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fithia2/dev/phase7_deliverables
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I Luk Kim 2395a0c0c3 feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 		5 months ago
..
README.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
change_management_and_release_policy.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
drift_monitoring_and_post_trade_review.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
implementation_plan.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
incident_record.schema.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
live_rollout_and_capital_ramp.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
operator_runbook.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
performance_attribution_and_reporting.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
production_hardening_and_governance.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
rollout_config.schema.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
testing_checklist.md feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago

README.md

Phase 7 Deliverables — Controlled Live Rollout and Operational Governance

Purpose

Phase 7 defines how the system moves from paper trading / small pilot execution into controlled live operation. The focus is not on new alpha generation. The focus is safe capital deployment, operational discipline, change control, incident handling, model drift detection, and post-trade learning.

This phase assumes the following are already in place:

  • Phase 0: strategy, risk, data, and event policy are approved.
  • Phase 1: repository, schemas, service boundaries, and coding rules are approved.
  • Phase 2: ingestion jobs are stable and replayable.
  • Phase 3: parsers and feature builders are producing reviewable records.
  • Phase 4: backtests and experiment process are reproducible.
  • Phase 5: attention overlay is optional and non-critical.
  • Phase 6: paper trading and live order lifecycle are implemented with risk guards.

Primary Goals

  1. Start live trading with small capital and constrained risk.
  2. Introduce staged capital ramp rules based on stability and realized performance.
  3. Add governance for releases, approvals, incidents, and rollback.
  4. Formalize daily/weekly/monthly operational review.
  5. Detect signal drift, parser drift, and execution drift before they become expensive.
  6. Produce auditable records for every trade, model version, config version, and incident.

Deliverables in This Phase

  • live_rollout_and_capital_ramp.md
  • production_hardening_and_governance.md
  • change_management_and_release_policy.md
  • drift_monitoring_and_post_trade_review.md
  • performance_attribution_and_reporting.md
  • implementation_plan.md
  • testing_checklist.md
  • operator_runbook.md
  • rollout_config.schema.json
  • incident_record.schema.json

Reading Order for AI Coding Agent

  1. Phase 0 documents
  2. Phase 1 documents
  3. Phase 2 documents
  4. Phase 3 documents
  5. Phase 4 documents
  6. Phase 5 documents
  7. Phase 6 documents
  8. Phase 7 README.md
  9. live_rollout_and_capital_ramp.md
  10. production_hardening_and_governance.md
  11. change_management_and_release_policy.md
  12. drift_monitoring_and_post_trade_review.md
  13. performance_attribution_and_reporting.md
  14. implementation_plan.md
  15. testing_checklist.md

Phase 7 Exit Criteria

Phase 7 is complete only when all of the following are true:

  • The system can operate in live mode with explicit capital caps and rollback rules.
  • Release approval, emergency stop, and incident logging are operational.
  • Daily reconciliation, attribution, and drift checks run automatically.
  • Configuration and model versions used for each trade are recorded and reproducible.
  • A week of live or pilot trading can be reviewed end-to-end without manual log archaeology.