diff --git a/apps/paper_trader/event_detector.py b/apps/paper_trader/event_detector.py
index 6772cab..453aa65 100644
--- a/apps/paper_trader/event_detector.py
+++ b/apps/paper_trader/event_detector.py
@@ -135,15 +135,11 @@ class EventDetector:
                         if not enriched.get("reaction_day_high"):
                             enriched["reaction_day_high"] = sym_bars[rd].get("high")
 
-            # Compute market features from Oracle bars ONLY if missing in DB
-            # feature_json. DB values are authoritative because they were computed
-            # by the feature_builder at event time with the correct reaction_date
-            # and base price. Oracle bars can produce different values due to
-            # non-deterministic data or different date alignment.
-            _db_has_reaction = enriched.get("reaction_day_return") is not None
+            # Compute market features from Oracle bars if missing in DB feature_json.
+            # These can be None when the feature builder ran before reaction-day bars settled.
             sym_bars = bars_by_symbol.get(sym, {})
             rd = _parse_date(enriched.get("reaction_date"))
-            if rd and rd in sym_bars and not _db_has_reaction:
+            if rd and rd in sym_bars:
                 sorted_dates = sorted(sym_bars.keys())
                 try:
                     rd_idx = sorted_dates.index(rd)