Owner decisions from the 2026-08-04 audit report:
- spread-in-exit-triggers: DECLINED (books stay comparable; ledger in
CLAUDE.md records the measured ~4-6% optimism).
- weekend clock: FIXED. The market week is Fri 17:00 -> Sun 18:00 New
York time, not Fri/Sun 22:00 UTC — during US DST the Oanda feed stops
at 21:00 UTC (measured: 159/162 summer weekends). All three weekend
implementations (providers/base, signal_aggregator, gpu_backtest
calendar filter) now share the NY-anchored rule; a new test sweeps
them hourly across both DST transitions and asserts agreement. No NTP
needed — the host clock was fine, the constant was wrong.
Ends the weekly false-"STALE DATA / feed lagging" hours (summer Fri
21-22 UTC, winter Sun 22-23 UTC).
- FB2_EMA_LO (delegated): kept as a research knob but crash-proofed —
an unparseable value degrades to the tuned default 0.5 with a warning
instead of killing every scan. Documented in CLAUDE.md.
Book gates: M15 12mo pinned book byte-identical (+78.7111R, 397
trades). M5 12mo drops exactly ONE trade (556 -> 555, +97.56 ->
+98.64R): a phantom whose signal fired on the final summer-Friday bar
(decision 21:00 UTC = NY 17:00 market close) and was "filled" at
Sunday's reopen 49 hours later, -1.08R — an entry live trading can
never take. The backtest no longer contains it; live == backtest
parity improved. M15 unaffected because hour 21 is in its blocked set.
Suite: 341/341 green.
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn
Harwinder Sekhon
7dbcbc6c82