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Sep 21 10:29 Sector-gap sourcing six deep, gap-driven second batch, gap-covering shortlist, per-sector search record, narrator share rules 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 08:32 Pre-split warning wire code renamed so stale cached clients prompt instead of auto-rewriting Sep 20 12:47 Pre-split entries ask the user (adjust both, price only, keep) instead of a silent rewrite; data-layer canary so renamed tickers (SQ→XYZ) resolve while real outages read as retry 12:35 Resolver hardening: data-source failures are retryable (LookupUnavailable), per-row endpoint never 500s, client retries once then click-to-retry Sep 7 11:22 Battery fixes: standard-tier thinking headroom, forced Trim orders, starter ceilings, staged trims, second committee batch, bound-respecting normalisation 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 09:13 European institutional layer: factor panel, sector UCITS, UK/EU duties, wrapper 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 09:17 feature: entry anomaly validation — split detection, wrong-listing LLM check, one-click corrections 09:17 feature: entry anomaly validation — split detection, wrong-listing LLM check, one-click corrections 09:07 quality round 2: fund-aware concentration, candidate DCF signals, D/E normalization, cross-market disclosure, anchored health in plan 09:07 quality round 2: fund-aware concentration, candidate DCF signals, D/E normalization, cross-market disclosure, anchored health in plan Sep 1 08:08 Upload folder using huggingface_hub 07:35 Upload folder using huggingface_hub 06:32 Upload folder using huggingface_hub 06:07 Upload folder using huggingface_hub 06:05 Upload folder using huggingface_hub 05:24 Upload folder using huggingface_hub 05:14 Upload folder using huggingface_hub Aug 31 12:35 Upload folder using huggingface_hub 12:20 Upload folder using huggingface_hub 12:14 Upload folder using huggingface_hub 11:59 Upload folder using huggingface_hub 11:48 Upload folder using huggingface_hub 11:11 Upload folder using huggingface_hub 10:54 Upload folder using huggingface_hub 
