Search symbols or commands ⌘K

Acct {{ equityStr }} {{ dayStr }}

updated {{ updated }}

Fleet

Promotion soak {{ promo.version }} {{ promo.summary }} {{ promo.failures }} {{ promoAge }}

Filters {{ warningAge }}

severity

account

source

reason

By account

By source

By reason

Warning feed {{ warningFeedSummary }}

No warnings match the current filters.

{{ wi.ts }} {{ wi.severity }} {{ wi.account }} {{ wi.reason }} {{ wi.source }} · {{ wi.text }}

Leverage & gross exposure deployed/equity {{ leverage.grossPct }} · {{ leverage.note }}

Equity{{ leverage.equity }}

Deployed (long MV){{ leverage.deployed }}

Cash idle{{ leverage.cash }}

deployedcash · 100% = equity

Portfolio value {{ historyAge }}

Holdings {{ portfolioAge }} {{ posCount }} OPEN

{{ intradaySym }} Intraday {{ barsAge }}

MA20 Bollinger(20,2)

How normal is this? {{ normalcyAge }}

vs PURE vs cascade

Backtest distribution not generated yet.

→

Trades {{ tradesDate }} · NEWEST FIRST

Net P&L{{ td.netPnl }}

Exit reason{{ td.exitReason }}

Entry channel{{ td.entryChannel }}

Qty{{ td.qty }}

⚠ exit leg missing in the pull — P&L covers matched qty only.

Execution · our order

Order type{{ td.orderType }}

Limit we set{{ td.limitPrice }}

Filled at{{ td.filledAt }}

Fill vs limit{{ td.fvlBps }}{{ td.fvlTag }}

Simulator fidelity · live vs backtest

awaiting post-close replay

Entry slippage{{ td.entBps }}{{ td.entOk }}

Exit slippage{{ td.exBps }}{{ td.exOk }}

Within tolerance{{ td.wtLabel }}

{{ btPass }} PASS · {{ btWarn }} WARN · {{ btFail }} FAIL · last {{ btSessionCount }} sessions

Median daily error {{ medianErr }} · how closely live tracked the backtest

fidelity {{ fidScore.value }} {{ fidScore.grade }}

replayed post-close · frozen to live picks

WHY {{ verdictDriver.verdict }} {{ verdictDriver.text }}

Daily replay checklist {{ btChecklistSummary }}

awaiting selected day report

🧪 {{ dayInsights.rigSuspectText }}

Alerts

{{ ag.label }} {{ ag.n }} · {{ ag.hint }}

Per-name gross divergence {{ dayInsights.gross }} matched qty div {{ dayInsights.qtyDiv }}

Gap attribution live − backtest = {{ dayInsights.attrTotal }}

Per-account (book roll-up)

ACCTVERDICTLIVEBTDAY-ERRGROSS DIVOVERLAP

Cumulative P&L — live vs backtest

Live Backtest

Daily P&L — live vs backtest

Live Backtest

Execution drift — where live filled vs the backtest {{ slipNStr }} · within tol {{ slipWithinPct }}

One dot per trade. 0 = filled exactly where the backtest assumed; green helped P&L, red hurt.

Entry fills · ±15bps tolmedian {{ slipEntryMed }} · {{ slipEntryRange }}

Exit fills · ±25bps tolmedian {{ slipExitMed }} · {{ slipExitRange }}

Every trade vs its backtest twin & cohort tap a dot to inspect its cohort

How our live fills compared to what the backtest made on the same trades. Filter the window to see today, the recent week/month, or everything.

P&L · {{ twinWindowLabel }}

live {{ bdPnlLive }}bt {{ bdPnlBt }}

gap {{ bdGap }}

Win rate

live {{ bdWinLive }}bt {{ bdWinBt }}

avg ret live {{ bdRetLive }} · bt {{ bdRetBt }}

Execution slippage

entry {{ bdMedEntry }}exit {{ bdMedExit }}

median, our fill vs the sim's

Tracking

live beat sim on {{ bdBeat }}

{{ bdN }} matched trades

Each dot below is one matched trade — x = what the backtest made, y = what we made live. Above the dashed line = live beat the sim; below = the sim was optimistic.

live return{{ cohSelLive }}

backtest twin{{ cohSelBt }}

its cohort bin{{ cohBinLabel }}

Tap a dot in the scatter (or a row below) to highlight a trade against its {{ cohAxisLabel }} bin.

Biggest divergences

{{ dv.sym }} {{ dv.date }} live {{ dv.live }} bt {{ dv.bt }} {{ dv.gap }}

No matched per-trade twins yet.

Recovery after exit {{ recoveryView.n }} names · upside left on the table {{ recoveryView.total }}

Names we EXITED that traded higher afterward — post-exit session high vs our fill (the "sold-then-recovered" view).

No name recovered materially after exit. Clean cuts.

SYMEXIT @EXIT PXPOST-EXIT HIGHRECOVERYMISSED $

Trends — full window {{ trendsCount }} sessions

Daily error % · 10% / 25% guides

Pick overlap · 0.80 guide

Where today sits {{ dimDate }}

The bar spans the backtest p5–p95 range (tick = median); the marker is today.

Replay shadow · OFF

The order-mute replay shadow is not running (soak-gated). When enabled it re-replays today every minute from the same inputs as the 20:30 fidelity job and shows live-vs-replay divergence here in real time. A dead shadow fails LOUD (STALE>90s → DOWN>300s), never silent-green.

Verdict{{ shVerdict }}

Live P&L{{ shLivePnl }}

Replay P&L{{ shBtPnl }}

P&L gap · magnitude{{ shPnlGap }}

Pick overlap{{ shOverlap }}

Diverged for{{ shSince }}

n_diverged{{ shSpark }}

Comparator faithfulness

Model vintage{{ shModelVintage }}

Bars overlay{{ shBarsOverlay }}

Seed{{ shSeedSource }}

As-of minute{{ shAsofMinute }}

Per-symbol divergence — {{ shInst }} · asof {{ shAsof }}

✓ IN SYNC — live and the replay shadow agree (no per-symbol divergence).

SymbolSeverityOriginClassWhat diverged (live vs replay)

Decision-pair drill-down — {{ shDrillSym }}

Live decidedReplay decided

⚠ {{ bhStaleMsg }}

Backtest-history digest not generated yet — run scripts/strategy_b/build_backtest_history.py.

Live version

git {{ bhGitSha }} · {{ bhGenerated }}

{{ bhPureWindow }} · $100k/qtr reset

Cascade end value

{{ bhCascadeWindow }} · $100k compounded

DATE RANGE →

…or use a preset / drag on a chart

PURE P&L

drag to zoom · double-click to reset

Cascade

How normal is today (PURE daily)

Per-quarter

QuarterPURE netSharpepos-daysCasc netSharpe

Monthly returns (PURE net · green up / red down · hover a cell)

Per-month (click a year)

Best quarters

Best entry hours

Best exit reasons

Best stocks (top 25 by net)

Intraday shape (PURE)

Timesizedmedtokensavg unreal % green