Rebuilt project_state/ with AST-derived indices, refreshed documentation pages, and added generation scripts + run log. Zip bundle created at docs/gpt_bundles/project_state_2025-12-20T21-31-14Z_b128e4af.zip.
Ticket-01: Tightened WRDS caps + smoke targets + report upgrades (Status: Partial — blocked by missing WRDS exports). Run log: docs/agent_runs/20251220_223500_ticket-01_wrds-tighten-caps/.
Ticket-01: WRDS smoke run completed with local exports at $WRDS_DATA_ROOT (Status: Done). Run log: docs/agent_runs/20251220_223500_ticket-01_wrds-tighten-caps/.
Ticket-06: Bundle commit-consistency enforced and living-doc updates backfilled (Status: Done). Run log: docs/agent_runs/20251221_190000_ticket-06_bundle-commit-consistency/.
Ticket-02: Holdout evaluation mode added for walk-forward validation (Status: FAIL (review) — bundle lacked holdout evidence + DIFF mismatch). Run log: docs/agent_runs/20251221_154039_ticket-02_holdout-wfv/.
Ticket-02: WRDS holdout smoke run completed with exports at $WRDS_DATA_ROOT (Status: Done). Run log: docs/agent_runs/20251221_162711_ticket-02_holdout-wfv-wrds/.
Ticket-02: Full WRDS holdout WFV run completed (Status: Done; zero-trade output flagged). Run log: docs/agent_runs/20251221_173223_ticket-02_holdout-wfv-wrds-full/.
Ticket-02: WRDS report run failed at SPA step (Status: Blocked; zero SPA comparator t-stats). Run log: docs/agent_runs/20251221_175417_ticket-02_holdout-wfv-wrds-report/. Artifacts: artifacts/wrds_flagship/2025-12-21T22-32-44Z-2b48ef7/.
Ticket-07: Ticket-02 evidence + bundle integrity fixes (Status: Done). Run log: docs/agent_runs/20251222_001500_ticket-07_ticket-02-evidence-and-bundle-fix/.
Ticket-08: WRDS report SPA/degenerate-case robustness (Status: Done). Run log: docs/agent_runs/20251222_013000_ticket-08_unblock-wrds-report-spa/.
Ticket-08: Review FAIL (missing sprint ticket entry in docs/CODEX_SPRINT_TICKETS.md).
Ticket-09: Enforced sprint ticket id checks in bundling + backfilled ticket-08 definition (Status: Done). Run log: docs/agent_runs/20251222_034500_ticket-09_ticket-id-enforcement/.
Ticket-10: Block placeholder run logs in gpt-bundle + fix ticket-09 RESULTS (Status: Done). Run log: docs/agent_runs/20251222_051500_ticket-10_block-placeholder-runlogs/.
Ticket-11: Data policy scan + automated guardrails (Status: Done). Run log: docs/agent_runs/20251222_123806_ticket-11_data-policy-guardrails/.
Project-state rebuild: regenerated project_state/ docs + indices with PROGRESS and recent run summaries, updated generation script, and recorded run log at docs/agent_runs/20251222_191759_ticket-00_project_state_rebuild/. Bundle: docs/gpt_bundles/project_state_2025-12-22T19-27-41Z_e08b720b.zip.
Ticket-01: SPA/report robustness hardened + WRDS smoke/report rerun (Status: Done). Smoke run: artifacts/wrds_flagship_smoke/2025-12-23T06-05-28Z-afe1765/. Report run: artifacts/wrds_flagship/2025-12-21T22-32-44Z-2b48ef7/. Run log: docs/agent_runs/20251222_200000_ticket-01_fix-spa-robustness/.
Ticket-12: PnL integrity checks + same-day fill equity refresh + diagnostic tooling; sample WFV rerun and report generated. WRDS smoke rerun + report completed under $WRDS_DATA_ROOT (artifacts/wrds_flagship_smoke/2025-12-23T20-19-56Z-7ca855f/), integrity diagnostics OK. WRDS flagship rerun completed (artifacts/wrds_flagship/2025-12-23T19-40-24Z-ff2979d/); run remains degenerate (zero trades). Run log: docs/agent_runs/20251223_080000_ticket-12_fix-wrds-pnl-integrity/.
Ticket-04: Leakage guardrails added (signal timestamp invariant, unsafe execution opt-in + manifest fields, report unsafe banner) with red-team tests. Run log: docs/agent_runs/20251223_214840_ticket-04_leakage-tests-unsafe-manifest/.
Ticket-04: WRDS smoke WFV + report rerun with local exports at $WRDS_DATA_ROOT (Status: Done). Smoke run: artifacts/wrds_flagship_smoke/2025-12-24T05-15-43Z-559a99e/. Report: reports/summaries/wrds_flagship_smoke.md. Run log: docs/agent_runs/20251224_051508_ticket-04_wrds-smoke-check/.
Ticket-04: Checklist verification (tests, unsafe manifest/report banner validation, data-policy scan). Bundle: docs/gpt_bundles/2025-12-25T21-43-58Z_ticket-04_20251225_213521_ticket-04_checklist-verify.zip. Run log: docs/agent_runs/20251225_213521_ticket-04_checklist-verify/.
Ticket-04: Merged codex/ticket-04-leakage-tests-unsafe-manifest into main and pushed; noted user-updated AGENTS policy permitting merges on explicit instruction. Run log: docs/agent_runs/20251225_220947_ticket-04_merge-main/.
Ticket-13: Added non-degenerate WFV selection constraints (min_trades/min_turnover) with manifest/report surfacing and WRDS configs updated; added regression test and sample non-degenerate run (expected failure when zero-trade). Run log: docs/agent_runs/20251226_023453_ticket-13_fix-wrds-degeneracy/.
Ticket-13: WRDS smoke + flagship reruns executed under $WRDS_DATA_ROOT; both failed non-degenerate constraints (zero trades). Smoke artifacts: artifacts/wrds_flagship_smoke/2025-12-26T06-19-16Z-364496b/. Flagship artifacts: artifacts/wrds_flagship/2025-12-26T06-20-30Z-364496b/. Run log: docs/agent_runs/20251226_023453_ticket-13_fix-wrds-degeneracy/.
Ticket-13: Added per-fold filter diagnostics for flagship momentum and captured a single-fold WRDS debug run; signals are generated but trades still zero. Debug artifacts: artifacts/wrds_flagship_debug/2025-12-26T07-00-41Z-d4c8edf/. Run log: docs/agent_runs/20251226_065226_ticket-13_fix-wrds-degeneracy/.
Ticket-14: Added order-flow diagnostics + cap-aware weight sizing; WRDS single-fold debug now executes trades (non-degenerate). Debug artifacts: artifacts/wrds_flagship_debug/2025-12-26T09-44-24Z-695a387/. Run log: docs/agent_runs/20251226_091335_ticket-14_order-flow-trace/.
Ticket-14: Full WRDS flagship WFV + report rerun (trades execute). Artifacts: artifacts/wrds_flagship/2025-12-26T17-21-39Z-75ce3c8/. Report: reports/summaries/wrds_flagship.md. Run log: docs/agent_runs/20251226_122058_ticket-14_wrds-full-run/.
Ticket-14: Checklist validation, run-log SHA fixes, and merge prep. Run log: docs/agent_runs/20251226_141754_ticket-14_checklist-merge/.
Ticket-15: Fixed SPA grid_returns indexing (KeyError) and added SPA error status handling + inference gating; reran WRDS flagship SPA/report on artifacts/wrds_flagship/2025-12-26T17-21-39Z-75ce3c8/ (SPA p-value 0.031). Run log: docs/agent_runs/20251226_211219_ticket-15_fix-spa-keyerror/.
Ticket-16: Repaired run-log META.json files and added run-log validator + Make target; validation now enforced via make test-fast. Run log: docs/agent_runs/20251229_105919_ticket-16_runlog-json-integrity/.
Ticket-05: Added deterministic runs index registry script, Make target, tests, and run registry docs (Status: Done). Run log: docs/agent_runs/20251229_173759_ticket-05_runs-index-registry/.
Ticket-03: Factor regression alignment + explicit return resampling, frequency/n_obs reporting, and alignment tests. Run log: docs/agent_runs/20251230_082853_ticket-03_factor-regression-alignment/.
Ticket-17: Baseline suite + comparison reporting (Status: Done). Run log: docs/agent_runs/20251230_101454_ticket-17_baseline-suite-comparison/.
Ticket-18: Installed agentic system scaffold, restored repo-specific docs, and generated initial project_state.zip. Run log: docs/agent_runs/20260110_110259_ticket-18_agentic-scaffold-bootstrap/.
- Ticket-19: Agentic scaffold cleanup (removed bootstrap residue, unignored run logs and project_state indices). Run log:
docs/agent_runs/20260124_235038_ticket-19_finish-agentic-scaffold-cleanup/.
- Ticket-19a: committed scaffold + project_state index refresh, ran project_state_refresh and test-fast, and logged the run under ticket-19 naming. Run log:
docs/agent_runs/20260125_191727_ticket-19_commit-and-validate-scaffold/. - Ticket-19a: created local venv, refreshed project_state, fixed pandas 3 compatibility in data/reporting, and ran
make test-fastsuccessfully. Run log:docs/agent_runs/20260125_200424_ticket-19_commit-and-validate-scaffold-env/. - Ticket-22: WRDS holdout WFV + report run completed (holdout zero trades; inference fields computed on selection window). Artifacts:
artifacts/wrds_flagship/2026-01-25T21-01-51Z-4d08d18/. Summary:docs/results_wrds_resume.md. Run log:docs/agent_runs/20260125_205959_ticket-22_wrds-resume-metrics/. - Ticket-23: WRDS holdout WFV + report rerun with coverage-aligned windows; holdout now executes trades (non-degenerate). Artifacts:
artifacts/wrds_flagship/2026-01-25T22-58-24Z-4d08d18/. Summary:docs/results_wrds_resume.md. Run log:docs/agent_runs/20260125_224419_ticket-23_wrds-holdout-nonzero-trades/. - Ticket-23: Project_state indices + docs rebuilt and zip created (
docs/_bundles/project_state_20260125_232239.zip). Run log:docs/agent_runs/20260125_224419_ticket-23_wrds-holdout-nonzero-trades/.
- Ticket-00: refreshed project_state runbook + backlog/roadmap/known-issues/open-questions, regenerated
_generated/metadata, and created a new project_state bundle (docs/_bundles/project_state_20260126_001303.zip). Run log:docs/agent_runs/20260126_000243_ticket-00_project-state-refresh/. - Ticket-24: WRDS flagship rerun completed with local exports at
/srv/data/wrds/wrds; resume metrics refreshed. Artifacts:artifacts/wrds_flagship/2026-01-26T01-22-23Z-e76eb4d/. Run log:docs/agent_runs/20260126_011723_ticket-24_wrds-resume-metrics-refresh/. - Ticket-24b: finalized WRDS refresh tracking (run logs + images + gate checks) and logged validation tests. Run log:
docs/agent_runs/20260126_023947_ticket-24b_finalize-wrds-refresh/. - Ticket-24c: shipped WRDS refresh outputs (docs/project_state/run logs/images), validated gates, and generated a GPT bundle. Run log:
docs/agent_runs/20260126_034509_ticket-24c_ship-wrds-refresh/. - Ticket-24d: finalized WRDS refresh doc/run log shipment to main, validated gates, and generated a GPT bundle. Run log:
docs/agent_runs/20260126_151214_ticket-24d_ship-wrds-refresh-to-main/. - Ticket-24d: aligned tracking-policy wording in ticket docs, refreshed sprint ticket entry, reran gates, and regenerated the GPT bundle. Run log:
docs/agent_runs/20260126_151214_ticket-24d_ship-wrds-refresh-to-main/. - Ticket-26: logged gpt_bundle dirty-tree safety + repo hygiene, ignored local tmp dirty marker, and prepped main for push. Run log:
docs/agent_runs/20260126_223149_ticket-26_git-hygiene-push/.
- Ticket-99: rebuilt the public README around reproducible research workflow, evidence status, honest limitations, and a public-safe aggregate validation frontier. Added a provenance-bound evidence note and SVG/CSV source pair without exposing raw or licensed data. Run log:
docs/agent_runs/20260714_220933_ticket-99_portfolio-presentation/.