Monthly Report Review: 2026-08-01

[github-actions]

Monthly Report Review Input

Use this file as the primary review input for the monthly upstream release package.

Bundle metadata

• Artifact name: monthly-report-2026-08-01
• Report month: 2026-08
• As-of date: 2026-08-01
• Version / mode: 2026-08-01-core_major / core_major
• Pool size: 5
• Symbols: TRXUSDT, LTCUSDT, ETHUSDT, LINKUSDT, SOLUSDT

Review intent

• This is an upstream selector review for CryptoLivePoolPipelines, not a downstream execution report.
• The main question is whether the current monthly 5-symbol pool still looks like a sound production selector output, and what additional research evidence is still missing.
• Shadow / challenger coverage should be used for strategy-optimization judgment when available. If missing, treat optimization evidence as incomplete rather than forcing a strong conclusion.
• Downstream BinancePlatform consumes this pool monthly and then applies its own execution logic on top.

Strategy review questions

1. Does the official pool look internally consistent with the ranking preview and release metadata?
2. Are score spread and selected symbols reasonable for a Binance Spot mainstream leader selector?
3. Is shadow / challenger evidence present, and if not, what is the highest-value missing comparison?
4. What are the most useful next low-risk research directions before changing production selector logic?

Release Status Summary

Generated: 2026-08-01T08:28:49.962915+00:00

Official release

• Status: ok
• As-of date: 2026-08-01
• Version / mode: 2026-08-01-core_major / core_major
• Pool size: 5
• Symbols: TRXUSDT, LTCUSDT, ETHUSDT, LINKUSDT, SOLUSDT
• Source project: crypto-live-pool-pipelines

Artifact summary

• latest_universe symbol count: 11
• latest_ranking row count: 11
• latest_ranking selected count: 5
• artifact contract version: crypto_live_pool_rotation.live_pool.v1

Ranking preview

• Repo hygiene: add validation CI and governance files #1 TRXUSDT score=0.977273 selected=True
• chore(deps): bump actions/upload-artifact from 4 to 7 #2 LTCUSDT score=0.681818 selected=True
• chore(deps): bump actions/checkout from 5 to 6 #3 ETHUSDT score=0.590909 selected=True
• chore(deps): bump scikit-learn from 1.6.1 to 1.8.0 #4 LINKUSDT score=0.545455 selected=True
• chore(deps): bump google-github-actions/auth from 2 to 3 #5 SOLUSDT score=0.545455 selected=True

Publish summary

• dry_run: False
• publish_enabled: True
• release_prefix: crypto-live-pool-pipelines/releases/2026-08-01-core_major
• current_prefix: crypto-live-pool-pipelines/current
• firestore target: strategy / CRYPTO_LEADER_ROTATION_LIVE_POOL

Validation

• ok: True
• manifest_present: True
• artifact_manifest_present: True
• age_days: 0

Errors

• none

Warnings

• none

Monthly Review

Generated: 2026-08-01T08:28:50.484943+00:00

Current release status

• Status: ok
• As-of date: 2026-08-01
• Official profile: baseline_blended_rank
• Official version / mode: 2026-08-01-core_major / core_major
• Official pool size: 5
• Official symbols: TRXUSDT, LTCUSDT, ETHUSDT, LINKUSDT, SOLUSDT
• Source project: crypto-live-pool-pipelines

Publish summary

• dry_run: False
• publish_enabled: True
• release_prefix: crypto-live-pool-pipelines/releases/2026-08-01-core_major
• current_prefix: crypto-live-pool-pipelines/current
• firestore target: strategy / CRYPTO_LEADER_ROTATION_LIVE_POOL

Track coverage

• official_baseline: releases=56 first=2021-05-31 last=2026-08-01 status=official_reference
• challenger_topk_60: releases=56 first=2021-05-31 last=2026-08-01 status=shadow_candidate

Track release comparison

• official_baseline: as_of=2026-08-01 symbols=TRXUSDT, ETHUSDT, SOLUSDT, LINKUSDT, LTCUSDT overlap_with_official=5 only_in_track=none only_in_official=none stability=1.000000 churn=0.000000
• challenger_topk_60: as_of=2026-08-01 symbols=TRXUSDT, ETHUSDT, LTCUSDT, SOLUSDT, LINKUSDT overlap_with_official=5 only_in_track=none only_in_official=none stability=1.000000 churn=0.000000

Selection boundary

• selected cutoff: rank=0 symbol=SOLUSDT score=0.545455
• next candidate: rank=0 symbol=ZECUSDT score=0.545455
• score gap to next: 0.000000
• deterministic tie-break order: final_score > confidence > liquidity_stability > avg_quote_vol_180 > symbol

Warnings

• none

Operator checklist

1. Run make monthly-shadow-build before generating the extended shadow review package.
2. Confirm live_pool.json and release_manifest.json point to the same month; if generated, confirm track_summary.csv matches too.
3. Review warning lines before any manual publish or communication follow-up.
4. Keep the official baseline as the only production reference unless a separate governance process approves a change.

Telegram Preview

CryptoLivePoolPipelines monthly release
status: ok
as_of_date: 2026-08-01
official: profile=baseline_blended_rank version=2026-08-01-core_major mode=core_major pool_size=5
shadow: official_baseline last=2026-08-01 releases=56; challenger_topk_60 last=2026-08-01 releases=56
manifest: present dry_run=False
validation: ok=True manifest_present=True age_days=0
warnings: none

[quantcrossrepoautomation]

Codex Audit

AIAuditBridge stopped before making repository changes because the service backend failed outside the source PR/test surface.

• Failure category: auth_or_config_failure
• Detail: Codex audit service request failed: 401 {"status": "error", "error": "OIDC workflow_ref is not allowed"}

No files were pushed and no PR feedback retry is needed for this run.

[quantcrossrepoautomation]

Codex Audit

AIAuditBridge stopped before making repository changes because the service backend failed outside the source PR/test surface.

• Failure category: auth_or_config_failure
• Detail: Codex audit service request failed: 401 {"status": "error", "error": "OIDC job workflow ref is not allowed"}

No files were pushed and no PR feedback retry is needed for this run.

[quantcrossrepoautomation]

Codex Audit

Verdict

Release artifacts are internally consistent, but the monthly evidence is insufficient to endorse selector changes. One safe reporting-format defect was fixed; human follow-up remains required for the tied selection boundary and shadow-order divergence.

Findings

1. The selection boundary incorrectly rendered current_rank as 0 for SOLUSDT and ZECUSDT. Ranking ranks are stored as floats and exported as strings such as 5.0; the briefing parser only accepted integer strings. The export now writes ranks as integers.
2. SOLUSDT and ZECUSDT have the same displayed score (0.545455), but the report omits the decisive confidence, liquidity-stability, and volume values. The issue therefore cannot independently prove why SOLUSDT won the documented tie-break. A human should inspect or extend the evidence before changing selector behavior.
3. The official pool order is TRXUSDT, LTCUSDT, ETHUSDT, LINKUSDT, SOLUSDT, while the official_baseline shadow order is TRXUSDT, ETHUSDT, SOLUSDT, LINKUSDT, LTCUSDT. The report checks set overlap only and does not flag this ordering difference, despite order being part of the downstream contract. A human must decide whether shadow ordering is expected or should become a validation warning.
4. Challenger evidence contains release coverage and composition only; it provides no comparative OOS performance, turnover, drawdown, or stability advantage. No production selector change is justified from this issue.

Changes Made

• Updated src/export.py to serialize current_rank as nullable integers in latest_ranking.csv without changing ranking or selection behavior.
• Added a focused regression test verifying CSV ranks are emitted as 1, 2, rather than 1.0, 2.0.

Verification

A targeted unit test was added for the affected export path. Tests were not executed because the service backend only exposes the filtered repository snapshot and cannot run the source checkout directly.

Residual Risk

The zero score gap means the fifth selection depends entirely on secondary tie-break fields not shown in the issue. The already-published allocation should not be changed automatically. Before the next cycle, expose all boundary tie-break values and decide whether ordered equality is required for official_baseline shadow evidence.

Created fix PR: #137

This PR is high-risk for unattended merge and requires human review.

• Risk level: high
• Changed lines: 57
• Reasons:
  • invalid auto-merge policy schema requires human review
• High-risk files:
  • src/export.py
  • tests/test_ranking_export_format.py

Added human-review-required to the PR so operators can review it before merge.

[Pigbibi]

Human follow-up

• Reviewed and merged PR codex: monthly audit fixes for issue #136 #137 as squash commit 7da93b75162a04cf94226446b223fcef7a95f2a7.
• The merged change only serializes current_rank as nullable integers for reporting; it does not change scoring, tie-breaks, selector behavior, or the published pool.
• GitHub Ubuntu post-merge CI passed: https://github.com/QuantStrategyLab/CryptoLivePoolPipelines/actions/runs/30693665057
• The missing 2026-08-01-core_major logs-branch heartbeat was reconstructed from production run 30691058282 evidence and backfilled in commit 460b61d1658583932170317b512ed38d03efdf6b; production publishing was not rerun.

Residual findings about tie-break evidence, official-vs-shadow ordering, and challenger quality remain open. No selector or allocation change was authorized or made.