kitfunso Quantamental Report Formats
When presenting results, ALWAYS use the matching template below. Do not free-form these outputs.
Template 1: Validation Report
Use after running validate_outputs.py:
═══ VALIDATION REPORT ═══════════════════════
Date: YYYY-MM-DD
Scope: N commodities
PASS gold, silver, crude, corn, ...
FAIL commodity_a (2 errors), commodity_b (1 error)
SKIP power models (excluded)
─── Failures ─────────────────────────────────
commodity_a:
✗ trading_metrics.json missing 'sharpe_net'
✗ live_signal.json probability=1.5 outside [0,1]
commodity_b:
✗ bt_production CSV missing column: lots
─── Summary ──────────────────────────────────
Passed: NN/NN | Failed: N | Errors: N
══════════════════════════════════════════════
Template 2: Model Comparison
Use when comparing current vs new model (Phase 5 results):
═══ MODEL COMPARISON: <commodity> ════════════
Current: production/<commodity>_production_std.py
Candidate: research/<commodity>_vN.py
│ Metric │ Current │ New vN │ Δ │
│─────────────────────────│─────────│─────────│─────────│
│ Min Sharpe (folds) │ X.XX │ X.XX │ +X.XX │
│ Mean Sharpe (folds) │ X.XX │ X.XX │ +X.XX │
│ Fold Std Dev │ X.XX │ X.XX │ -X.XX │
│ Max Drawdown │ -XX.X% │ -XX.X% │ +X.X% │
│ Calmar Ratio │ X.XX │ X.XX │ +X.XX │
│ Pseudo-OOS Sharpe │ X.XX │ X.XX │ +X.XX │
│ Feature Count │ N │ N │ ±N │
Features changed: +N added, -M removed
Added: feature_a, feature_b
Removed: feature_c
Verdict: ACCEPT / REJECT / NO_IMPROVEMENT
══════════════════════════════════════════════
Template 3: Pipeline Status
Use when reporting on weekly pipeline runs or sync status:
═══ PIPELINE STATUS ══════════════════════════
Run: YYYY-MM-DD HH:MM UTC
Mode: scheduled | manual | local
Workers: N | Duration: Xs
│ Stage │ Status │ Details │
│────────────────────│────────│──────────────────│
│ Data cache refresh │ ✓ │ 70 files updated │
│ Model execution │ ✓ │ 42/42 completed │
│ Output validation │ ✓ │ 0 errors │
│ Supabase sync │ ✓ │ 42 signals │
│ Newsletter │ ✓ │ sent │
Signals changed: gold (SHORT→LONG), corn (LONG→FLAT)
══════════════════════════════════════════════
Template 4: Quick Signal Summary
Use when the user asks "what are the current signals?" or similar:
═══ LIVE SIGNALS ═════════════════════════════
As of: YYYY-MM-DD
LONG (N): gold (0.72), crude (0.65), ...
SHORT (N): corn (0.38), natgas (0.41), ...
FLAT (N): silver (0.51), ...
Biggest moves this week:
gold: SHORT → LONG (prob 0.31 → 0.72)
corn: LONG → SHORT (prob 0.68 → 0.38)
══════════════════════════════════════════════
Rules
- Always include the date/timestamp
- Numbers: 2 decimal places for Sharpe/ratios, 1 for percentages, 0 for counts
- Use ✓/✗ for pass/fail, not emoji
- Delta column shows change direction (+/-)
- Sort commodities alphabetically within groups
- Power models are always SKIP/excluded — never report on them