@rune-kit/rune 2.8.0 → 2.11.0

package/extensions/trading/skills/quant-analysis.md

@@ -1,111 +1,111 @@
----
-name: "quant-analysis"
-pack: "@rune/trading"
-description: "Quantitative analysis patterns — portfolio metrics, risk calculations, statistical edge detection, Monte Carlo simulation, and position sizing models."
-model: sonnet
-tools: [Read, Edit, Write, Grep, Glob, Bash]
----
-
-# quant-analysis
-
-Quantitative analysis patterns — portfolio metrics, risk calculations, statistical edge detection, Monte Carlo simulation, and position sizing models.
-
-#### Workflow
-
-**Step 1 — Define analysis scope**
-Determine what the user needs: portfolio-level metrics (Sharpe, Sortino, max drawdown, VaR), strategy-level analysis (win rate, profit factor, expectancy, risk-of-ruin), or position sizing (Kelly criterion, fixed fractional, volatility-adjusted). Load trade history from data source (CSV, database query, API response).
-
-**Step 2 — Calculate core metrics**
-For portfolio analysis:
-- **Sharpe Ratio**: (mean return - risk-free rate) / std(returns). Annualize with √252.
-- **Sortino Ratio**: (mean return - risk-free rate) / downside_std. Only penalizes downside volatility.
-- **Max Drawdown**: Largest peak-to-trough decline. Include recovery time.
-- **Value at Risk (VaR)**: 95th/99th percentile loss using historical simulation or parametric method.
-- **Calmar Ratio**: Annualized return / max drawdown. > 1.0 = good risk-adjusted return.
-
-For strategy analysis:
-- **Expectancy**: (win_rate × avg_win) - (loss_rate × avg_loss). Must be positive.
-- **Profit Factor**: gross_profit / gross_loss. > 1.5 = viable, > 2.0 = strong.
-- **Risk of Ruin**: probability of losing X% of capital given win rate and risk per trade.
-
-**Step 3 — Monte Carlo simulation**
-Run 10,000 random resamples of the trade sequence to estimate:
-- Probability of reaching profit target within N trades
-- Confidence interval for max drawdown (95th percentile)
-- Optimal position size that maximizes geometric growth (Kelly fraction)
-
-Emit results as structured data + visualization-ready format for `chart-components`.
-
-**Step 4 — Position sizing recommendation**
-Based on Monte Carlo results, recommend:
-- **Conservative**: Half-Kelly (50% of optimal Kelly fraction)
-- **Moderate**: Full Kelly
-- **Aggressive**: 1.5x Kelly (with warning about increased ruin probability)
-
-Save analysis to `.rune/trading/quant-analysis-<date>.md`.
-
-#### Example
-
-```typescript
-import Decimal from 'decimal.js';
-
-interface TradeResult {
-  pnl: Decimal;
-  entryPrice: Decimal;
-  exitPrice: Decimal;
-  size: Decimal;
-  duration: number; // minutes
-}
-
-interface QuantMetrics {
-  totalTrades: number;
-  winRate: Decimal;
-  profitFactor: Decimal;
-  expectancy: Decimal;
-  sharpeRatio: Decimal;
-  sortinoRatio: Decimal;
-  maxDrawdown: Decimal;
-  maxDrawdownDuration: number;
-  calmarRatio: Decimal;
-  valueAtRisk95: Decimal;
-  kellyFraction: Decimal;
-  riskOfRuin: Decimal;
-}
-
-function calculateExpectancy(trades: TradeResult[]): Decimal {
-  const wins = trades.filter(t => t.pnl.gt(0));
-  const losses = trades.filter(t => t.pnl.lte(0));
-  const winRate = new Decimal(wins.length).div(trades.length);
-  const avgWin = wins.length > 0
-    ? wins.reduce((sum, t) => sum.plus(t.pnl), new Decimal(0)).div(wins.length)
-    : new Decimal(0);
-  const avgLoss = losses.length > 0
-    ? losses.reduce((sum, t) => sum.plus(t.pnl.abs()), new Decimal(0)).div(losses.length)
-    : new Decimal(0);
-  return winRate.mul(avgWin).minus(new Decimal(1).minus(winRate).mul(avgLoss));
-}
-
-function kellyFraction(winRate: Decimal, avgWinLossRatio: Decimal): Decimal {
-  // Kelly: f* = (p * b - q) / b where p=winRate, q=1-p, b=avgWin/avgLoss
-  const q = new Decimal(1).minus(winRate);
-  return winRate.mul(avgWinLossRatio).minus(q).div(avgWinLossRatio);
-}
-
-// Monte Carlo: resample trades 10,000 times
-function monteCarloDrawdown(trades: TradeResult[], simulations = 10000): Decimal {
-  const drawdowns: Decimal[] = [];
-  for (let i = 0; i < simulations; i++) {
-    const shuffled = [...trades].sort(() => Math.random() - 0.5);
-    let peak = new Decimal(0), maxDd = new Decimal(0), equity = new Decimal(0);
-    for (const t of shuffled) {
-      equity = equity.plus(t.pnl);
-      if (equity.gt(peak)) peak = equity;
-      const dd = peak.minus(equity).div(peak.gt(0) ? peak : new Decimal(1));
-      if (dd.gt(maxDd)) maxDd = dd;
-    }
-    drawdowns.push(maxDd);
-  }
-  drawdowns.sort((a, b) => a.cmp(b));
-  return drawdowns[Math.floor(simulations * 0.95)]; // 95th percentile
-}
-```
+---
+name: "quant-analysis"
+pack: "@rune/trading"
+description: "Quantitative analysis patterns — portfolio metrics, risk calculations, statistical edge detection, Monte Carlo simulation, and position sizing models."
+model: sonnet
+tools: [Read, Edit, Write, Grep, Glob, Bash]
+---
+
+# quant-analysis
+
+Quantitative analysis patterns — portfolio metrics, risk calculations, statistical edge detection, Monte Carlo simulation, and position sizing models.
+
+#### Workflow
+
+**Step 1 — Define analysis scope**
+Determine what the user needs: portfolio-level metrics (Sharpe, Sortino, max drawdown, VaR), strategy-level analysis (win rate, profit factor, expectancy, risk-of-ruin), or position sizing (Kelly criterion, fixed fractional, volatility-adjusted). Load trade history from data source (CSV, database query, API response).
+
+**Step 2 — Calculate core metrics**
+For portfolio analysis:
+- **Sharpe Ratio**: (mean return - risk-free rate) / std(returns). Annualize with √252.
+- **Sortino Ratio**: (mean return - risk-free rate) / downside_std. Only penalizes downside volatility.
+- **Max Drawdown**: Largest peak-to-trough decline. Include recovery time.
+- **Value at Risk (VaR)**: 95th/99th percentile loss using historical simulation or parametric method.
+- **Calmar Ratio**: Annualized return / max drawdown. > 1.0 = good risk-adjusted return.
+
+For strategy analysis:
+- **Expectancy**: (win_rate × avg_win) - (loss_rate × avg_loss). Must be positive.
+- **Profit Factor**: gross_profit / gross_loss. > 1.5 = viable, > 2.0 = strong.
+- **Risk of Ruin**: probability of losing X% of capital given win rate and risk per trade.
+
+**Step 3 — Monte Carlo simulation**
+Run 10,000 random resamples of the trade sequence to estimate:
+- Probability of reaching profit target within N trades
+- Confidence interval for max drawdown (95th percentile)
+- Optimal position size that maximizes geometric growth (Kelly fraction)
+
+Emit results as structured data + visualization-ready format for `chart-components`.
+
+**Step 4 — Position sizing recommendation**
+Based on Monte Carlo results, recommend:
+- **Conservative**: Half-Kelly (50% of optimal Kelly fraction)
+- **Moderate**: Full Kelly
+- **Aggressive**: 1.5x Kelly (with warning about increased ruin probability)
+
+Save analysis to `.rune/trading/quant-analysis-<date>.md`.
+
+#### Example
+
+```typescript
+import Decimal from 'decimal.js';
+
+interface TradeResult {
+  pnl: Decimal;
+  entryPrice: Decimal;
+  exitPrice: Decimal;
+  size: Decimal;
+  duration: number; // minutes
+}
+
+interface QuantMetrics {
+  totalTrades: number;
+  winRate: Decimal;
+  profitFactor: Decimal;
+  expectancy: Decimal;
+  sharpeRatio: Decimal;
+  sortinoRatio: Decimal;
+  maxDrawdown: Decimal;
+  maxDrawdownDuration: number;
+  calmarRatio: Decimal;
+  valueAtRisk95: Decimal;
+  kellyFraction: Decimal;
+  riskOfRuin: Decimal;
+}
+
+function calculateExpectancy(trades: TradeResult[]): Decimal {
+  const wins = trades.filter(t => t.pnl.gt(0));
+  const losses = trades.filter(t => t.pnl.lte(0));
+  const winRate = new Decimal(wins.length).div(trades.length);
+  const avgWin = wins.length > 0
+    ? wins.reduce((sum, t) => sum.plus(t.pnl), new Decimal(0)).div(wins.length)
+    : new Decimal(0);
+  const avgLoss = losses.length > 0
+    ? losses.reduce((sum, t) => sum.plus(t.pnl.abs()), new Decimal(0)).div(losses.length)
+    : new Decimal(0);
+  return winRate.mul(avgWin).minus(new Decimal(1).minus(winRate).mul(avgLoss));
+}
+
+function kellyFraction(winRate: Decimal, avgWinLossRatio: Decimal): Decimal {
+  // Kelly: f* = (p * b - q) / b where p=winRate, q=1-p, b=avgWin/avgLoss
+  const q = new Decimal(1).minus(winRate);
+  return winRate.mul(avgWinLossRatio).minus(q).div(avgWinLossRatio);
+}
+
+// Monte Carlo: resample trades 10,000 times
+function monteCarloDrawdown(trades: TradeResult[], simulations = 10000): Decimal {
+  const drawdowns: Decimal[] = [];
+  for (let i = 0; i < simulations; i++) {
+    const shuffled = [...trades].sort(() => Math.random() - 0.5);
+    let peak = new Decimal(0), maxDd = new Decimal(0), equity = new Decimal(0);
+    for (const t of shuffled) {
+      equity = equity.plus(t.pnl);
+      if (equity.gt(peak)) peak = equity;
+      const dd = peak.minus(equity).div(peak.gt(0) ? peak : new Decimal(1));
+      if (dd.gt(maxDd)) maxDd = dd;
+    }
+    drawdowns.push(maxDd);
+  }
+  drawdowns.sort((a, b) => a.cmp(b));
+  return drawdowns[Math.floor(simulations * 0.95)]; // 95th percentile
+}
+```

package/extensions/trading/skills/realtime-data.md

@@ -1,58 +1,58 @@
----
-name: "realtime-data"
-pack: "@rune/trading"
-description: "Real-time data architecture — WebSocket lifecycle management, auto-reconnect with exponential backoff, event normalization, rate limiting, and TanStack Query cache invalidation."
-model: sonnet
-tools: [Read, Edit, Write, Grep, Glob, Bash]
----
-
-# realtime-data
-
-Real-time data architecture — WebSocket lifecycle management, auto-reconnect with exponential backoff, event normalization, rate limiting, and TanStack Query cache invalidation.
-
-#### Workflow
-
-**Step 1 — WebSocket setup and event normalization**
-Use `Read` on existing data-fetching files to understand current polling or REST patterns. Replace with a WebSocket client class that emits typed, normalized events regardless of upstream message format. Define a `NormalizedTick` interface at the boundary.
-
-**Step 2 — Implement exponential backoff reconnect**
-In the WebSocket class, add a reconnect handler: attempt 1 after 1 s, attempt 2 after 2 s, attempt 3 after 4 s, cap at 30 s. Use `Bash` to run unit tests covering disconnect and reconnect sequences. Track `reconnectAttempts` in state; reset to 0 on successful open.
-
-**Step 3 — Wire to TanStack Query cache invalidation**
-On each normalized event received, call `queryClient.setQueryData(['ticker', symbol], tick)` for optimistic updates or `queryClient.invalidateQueries(['orderbook', symbol])` for full refresh. Use `Grep` to confirm no stale `setInterval` polling remains alongside the new WebSocket feed.
-
-#### Example
-
-```typescript
-class TradingWebSocket {
-  private ws: WebSocket | null = null;
-  private reconnectAttempts = 0;
-  private readonly MAX_DELAY_MS = 30_000;
-
-  connect(url: string, onTick: (tick: NormalizedTick) => void): void {
-    this.ws = new WebSocket(url);
-
-    this.ws.onmessage = (event) => {
-      const raw = JSON.parse(event.data as string);
-      onTick(this.normalize(raw));
-    };
-
-    this.ws.onclose = () => {
-      const delay = Math.min(
-        1000 * 2 ** this.reconnectAttempts,
-        this.MAX_DELAY_MS,
-      );
-      this.reconnectAttempts += 1;
-      setTimeout(() => this.connect(url, onTick), delay);
-    };
-
-    this.ws.onopen = () => { this.reconnectAttempts = 0; };
-  }
-
-  private normalize(raw: unknown): NormalizedTick {
-    // map exchange-specific shape to shared interface
-    const r = raw as Record<string, unknown>;
-    return { symbol: String(r['s']), price: String(r['p']), ts: Date.now() };
-  }
-}
-```
+---
+name: "realtime-data"
+pack: "@rune/trading"
+description: "Real-time data architecture — WebSocket lifecycle management, auto-reconnect with exponential backoff, event normalization, rate limiting, and TanStack Query cache invalidation."
+model: sonnet
+tools: [Read, Edit, Write, Grep, Glob, Bash]
+---
+
+# realtime-data
+
+Real-time data architecture — WebSocket lifecycle management, auto-reconnect with exponential backoff, event normalization, rate limiting, and TanStack Query cache invalidation.
+
+#### Workflow
+
+**Step 1 — WebSocket setup and event normalization**
+Use `Read` on existing data-fetching files to understand current polling or REST patterns. Replace with a WebSocket client class that emits typed, normalized events regardless of upstream message format. Define a `NormalizedTick` interface at the boundary.
+
+**Step 2 — Implement exponential backoff reconnect**
+In the WebSocket class, add a reconnect handler: attempt 1 after 1 s, attempt 2 after 2 s, attempt 3 after 4 s, cap at 30 s. Use `Bash` to run unit tests covering disconnect and reconnect sequences. Track `reconnectAttempts` in state; reset to 0 on successful open.
+
+**Step 3 — Wire to TanStack Query cache invalidation**
+On each normalized event received, call `queryClient.setQueryData(['ticker', symbol], tick)` for optimistic updates or `queryClient.invalidateQueries(['orderbook', symbol])` for full refresh. Use `Grep` to confirm no stale `setInterval` polling remains alongside the new WebSocket feed.
+
+#### Example
+
+```typescript
+class TradingWebSocket {
+  private ws: WebSocket | null = null;
+  private reconnectAttempts = 0;
+  private readonly MAX_DELAY_MS = 30_000;
+
+  connect(url: string, onTick: (tick: NormalizedTick) => void): void {
+    this.ws = new WebSocket(url);
+
+    this.ws.onmessage = (event) => {
+      const raw = JSON.parse(event.data as string);
+      onTick(this.normalize(raw));
+    };
+
+    this.ws.onclose = () => {
+      const delay = Math.min(
+        1000 * 2 ** this.reconnectAttempts,
+        this.MAX_DELAY_MS,
+      );
+      this.reconnectAttempts += 1;
+      setTimeout(() => this.connect(url, onTick), delay);
+    };
+
+    this.ws.onopen = () => { this.reconnectAttempts = 0; };
+  }
+
+  private normalize(raw: unknown): NormalizedTick {
+    // map exchange-specific shape to shared interface
+    const r = raw as Record<string, unknown>;
+    return { symbol: String(r['s']), price: String(r['p']), ts: Date.now() };
+  }
+}
+```

package/extensions/trading/skills/trade-logic.md

@@ -1,104 +1,104 @@
----
-name: "trade-logic"
-pack: "@rune/trading"
-description: "Trading logic preservation and reasoning — entry/exit spec management, indicator parameter registry, strategy state tracking, and backtest result linkage. Prevents the #1 trading bot failure: AI sessions overwriting working logic without understanding it."
-model: sonnet
-tools: [Read, Edit, Write, Grep, Glob, Bash]
----
-
-# trade-logic
-
-Trading logic preservation and reasoning — entry/exit spec management, indicator parameter registry, strategy state tracking, and backtest result linkage. Prevents the #1 trading bot failure: AI sessions overwriting working logic without understanding it.
-
-#### Workflow
-
-**Step 1 — Load trading logic context**
-Check if `logic-guardian` (L2) has a manifest loaded. If `.rune/logic-manifest.json` exists, read it and extract trading-specific components (ENTRY_LOGIC, EXIT_LOGIC, FILTER, INDICATOR). If no manifest exists, trigger `logic-guardian` Phase 3 to generate one with trading-aware scanning.
-
-Trading-specific file patterns to scan:
-- `**/scenarios/**`, `**/signals/**`, `**/strategies/**` — entry/exit logic
-- `**/trailing/**`, `**/exit/**`, `**/stoploss/**` — exit engine components
-- `**/indicators/**`, `**/core/indicators*` — technical indicator implementations
-- `**/backtest/**`, `**/engine*` — backtesting mirrors of production logic
-- `**/config/settings*`, `**/config/token*` — parameter source of truth
-
-**Step 2 — Build trading logic spec**
-For each trading component, extract a structured spec:
-
-```
-COMPONENT: RSI Entry Detector
-TYPE: ENTRY_LOGIC
-STATUS: ACTIVE (production)
-LAYERS: [which layer in the trading pipeline this belongs to]
-
-ENTRY CONDITIONS:
-  1. TrendPass ticket exists with available fires
-  2. RSI_MA crosses threshold (65 LONG / 35 SHORT)
-  3. Previous RSI in entry zone (30-55 LONG / 45-70 SHORT)
-  4. RSI crosses RSI_MA + 40% TF filter + EMA filter
-
-PARAMETERS:
-  - rsi_period: 7 (source: settings.py)
-  - challenge_threshold_long: 65 (source: settings.py)
-  - entry_zone_long: [30, 55] (source: settings.py)
-
-DEPENDENCIES: trend_pass.tracker, core.indicators
-MIRROR: backtest/engine.py (must stay in sync with production)
-```
-
-**Step 3 — Enforce production-backtest sync**
-For trading bots, production logic and backtest logic MUST be mirrors. Scan for:
-- Production file: `src/worker/production_worker.py` or equivalent
-- Backtest file: `backtest/engine.py` or equivalent
-- Compare entry/exit function signatures and conditional branches
-- Flag any divergence: "Production uses condition X but backtest doesn't"
-
-**Step 4 — Parameter registry**
-Build a parameter registry linking every configurable threshold to its source:
-- Single source of truth file (e.g., `settings.py`)
-- Per-token overrides (e.g., `token_config.py`, `final_config.json`)
-- Scan for hardcoded magic numbers in logic files that should be in config
-- Flag: "Hardcoded value 65 in detect.py:L42 — should reference settings.CHALLENGE_THRESHOLD_LONG"
-
-**Step 5 — Strategy state machine documentation**
-If the trading logic uses a multi-step state machine (e.g., 3-step RSI entry):
-- Document each state and its transition conditions
-- Generate a state diagram in text format
-- Save to manifest as `state_machine` field on the component
-
-```
-State Machine: RSI Entry
-  [IDLE] --ticket_exists--> [STEP1_CHALLENGE]
-  [STEP1_CHALLENGE] --rsi_ma_crosses_threshold--> [STEP2_ZONE_CHECK]
-  [STEP2_ZONE_CHECK] --prev_rsi_in_zone--> [STEP3_ENTRY_POINT]
-  [STEP3_ENTRY_POINT] --rsi_crosses_rsi_ma + filters--> [SIGNAL_EMITTED]
-  [any_step] --ticket_expired--> [IDLE]
-```
-
-**Step 6 — Backtest result linkage**
-Link logic components to their backtest performance:
-- Scan `backtest/scan_results/` or equivalent for result files
-- Associate each strategy variant with its performance metrics
-- Record in manifest: "RSI Entry v5 with EMA Follow: $20,445 over 6mo backtest"
-- Flag if logic was modified AFTER the latest backtest: "Logic changed since last backtest — results may be invalid"
-
-#### Example
-
-```python
-# trade-logic generates this spec from code analysis:
-# COMPONENT: EMA Follow Exit
-# TYPE: EXIT_LOGIC
-# STATUS: ACTIVE
-# BUG_HISTORY: 2026-02-22 fixed wick detection (was using close, now uses candle_low/high)
-#
-# EXIT CONDITION:
-#   if candle_wick crosses EMA120 -> exit position
-#   (NOT candle_close — this was the V4 bug)
-#
-# PARAMETERS:
-#   ema_period: 120 (source: settings.py)
-#   use_wick: True (source: settings.py, changed from False in V4)
-#
-# MIRROR: backtest/exit_checker.py:check_ema_follow()
-# BACKTEST: $22,481 (x2.0 adaptive variant, validated 2026-02-22)
-```
+---
+name: "trade-logic"
+pack: "@rune/trading"
+description: "Trading logic preservation and reasoning — entry/exit spec management, indicator parameter registry, strategy state tracking, and backtest result linkage. Prevents the #1 trading bot failure: AI sessions overwriting working logic without understanding it."
+model: sonnet
+tools: [Read, Edit, Write, Grep, Glob, Bash]
+---
+
+# trade-logic
+
+Trading logic preservation and reasoning — entry/exit spec management, indicator parameter registry, strategy state tracking, and backtest result linkage. Prevents the #1 trading bot failure: AI sessions overwriting working logic without understanding it.
+
+#### Workflow
+
+**Step 1 — Load trading logic context**
+Check if `logic-guardian` (L2) has a manifest loaded. If `.rune/logic-manifest.json` exists, read it and extract trading-specific components (ENTRY_LOGIC, EXIT_LOGIC, FILTER, INDICATOR). If no manifest exists, trigger `logic-guardian` Phase 3 to generate one with trading-aware scanning.
+
+Trading-specific file patterns to scan:
+- `**/scenarios/**`, `**/signals/**`, `**/strategies/**` — entry/exit logic
+- `**/trailing/**`, `**/exit/**`, `**/stoploss/**` — exit engine components
+- `**/indicators/**`, `**/core/indicators*` — technical indicator implementations
+- `**/backtest/**`, `**/engine*` — backtesting mirrors of production logic
+- `**/config/settings*`, `**/config/token*` — parameter source of truth
+
+**Step 2 — Build trading logic spec**
+For each trading component, extract a structured spec:
+
+```
+COMPONENT: RSI Entry Detector
+TYPE: ENTRY_LOGIC
+STATUS: ACTIVE (production)
+LAYERS: [which layer in the trading pipeline this belongs to]
+
+ENTRY CONDITIONS:
+  1. TrendPass ticket exists with available fires
+  2. RSI_MA crosses threshold (65 LONG / 35 SHORT)
+  3. Previous RSI in entry zone (30-55 LONG / 45-70 SHORT)
+  4. RSI crosses RSI_MA + 40% TF filter + EMA filter
+
+PARAMETERS:
+  - rsi_period: 7 (source: settings.py)
+  - challenge_threshold_long: 65 (source: settings.py)
+  - entry_zone_long: [30, 55] (source: settings.py)
+
+DEPENDENCIES: trend_pass.tracker, core.indicators
+MIRROR: backtest/engine.py (must stay in sync with production)
+```
+
+**Step 3 — Enforce production-backtest sync**
+For trading bots, production logic and backtest logic MUST be mirrors. Scan for:
+- Production file: `src/worker/production_worker.py` or equivalent
+- Backtest file: `backtest/engine.py` or equivalent
+- Compare entry/exit function signatures and conditional branches
+- Flag any divergence: "Production uses condition X but backtest doesn't"
+
+**Step 4 — Parameter registry**
+Build a parameter registry linking every configurable threshold to its source:
+- Single source of truth file (e.g., `settings.py`)
+- Per-token overrides (e.g., `token_config.py`, `final_config.json`)
+- Scan for hardcoded magic numbers in logic files that should be in config
+- Flag: "Hardcoded value 65 in detect.py:L42 — should reference settings.CHALLENGE_THRESHOLD_LONG"
+
+**Step 5 — Strategy state machine documentation**
+If the trading logic uses a multi-step state machine (e.g., 3-step RSI entry):
+- Document each state and its transition conditions
+- Generate a state diagram in text format
+- Save to manifest as `state_machine` field on the component
+
+```
+State Machine: RSI Entry
+  [IDLE] --ticket_exists--> [STEP1_CHALLENGE]
+  [STEP1_CHALLENGE] --rsi_ma_crosses_threshold--> [STEP2_ZONE_CHECK]
+  [STEP2_ZONE_CHECK] --prev_rsi_in_zone--> [STEP3_ENTRY_POINT]
+  [STEP3_ENTRY_POINT] --rsi_crosses_rsi_ma + filters--> [SIGNAL_EMITTED]
+  [any_step] --ticket_expired--> [IDLE]
+```
+
+**Step 6 — Backtest result linkage**
+Link logic components to their backtest performance:
+- Scan `backtest/scan_results/` or equivalent for result files
+- Associate each strategy variant with its performance metrics
+- Record in manifest: "RSI Entry v5 with EMA Follow: $20,445 over 6mo backtest"
+- Flag if logic was modified AFTER the latest backtest: "Logic changed since last backtest — results may be invalid"
+
+#### Example
+
+```python
+# trade-logic generates this spec from code analysis:
+# COMPONENT: EMA Follow Exit
+# TYPE: EXIT_LOGIC
+# STATUS: ACTIVE
+# BUG_HISTORY: 2026-02-22 fixed wick detection (was using close, now uses candle_low/high)
+#
+# EXIT CONDITION:
+#   if candle_wick crosses EMA120 -> exit position
+#   (NOT candle_close — this was the V4 bug)
+#
+# PARAMETERS:
+#   ema_period: 120 (source: settings.py)
+#   use_wick: True (source: settings.py, changed from False in V4)
+#
+# MIRROR: backtest/exit_checker.py:check_ema_follow()
+# BACKTEST: $22,481 (x2.0 adaptive variant, validated 2026-02-22)
+```