Fetching metadata from the HF Docker repository...
Sep 21 09:56 Manager desk: conviction-ranked funding with cash residual, watch tier, min-size exits, tax-lot plan, watchlist with entry conditions, catalysts, post-trade risk, 12m scenarios, rule-of-40 valuation for loss-makers, specific tripwires 09:18 47-name report review: CIO fallback + lenient JSON, bank model only for book-value financials, depressed-EPS blend, reinvestment cap, size-trim to cap, band-relative tiny rule, one add per correlated pair, distress disqualifies candidates, travel sector map fix Sep 7 12:09 Random-book fixes: staged-trim state reset, sector ETFs are sector bets, cautious bar for flagged names and high-beta adds, sub-2% trims exit or hold, broad-fund harvest stand-ins, coverage-weighted valuation, static SPY sector fallback, every new buy explained 08:57 CIO reply must carry its verdict (truncation was silently accepted); bounded CIO reasoning; weak-trend names never strong adds; breadth card scales with book size 08:43 Two-lens dissent restricted to cyclicals (sector or industry): secular winners are not trimmed early 07:57 Report tuning: rationale writer split from CIO, value-gap text, verdict-consistent order bounds, size-scaled diversification target, sector-aware narrative 06:44 Split-aware import with auto-correction, table import without LLM, parallel strategist+candidates, stock-picker instrument rules, steeper concentration 06:07 Speed: Sharadar price layer, batched prefetch, pre-warm on import, batched resolve, split CIO, time budget, street targets Sep 6 13:18 Six-pillar health score with visible breakdown; prospects pillar; profile-weighted drawdown efficiency 10:59 Random-battery fixes: plan coherence, sector-overweight gate, ballast protection, ADR per-share, loss-tolerance constraint + de-risk scenario 10:15 US practitioner layer: forensic scores, owner economics, valuation history, ownership, asymmetry hurdle, memos, harvesting 09:45 Lot averaging: several purchases per ticker, sales netted, per-lot tax periods 07:12 UK/EU support: STOXX 600 benchmark for mixed European books, UCITS instruments, multi-exchange local ideas, jurisdiction-neutral tax notes, non-US split fallback 07:02 construction layer (risk decomposition, joint selection, constrained scenarios, post-trade proof, instruments, guards, exclusions) + Alpha Vantage premium as primary data source + policy backtest Sep 3 11:46 candidate guards (peak-cycle, extended, informed money leaving) + analyst committee screen on prospective additions; switches/target need a clean committee verdict 11:14 portfolio-aware recommendation engine: diagnosed needs, marginal-fit scoring (correlation/effective-N/beta/stress/yield/DCF), fit-eligible candidates only, overweight-aware switches 10:48 institutional layer: Sharadar-primary data + sanity gates, valuation ranges/reverse DCF/sector models, risk analytics (stress, VaR, look-through, tilts, liquidity), domicile benchmark, lens sampling + audit trail, tax/cost-aware plan, suitability, regression suite 09:40 quality round 3: adaptive name cap, REIT/FFO + GBp fixes, context-fit candidates, lens retry, percent-safe narrative, yield units 09:07 quality round 2: fund-aware concentration, candidate DCF signals, D/E normalization, cross-market disclosure, anchored health in plan 08:36 quality: recalibrated health score, weight-aware actions, enhancement mode for winners, recommendation-grade candidate floor Sep 1 07:35 Upload folder using huggingface_hub Aug 31 11:48 Upload folder using huggingface_hub 10:54 Upload folder using huggingface_hub 
