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2025 - 08

Plan

Infrastructure Stability & Safety

  • Database Separation (#14): Separate TE & ML databases - BLOCKER for live deployment
  • Deployment Validation (#13): Staging test commands for service verification

ML Infrastructure & Models Performance

  • CI Integration Tests (#50): Automated testing pipeline for production readiness
  • AWS S3 Storage (#49): Cloud storage integration for model artifacts
  • Times-net Quantiles (#51): Improve prediction confidence intervals
  • Unit Test Coverage (#48): Internal service testing for reliability

Trading Strategies & Monitoring

  • Strategy Monitoring (#5): Status & metrics dashboard via Logfire
  • Automated periodic integrity checks (#1): Ensure data integrity and system reliability
  • Regression + SMA Strategy (#10): ML and SMA strategies implementation

User Interface

  • Basic Auth (#2): Secure access to frontend dashboard
  • Accounting Metrics (#13): Live P&L and position tracking interface
  • ML Monitoring View (#10): Real-time ML prediction tracking dashboard

Integration & Launch

  • Performance Simulation: Simulate strategy performance in paper trading, aiming for break-even or better
  • Live Deployment: Deploy ML-integrated strategy with all safety systems

Progress

  • Database Separation (#14): Done
  • Deployment Validation (#13): Done
  • CI Integration Tests (#50): Done
  • Times-net Quantiles (#51): Done
  • Unit Test Coverage (#48): Done
  • Strategy Risk Metrics (#34): Done
  • AWS S3 Storage (#49): Done
  • Accounting Metrics (#13): Done
  • Basic Auth (#2): Done
  • ML Monitoring View (#10): Done
  • Regression + SMA Strategy (#10): Done
  • Performance Simulation: WIP - Did not reach break-even yet

Deferred these until performance simulation results are satisfactory

  • Strategy Monitoring (#5)
  • Automated periodic integrity checks (#1)
  • Live Deployment

Learning

Performance Simulation Critical Gate

August showed that performance simulation is the crucial validation step before live deployment. Successfully completing 11 out of 13 planned infrastructure items but not achieving break-even in simulation demonstrates the importance of this gate. All the technical infrastructure means nothing without profitable strategy performance.

Infrastructure Investment Pays Off

Completing database separation, CI integration, AWS S3 storage, authentication, and monitoring systems created a solid foundation. The high completion rate (85%) shows that the sequential "infrastructure first" approach from previous months has reached maturity. We can now build features rapidly on this stable base.

Strategic Sequencing Discipline

Deferring strategy monitoring, integrity checks, and live deployment until performance simulation succeeds shows improved strategic discipline. Rather than rushing to complete all tasks, we learned to pause and validate profitability first. This prevents building on potentially unprofitable foundations.

ML Model Effectiveness Validation

August proved our ML models can be fully integrated into production systems. Completing Times-net quantiles, unit test coverage, and ML monitoring view shows the ML pipeline is production-ready. The remaining challenge is pure strategy performance, not technical integration.

From Infrastructure to Performance

August marked the transition from infrastructure building (2024-2025) to performance optimization. With technical systems complete, focus shifts entirely to strategy profitability. This represents a major milestone in the project's evolution from technical capability to business viability.