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Monthly Report Review: 2026-09-01 #154

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Description

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Monthly Report Review Input

Use this file as the primary review input for the monthly upstream release package.

Bundle metadata

  • Artifact name: monthly-report-2026-09-01
  • Report month: 2026-09
  • As-of date: 2026-09-01
  • Version / mode: 2026-09-01-core_major / core_major
  • Pool size: 5
  • Symbols: TRXUSDT, SOLUSDT, ADAUSDT, ZECUSDT, ETHUSDT

Review intent

  • This is an upstream selector review for CryptoLivePoolPipelines, not a downstream execution report.
  • The main question is whether the current monthly 5-symbol pool still looks like a sound production selector output, and what additional research evidence is still missing.
  • Shadow / challenger coverage should be used for strategy-optimization judgment when available. If missing, treat optimization evidence as incomplete rather than forcing a strong conclusion.
  • Downstream BinancePlatform consumes this pool monthly and then applies its own execution logic on top.

Strategy review questions

  1. Does the official pool look internally consistent with the ranking preview and release metadata?
  2. Are score spread and selected symbols reasonable for a Binance Spot mainstream leader selector?
  3. Is shadow / challenger evidence present, and if not, what is the highest-value missing comparison?
  4. What are the most useful next low-risk research directions before changing production selector logic?

Release Status Summary

Generated: 2026-09-01T09:06:01.595791+00:00

Official release

  • Status: ok
  • As-of date: 2026-09-01
  • Version / mode: 2026-09-01-core_major / core_major
  • Pool size: 5
  • Symbols: TRXUSDT, SOLUSDT, ADAUSDT, ZECUSDT, ETHUSDT
  • Source project: crypto-live-pool-pipelines

Artifact summary

  • latest_universe symbol count: 8
  • latest_ranking row count: 8
  • latest_ranking selected count: 5
  • artifact contract version: crypto_live_pool_rotation.live_pool.v1

Ranking preview

Publish summary

  • dry_run: False
  • publish_enabled: True
  • release_prefix: crypto-live-pool-pipelines/releases/2026-09-01-core_major
  • current_prefix: crypto-live-pool-pipelines/current
  • firestore target: strategy / CRYPTO_LEADER_ROTATION_LIVE_POOL

Validation

  • ok: True
  • manifest_present: True
  • artifact_manifest_present: True
  • age_days: 0

Errors

  • none

Warnings

  • none

Monthly Review

Generated: 2026-09-01T09:06:02.026862+00:00

Current release status

  • Status: ok
  • As-of date: 2026-09-01
  • Official profile: baseline_blended_rank
  • Official version / mode: 2026-09-01-core_major / core_major
  • Official pool size: 5
  • Official symbols: TRXUSDT, SOLUSDT, ADAUSDT, ZECUSDT, ETHUSDT
  • Source project: crypto-live-pool-pipelines

Publish summary

  • dry_run: False
  • publish_enabled: True
  • release_prefix: crypto-live-pool-pipelines/releases/2026-09-01-core_major
  • current_prefix: crypto-live-pool-pipelines/current
  • firestore target: strategy / CRYPTO_LEADER_ROTATION_LIVE_POOL

Track coverage

  • official_baseline: releases=59 first=2021-05-31 last=2026-09-01 status=official_reference
  • challenger_topk_60: releases=59 first=2021-05-31 last=2026-09-01 status=shadow_candidate

Track release comparison

  • official_baseline: as_of=2026-09-01 symbols=TRXUSDT, ETHUSDT, SOLUSDT, ADAUSDT, ZECUSDT overlap_with_official=5 only_in_track=none only_in_official=none stability=0.800000 churn=0.200000
  • challenger_topk_60: as_of=2026-09-01 symbols=ETHUSDT, TRXUSDT, SOLUSDT, XRPUSDT, ZECUSDT overlap_with_official=4 only_in_track=XRPUSDT only_in_official=ADAUSDT stability=0.800000 churn=0.200000

Selection boundary

  • selected cutoff: rank=5 symbol=ETHUSDT score=0.475000
  • next candidate: rank=6 symbol=SUIUSDT score=0.456250
  • score gap to next: 0.018750
  • deterministic tie-break order: final_score > confidence > liquidity_stability > avg_quote_vol_180 > symbol

Warnings

  • none

Operator checklist

  1. Run make monthly-shadow-build before generating the extended shadow review package.
  2. Confirm live_pool.json and release_manifest.json point to the same month; if generated, confirm track_summary.csv matches too.
  3. Review warning lines before any manual publish or communication follow-up.
  4. Keep the official baseline as the only production reference unless a separate governance process approves a change.

Telegram Preview

CryptoLivePoolPipelines monthly release
status: ok
as_of_date: 2026-09-01
official: profile=baseline_blended_rank version=2026-09-01-core_major mode=core_major pool_size=5
shadow: official_baseline last=2026-09-01 releases=59; challenger_topk_60 last=2026-09-01 releases=59
manifest: present dry_run=False
validation: ok=True manifest_present=True age_days=0
warnings: none

Activity

  1. quantcrossrepoautomation commented on Sep 1, 2026

    @quantcrossrepoautomation
    Contributor

    Codex Audit

    Verdict

    Actionable reporting defect found; a safe, focused fix is proposed. The release contract itself validates, but the monthly review issue omits the already-generated strategy performance payload, so optimization evidence is incomplete.

    Findings

    1. Medium — strategy metrics are generated but excluded from the AI review input. The workflow generates strategy_metrics.json before bundle assembly, but copies it into the bundle only afterward. Consequently, monthly_report_bundle.json does not list it and ai_review_input.md—the issue body—cannot expose missing or available performance metrics.
    2. Review risk — official ordering is inconsistent. The official release order is TRX, SOL, ADA, ZEC, ETH, while the official_baseline shadow order is TRX, ETH, SOL, ADA, ZEC. Membership matches, but the documented downstream contract makes ordering canonical. A human should decide whether the shadow baseline must reproduce production ordering exactly.
    3. Evidence gap — no performance/OOS metrics appear in issue Monthly Report Review: 2026-09-01 #154. Fifty-nine shadow releases establish coverage, not strategy quality. No Sharpe, drawdown, leader-capture, or fold-level OOS comparison supports a selector change. The narrow cutoff gap (0.018750) further argues against changing production behavior from this report.

    Changes Made

    • Updated scripts/run_monthly_report_bundle.py to automatically package an existing strategy_metrics.json, list it in the bundle manifest, and render a bounded canonical-metric summary into ai_review_input.md.
    • Added focused tests covering both present and absent strategy-metrics inputs.
    • No selector, allocation, threshold, universe, workflow, or trading behavior was changed.

    Verification

    • Added focused unit assertions for bundle manifest membership, file copying, rendered performance metrics, and optional absence behavior.
    • Tests were not executed in this service-backed read-only checkout; the outer runner should run python -m unittest tests.test_monthly_report_bundle -v after applying the patch.

    Residual Risk

    The proposed reporting fix makes incomplete performance evidence visible but cannot manufacture it. Human follow-up is still required to resolve the official/shadow ordering mismatch and to decide what reproducible OOS performance artifact should feed strategy_metrics.json. No production selector change is justified by issue #154 alone.

    Created fix PR: #155

    This PR is high-risk for unattended merge and requires human review.

    • Risk level: high
    • Changed lines: 146
    • Reasons:
      • invalid auto-merge policy schema requires human review
    • High-risk files:
      • scripts/run_monthly_report_bundle.py
      • tests/test_monthly_report_bundle.py

    Added human-review-required to the PR so operators can review it before merge.

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