduler "Momentum\DailyReport" at 16:25 ET
on weekdays, writes data/reports/daily_<date>.md with ALERTS on top:
- the live opening-range bot's frozen 80-trade test: verdict, mean R with CI,
P&L, equity headroom over the floor, today's trades, open deviations, settings
drift;
- the judge v2 paper trial: judge.review for every counted day, cumulative
paper-vs-sim execution parity, today's flagged trades, trader errors and
restarts;
- the old-vs-new exit A/B (alerts at 50 pairs);
- stack health: down at the open, silent gaps of 10+ min, the press-release
recorder.
Read-only everywhere (PG_SKIP_SCHEMA=1, SELECTs only). Replayed on 2026-09-30 it
flags that day's real problems: the judge error loop, the paper stack down until
13:51, and a 25-min gap.
judge/PAPER_TRIAL.md, written before any counted trade: trades count from
2026-10-02. At 60 trades the paper trial must show execution parity with the
simulator (paper minus sim >= -0.15R) before a 150-trade performance read. Real
money is only considered after that, and only with the owner's go-ahead.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01B3PXXn2tHBzdv6rYtGPz86
