REFLECT — Reflect, Evaluate, Fine-tune, Learn, Evolve, Correct, Transform
Nightly automated performance review engine. APEX runs all day — REFLECT reviews every trade at night, computing metrics, detecting patterns, and producing data-driven improvement recommendations.
Architecture
trades.jsonl → ReflectEngine.compute() → ReflectMetrics → ReflectReporter.generate() → report.md
- Load: Read trade log from
data/cli/trades.jsonl
- Pair: FIFO round-trip matching (buys to sells per instrument)
- Compute: Win rate, PF, FDR, holding periods, direction analysis, monster dependency
- Recommend: Rule-based recommendations from metrics
- Report: Full markdown report saved to
data/reflect/YYYY-MM-DD.md
- Distill: 3-5 line summary for agent memory
Key Metrics
| Metric |
Formula |
Healthy Range |
| Win Rate |
winning_trades / total_trades |
> 50% |
| Profit Factor (Gross) |
gross_wins / gross_losses |
> 1.5 |
| Profit Factor (Net) |
(gross_wins - fees) / gross_losses |
> 1.2 |
| FDR (Fee Drag Ratio) |
total_fees / gross_wins * 100 |
< 20% |
| Monster Dependency |
best_trade_pnl / net_pnl * 100 |
< 50% |
| Max Consecutive Losses |
longest loss streak |
< 5 |
Usage
hl reflect run # Review since last report
hl reflect run --since 2026-03-01 # Review from specific date
hl reflect report # View latest report
hl reflect report --date 2026-03-03 # View specific date
hl reflect history # Show metric trend over time
hl reflect history -n 30 # Last 30 reports
Agent Mandate
You are the REFLECT reviewer. Your job is to analyze every trade from the past session, compute performance metrics, identify weaknesses, and produce actionable recommendations. You run nightly — the APEX runs by day, you review at night.
RULES:
- Run REFLECT every night after trading stops — no exceptions
- ALWAYS read the full report before the next trading session
- Act on CRITICAL recommendations immediately (FDR > 30%, win rate < 35%)
- Track recommendations across reports — if the same issue appears 3+ times, escalate
- Save the distilled summary to agent memory for next-session context
- NEVER ignore FDR warnings — fees silently kill profitability
Decision Rules
| Metric State |
Severity |
Action |
| FDR > 30% |
CRITICAL |
Reduce trade frequency or widen entry criteria immediately |
| FDR 20-30% |
WARNING |
Monitor — consider reducing size or frequency |
| FDR < 20% |
OK |
Fees are manageable |
| Win rate < 35% |
CRITICAL |
Tighten entry criteria — Radar threshold to 200+ |
| Win rate 35-45% |
WARNING |
Review losing trades for pattern |
| Win rate > 50% |
OK |
Entries are working |
| Monster dep > 60% |
WARNING |
One trade carrying the session — diversify alpha |
| Monster dep > 80% |
CRITICAL |
Fragile — entire PnL depends on one lucky trade |
| Consec losses > 5 |
WARNING |
Add loss streak circuit breaker to APEX |
| Long PnL < 0, Short PnL > 0 |
WARNING |
Long entries are leaking — reduce long bias |
| Holding < 5 min dominates |
WARNING |
Over-trading — increase min hold time |
Anti-Patterns
- Ignoring REFLECT reports: Running APEX without reviewing REFLECT is flying blind. The same mistakes repeat.
- Acting on single-day anomalies: One bad day doesn't mean the strategy is broken. Look at 5+ day trends via
hl reflect history.
- Optimizing for win rate alone: High win rate with low profit factor means you're taking small wins and large losses. Focus on PF.
- Not tracking FDR: Fees are invisible during trading but compound devastatingly. FDR is the single most important "hidden" metric.
- Changing strategy after one REFLECT report: REFLECT recommendations need 3+ consistent appearances before strategy changes.
Error Recovery
| Error |
Cause |
Fix |
No trades found |
No trading activity in period |
Normal — nothing to review |
Cannot pair round trips |
Unmatched buys/sells |
Open positions — REFLECT pairs only closed trades |
trades.jsonl not found |
First run or wrong data dir |
Run at least one trade first |
Report generation failed |
Disk full or permissions |
Check data/reflect/ directory permissions |
Composition
REFLECT is the learning layer of the APEX system. Run REFLECT nightly after APEX stops. Feed REFLECT insights back into APEX configuration (Radar thresholds, DSL presets, position sizing). Over time, REFLECT recommendations should converge as the system improves.
Cron Template
# Nightly REFLECT review at 11:55 PM
55 23 * * * cd ~/agent-cli && source .venv/bin/activate && hl reflect run >> logs/reflect.log 2>&1
1---2name: reflect-performance-review3description: Reflect, Evaluate, Fine-tune, Learn, Evolve, Correct, Transform — nightly automated performance review4---56# REFLECT — Reflect, Evaluate, Fine-tune, Learn, Evolve, Correct, Transform78Nightly automated performance review engine. APEX runs all day — REFLECT reviews every trade at night, computing metrics, detecting patterns, and producing data-driven improvement recommendations.910## Architecture1112```13trades.jsonl → ReflectEngine.compute() → ReflectMetrics → ReflectReporter.generate() → report.md14```15161. **Load**: Read trade log from `data/cli/trades.jsonl`172. **Pair**: FIFO round-trip matching (buys to sells per instrument)183. **Compute**: Win rate, PF, FDR, holding periods, direction analysis, monster dependency194. **Recommend**: Rule-based recommendations from metrics205. **Report**: Full markdown report saved to `data/reflect/YYYY-MM-DD.md`216. **Distill**: 3-5 line summary for agent memory2223## Key Metrics2425| Metric | Formula | Healthy Range |26|--------|---------|---------------|27| Win Rate | winning_trades / total_trades | > 50% |28| Profit Factor (Gross) | gross_wins / gross_losses | > 1.5 |29| Profit Factor (Net) | (gross_wins - fees) / gross_losses | > 1.2 |30| FDR (Fee Drag Ratio) | total_fees / gross_wins * 100 | < 20% |31| Monster Dependency | best_trade_pnl / net_pnl * 100 | < 50% |32| Max Consecutive Losses | longest loss streak | < 5 |3334## Usage3536```bash37hl reflect run # Review since last report38hl reflect run --since 2026-03-01 # Review from specific date39hl reflect report # View latest report40hl reflect report --date 2026-03-03 # View specific date41hl reflect history # Show metric trend over time42hl reflect history -n 30 # Last 30 reports43```4445## Agent Mandate4647You are the REFLECT reviewer. Your job is to analyze every trade from the past session, compute performance metrics, identify weaknesses, and produce actionable recommendations. You run nightly — the APEX runs by day, you review at night.4849RULES:50- Run REFLECT every night after trading stops — no exceptions51- ALWAYS read the full report before the next trading session52- Act on CRITICAL recommendations immediately (FDR > 30%, win rate < 35%)53- Track recommendations across reports — if the same issue appears 3+ times, escalate54- Save the distilled summary to agent memory for next-session context55- NEVER ignore FDR warnings — fees silently kill profitability5657## Decision Rules5859| Metric State | Severity | Action |60|-------------|----------|--------|61| FDR > 30% | CRITICAL | Reduce trade frequency or widen entry criteria immediately |62| FDR 20-30% | WARNING | Monitor — consider reducing size or frequency |63| FDR < 20% | OK | Fees are manageable |64| Win rate < 35% | CRITICAL | Tighten entry criteria — Radar threshold to 200+ |65| Win rate 35-45% | WARNING | Review losing trades for pattern |66| Win rate > 50% | OK | Entries are working |67| Monster dep > 60% | WARNING | One trade carrying the session — diversify alpha |68| Monster dep > 80% | CRITICAL | Fragile — entire PnL depends on one lucky trade |69| Consec losses > 5 | WARNING | Add loss streak circuit breaker to APEX |70| Long PnL < 0, Short PnL > 0 | WARNING | Long entries are leaking — reduce long bias |71| Holding < 5 min dominates | WARNING | Over-trading — increase min hold time |7273## Anti-Patterns7475- **Ignoring REFLECT reports**: Running APEX without reviewing REFLECT is flying blind. The same mistakes repeat.76- **Acting on single-day anomalies**: One bad day doesn't mean the strategy is broken. Look at 5+ day trends via `hl reflect history`.77- **Optimizing for win rate alone**: High win rate with low profit factor means you're taking small wins and large losses. Focus on PF.78- **Not tracking FDR**: Fees are invisible during trading but compound devastatingly. FDR is the single most important "hidden" metric.79- **Changing strategy after one REFLECT report**: REFLECT recommendations need 3+ consistent appearances before strategy changes.8081## Error Recovery8283| Error | Cause | Fix |84|-------|-------|-----|85| `No trades found` | No trading activity in period | Normal — nothing to review |86| `Cannot pair round trips` | Unmatched buys/sells | Open positions — REFLECT pairs only closed trades |87| `trades.jsonl not found` | First run or wrong data dir | Run at least one trade first |88| `Report generation failed` | Disk full or permissions | Check `data/reflect/` directory permissions |8990## Composition9192REFLECT is the learning layer of the APEX system. Run REFLECT nightly after APEX stops. Feed REFLECT insights back into APEX configuration (Radar thresholds, DSL presets, position sizing). Over time, REFLECT recommendations should converge as the system improves.9394## Cron Template9596```bash97# Nightly REFLECT review at 11:55 PM9855 23 * * * cd ~/agent-cli && source .venv/bin/activate && hl reflect run >> logs/reflect.log 2>&199```
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