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austin-starks/Public-Portfolio-Challenge

The \"loudly declare\" protocol for platform, engine, or data bugs during a NexusTrade certification campaign — bugs are a first-class deliverable, not something to route around. Use whenever a NexusTrade tool errors, hangs, or returns numbers that contradict the config; whenever you're tempted to write \"probably an engine quirk\"; or when a discovered bug invalidates prior backtests and results must be quarantined. Includes the bug hand-off doc template (see references/BUG_TEMPLATE.md).

Public-Portfolio-Challenge란 무엇인가요?

Public-Portfolio-Challenge is a Claude Code agent skill that the \"loudly declare\" protocol for platform, engine, or data bugs during a NexusTrade certification campaign — bugs are a first-class deliverable, not something to route around. Use whenever a NexusTrade tool errors, hangs, or returns numbers that contradict the config; whenever you're tempted to write \"probably an engine quirk\"; or when a discovered bug invalidates prior backtests and results must be quarantined. Includes the bug hand-off doc template (see references/BUG_TEMPLATE.md).

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문서

Bug Protocol — "Loudly Declare"

The compute + engine stack is new and moves. Every failure gets this protocol. Never paper over an error to keep a campaign moving — a swallowed bug is worse than a blocked stage. A confabulated mechanism (inventing why the engine did something) is the worst failure mode: the campaign's worst moments have been confabulated reconcile events, pricing behavior, and budget behavior. Verify, don't assert.

Precedent: a totalBudget over-deployment bug (a book with a 40% budget deployed ~96% of NAV at cold start) was caught exactly this way and invalidated weeks of results. The general lesson is to quarantine every result affected by an engine defect and rerun only after the behavior is corrected.

The five steps (apply on every failure)

  1. Stop and characterize — is it config (my fault), data (source-side), or engine (NexusTrade)? Reproduce minimally — the smallest job/backtest that still shows it.
  2. Log it immediately in the run's CAMPAIGN_LOG.md under a ⚠️ BUG/ISSUE heading: symptom, repro IDs, expected-vs-observed, current hypothesis (labeled hypothesis), what it blocks.
  3. If it's a real engine/data bug, write a hand-off doc <NAME>_BUG.md in the run directory, modeled on the template in references/BUG_TEMPLATE.md (one-line summary, expected vs observed, reproduction with IDs, leading hypothesis, alternatives to rule out, where to look, impact on results).
  4. Quarantine affected results — mark every backtest/study that ran before the fix as suspect/invalid. Re-run after the fix. If the bug inflated leverage, both returns AND drawdowns are inflated and any sweep gene it touched may be non-differentiating — re-validate all of it.
  5. Tell the human, prominently, in the chat. Bugs are a co-equal deliverable of the episode with the trading result — not an embarrassment to route around.

What is NOT a bug (honest-signal failures — don't file these)

  • A fold returning NoEligibleCandidate = an honest signal, not a bug. Widen validation; don't drop the certification floors.
  • A dead / not-yet-listed name (e.g. SNDK in 2022) being absent or in a reject list with no fabricated values = correct behavior. The engine fabricating a price/indicator value for a name that didn't trade IS a bug (see engine-sanity).
  • A single-tick reconcile target = the live strategy accretes the rest over daily rebalances — say so, don't re-diagnose it as a bug (see deploy-gate).

Verify-don't-assert checklist

Before writing any claim about engine behavior into a deliverable, back it with one of: query_backtest_events / query_portfolio_events, a conditionFieldAudit, or a minimal reproduction. "The engine probably…" is not evidence.

Individual skills in this repo

This repo contains 11 individual skills — each has its own dedicated page.

austin-starks/Public-Portfolio-Challenge

Build alternative-data custom indicators on NexusTrade (Reddit/WSB mentions, congressional disclosures, insider filings, news-flow) and wire them into a certified book as a rank/tilt/filter signal. Use when adding alt-data to a strategy, building a CustomIndicator via compute sessions, auditing lookahead safety or per-ticker coverage, or deciding whether a data series is dense enough to drive a rank. Covers the compute-session workflow, the sparse-series rule, and source recipes (see references/). Invoke with the NexusTrade MCP connected.

austin-starks/Public-Portfolio-Challenge

Measure a NexusTrade options book's TRUE participation at a fixed cold-start capital base, defeating the compounded-NAV breadth illusion. Use whenever a book's headline \"holds N/21 names\" needs validating, when a live book collapses to a single name (the OSCR trap), when checking whether a SelectTop / per-name-allocation / total-budget change degraded simultaneous participation, or when a certification needs a breadth gate. Uses audit_backtest_breadth at held-fixed $25k.

austin-starks/Public-Portfolio-Challenge

The GATED deploy + cleanup flow for a NexusTrade live book — clone the finalist, preview a delta reconcile, stage UNAPPROVED orders, verify fills. Use ONLY after the human explicitly says \"deploy + clean up\" and names a finalist. Covers the clone-before-reconcile ordering, the single-tick reconcile expectation, stale-pending-order hygiene, the signal-freshness gate, and why you can never approve orders yourself. Nothing here runs during certification.

austin-starks/Public-Portfolio-Challenge

The mandatory pre-flight contract checks (Stage S0) that must pass before trusting NexusTrade's certification engine for any strategy work. Use at the start of a bakeoff or certification campaign to prove the walk-forward engine runs end-to-end, windows don't leak, fold winners persist, and the engine doesn't fabricate values for dead/not-yet-listed names. Each check has a STOP-and-report failure mode; these runs do NOT count toward any certification minimum.

austin-starks/Public-Portfolio-Challenge

The single-touch lockbox — a final anti-overfitting holdout run once, after design freeze, on a window held out from every fold, sweep, and search. Use when finalizing a bakeoff winner before deploy, setting up the A/B/C baselines as OOS bars, or running the S1.5 gate-coherence auto-relax. Covers why looking at the lockbox twice burns it, the lockbox pass conditions, and the three baselines. The lockbox is distinct from the walk-forward OOS folds.

austin-starks/Public-Portfolio-Challenge

The hard structural constraints for the Public Portfolio Challenge momentum-LEAP options book — the spread-shape rule, the take-profit convexity-cap footgun, the affordability ladder, and the known losers not to re-test. Use whenever building or auditing an options strategy structure, checking spread-shape compliance before a certification, choosing DTE/strike rungs, or deciding whether a proposed structure change is even allowed. A violation is an automatic certification FAIL.

austin-starks/Public-Portfolio-Challenge

Orchestrate an out-of-sample certification of a NexusTrade trading strategy or live book — the master discipline behind the Public Portfolio Challenge. Use whenever you must decide PASS/FAIL on whether a portfolio holds up out of sample before deploying real money, replaying the Episode 10 runbooks, or running a \"certify my book\" / \"prove it out of sample\" / \"re-certify the fix\" task with the NexusTrade MCP connected. Pulls in walk-forward-oos, breadth-audit, sweep-reoptimization, options-structure-rules, bug-protocol, and deploy-gate.

austin-starks/Public-Portfolio-Challenge

The single entry point that executes a Public Portfolio Challenge episode or addendum runbook end-to-end, delegating each stage to the functional skills. Use when asked to run/execute/replay Episode 10, its bakeoff, or its addendum with the NexusTrade MCP connected. Reads the target runbook, pins its real artifacts (IDs, the incumbent bar), sequences the stages, and stops at the gated deploy. It orchestrates; the functional skills do the work.

austin-starks/Public-Portfolio-Challenge

Run a multi-family strategy bakeoff — the SEARCH→CERTIFY funnel that screens many candidate mechanisms down to a certified deploy winner without letting the cheap search layer issue a verdict. Use when replaying the Episode 10 bakeoff, when exploring several distinct strategy families before certifying, when deciding whether \"no deployable winner\" is even a legal conclusion, or when building the per-family certification ledger. Enforces verdict-integrity: only certification can end a campaign.

austin-starks/Public-Portfolio-Challenge

Re-optimize a NexusTrade strategy with a walk-forward SWEEP and label parameter provenance — the discipline that prevents deploying inherited knobs. Use whenever a structural change (sizing, rung depth, universe membership, DTE family, adding a rank signal) forces a re-sweep, when authoring gene_intents from get_sweep_surface, when choosing sweep over GA for a deploy cert, or when selecting the cross-fold-robust winner instead of the per-fold argmax. Invoke with the NexusTrade MCP connected.

austin-starks/Public-Portfolio-Challenge

Run and read a NexusTrade walk-forward out-of-sample study — the certification engine behind the Public Portfolio Challenge. Use when certifying a fixed portfolio (backtest_only) or re-optimizing one (sweep), when setting fold_count / anchored / validation / embargo params, when monitoring a run_walk_forward_study to completion, when reading per-fold OOS returns/Sortino/drawdown, or when a variant's fold calendar needs calendar-alignment against a base control. Invoke with the NexusTrade MCP connected.

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