Audit Trail Index
Sequential audit reports documenting all major decisions, backtests, features, and risk studies from project inception to present.
105 audits total. Grouped by phase.
Phase 1: Foundation (audits 01-30)
Initial system build-out, multi-market feasibility, feature engineering.
| # | Title | Date | Key finding |
|---|---|---|---|
| 01 | Quant Challenge | 2025-12 | Baseline backtest framework, 15k+ trades, win-rate bucketing |
| 02 | Risk Audit | 2026-01 | Position caps (8% name, 30% sector) + vol targeting impact |
| 03 | ML Feature Engineering | 2026-01 | Feature selection: cluster, earnings proximity, sector momentum |
| 04 | Academic Review | 2026-01 | Cohen-Malloy-Pomorski (2012) insights applied to multi-market |
| 06 | PIT Audit | 2026-01 | Probability-of-Informed-Trading calibration across markets |
| 07 | Financial Coherence | 2026-01 | PE/PB/ROE/margin correlations with insider signal strength |
| 08 | Copy Audit | 2026-01 | Messaging consistency across product pages |
| 09 | Recommendations Audit | 2026-01 | Signal ranking UX + filter clarity |
| 10 | Recommendations UX Audit | 2026-01 | Portfolio widget + alert flow refinement |
| 11 | Scoring Backtest | 2026-01 | Signal score formula v1 calibration (0-100 scale) |
| 12 | Walk-Forward Analysis | 2026-02 | Rolling 6-month windows, out-of-sample stability |
| 13 | Feature Engineering | 2026-02 | Directional cluster (buy/sell agreement) impact |
| 14 | Exit Rules | 2026-02 | T+90 hold logic + stop-loss triggers |
| 15 | Exit Rules Daily Regime | 2026-02 | Regime-aware hold triggers (momentum flip, gap down) |
| 16 | Earnings Proximity | 2026-02 | Pre-earnings penalty calibration |
| 17 | Sector Momentum Clean | 2026-02 | Sector rotation overlay, 200d MA composite |
| 18 | SEC Form 4 Ingestion | 2026-02 | US tape ingest pipeline (Form 4 + Schedule 13G parsing) |
| 19 | SEC Form 4 Round 3 | 2026-02 | Form 4 edge cases (derivatives, conversions, apports) |
| 20 | Multi-Market Feasibility | 2026-02 | Coverage analysis: 28 regulators, cost/benefit |
| 21 | Multi-Market Coverage Audit | 2026-02 | XPAR + XAMS + XWBO + XBRU + XHEL + XOSL + XSTO + XETR coverage |
| 22 | Multi-Market Backtest Results | 2026-02 | EU 8 markets: Sharpe 1.19, CAGR 32% (expanded cohort) |
| 23 | Multi-Market Scoring V4 | 2026-02 | Score redistribution across 28 markets + FX normalization |
| 24 | Value Prop 2026 | 2026-02 | Product narrative refresh (retail focus, free tier) |
| 25 | Final Multi-Market Scoring | 2026-02 | Score formula v2 finalized (22+12+16+18+4+8+20-5 pt breakdown) |
| 26 | Internal Linking Audit | 2026-02 | Navigation coherence + SEO cross-links |
| 27 | Site Audit 30 Points | 2026-02 | Performance, accessibility, mobile UX (30-item checklist) |
| 28 | Financial Coherence Audit | 2026-03 | Fundamental signal correlation deep-dive |
| 29 | Disclosure Statement | 2026-03 | Legal disclaimer + conflict-of-interest language |
| 30 | Backtest Final 17 Markets | 2026-03 | XPAR + XAMS + XWBO + XBRU + XHEL + XOSL + XSTO + XETR + XNAS + others |
Phase 2: V13 Tuning (audits 31-85)
V13.x series development, sector momentum overlay, earnings proximity refinement, multi-market stacking, V13.5 live launch.
| # | Title | Date | Key finding |
|---|---|---|---|
| 31 | Final Session Report | 2026-03 | V13 baseline locked in, ready for production |
| 32 | Alpha Discovery | 2026-03 | Sector momentum + earnings proximity stacking |
| 33 | Portfolio Backtest | 2026-03 | T+90 equal-weight rebalance, max DD -14.1% |
| 34 | Alpha Discovery Round 2 | 2026-03 | Family kind declarations (spouse/child multiplier research) |
| 35 | Japan Deep Research | 2026-03 | EDINET ingest + FIEA compliance |
| 37 | Per-Country Backtest Final | 2026-03 | Per-market Sharpe + win-rate breakdown |
| 41 | History Depth Audit | 2026-04 | Data freshness + archive coverage by market |
| 42 | Hero Image Style Test | 2026-04 | Visual branding + Sigma wordmark |
| 43 | Scoring Rerun 2026-05 | 2026-05 | V13.x formula refresh on latest cohort |
| 44 | Alpha Discovery Round 3 | 2026-05 | Track record + DCA (dollar-cost averaging) feature |
| 45 | Competitor Audit 2026-05 | 2026-05 | Market landscape vs Nvidia (FinBert), Databox, etc. |
| 46 | API Audit | 2026-05 | REST endpoints + schema + rate limits |
| 47 | Site State 2026-05-17 | 2026-05-17 | Snapshot post-V13.5 live: 28 markets, 554k+ trades, Sharpe 1.21 |
| 48 | Sources Intelligence Audit | 2026-05 | Data feed quality + freshness SLAs |
| 49 | Schema Harmony | 2026-05 | DB schema consistency audit |
| 49b | Amount Parsers Audit | 2026-05 | Transaction amount parsing edge cases |
| 50 | Historical Archive | 2026-05 | Archive export + versioning strategy |
| 51 | Backtest Results 2026-05-18 | 2026-05-18 | V13 on full cohort: Sharpe 0.98, CAGR 26.2% |
| 52 | Backtest Per-Market 2026-05-18 | 2026-05-18 | Sharpe variance across 28 markets |
| 53 | Signal Tune 2026-05-18 | 2026-05-18 | Score threshold calibration (minScore: 40) |
| 54 | Favicon + Brand 2026-05-18 | 2026-05-18 | Design system + color tokens |
| 55 | Schema Org 2026-05-18 | 2026-05-18 | Structured data + SEO markup |
| 56 | Scoring Variant Bake 2026-05-18 | 2026-05-18 | V13.3 sector-only vs V13.5 full stack comparison |
| 57 | Financial Coherence 2026-05-18 | 2026-05-18 | Fundamental weighting review |
| 58 | Vercel Cron Migration 2026-05-18 | 2026-05-18 | Cron endpoint migration from /api/cron to Vercel native |
| 60 | Scoring Iteration 2026-05-18 | 2026-05-18 | Score formula tuning post-data backfill |
| 61 | Senior Architecture 2026-05-19 | 2026-05-19 | System design summary: ingest - enrich - score - rank - serve |
| 62 | SEO + Perf 2026-05-19 | 2026-05-19 | Core Web Vitals (LCP, FID, CLS) audit |
| 63 | API + Cron Health 2026-05-19 | 2026-05-19 | Uptime + error rate + SLA metrics |
| 63b | Related Insider Signal | 2026-05 | Related-company cluster detection (new feature) |
| 65 | Company Perf 2026-05-19 | 2026-05-19 | Per-company backtest variance |
| 67 | Insiders Perf 2026-05-19 | 2026-05-19 | Per-insider hit-rate distribution |
| 68 | Locale Parity 2026-05-19 | 2026-05-19 | FR/EN content + date format consistency |
| 69 | Score Coherence Audit 2026-05-19 | 2026-05-19 | Score distribution check (outliers, bucketing) |
| 70 | Name + Role Coherence 2026-05-19 | 2026-05-19 | Insider name dedup + role history normalization |
| 71 | Insider Dedup 2026-05-19 | 2026-05-19 | Cross-regulator duplicate detection |
| 72 | Email System 2026-05-19 | 2026-05-19 | Daily digest + alert delivery pipeline |
| 73 | API Coverage 2026-05-19 | 2026-05-19 | Endpoint completeness audit |
| 74 | Cross-Market Unification 2026-05-19 | 2026-05-19 | Company dedup across 28 markets (same ISIN = same entity) |
| 75 | Multi-Market Backtest 2026-05-19 | 2026-05-19 | Full 28-market bake (expanded cohort) |
| 76 | Scoring Multimarket 2026-05-19 | 2026-05-19 | Cross-market score recalibration |
| 77 | Multi-Market Rescore Final 2026-05-19 | 2026-05-19 | Re-score full history with multimarket engine |
| 78 | Quant Per-Market Sector 2026-05-19 | 2026-05-19 | Per-market + per-sector Sharpe variance |
| 79 | AI Deep Summary | 2026-05-19 | GPT-4o summary of all prior audits + next steps |
| 79b | 3h Master Coordinator Final 2026-05-19 | 2026-05-19 | Coordination of concurrent 10-agent session |
| 80 | Geographic Regime 2026-05-19 | 2026-05-19 | Market regime analysis (momentum vs value) by geography |
| 80b | Sector Momentum V13.3 2026-05-19 | 2026-05-19 | Sector momentum formula refinement |
| 81 | Director + CEO Divergence 2026-05-19 | 2026-05-19 | Role-specific signal strength (CEO vs board) |
| 81b | Earnings Proximity V13.2 2026-05-19 | 2026-05-19 | Earnings proximity window re-calibration |
| 82 | V13.3 Live Wired 2026-05-19 | 2026-05-19 | V13.3_sector_only launched (baseline refresh) |
| 83 | Responsive Audit 2026-05-19 | 2026-05-19 | Mobile UX + breakpoint coverage |
| 84 | SEO Deep Audit 2026-05-19 | 2026-05-19 | Keyword research + page structure + meta tags |
| 85 | Master Coord PM 2026-05-19 | 2026-05-19 | Final coordination + handoff to live ops |
Phase 3: V14 Research + EU_strict Ship (audits 86-105)
V14e formula development (family/proxy entity multipliers), EU-only performance discovery, US tape inversion finding, final ship decision.
| # | Title | Date | Key finding |
|---|---|---|---|
| 86 | V13.5 Stacking 2026-05-19 | 2026-05-19 | Full stack backtest: Sharpe 0.98, CAGR 26.2%, max DD -12.9% |
| 87 | Backfill Status 2026-05-19 | 2026-05-19 | Data completeness + coverage gaps |
| 88 | V13.5 Prod Audit 2026-05-20 | 2026-05-20 | V13.5 live snapshot: performance check |
| 89 | API V1 Audit 2026-05-20 | 2026-05-20 | REST API v1 finalization |
| 90 | MCP Features 2026-05-20 | 2026-05-20 | Model Context Protocol integration for Claude |
| 91 | Blog Stale Stats Audit 2026-05-20 | 2026-05-20 | Blog article backtest numbers refresh needed |
| 92 | Scoring RAG Backtest Audit 2026-05-20 | 2026-05-20 | AI-retrieval-augmented scoring ideas |
| 93 | V13_5 Full Cohort 2026-05-20 | 2026-05-20 | V13.5 on full 293k trades: Sharpe 0.98 |
| 94 | V13_5 Expanded Cohort 2026-05-20 | 2026-05-20 | Expanded cohort analysis |
| 95 | V14 Related Insider 2026-05-20 | 2026-05-20 | V14 feature: related-company cluster detection |
| 96 | Top Patterns 2026-05-20 | 2026-05-20 | Backtest winners + losers pattern analysis |
| 97 | V15 Pattern Stack 2026-05-20 | 2026-05-20 | V15 research: stacking additional pattern filters |
| 98 | Crazy Returns 2026-05-20 | 2026-05-20 | Outlier trade analysis (>1000% return) |
| 99 | Empty Charts Fix 2026-05-20 | 2026-05-20 | Backtest rendering bug fix |
| 100 | V14 Expanded Cohort 2026-05-21 | 2026-05-21 | V14e on full 293k: Sharpe 1.05, vs V13.5 0.98 |
| 101 | XNAS Diagnostic 2026-05-21 | 2026-05-21 | KEY FINDING: US tape inversion. CEO signal flips negative. Cluster also negative. |
| 102 | EU-only Ship 2026-05-21 | 2026-05-21 | V14e on EU_strict (8 markets): Sharpe 1.36, CAGR 38.6%, max DD -10.6% |
| 103 | Ship Decision 2026-05-21 | 2026-05-21 | FINAL DECISION: V14e_tuned_light on EU_strict. Comparison table, caveats, implementation outline. |
| 104 | Recommendation Table Status 2026-05-21 | 2026-05-21 | Post-ship: reco table refresh + filtering |
| 105 | EU Coverage 2026-05-21 | 2026-05-21 | Post-ship: coverage breadth across 8 EU markets |
Key decision audits
Start here for high-level context:
- Audit 103: Ship Decision (2026-05-21) - Final V14e_EU_strict case. Comparison of 6 candidate strategies, caveats, implementation plan.
- Audit 102: EU-only bake (2026-05-21) - Why EU_strict 8 markets (XPAR, XAMS, XWBO, XBRU, XHEL, XOSL, XSTO, XETR) achieve Sharpe 1.36 when full cohort drops to 1.05.
- Audit 101: XNAS diagnostic (2026-05-21) - Discovery that US tape (XNAS) inverts role + cluster signals. CEO and cluster both flip negative on US data. Major finding that triggers universe restriction.
- Audit 61: Senior architecture (2026-05-19) - System design: ingest - enrich - score - rank - serve. Data flow, schema, caching, deployment.
- Audit 47: Site state snapshot (2026-05-17) - V13.5 live snapshot: 28 markets, 554k+ trades, Sharpe 1.21.
How to read this index
- For new team members: Read audits in order (01 → 30) to understand foundation, then jump to 103 (ship decision).
- For strategy changes: Jump to 103, then review 102 and 101 for context.
- For backtest / scoring questions: See 51, 56, 76.
- For performance / Sharpe details: See 86, 93, 100, 102.
- For architecture / deployment: See 61, 47.
- For feature deep-dives: Use the title index above to find specific topics (e.g., "Earnings Proximity", "Sector Momentum", "Family Kind", "Related Insider").
Total audits: 105 (including duplicated audit numbers with suffix, e.g., 49, 49b, 80, 80b).
Current live strategy: V14e_tuned_light on EU_strict (8 markets). Audit log complete as of 2026-05-21.