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Composite Signal Backtest (VectorBT — Long/Short)
Running backtest…
Parameter Sweep
Promote to Signal Candidate
Record Run
Equity Curve —
Quality Checks —
Walk-Forward Results —
Templates
Scaffold Notebook —
My Notebooks
Recent Runs
New Factor
Validate Factor —
Create Composite Factor
Factor Correlation Matrix
Submit Correlation Pairs
Factor Comparison
Factor Detail
New Model
New Version
Validate —
Record Feature Importance —
Agent Registry
Hypothesis Refinement
Pipeline Run History
New Signal
New Version
Validate —
Publish Scores —
Import Pipeline Run → Signal Publications
Maps agent results (technical→S001, factor→S002, fundamental→S003) and writes scores to signal_publications.
INSTRUMENT SCORES —
Promotion Gates
| Transition | Approver(s) | Min Period | Key Check |
|---|---|---|---|
| validated → paper | PM (L2) — 1 approver | — | Code review, factor correlation check |
| paper → canary | PM (L2) — 1 approver | 30 trading days | Shadow IC stability, coverage |
| canary → production | PM + Risk Manager (L2+L3) — dual approval | 30 trading days | Canary performance, risk budget |
Approve Promotion —
Dual Approval —
Weekly Health Digest
Record Health Check
Signal Competition
Weight History (last 30 runs)
Diversity Constraints
Signal Library
New Library Entry
Signal Correlation Matrix
Current Aggregation Weights
Phase 1-2/3 · Uses IC-tournament weights when available, falls back to fixed weights
(Technical 40%, Factor 35%, Fundamental 25%)
· Phase 3+: Multi-horizon 5d/20d/60d tiers from Signal Competition
Select a date or run aggregation to see composite scores.
Portfolio Construction Constraints
Phase 1-2/3 · Uses SLSQP optimizer when scipy is available
(maximizes signal alpha − λ·turnover), falls back to equal-weight
· Constraints configurable via the Constraints panel
· Phase 3+: live portfolio current-weights tracking
No proposals yet. Click "New Proposal" to create one.
Phase 1-4
· Tier 1: position, sector, exposure
· Tier 2: EWMA vol + parametric VaR
· Tier 3: factor exposures (β, momentum, value, quality, size) + liquidity
· Tier 4: scenario analysis (GFC, COVID, rate shock, VIX spike)
Run Risk Check
Recent Risk Runs
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Risk Limits Configuration
(runtime only — resets on service restart)
Run Compliance Check
Phase 1-2 · Restricted securities check + mandate checks
(long-only, min 10 positions)
· Phase 3+: SEC 13D/13G thresholds, trade size limits, external feeds
Recent Compliance Checks
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Restricted & Watch-List Securities
No restrictions on record.
Route Proposal to Workflow
Kill Switches
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Pending Approval
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All Workflows
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Generate & Execute Orders from Proposal
Current Positions
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Order Blotter
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Trade Blotter
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Phase 1-2: No active order routing — all fills happen at close price in the OMS.
This view provides the algorithm reference and ADV-based routing analysis that will be used in Phase 3+.
Execution Algorithm Catalog
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Order Routing Analyzer
Routing Decision Log
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Broker Adapter
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Compute P&L Snapshot
Portfolio Summary
Select a portfolio and compute P&L.
P&L History
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Phase 3 Readiness Checklist
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Phase 1-2: Fills execute at same-day close price (zero slippage vs close benchmark).
The prev_close benchmark captures timing cost from prior-day close — this value is non-zero
and reflects the opportunity cost of the rebalance decision.
Thresholds: avg daily >15 bps, single trade >50 bps, daily total >20 bps.
Compute TCA
Daily TCA Report
Select a date to view the daily report.
Active Alerts 0
No threshold breaches.
TCA Records
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Monthly Aggregate
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