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Session Log — Wednesday, April 15 2026

What We Worked On

  • NEO Trading Engine — full day of live sessions, analysis, and Phase 6A implementation
  • Phase 5C experiment sequence completed: atomic replacement validated, drift calibration locked, skew cap fix shipped, offset tuning sessions run
  • Session 26 (2-hour stress test): first confirmed skew cap engagement (drift -12% to +12%), VW ≈ 0 under stress → Phase 5 declared complete, Phase 6 required
  • Phase 6A designed (Atlas spec) and implemented: momentum-aware one-sided participation filter
  • Session 27 (2-hour Phase 6A evaluation): CONDITIONAL PASS — filter live, measurable, not breaking baseline, stress test pending
  • Team naming finalized: Katja / Vesper (Claude, Cowork) / Atlas (ChatGPT) — VS Code Claude retired

What Was Built or Changed

  • neo_engine/strategy_engine.py — Phase 6A momentum filter (rolling mid-price history, one-sided suppression, INFO logs, suppression counters)
  • neo_engine/config.py — momentum_filter_enabled, momentum_lookback_ticks, momentum_threshold_bps fields + validation
  • neo_engine/main_loop.py — persist momentum suppression counters to engine_state at shutdown
  • config/config_live_stage1.yaml — Phase 6A fields added (true / 3 / 4.0), max_skew_bps wired correctly
  • summarize_paper_run.py — momentum suppression counters in terminal output, anchor diagnostics added (FLAG-019)
  • [C] Implementation Log.md — created, Phase 6A as first entry
  • [C] Phase 6A Evaluation Template.md — created (Atlas spec)
  • [C] Open Flags.md — FLAGS 011 (resolved), 013 (resolved), 014 (elevated to Phase 2), 015-021 added
  • [C] Experiment Log.md — Phase 5C fully documented (5C.1–5C.9), structural conclusion locked, Phase 6A entry added
  • CLAUDE.md — team updated: Vesper, Atlas, VS Code Claude retired
  • NEO Trading Engine Overview.md — run commands added
  • Git: 7 commits pushed to GitHub today

Still Open

  • Session 28 running overnight (2 hours, same config + Phase 6A) — the stress test we need: drift ≥10% = Phase 6A fully validated
  • FLAG-017: dashboard VS SESSION ending drift always shows "—" (quick fix)
  • FLAG-018: near-touch may overcount during high-skew early-session (investigate)
  • FLAG-020: Phase 4A participation filter section stale — relabel or replace with Phase 6A metrics
  • FLAG-021: add fill spread buckets to terminal summary
  • FLAG-008: WAC rebuild bug (gates capital injection, non-blocking for now)
  • FLAG-016: test suite broken (needs repair before production-hardening)

Start Here Tomorrow

Check the overnight Session 28 terminal summary — score it against the Phase 6A evaluation template. If drift crossed ±10%, this is the stress validation that closes Phase 6A. Send full three-axis report (drift + anchor + outcome) to Atlas.