Accounting

Verdict accepted — no kernel rejections recorded.

• proves_trend ← trend.is_uptrend
• balance_legs_clean ← options-risk.defined_risk_only
• proves_options_clean ← options-risk.is_clean
• proves_no_sector_violations ← sector.no_violations
• proves_discipline_breached ← drawdown.discipline_breached

Verdict accepted — no kernel rejections recorded.

• proves_trend ← trend.is_uptrend
• violates_sector ← sector.has_violation
• hawk_legs_clean ← options-risk.defined_risk_only
• proves_options_clean ← options-risk.is_clean

Verdict accepted — no kernel rejections recorded.

• aapl_uptrend ← trend.is_uptrend

• portfolio-equity-curve returned 252 rows spanning 2025-05-15 → 2026-05-15 from financial/parquet/ohlcv-equities/
• running-peak equity = 0.49455467 (pre-trough); trough equity = 0.42675960 on 2026-03-27
• max_drawdown = -0.11430803 (i.e. -11.43% peak-to-trough)
• abs(max_drawdown) = 0.1143 ≤ bound 0.15 → PASS by margin of 0.0357

drawdown/max-drawdown-leq.md

• scripts/data_view.py portfolio-equity-curve --path examples/balance_sample/portfolio.json --start 2025-05-15 --end 2026-05-15 → 252 rows
• equity curve walked with running peak; strictly-below-peak streaks measured
• longest_uw_days = 126 (first_eq=0.4367, last_eq=0.49455)
• 126 > daysCap 90 → underwater stretch exceeds cap

drawdown/time-under-water-leq.md

• equity curve over 1Y window (2025-05-15 → 2026-05-15): 252 trading bars
• worst drawdown = -11.43% (trough at index 217, date 2026-03-27)
• prior_peak (running) = 0.48; trough_equity = 0.43
• recovered = true; recovery_days = 24 (first bar at/above prior_peak, index 241)
• recovery_days 24 <= daysCap 60 -> within cap (margin 36 days)
• elapsed_since_trough = 34 bars, but recovery already completed before as_of

drawdown/recovery-within.md

• portfolio.option_legs[0..1] — 1 short leg scanned (QQQ 2026-06-12 685P side=short qty=1); collateralized by long QQQ 2026-06-12 700P qty=1 (strike 700 > 685, same expiry, equal qty) = debit put spread — short put has a sibling long put at a HIGHER strike (700 > 685), same expiry, equal qty — the only allowed put-spread shape; 0 naked shorts across 1 short leg scanned

options-risk/no-naked-short-options.md

• portfolio.option_legs[0,1] — QQQ 2026-06-12: long 700p (premium_paid 13.70) + short 685p (premium_received 9.16) → debit spread (long strike 700.0 > short strike 685.0); net debit = 13.70 - 9.16 = 4.54 — debit put spread (long strike > short strike), net debit 4.54 paid up front; max loss = net_debit × 100 × qty = 4.54 × 100 × 1 = $454, finite and bounded; structure_hint=debit_spread_put confirmed by strike-shape

options-risk/debit-only.md

• GICS authority financial/parquet/gics-symbols.parquet confirms AAPL → Information Technology, MSFT → Information Technology
• Information Technology holdings: AAPL weight_pct=7.58, MSFT weight_pct=7.45
• sector_weight = 7.58% + 7.45% = 15.03% = 0.1503
• cap = 0.30; 0.1503 ≤ 0.30 → true
• No other holding maps to Information Technology (V=Financials, COST=Consumer Staples, AMZN=Consumer Discretionary, SPY/RSP=Index synthetic)

sector/cap-respected.md

• Consumer Discretionary holdings in balance_sample/portfolio.json: AMZN only, weight_pct=3.87
• Σ weight (Consumer Discretionary) = 3.87% = 0.0387
• No other holding carries gics_sector='Consumer Discretionary' (IT: AAPL+MSFT, Financials: V, Staples: COST, Index: SPY+RSP)
• Decision: sector_weight 0.0387 ≤ cap 0.30 → true

sector/cap-respected.md

• Portfolio examples/balance_sample/portfolio.json, nav_usd=100615.82, as_of=2026-05-15
• Holdings with gics_sector == 'Financials': V (Visa Inc.) weight_pct=7.59 → 0.0759
• No other Financials holding; SPY/RSP carry synthetic gics_sector='Index' (excluded)
• sector_weight = 0.0759 ≤ cap 0.30 → true
• Margin: 0.30 − 0.0759 = 0.2241 (no knife-edge)

sector/cap-respected.md

• balance_sample portfolio has 7 equity holdings; sectors present = [Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology] — NO Health Care holding exists
• Σ weight_pct where gics_sector=='Health Care' = 0.0 (empty contributing set [])
• sector_weight = 0.000 (fraction), cap = 0.30 → 0.000 <= 0.30 holds
• Largest single-sector exposure for reference is Information Technology = 15.03% (AAPL 7.58 + MSFT 7.45), still well under cap; Health Care is simply absent

sector/cap-respected.md

• Consumer Staples holdings in balance_sample/portfolio.json: COST (Costco Wholesale) weight_pct=7.25
• No other holding carries gics_sector=='Consumer Staples' (AAPL/MSFT=Information Technology, V=Financials, AMZN=Consumer Discretionary, SPY/RSP=Index)
• sector_weight = 0.0725; cap = 0.30; 0.0725 <= 0.30 → true
• margin to cap = 0.2275 (22.75 pp of headroom)

sector/cap-respected.md

• Industrials matching holdings: [] (zero holdings carry gics_sector == 'Industrials')
• Σ weight_pct where gics_sector=='Industrials' = 0.0 → sector_weight fraction = 0.000
• cap = 0.30; decision 0.000 <= 0.30 → true
• Sectors actually present in balance_sample: Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology (no Industrials)

sector/cap-respected.md

• Computed from examples/balance_sample/portfolio.json (NAV 100,615.82, as_of 2026-05-15).
• Energy holdings matched: [] (zero holdings with gics_sector == 'Energy').
• Energy sector_weight = 0.0 (sum of matched weight_pct = 0.00% / 100).
• Portfolio sectors present: Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology — none is Energy.
• Decision: 0.0 <= 0.30 -> true.

sector/cap-respected.md

• Portfolio examples/balance_sample/portfolio.json: 7 holdings, none with gics_sector == 'Utilities'
• Matching holdings for sector 'Utilities': [] (empty set)
• sector_weight = Σ(weight_pct where gics_sector=='Utilities') / 100 = 0.0
• Sectors actually present: Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology
• Decision: 0.0 <= 0.30 cap → true

sector/cap-respected.md

• Materials contributing holdings: [] (none of the 7 holdings have gics_sector=='Materials')
• sector_weight = 0.0 (sum of matching holding weight_pct / 100)
• cap = 0.30
• decision weight<=cap: True
• sectors present in portfolio: Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology

sector/cap-respected.md

• Portfolio examples/balance_sample/portfolio.json has 7 equity holdings across sectors: ['Consumer Discretionary', 'Consumer Staples', 'Financials', 'Index', 'Information Technology'].
• No holding maps to GICS sector 'Real Estate' (real_estate_holdings: [] — empty contributing set).
• Σ weight where gics_sector == 'Real Estate' = 0.0 (0.00%).
• cap = 0.30; decision 0.0 <= 0.30 -> True.

sector/cap-respected.md

• Matching holdings where gics_sector == 'Communication Services': [] (zero holdings)
• sector_weight = 0.0 (sum of matching weight_pct / 100 = 0.00)
• cap = 0.30
• Sectors actually present: Consumer Discretionary, Consumer Staples, Financials, Index, Information Technology
• Decision: 0.0 <= 0.30 -> true

sector/cap-respected.md

• computed @ as_of=2026-05-15 — 5 of 7 holdings show SMA(50) > SMA(200) at 2026-05-15; weighted 65.56% above — weighted majority (≥50%) confirms golden-cross trend regime
• data_view.py ta final row per symbol — AAPL sma50=266.19 > sma200=259.13; COST sma50=1001.45 > sma200=954.50; AMZN sma50=236.71 > sma200=229.42; SPY sma50=690.04 > sma200=676.07; RSP sma50=198.11 > sma200=193.51 — five holdings in golden-cross regime
• data_view.py ta final row — MSFT sma50=399.06 < sma200=463.13; V sma50=311.85 < sma200=331.21 — two holdings below their SMA(200) (death-cross), outvoted by weight

trend/sma-cross-up.md

• Window 2025-05-15 → 2026-05-15; 7 equity holdings, 252 bars each (sufficient, ≥50).
• Weighted-average log-close OLS slope = +0.00011454 (strictly > 0) → true.
• Renormalized over total weight 43.67 (equity sleeve of balance_sample).
• Per-symbol log-close slopes: AAPL +0.00129767, MSFT -0.00105845, V -0.00060215, COST +0.00003276, AMZN +0.00037562, SPY +0.00063488, RSP +0.00050273.
• Aggregate is positive but near-flat; constituents split 5 positive / 2 negative.

trend/slope-positive.md

• Window 2025-05-15 → 2026-05-15, OLS of log(c) vs ordinal day index, per holding (252 bars each):
• AAPL: R²=0.6889 (wt 7.58%, slope=0.001298)
• MSFT: R²=0.5175 (wt 7.45%, slope=-0.001058)
• V: R²=0.6906 (wt 7.59%, slope=-0.000602)
• COST: R²=0.0025 (wt 7.25%, slope=0.000033)
• AMZN: R²=0.1488 (wt 3.87%, slope=0.000376)
• SPY: R²=0.7333 (wt 7.10%, slope=0.000635)
• RSP: R²=0.8112 (wt 2.83%, slope=0.000503)
• Weighted-average R² = 0.5133 over 7 holdings (total weight 43.67%, all with sufficient history; no abstentions)
• 0.5133 >= 0.5 threshold → true, but margin is only +0.0133

trend/r-squared-geq.md

• balance_sample, as_of=2026-05-15, threshold=20.0; 7 equity holdings, all final-row adx14 non-null (no renormalization needed).
• Per-holding adx14 (weight_pct): AAPL 29.5841 (7.58), MSFT 16.2399 (7.45), V 17.8212 (7.59), COST 10.9441 (7.25), AMZN 38.3830 (3.87), SPY 27.5377 (7.10), RSP 13.5068 (2.83).
• Weighted-average ADX(14) = Σ(w·adx)/Σw = 21.5738 over Σw=43.67.
• 21.5738 >= 20.0 → true. Five of seven names sit below 20 (MSFT/V/COST/RSP chop), but AAPL/AMZN/SPY pull the weighted mean over the cutoff — a near-knife-edge pass.

trend/adx-geq.md