daily-trader: backtest + rerank + FOM (2026-07-07) - #80
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OFFLINE_STUB: first run; yfinance blocked by proxy (fc.yahoo.com 403), trader pipeline (agents/src/trader/) not yet installed. - wiki/synthesis/daily-trader-2026-07-07.md: full structured report with 15-ticker watchlist, placeholder scan verdicts, FOM v1.0 table (0.4×conf + 0.3×σ + 0.2×hit_rate + 0.1×news_mom), tier-1/2 rerank, blocker documentation, and tomorrow's backtest reference directions - wiki/log.md: one-line entry prepended - wiki/index.md: daily-trader section added under Synthesis Scan JSON at agents/outputs/scan-2026-07-07.json is gitignored per agents/.gitignore (outputs/* pattern). Co-Authored-By: Claude <noreply@anthropic.com>
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Summary
What's in this PR
wiki/synthesis/daily-trader-2026-07-07.mdwiki/log.mdwiki/index.md[[synthesis/daily-trader-2026-07-07]]added under Synthesisagents/outputs/scan-2026-07-07.jsonwas written locally but is excluded byagents/.gitignore(outputs/*).Blockers (need resolution before live data works)
B1 — Yahoo Finance proxy block (CRITICAL)
fc.yahoo.com:443returns HTTP 403 CONNECT via the environment proxy policy. No live price data, no realized returns, no momentum signals. Fix: addfc.yahoo.comto the proxy allowlist (see/root/.ccr/README.md).B2 — Trader pipeline not installed (HIGH)
agents/src/trader/does not exist. The task referencescli.py,orchestrator.py,tools/yfinance_client.py, andLLM_BACKEND=anthropic uv run trader scan— none present. Fix: scaffold the trader module mirroringagents/src/firefly/.FOM Formula (v1.0, documented in report)
Weights are priors; revisit after 5 days of hit-rate data via simple OLS.
Placeholder Directions (tomorrow's backtest reference)
NVDA=LONG, TSM=LONG, AVGO=LONG, PLTR=LONG, MSFT=LONG, META=LONG, AMZN=LONG, ORCL=LONG, TSLA=SHORT, GOOGL/AAPL/CRM/AMD/SMCI/NFLX=NEUTRAL
Generated by Claude Code