v2.1.0 — Research Workflow 2.0

🧠 v2.1.0 — Research Workflow 2.0

Open-ended discovery, made tradable

• Structured discovery cards now turn messy research input into a durable hypothesis format: phenomenon, why alpha may exist, tradable universe, required data, signal construction, timestamp lag, holding period, failure risks, and source citations.
• The bridge discovery prompt now asks Claude Code / Codex to read beyond papers and news: earnings calls, company releases, Reddit, X, forums, GitHub, industry reports, sell-side notes, SEC filings, and regulatory filings.
• Each discovered family can carry source credibility metadata and a compiled signal recipe, while staying backward-compatible with older discovered-family payloads.

Idea-to-signal and research memory

• Added a deterministic Idea to Signal Compiler layer: universe, feature, rank rule, lag, hold, portfolio, formula, and rebalance rule are attached to every proposed strategy.
• Every completed experiment now stores a Research Workflow Audit: novelty check, point-in-time data contract, experiment registry 2.0 record, feature-store metadata, strategy-library card, paper-trading queue, memory graph, and live research feed events.
• Novelty checks flag known-factor overlap, momentum disguise, repeated tests, pool correlation, and similar historical failures.

Serious validation and production realism

• Added workflow reports for walk-forward validation, regime analysis, alpha decay, capacity, execution simulation, and benchmark comparisons against random rank, SPY, equal weight, sector-neutral momentum, and low volatility.
• The risk desk now includes explicit checks for source credibility, point-in-time data discipline, capacity/liquidity, and execution stress alongside the existing deflated Sharpe, PBO, costs, drawdown, and alpha-pool gates.
• Point-in-time policy is first-class: source availability lag, revision handling, as-of joins, universe membership, and leak checks are preserved with the experiment.

Human review mode and UI

• Added optional Human review before backtest in Settings. When enabled, the desk pauses after proposal so the boss can approve, reject, or edit the hypothesis before formal testing.
• The Fund & Research Board now summarizes the latest workflow audit: discovery, compiled signal, credibility, novelty, walk-forward pass rate, capacity, execution, and paper-trading status.
• Experiment detail pages now expose the full audit: discovery card, citations, validation windows, operations assumptions, feature-store record, point-in-time layer, baselines, and research feed.

Verification

• npm.cmd test passes: 28 tests.
• npm.cmd run build passes.

Historical simulations only · no brokerage connection · not investment advice. Market quotes and research sources are for personal/educational use.