huang_infra_bottleneck_barbell_paper_v1 Review Package
Generated 2026-06-03 08:37 UTC. Paper strategy review/export package only; no orders submitted.
Gross Sharpe1.735
Net Sharpe1.705
Gross Total Return625.98%
Net Total Return598.82%
Net CAGR58.28%
Net Max Drawdown-37.32%
OOS Sharpe3.378
OOS CAGR216.75%
Decision Snapshot
| Item | Value |
|---|---|
| Strategy ID | huang_infra_bottleneck_barbell_paper_v1 |
| Eval conclusion | PASS / human review allowed; not live-ready |
| Bias gate | PASS | shift=PASS | autocorr=PASS |
| Paper fill status | 11 paper orders filled on 2026-06-01 13:30-13:35 UTC; fill attribution stream still needs repair/validation. |
| Shared account | Uses shared Alpaca paper account and $15k paper book cap; this sleeve cap is $5k. |
| Schedule | Weekly Friday 30 19 * * 5 UTC with duplicate and schedule-window guards. |
Metrics
| Metric | Value |
|---|---|
| Gross Sharpe | 1.735 |
| Net Sharpe | 1.705 |
| Gross Total Return | 625.98% |
| Net Total Return | 598.82% |
| Net CAGR | 58.28% |
| Net Max Drawdown | -37.32% |
| OOS Sharpe | 3.378 |
| OOS CAGR | 216.75% |
| IS Sharpe | 0.969 |
| Max Corr | 0.696 |
| TC Drag NAV/yr | 0.90% |
| Annual Turnover | 9.034 |
| 3M Return | 39.49% |
| 3M Sharpe | 3.054 |
Review Entrypoints
strategies/huang_infra_bottleneck_barbell_paper_v1/strategy/runner.pystrategies/huang_infra_bottleneck_barbell_paper_v1/strategy/signal_model.pystrategies/huang_infra_bottleneck_barbell_paper_v1/tests/test_signal_model.pyscripts/run_huang_infra_bottleneck_barbell_paper.shscripts/run_huang_infra_bottleneck_leakage_check.shstrategies/huang_infra_bottleneck_barbell_paper_v1/config_template.jsonstrategies/huang_infra_bottleneck_barbell_paper_v1/strategy_manifest.json
Known Risks
- Lookahead/timestamp: latest eval passes shift/autocorr bias gate, but lead5 Sharpe remains high; reviewers should inspect next-tradable-day signal alignment and data close timestamps.
- Duplicate-submit guard: wrapper uses last_paper_submit_at UTC-date guard plus flock; runner also has Friday 19:25-19:45 UTC schedule-window guard after the Monday manual-submit incident.
- Schedule guard: frozen spec is weekly Friday 30 19 * * 5 UTC; same-day discretionary submit remains blocked unless an explicit approved exception is added.
- client_order_id prefix: ExecutionGateway generates strategy-scoped IDs with huang infra prefix; review prefix length/collision behavior before scaling.
- Sizing/cap: paper sleeve cap is $5,000 inside shared $15,000 paper book with math_three_signal_blend and second_derivative_balanced; no isolated broker account.
- Broker/fill assumptions: first paper launch had 11 filled orders, but state fill_tracking.fills is empty and paper return attribution is not yet trustworthy; paper-trading eval dimension remains needs_input.
- Shared-account isolation: runner snapshots ignored_baseline and computes managed qty by subtracting baseline; reviewers should verify this remains stable when other strategies trade the same symbols.
- Live promotion TODO: require clean paper return stream, fill/latency/partial-fill attribution, exception-free schedule run, and hidden/OOS confirmation before any live discussion.
Generated Eval Artifacts
reports/review_20260603/eval/summary.mdreports/review_20260603/eval/summary.jsonreports/review_20260603/eval/eval_dashboard.htmlreports/review_20260603/eval/bias_report.htmlreports/review_20260603/eval/internal_report.html