Cross-Cutting Fix Plan
P0 count: 8 (blocks capital or causes false risk state)
Audit branch target: audit/institutional-2026-05
P0 — Before $1M live or $5M paper scale
| ID |
Issue |
Owner |
Est. |
Acceptance test |
| P0-1 |
Deploy SHA drift — prod may lack drawdown peak-reset |
user/Eng |
1h |
git rev-parse HEAD on droplet = main; reentry completes with multiplier > 0 |
| P0-2 |
GAP-002 — full backtest artifacts for 46 active PM |
Eng |
2h compute + review |
backtest_results/* for each; PBO/DSR in SUMMARY.md |
| P0-3 |
Live trading gate — confirm paper-only in prod .env |
user |
15m |
is_paper=true, live_trading_enabled=false in telemetry |
| P0-4 |
README/strategy count truth — 52 PM not 29 |
Eng |
2h |
Daemon header + backtest_all registry match PM_STRATEGY_CATEGORIES |
| P0-5 |
Run manifest — every deploy records git SHA + config hash |
Eng |
4h |
audit_data/run_manifest.json updated on deploy |
| P0-6 |
Futures mandate gap — GC/SI traded as ETFs only |
PM |
decision |
Written capital markets plan OR Databento wired |
| P0-7 |
Independent DMS process |
Eng |
1d |
Watchdog separate PID from daemon |
| P0-8 |
AISC data freshness |
user |
2h |
aisc JSON age < 90d |
P1 — 30 days
| ID |
Issue |
Owner |
Est. |
Acceptance |
| P1-1 |
Delete kill-list strategies (§ KILL_LIST) |
Eng |
1d |
Tests green; registry clean |
| P1-2 |
Consolidate trend + VIX duplicate sleeves |
PM |
1d |
Correlation matrix < 0.6 pairwise |
| P1-3 |
TCA daily rollup + operator panel |
Eng |
2d |
Median bps visible on site |
| P1-4 |
Wire decay monitor (read-only) post-close |
Eng |
1d |
Telegram summary weekly |
| P1-5 |
make audit in CI optional gate |
Eng |
4h |
PR fails on attestation breach |
| P1-6 |
COT fetch wait_for everywhere |
Eng |
2h |
No DMS trip on hung COT |
P2 — 90 days
| ID |
Issue |
Est. |
| P2-1 |
Futures + IV data pipelines |
2w |
| P2-2 |
ML shadow path only |
2w |
| P2-3 |
Advanced algo routing for large orders |
1w |
| P2-4 |
Loki/log aggregation |
3d |
P3 — Backlog
- K8s vs systemd DR doc alignment
- Second broker
- Full options execution
Implemented in this audit branch
| Item |
Path |
make audit |
scripts/audit/run_checks.py |
make daily |
scripts/audit/daily_pack.py |
| Risk attestation |
scripts/risk_report.py |
| Monitoring scaffold |
scripts/monitoring_dashboard.py |
| Run manifest stub |
scripts/audit/run_manifest.py |