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dackclup merged 1 commit into from
May 17, 2026
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docs(post-v1.2): record v1.2.0-phase4.5 ship + triage next deliverables + file follow-up issues #105

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34 changes: 15 additions & 19 deletions CLAUDE.md
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## Phase status

Current schema: **`0.8.0-phase4.5f`** (4.5f bumped via 5 additive
optional fields: `manipulation_index` + `composite_score_adjusted`
on `StockSummary` + `StockDetail` + `manipulation_components` dict
on `StockDetail`). Defense layer: **17** (7 active vetoes + 10
annotates + 5 numerical guards + `manipulation_index` rollup).
Latest release tag: `v1.0.0` (2026-05-14); **tag `v1.2.0-phase4.5`
ready to cut**. Phase **4.5f merged 2026-05-17** (PR #100) —
**Phase 4.5 cluster ✅ complete**. Production verified run #51
(commit `e57f09cb`, warm-cache 5m14s). Test suite: 856 offline +
17 `@network`.

**Next deliverable**: tag `v1.2.0-phase4.5` → then **Phase 4.5e**
(Form 4 insider clustering — `insider_sell_cluster` +
`c_suite_unusual_sell`, ~420 LOC, new SEC parser, ~3 weeks; reserved
weight slots already declared in `FLAG_WEIGHTS` so the integration
is a one-line uncomment). Factor integrations **4h/4i/4j/4k**
(OSAP / JKP / Qlib / IPCA) run in parallel — disjoint code paths,
share the PR 4b §2 PBO/DSR gate. Tag `v1.1.0-phase4` after 4h-4k
land; `v1.3.0` after 4.5e.
Current schema: **`0.8.0-phase4.5f`** · Defense layer: **17**
(7 active vetoes + 10 annotates + 5 numerical guards +
`manipulation_index` rollup). Latest release tag:
[**`v1.2.0-phase4.5`**](https://github.com/dackclup/quantrank/releases/tag/v1.2.0-phase4.5)
**SHIPPED 2026-05-17** at commit `6d414a9b` — **Phase 4.5 cluster
✅ complete** (6 sub-PRs). Production verified run #51
(`b1588b2a`, 5m14s warm-cache). Test suite: 856 offline + 17
`@network`.

**Next deliverable** (pick by appetite — three tracks parallelize):
**4.5e** (Form 4 insider, ~3w → v1.3.0) · **4h/4i/4j/4k** factor
integrations (OSAP / JKP / Qlib / IPCA, ~6w total → v1.1.0-phase4) ·
**Phase 5** ML meta-learner (~10-12w, unblocks PR 4b §3 IC-decay
writer). 4.5e weight slots already declared in
`FLAG_WEIGHTS` so integration is a one-line uncomment.

See [`PHASE_STATUS.md`](PHASE_STATUS.md) for the canonical
chronological tracker — keep this section under 15 lines and let
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40 changes: 29 additions & 11 deletions PHASE_STATUS.md
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| 2 | Fundamentals via SEC EDGAR | ✅ DONE — 2026-05-08 |
| 3 | Classical features + composite + **defenses** → **v1.0** | ✅ **DONE — 2026-05-14** (v1.0.0 tagged + GitHub release) |
| 4 | Factor consolidation (OSAP + JKP + Qlib + IPCA) → **v1.1** | 🟡 IN PROGRESS — 4a-4g + 4c.1/4c.2/4c.3 + PR 4b §1+§2 all merged; PR 4b §3 IC-decay output deferred to Phase 5; **next: 4h / 4i / 4j / 4k factor integrations** (PBO/DSR gate ready), can run in parallel with Phase 4.5 |
| **4.5** | **Earnings-manipulation defense cluster** → **v1.2** | ✅ **DONE 2026-05-17** (PRs #89/#90/#91 + #93 + #95 + #97 + #100). Active vetoes **5 → 7**; defense layer **9 → 17** (= 7 vetoes + 10 annotates). 4.5f adds `manipulation_index` (0-100 rollup) + `composite_score_adjusted` (soft penalty, max 10 pts, informational only) + `ManipulationRiskCard` UI + schema bump **`0.7.1-phase4g` → `0.8.0-phase4.5f`**. Production verified run #51 (`e57f09cb`, 5m14s warm-cache): card fires on 158/502 (31.5%); HIGH band 2 (SMCI=84 · WAT=64), MODERATE 60, LOW 96. Tag **`v1.2.0-phase4.5`** ready to cut. |
| **4.5** | **Earnings-manipulation defense cluster** → **v1.2** | ✅ **DONE 2026-05-17** — **tag [`v1.2.0-phase4.5`](https://github.com/dackclup/quantrank/releases/tag/v1.2.0-phase4.5) cut** at commit `6d414a9b`. 6 sub-PRs (#89/#90/#91 + #93 + #95 + #97 + #100). Active vetoes **5 → 7**; defense layer **9 → 17** (= 7 vetoes + 10 annotates). 4.5f adds `manipulation_index` (0-100 rollup) + `composite_score_adjusted` (soft penalty, max 10 pts, informational only) + `ManipulationRiskCard` UI + schema bump **`0.7.1-phase4g` → `0.8.0-phase4.5f`**. Production verified run #51 (`b1588b2a`, 5m14s warm-cache): card fires on 158/502 (31.5%); HIGH band 2 (SMCI=84 · WAT=64), MODERATE 60, LOW 96. 4.5e Form-4 insider clustering **deferred to v1.3.0** — reserved-slot weights already declared in `FLAG_WEIGHTS`. |
| 5 | ML meta-learner (Triple-Barrier + Meta-Labeling + Conformal) + SHAP | ⚪ not started |
| 6 | Sentiment v2 (FinBERT + Whisper + 8-K Lazy Prices) | ⚪ not started |
| 7 | Regime + portfolio (Student-t HMM + NCO + TDA) → **v1.5** | ⚪ not started |
| 8 | Universe expansion (S&P 1500) | ⚪ not started |

**Current focus**: Phase 4 in flight — **4a → 4e merged** (cache +
ROE fix + UX trio backend) across PRs #58-72; **4f price-chart-enhancements
implementation** next per locked sequencing in
[`.claude/skills/phase-4/v1-to-v1-1-migration/PLAN.md`](.claude/skills/phase-4/v1-to-v1-1-migration/PLAN.md).
Production data still on schema `0.6.0-phase3d` (4d / 4e additive
schema fields didn't bump the constant — `recommendation` + `loss_chance_pct`
ride at the existing version per `v1-to-v1-1-migration/PLAN.md`'s
additive-only-within-major rule). Run #32 `b5bc65f3` was the v1.0.0
shipping snapshot; latest production run is `e47fa37e` (2026-05-15
weekly compute reflecting 4d + 4e fields).
**Current focus**: **🎉 v1.2.0-phase4.5 SHIPPED 2026-05-17** —
[release](https://github.com/dackclup/quantrank/releases/tag/v1.2.0-phase4.5)
at commit `6d414a9b`. Production schema `0.8.0-phase4.5f`; latest
production run is `b1588b2a` (run #51, 5m14s warm-cache).

**Next deliverables** (parallelizable, pick by appetite):

1. **4.5e — Form 4 insider clustering** (~420 LOC, ~3 weeks) —
`insider_sell_cluster` + `c_suite_unusual_sell` annotates;
reserved-slot weights already in `compute/scoring/manipulation_
index.py::FLAG_WEIGHTS` so integration is a one-line uncomment.
Tag `v1.3.0` after merge.
2. **4h / 4i / 4j / 4k — Factor integrations** (OSAP / JKP / Qlib /
IPCA, ~6 weeks total) — each gated by PR 4b §2 PBO/DSR.
Disjoint code paths from 4.5e so can ship in parallel. Tag
`v1.1.0-phase4` after all four merge (back-numbered relative to
v1.2.0 since factor work was originally Phase 4 scope).
3. **Phase 5 — ML meta-learner** (~10-12 weeks) — LightGBM +
Triple-Barrier + Meta-Labeling + Conformal Prediction; also
unblocks PR 4b §3 IC-decay writer (issue #75).

**4 open Phase 4+ issues**: #15 (fundamentals throttling) · #41
(Next.js 14 → 16 CVEs) · #67 (Damodaran CoE Phase 5+) · #75 (PR 4b
§3 — Phase-5-blocked) · #103 (loss_avoidance universe mismatch,
filed post-v1.2) · #104 (tag-naming inconsistency, filed post-v1.2).

**Earlier phase history below** — keep this header section under
20 lines and let the per-phase blocks own the detail.

**Phase 4 sub-PR progress** (2026-05-14 → 2026-05-15):

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