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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