QuantStrategic
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Development History

Gekko + Gekko-Research · W2 → W62 · 19 milestones

InfrastructureResearchExecutionLive
DC Mean Reversion — 3rd strategyW63Research2026-06-16
  • ·Donchian Channel daily mean reversion: close < prior 10-day low → long next open
  • ·Exit3: first daily close > signal-close; 5-day time stop
  • ·OOS walkforward (3y→1y, 14 years): PF 2.76, Sharpe 1.14, 0 sit-out years
  • ·Corr vs ORB +0.05, vs EMA −0.01 — genuinely uncorrelated diversifier
  • ·dc_signal.py: nightly signal file for bridge entry at 09:30–09:40 ET
  • ·bridge.py: DC strategy dispatch + 9-day stale-position purge threshold
  • ·QuantStrategic command centre + PineScript mirror updated to include DC
Live readinessW62Live2026-06-15
  • ·/bridgestatus: mode, feed age, last 10 signals, daily counts
  • ·go_live_switch.py: reads verdict → patches BRIDGE_MODE=live → verifies auth
  • ·week2_push.py: June 23 final pulse with early verdict prediction
  • ·QuantStrategic dashboard initiated
Go-live automationW61Execution2026-06-15
  • ·CONDITIONAL GO LIVE path: ≥3 trades, no FAILs, PF>1.0
  • ·Quarterly OOS breakdown: Q1 ORB 1.97 / Q2 ORB 2.06 (not front-loaded)
  • ·week1_push.py: June 20 checkpoint
  • ·July 7 follow-up audit cron
2026 OOS validationW60Execution2026-06-14
  • ·2026 OOS regression: GREEN (EMA PF 1.53, ORB PF 2.02)
  • ·Simultaneous margin guard REMOVED — creates backtest divergence
  • ·Demo milestone alert at 5th completed trade
  • ·/oos command, /preflight section 2
Bridge hardeningW59Execution2026-06-14
  • ·Stale position purge: clears positions ≥2 days old (intraday strategies)
  • ·/demo execution dashboard: per-strategy fills, slippage trend, P&L by day
  • ·/preflight: 7-section live-readiness check (criteria, OOS, auth, equity, state, kill switch, mode)
Demo execution polishW58Execution2026-06-14
  • ·Per-env Tradovate token files (demo vs live)
  • ·MODE_BADGE (🎯 DEMO / 🚨 LIVE) in all account commands
  • ·/flatten emergency exit (orb/ema/all)
  • ·Demo P&L block in hourly bridge push (today/week/all-time)
Live execution infrastructureW57Execution2026-06-14
  • ·BRIDGE_MODE env var: shadow → demo → live
  • ·tradovate_live.py: live API twin (live.tradovateapi.com)
  • ·Kill switch: −500 pts/day → no new entries
  • ·golive_push.py: automated June 27 go/no-go verdict
  • ·sizing_rule(): 1→2 MNQ scaling criteria
Research validationW54–W56Research2026-05
  • ·fill_audit.py: demo slippage vs backtest expectations
  • ·/risk: Kelly sizing + bootstrap risk profile
  • ·vwap_stretch strategy REJECTED (no edge after costs)
  • ·EMA hard stop analysis: VERDICT no stop (1.5×ATR marginal, DD worse)
  • ·Worst-day risk −$2,578 accepted knowingly
HVN levels + Budfox debriefW52–W53Research2026-04
  • ·hvn_tracker.py: PD/ON/OR POC/VAH/VAL/High/Low → /hvn command
  • ·budfox.py: Claude Haiku session debrief — absorption, continuation, POC magnet, delta divergence
  • ·bridge_push.py: hourly RTH push with key levels
  • ·EMA cross added to PineScript mirror (ATR33p gate, reversal markers)
Unified narrator payloadW51Research2026-04
  • ·Classifier data (regime/score/layers) injected into narration
  • ·24h true-delta trend (avoids CVD reset problem)
  • ·Markov gate on /dt and /st alerts (min 0.35 prob)
  • ·PUSH_ALERTS frozenset — suppresses noise, only dt/st/session/watch on
Markov layer + Claude narrationW50Research2026-03
  • ·narrator.py: Claude Haiku primary, Ollama Qwen fallback
  • ·markov_regime.py: state-transition probabilities, MFE/MAE targets
  • ·/gekko command: full Markov-aware regime brief
  • ·18 unit tests
/dt and /st trade commandsW49Research2026-03
  • ·Day trade setup command with Markov-gated entry/stop/target/RR
  • ·Swing trade command with multi-session context
  • ·Trade implications injected into session digest
Session intelligenceW40–W48Infrastructure2026-02
  • ·Range compression alert (🔲 coiling)
  • ·POC migration tracking (📍)
  • ·/vibe rule-based synthesis
  • ·/scalp, /or, /overnight, /heatmap commands
  • ·Auto-brief on significant regime change
Advanced signal layerW30–W39Infrastructure2026-01
  • ·Session open/close alerts with VWAP carry
  • ·CVD divergence, VWAP cross, run extension alerts
  • ·/setup, /context, /bias, /summary, /dist commands
  • ·Signal cluster alert (🔥 3+ signals in 20m)
  • ·Score vs price divergence detection
Alert system build-outW20–W29Infrastructure2025-12
  • ·17 alert types: regime change, proximity, VWAP cross, CVD div, sess extreme, score velocity, VA cross, vol spike, signal cluster, range ext…
  • ·/perf, /history, /trend, /day, /compare, /watch, /edge, /matrix, /flow commands
  • ·Alert log (alerts_log.jsonl) + /alertlog
History & sparklinesW11–W16Infrastructure2025-11
  • ·regime_history.jsonl — all classifier runs deduped by bar_time
  • ·Score sparkline ▁▂▃▄▅▆▇█ in /status
  • ·5-min regime classifier cron
  • ·Score trend ±drift over 30m
Regime monitor upgradesW4–W8Infrastructure2025-11
  • ·VWAP layer: continuous ATR-distance scoring
  • ·Key levels in /status (POC/VAH/VAL/VWAPs/4H swings)
  • ·/levels, /delta, /session commands
  • ·30-day log rotation in webhook receiver
Permanent infrastructureW3Infrastructure2025-10
  • ·gordongekko.uk domain on Cloudflare Registrar
  • ·Watchdog dead-feed detector
  • ·Telegram /brief command bot via launchd
Full pipeline liveW2Infrastructure2025-10
  • ·Pine footprint → FastAPI → classifier → Qwen 2.5 14B → Telegram briefs
  • ·TradingView webhook receiver on Cloudflare tunnel
  • ·Regime classifier: 4-layer scorer (HTF/VA/VWAP/CVD)