aether-quant 0.4.0__tar.gz → 0.6.0__tar.gz

{aether_quant-0.4.0 → aether_quant-0.6.0}/.gitignore

@@ -19,9 +19,7 @@ env/
 !.env.live.example
 ib_config.py
 *_config.local.py
-config.json
 config.local.json
-lean.json
 lean.local.json
 
 *.key

{aether_quant-0.4.0 → aether_quant-0.6.0}/Dockerfile.retraining_worker

@@ -8,7 +8,10 @@ COPY performance/ ./performance/
 COPY regime/ ./regime/
 COPY experts/ ./experts/
 COPY topology/ ./topology/
+COPY moe/ ./moe/
+COPY inference/ ./inference/
 COPY retraining/ ./retraining/
 COPY train.py .
 COPY train_topology.py .
+COPY train_gating.py .
 CMD ["python", "-m", "retraining.worker"]

{aether_quant-0.4.0 → aether_quant-0.6.0}/PKG-INFO

@@ -1,5 +1,5 @@
 Metadata-Version: 2.4
 Name: aether-quant
-Version: 0.4.0
+Version: 0.6.0
 Summary: Aether Quant convenience CLI
 Requires-Python: >=3.10

{aether_quant-0.4.0 → aether_quant-0.6.0}/README.md

@@ -10,11 +10,23 @@
 
 <p align="center">
   <img src="https://img.shields.io/badge/python-3.10%2B-FF8C00?style=flat-square&labelColor=1A1A1A&logo=python&logoColor=white" alt="Python 3.10+">
-  <!-- AQ:TEST_BADGE_START --><img src="https://img.shields.io/badge/tests-528%2F528%20passing-brightgreen?style=flat-square&labelColor=1A1A1A" alt="528 of 528 tests passing"><!-- AQ:TEST_BADGE_END -->
+  <!-- AQ:TEST_BADGE_START --><img src="https://img.shields.io/badge/tests-611%2F611%20passing-brightgreen?style=flat-square&labelColor=1A1A1A" alt="611 of 611 tests passing"><!-- AQ:TEST_BADGE_END -->
   <img src="https://img.shields.io/pypi/v/aether-quant?style=flat-square&labelColor=1A1A1A&color=FF8C00" alt="PyPI version">
   <img src="https://img.shields.io/badge/docker-ghcr.io%2Faether--quant-2496ED?style=flat-square&labelColor=1A1A1A&logo=docker&logoColor=white" alt="Docker image on GHCR">
 </p>
 
+<p align="center">
+  <img src="https://img.shields.io/badge/PyTorch-4B5563?style=flat-square&labelColor=1A1A1A&logo=pytorch&logoColor=white" alt="PyTorch">
+  <img src="https://img.shields.io/badge/scikit--learn-4B5563?style=flat-square&labelColor=1A1A1A&logo=scikitlearn&logoColor=white" alt="scikit-learn">
+  <img src="https://img.shields.io/badge/QuantConnect%20Lean-4B5563?style=flat-square&labelColor=1A1A1A" alt="QuantConnect Lean">
+  <img src="https://img.shields.io/badge/FastAPI-4B5563?style=flat-square&labelColor=1A1A1A&logo=fastapi&logoColor=white" alt="FastAPI">
+  <img src="https://img.shields.io/badge/React-4B5563?style=flat-square&labelColor=1A1A1A&logo=react&logoColor=white" alt="React">
+  <img src="https://img.shields.io/badge/TypeScript-4B5563?style=flat-square&labelColor=1A1A1A&logo=typescript&logoColor=white" alt="TypeScript">
+  <img src="https://img.shields.io/badge/Redis-4B5563?style=flat-square&labelColor=1A1A1A&logo=redis&logoColor=white" alt="Redis">
+  <img src="https://img.shields.io/badge/PostgreSQL-4B5563?style=flat-square&labelColor=1A1A1A&logo=postgresql&logoColor=white" alt="PostgreSQL">
+  <img src="https://img.shields.io/badge/GitHub%20Actions-4B5563?style=flat-square&labelColor=1A1A1A&logo=githubactions&logoColor=white" alt="GitHub Actions">
+</p>
+
 Aether Quant is not a single static strategy — it's a **dynamic system**: a
 Mixture-of-Experts ensemble (bullish/bearish/sideways/volatility specialists)
 routed by a learned gating network, a market-regime detector, a 3D market
@@ -391,14 +403,14 @@ and how it's wired in — this table is the index.
 
 | Metric | Value |
 |---|---|
-| Backtest window | 2014-12-01 to 2018-08-15 |
-| Sharpe Ratio | -0.765 |
-| Net Profit | -7.955% |
-| Compounding Annual Return | -2.212% |
-| Drawdown | 12.100% |
-| Total Orders | 15 |
-| Win Rate | 0% |
-| Last updated | 2026-07-05 16:59 UTC (auto-generated by `aq backtest`) |
+| Backtest window | 2018-04-01 to 2021-04-02 |
+| Sharpe Ratio | -0.71 |
+| Net Profit | -8.069% |
+| Compounding Annual Return | -2.761% |
+| Drawdown | 12.500% |
+| Total Orders | 27 |
+| Win Rate | 17% |
+| Last updated | 2026-07-06 17:20 UTC (auto-generated by `aq backtest`) |
 <!-- AQ:BACKTEST_END -->
 
 <details>
@@ -407,33 +419,33 @@ and how it's wired in — this table is the index.
 <!-- AQ:BACKTEST_FULL_STATS_START -->
 | Metric | Value |
 |---|---|
-| Total Orders | 15 |
-| Average Win | 0% |
-| Average Loss | -1.64% |
-| Compounding Annual Return | -2.212% |
-| Drawdown | 12.100% |
-| Expectancy | -1 |
-| Start Equity | 100000 |
-| End Equity | 92045.02 |
-| Net Profit | -7.955% |
-| Sharpe Ratio | -0.765 |
-| Sortino Ratio | -0.531 |
-| Probabilistic Sharpe Ratio | 0.052% |
-| Loss Rate | 100% |
-| Win Rate | 0% |
-| Profit-Loss Ratio | 0 |
-| Alpha | -0.043 |
-| Beta | 0.224 |
-| Annual Standard Deviation | 0.036 |
-| Annual Variance | 0.001 |
-| Information Ratio | -1.103 |
-| Tracking Error | 0.087 |
-| Treynor Ratio | -0.123 |
-| Total Fees | $14.51 |
-| Estimated Strategy Capacity | $310000000.00 |
+| Total Orders | 27 |
+| Average Win | 0.18% |
+| Average Loss | -1.70% |
+| Compounding Annual Return | -2.761% |
+| Drawdown | 12.500% |
+| Expectancy | -0.816 |
+| Start Equity | 100000.00 |
+| End Equity | 91930.60 |
+| Net Profit | -8.069% |
+| Sharpe Ratio | -0.71 |
+| Sortino Ratio | -0.471 |
+| Probabilistic Sharpe Ratio | 0.171% |
+| Loss Rate | 83% |
+| Win Rate | 17% |
+| Profit-Loss Ratio | 0.11 |
+| Alpha | -0.058 |
+| Beta | 0.195 |
+| Annual Standard Deviation | 0.051 |
+| Annual Variance | 0.003 |
+| Information Ratio | -0.972 |
+| Tracking Error | 0.155 |
+| Treynor Ratio | -0.184 |
+| Total Fees | $12.00 |
+| Estimated Strategy Capacity | $210000000.00 |
 | Lowest Capacity Asset | IBM R735QTJ8XC9X |
-| Portfolio Turnover | 0.06% |
-| Drawdown Recovery | 57 |
+| Portfolio Turnover | 0.07% |
+| Drawdown Recovery | 503 |
 <!-- AQ:BACKTEST_FULL_STATS_END -->
 
 </details>
@@ -463,6 +475,17 @@ experience-worker performance-trigger-worker retraining-worker`) with the
 backtest run inside that network, plus an actual trigger condition being
 met during the run.
 
+**If `phase_v2.backtest.bypass_safety_gates` is `true`:** this backtest
+also does not represent live/paper-deployable behavior. That flag (default
+`false`) disables the sticky total-drawdown lock and the regime detector's
+drawdown-driven `risk_off` override — both real, designed safety behavior
+in live/paper mode — purely to generate enough trade volume for
+statistically meaningful backtest metrics (see `development/Problems.md`
+#18). A backtest run with this flag set shows the underlying model's
+signal quality across more market conditions, not what this system would
+have actually done if deployed — in live/paper mode, both gates would have
+genuinely halted trading exactly as designed.
+
 ## Test Suite
 
 507 tests, one file per source module, run via:
@@ -495,7 +518,7 @@ pip install -e .
 Either way, `aq --help` gives the full command list:
 
 ```text
-aq train [--dataset-only|--init-only|--experts-only]
+aq train [--dataset-only|--init-only|--experts-only|--gating-only]
 aq test
 aq backtest
 aq report <backtest-folder> <result-id>
@@ -503,6 +526,8 @@ aq api
 aq webui
 aq docker up [--lean|--all]
 aq docker build
+aq config [get <dotted.key>|set <dotted.key> <value>|keys [<dotted.prefix>]]
+aq lean [get <dotted.key>|set <dotted.key> <value>|keys [<dotted.prefix>]]
 aq retrain <plan|train|validate|backtest|commit|promote|rollback|status> [...]
 aq trade-lock --on|--off|--auto|--status
 aq fetch <crypto|stock> --ticker <TICKER> --start <YYYY-MM-DD> --end <YYYY-MM-DD> [--apply]
@@ -512,7 +537,7 @@ aq status
 Every command except `aq trade-lock` and `aq fetch` is a thin `subprocess`
 wrapper around a command already documented elsewhere in this README:
 
-- **`aq train`** — runs `train.py`: builds the dataset and trains the baseline + expert models.
+- **`aq train`** — runs `train.py`: builds the dataset and trains the baseline + expert models. `--gating-only` trains just the learned gating blend (`train_gating.py`) and installs it straight into active `ml/`, mirroring what `--experts-only` already does for the expert models — see `moe/README.md`.
 - **`aq test`** — runs the pytest suite and refreshes this README's test badge.
 - **`aq backtest`** — runs `lean backtest .` and refreshes this README's [Backtest Results](#backtest-results) section.
 - **`aq report <backtest-folder> <result-id>`** — generates Lean's own HTML backtest report (trade blotter, standard Lean charts) at `backtests/<backtest-folder>/report.html`.
@@ -520,6 +545,8 @@ wrapper around a command already documented elsewhere in this README:
 - **`aq webui`** — starts the webui dev server (`npm run dev`).
 - **`aq docker up [--lean|--all]`** — starts local infrastructure (default: Redis + PostgreSQL only).
 - **`aq docker build`** — rebuilds the `aether-quant` app image.
+- **`aq config`** — reads or edits `config.json` directly, no manual file editing needed. Bare `aq config` pretty-prints the whole file; `aq config keys [<dotted.prefix>]` lists every leaf key path (handy for finding the right key in a deeply nested file); `aq config get <dotted.key>` prints one value (scalar, or a whole nested section as JSON); `aq config set <dotted.key> <value>` writes it — the value is parsed as JSON first (so `true`/`123`/`0.5`/`["a","b"]` become their real types automatically), falling back to a plain string otherwise. Every `set` backs up the previous file to `config.json.bak` first and prints old → new so a mistake is immediately visible; changing a value's type (e.g. bool → string) prints a warning but still writes it, since this command intentionally gives full access to every key, not just a safe subset.
+- **`aq lean`** — the exact same `get`/`set`/`keys` tool as `aq config`, just pointed at `lean.json` (the QuantConnect Lean CLI's own config file — broker credentials, environments, data providers) instead. `aq lean set ib-trading-mode live`, `aq lean keys environments.live-paper`, etc.
 - **`aq retrain <stage>`** — dispatches to `python -m retraining.orchestrator <stage> ...` for a single manual pipeline stage.
 - **`aq trade-lock --on|--off|--auto|--status`** — manually overrides `main.py`'s sticky total-drawdown trade lock (see `development/v2_architecture.md`'s Manual Trade-Lock Override Contract). `--off` deliberately clears an otherwise-permanent lock; `--auto` returns to fully automatic behavior.
 - **`aq fetch <crypto|stock> --ticker <TICKER> --start <YYYY-MM-DD> --end <YYYY-MM-DD> [--apply]`** — fetches historical OHLCV from Yahoo Finance for a ticker that isn't in `config.json` yet, formats it into Lean's zip/CSV convention, and writes it to the right spot under `data/` (`data/crypto/coinbase/daily/<ticker>_trade.zip` or `data/equity/usa/daily/<ticker>.zip`). On `--apply`, it also appends a new asset block to `config.json`'s `phase1.universe.assets[]` — no manual editing needed. Dry run by default (no `--apply`): reports what would happen, writes nothing. Never runs `train.py` itself — once applied, run `python train.py --dataset-only` (then `python train.py` when ready) yourself to actually train on the new ticker. `crypto`/`stock` today; a `derivative` asset class is planned for V3.
@@ -695,5 +722,5 @@ architecture docs already identify:
 ---
 
 <div align="center">
-  <sub>Built with Python · PyTorch · QuantConnect Lean · FastAPI · React · Redis · PostgreSQL · Docker</sub>
+  <sub>Aether Quant</sub>
 </div>

{aether_quant-0.4.0 → aether_quant-0.6.0}/aether_quant.egg-info/PKG-INFO

@@ -1,5 +1,5 @@
 Metadata-Version: 2.4
 Name: aether-quant
-Version: 0.4.0
+Version: 0.6.0
 Summary: Aether Quant convenience CLI
 Requires-Python: >=3.10

{aether_quant-0.4.0 → aether_quant-0.6.0}/aether_quant.egg-info/SOURCES.txt

@@ -8,12 +8,15 @@ Dockerfile.retraining_worker
 Dockerfile.workers
 README.md
 aq_cli.py
+config.json
 docker-compose.yml
 generate_backtest_report.py
+lean.json
 main.py
 pyproject.toml
 risk_controls.py
 train.py
+train_gating.py
 train_topology.py
 .github/workflows/ci.yml
 .github/workflows/release.yml
@@ -74,6 +77,12 @@ liquidity/README.md
 liquidity/__init__.py
 liquidity/market_liquidity.py
 ml/README.md
+ml/gating_feature_schema.json
+ml/gating_model.json
+ml/gating_training_metrics.json
+ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_feature_schema.json
+ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_model.json
+ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_training_metrics.json
 moe/README.md
 moe/__init__.py
 moe/gating.py
@@ -161,6 +170,7 @@ tests/test_status_export.py
 tests/test_telegram_alerts.py
 tests/test_telegram_client.py
 tests/test_telegram_worker.py
+tests/test_train_gating.py
 tests/test_train_pipeline.py
 tests/test_train_topology.py
 tests/test_trigger_worker.py

{aether_quant-0.4.0 → aether_quant-0.6.0}/aether_quant.egg-info/scm_file_list.json

@@ -1,6 +1,7 @@
 {
   "files": [
     "README.md",
+    "train_gating.py",
     "Dockerfile.workers",
     "aq_cli.py",
     "Dockerfile",
@@ -8,8 +9,10 @@
     ".env.compose.example",
     "Dockerfile.retraining_worker",
     "train_topology.py",
+    "config.json",
     "train.py",
     ".env.live.example",
+    "lean.json",
     ".dockerignore",
     "generate_backtest_report.py",
     ".gitattributes",
@@ -211,6 +214,7 @@
     "tests/test_train_pipeline.py",
     "tests/test_experience_queue.py",
     "tests/test_vault_commands.py",
+    "tests/test_train_gating.py",
     "tests/test_fetch.py",
     "data/alternative/sec/aapl/.keep",
     "data/alternative/trading-economics/.keep",
@@ -227,6 +231,12 @@
     "requirements/requirements-workers.txt",
     "requirements/requirements-retraining-worker.txt",
     "ml/README.md",
+    "ml/gating_model.json",
+    "ml/gating_feature_schema.json",
+    "ml/gating_training_metrics.json",
+    "ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_model.json",
+    "ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_feature_schema.json",
+    "ml/versions/gating-only-26218402-34d9-4a0a-add8-ee5d50dd0459/gating_training_metrics.json",
     ".github/workflows/release.yml",
     ".github/workflows/ci.yml"
   ]

aether_quant-0.6.0/aether_quant.egg-info/scm_version.json

@@ -0,0 +1,8 @@
+{
+  "tag": "0.6.0",
+  "distance": 0,
+  "node": "g5cffff5750320cc223918c89314db15f96f5365b",
+  "dirty": false,
+  "branch": "HEAD",
+  "node_date": "2026-07-07"
+}

{aether_quant-0.4.0 → aether_quant-0.6.0}/analyzer/README.md

@@ -38,7 +38,44 @@ risk engine, and before action categorization / Lean order placement.
   explicitly ruled out of scope for that phase as a materially riskier
   change than what its safety rule ("confidence/uncertainty only, never a
   randomized decision") allows.
+  - **Follow-up:** the learned topology overlay's confidence/disagreement
+    scores now *do* reach a real trade — but through position sizing
+    (`risk/position_sizing.py::topology_sizing_multiplier()`), not this
+    module. That integration point was chosen specifically because sizing
+    is already a continuous, shrink-only multiplier applied after this
+    analyzer has categorized the action, so it changes only *how large* an
+    already-approved trade is, never *whether* one happens — preserving
+    exactly the "confidence/uncertainty only, never a randomized decision"
+    rule above. This module's own `trade`/`simulate`/`observe`/
+    `reduce_risk` categorization remains fully deterministic and
+    unaffected. See `risk/README.md` for details.
 - `main.py` only calls `_apply_signal` when `action == "trade"`. All five
   actions are written into the per-asset `signal_payload` for
   dashboard/Grafana visibility regardless of whether a real order is
   placed.
+- **Real composite scoring (additive, config-gated).** Until now, every
+  priority tier here checked exactly one raw field in isolation against a
+  fixed threshold (confidence alone, `topology_risk` alone,
+  `liquidity_action` alone) — pure if/elif routing, no aggregation. New
+  `compute_signal_quality_score(confidence, regime_confidence, topology,
+  liquidity)` computes a real bounded `[0,1]` composite — a small,
+  hand-tuned weighted blend of raw model confidence (0.45), regime
+  confidence (0.20), topology peer-support (0.20, penalized when
+  `topology_risk` is `isolated`/`elevated`), and liquidity friction (0.15,
+  penalized by `participation_rate`) — mirroring `moe/gating.py`'s
+  `_quality_multiplier`/`_performance_score` style: real math over
+  already-available fields, not a trained model. `MarketAnalysisDecision`
+  gains `signal_quality_score`/`signal_quality_breakdown` fields that are
+  **always** computed and populated on every decision, regardless of any
+  flag — visible in `visualization/state.json` immediately for dashboard
+  use. It only ever changes routing when
+  `phase_v2.market_analyzer.use_composite_signal_score` is explicitly
+  `true` (default `false`) — in that case it replaces raw `confidence`
+  with the composite score in the `trade` gate (priority 7) and the
+  `simulate`-vs-`observe` split (priority 8) only. The hard safety-override
+  tiers (trade-lock, `risk_off` regime, elevated topology, liquidity
+  blocked — priorities 1-6) are **never** affected by this flag, regardless
+  of its value — they stay simple categorical gates on purpose, same
+  reasoning as the topology-elevated/isolated rules above. Default `false`
+  means output is byte-identical to pre-this-change behavior everywhere
+  the flag isn't explicitly turned on.

{aether_quant-0.4.0 → aether_quant-0.6.0}/analyzer/__init__.py

@@ -4,10 +4,12 @@ from .market_analyzer import (
     ACTIONS,
     MarketAnalysisDecision,
     build_market_analysis_decision,
+    compute_signal_quality_score,
 )
 
 __all__ = [
     "ACTIONS",
     "MarketAnalysisDecision",
     "build_market_analysis_decision",
+    "compute_signal_quality_score",
 ]

{aether_quant-0.4.0 → aether_quant-0.6.0}/analyzer/market_analyzer.py

@@ -4,7 +4,7 @@ action."""
 
 from __future__ import annotations
 
-from dataclasses import asdict, dataclass
+from dataclasses import asdict, dataclass, field
 
 
 ACTIONS = ("observe", "simulate", "trade", "reduce_risk", "retrain_candidate")
@@ -21,11 +21,57 @@ class MarketAnalysisDecision:
     topology_considered: bool
     liquidity_considered: bool
     reasons: list[str]
+    signal_quality_score: float = 0.0
+    signal_quality_breakdown: dict = field(default_factory=dict)
 
     def to_dict(self) -> dict:
         return asdict(self)
 
 
+def _clamp01(value: float) -> float:
+    return max(0.0, min(1.0, value))
+
+
+def compute_signal_quality_score(
+    confidence: float,
+    regime_confidence: float,
+    topology: dict,
+    liquidity: dict,
+) -> tuple[float, dict]:
+    """Bounded [0,1] composite of raw model confidence, regime confidence,
+    topology peer-support and liquidity friction. Always computed and
+    exposed (signal_quality_score/signal_quality_breakdown) for dashboard
+    visibility; only influences routing in build_market_analysis_decision()
+    when use_composite_signal_score=True - see analyzer/README.md. Small
+    hand-tuned weights, mirroring moe/gating.py's
+    _quality_multiplier/_performance_score style - not a trained model."""
+    confidence_component = _clamp01(float(confidence))
+    regime_component = _clamp01(float(regime_confidence))
+
+    correlation_strength = _clamp01(float(topology.get("correlation_strength", 0.0) or 0.0))
+    topology_penalty = {"isolated": 0.3, "elevated": 0.6}.get(str(topology.get("topology_risk", "unknown")), 1.0)
+    topology_component = correlation_strength * topology_penalty if topology else regime_component
+
+    participation_rate = _clamp01(float(liquidity.get("participation_rate", 0.0) or 0.0))
+    liquidity_component = _clamp01(1.0 - participation_rate) if liquidity else 1.0
+
+    weights = {"confidence": 0.45, "regime": 0.20, "topology": 0.20, "liquidity": 0.15}
+    score = (
+        weights["confidence"] * confidence_component
+        + weights["regime"] * regime_component
+        + weights["topology"] * topology_component
+        + weights["liquidity"] * liquidity_component
+    )
+    breakdown = {
+        "confidence_component": confidence_component,
+        "regime_component": regime_component,
+        "topology_component": topology_component,
+        "liquidity_component": liquidity_component,
+        "weights": dict(weights),
+    }
+    return _clamp01(score), breakdown
+
+
 def build_market_analysis_decision(
     signal_name: str,
     confidence: float,
@@ -41,6 +87,7 @@ def build_market_analysis_decision(
     min_confidence_to_trade: float = 0.12,
     retrain_min_regime_confidence: float = 0.20,
     low_regime_confidence_threshold: float = 0.35,
+    use_composite_signal_score: bool = False,
 ) -> MarketAnalysisDecision:
     reasons: list[str] = []
     decision_source = str(gating.get("decision_source", "unknown"))
@@ -57,6 +104,17 @@ def build_market_analysis_decision(
     else:
         reasons.append("topology_absent_v2_11_pending")
 
+    # Always computed and exposed for dashboard visibility, regardless of
+    # use_composite_signal_score - see compute_signal_quality_score()'s
+    # docstring and analyzer/README.md. trade_metric is what priorities 7/8
+    # actually gate on below: the composite score when the flag is on,
+    # otherwise raw confidence - byte-identical to pre-flag behavior when
+    # use_composite_signal_score=False (the default).
+    signal_quality_score, signal_quality_breakdown = compute_signal_quality_score(
+        confidence, regime_confidence, topology, liquidity
+    )
+    trade_metric = signal_quality_score if use_composite_signal_score else confidence
+
     # Priority 1: reduce_risk - portfolio-level risk lock always wins.
     if trade_lock_active:
         reasons.append(trade_lock_reason or "risk_lock_active")
@@ -70,6 +128,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 2: reduce_risk - asset-level risk regime override even
@@ -86,6 +146,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 3: reduce_risk - elevated cross-sectional volatility pressure
@@ -106,6 +168,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 4: retrain_candidate - zero experts contributing AND the
@@ -125,6 +189,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 5: simulate - liquidity blocked (zero volume or DDV below
@@ -142,6 +208,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 6: simulate - thin market; participation rate would be
@@ -158,15 +226,20 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 7: trade - only for trading-eligible assets with an actionable
     # directional signal, sufficient confidence, no topology isolation, and
     # no liquidity block (redundant guard — tiers 5/6 already caught those).
+    # Gates on trade_metric, not raw confidence directly - see trade_metric's
+    # definition above (identical to confidence unless
+    # use_composite_signal_score=True).
     if (
         trading_eligible
         and signal_name in {"buy", "sell"}
-        and confidence >= min_confidence_to_trade
+        and trade_metric >= min_confidence_to_trade
         and topology_risk != "isolated"
         and liquidity_action not in {"block", "simulate_instead"}
     ):
@@ -181,6 +254,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     # Priority 8: simulate vs observe.
@@ -201,6 +276,8 @@ def build_market_analysis_decision(
             topology_considered=topology_considered,
             liquidity_considered=liquidity_considered,
             reasons=reasons,
+            signal_quality_score=signal_quality_score,
+            signal_quality_breakdown=signal_quality_breakdown,
         )
 
     reasons.append("no_actionable_edge")
@@ -214,4 +291,6 @@ def build_market_analysis_decision(
         topology_considered=topology_considered,
         liquidity_considered=liquidity_considered,
         reasons=reasons,
+        signal_quality_score=signal_quality_score,
+        signal_quality_breakdown=signal_quality_breakdown,
     )