Skip to content

chore(live): per-asset ceiling 0.50 -> 0.75 ($200 -> $300) - #819

Merged
eaitbrahim merged 1 commit into
mainfrom
chore/live-per-asset-075
Sep 26, 2026
Merged

eaitbrahim merged 1 commit into
mainfrom
chore/live-per-asset-075

Conversation

@eaitbrahim

Copy link
Copy Markdown
Contributor

Mirrors a change already live in ~/keel/config.live-sandbox.yaml (applied 2026-09-26 at 01:16 UTC, before that day's 01:20 run), so the tracked copy stays byte-identical to the deployment. Before this edit the two files were identical.

Why

  • The weekly BTC DCA was vetoed on 2026-09-25 by per_asset_concentration_cap. BTC held $151.81 at cost, from three $50 buys. The fourth buy projected to $201.81, over the 0.50 × $400 = $200 limit.
  • Exposure is measured at cost, so a falling price never frees room. At 0.50 the DCA was permanently capped at three buys, regardless of the ~$257 in available cash.
  • At 0.75 the limit is $300, which admits three more weekly buys. The first projection over it is $301.81.

Unchanged

  • max_exposure_usd stays at 400. It's also the sizing proxy, and the config's own note says to raise it only alongside rail 14.
  • The total exposure after the next buy is about $263.51 (BTC $151.81, PAXG about $61.70 at cost, plus $50), still under $400.

A dated note was added to the caps history comment.

🤖 Generated with Claude Code

Mirrors the change already applied to ~/keel/config.live-sandbox.yaml on
2026-09-26 so the tracked copy stays identical to the deployment.

BTC stood at $151.81 at cost (three $50 DCA buys); the fourth projected
to $201.81 and guard 6 vetoed it on 2026-09-25. Exposure is measured at
cost, so a falling price never frees room: at 0.50 the weekly DCA was
permanently capped at three buys. 0.75 admits three more.
max_exposure_usd, the sizing proxy, is unchanged.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@eaitbrahim eaitbrahim added the rails Un-overridable safety rail / guard (Compliance & rails) label Sep 26, 2026
@eaitbrahim
eaitbrahim merged commit 897546c into main Sep 26, 2026
4 checks passed
@eaitbrahim
eaitbrahim deleted the chore/live-per-asset-075 branch September 26, 2026 15:26
eaitbrahim added a commit that referenced this pull request Sep 26, 2026
…oled evaluation as policy (#828)

MINOR: #826 changes what promotion decides (G2 and #338's pooled path
judge in R; min_expectancy is an R threshold; a sample with no R is
refused), and #825 adds report sections. No schema change since 0.17.0.

What lands:
  #826 (#820) -- edge table, G2 and promotion in R; negative-risk flip
  fixed; pooled rows in exit-time order.
  #825 (#821) -- simulate buys DCA once per completed day (was 24x per
  cadence day), no forming-day look-ahead, DCA sleeve reported.
  #824 (#822) -- ADR 0006: daily strategies evaluated on the pooled sample.
  #827 (#823) -- experiment record: hourly turtle, 4,871 trades.
  #819 -- live per-asset ceiling config mirrored (0.50 -> 0.75).

Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

rails Un-overridable safety rail / guard (Compliance & rails)

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant