Tag: `e4843e42`

GitHub Release: v0.2.0 (published 2025-12-16)

Commits in release: 892 (from initial commit through tag)

This is the first formal release. A comprehensive feature audit verified 25 of 27 features as production-ready. The test suite reached 1,454 tests with 0 failures. This release represents the entire initial buildout of the platform.

Quality Metrics at Release

Tests: 1,454 passing, 0 failures, 156 skipped

TypeScript: Clean compilation

ESLint: 0 errors

Features verified: 25/27 production-ready

Factor-Based Performance Attribution

The core analytical engine: a 19-factor Barra USE4-inspired risk model with WASM-accelerated computation.

Factor model expanded from 12 to 19 factors with full Barra USE4 alignment (`8ac49946`)

Factor exposure service with tier gating (`47051413`)

Alpha/beta decomposition in factor service (`a95967dd`)

Daily factor snapshot job handler (`55cf9d66`)

Factor drift detection job (`44c1687b`)

Factor story template engine for storycards (`45df8d69`)

V1 attribution endpoint for alpha/beta analysis (`3de03966`)

Historical date support for factor computation (`75cd66e4`)

Barra Factor Model Implementation (complete 33-task epic)

Each individual factor was ported from specification to production code:

BETA and BETANL (market sensitivity) (`df5e3656`)

SIZE and SIZENL (market cap, nonlinear) (`afd8fe9b`)

BTOP (book-to-price value factor) (`2b43c5d2`)

EARNYILD (earnings yield) (`9054ccbb`)

RESVOL (residual volatility) (`6e1f5abf`)

GROWTH (revenue + earnings growth) (`97d6435c`)

LEVERAGE (debt/equity) (`63e2a3be`)

LIQUIDITY (dollar volume / ADV) (`5c7c9968`)

SHIMCAPZS (share issuance momentum) (`5a5d1053`)

Sentiment factors: SHORT_INTEREST, HFOWN, PASSOWN (`788ce6db`)

Momentum (3-week, 11-month) and RET5D (5-day return) (`747acc81`)

Market cap computation service (`dc89c3f4`)

Short interest service and ownership types (`06c74172`)

Float shares and corporate events service (`f276d35c`)

Industry/sector classification service (`23da713a`)

Benchmark returns service (`bd1a830f`)

Market-cap weighted regression engine (`8d4efe3c`)

Factor standardization orchestrator (`42e0a69a`)

Factor orthogonalization pipeline (Gram-Schmidt via WASM) (`850594b5`)

Factor returns via cross-sectional regression (`85c23a10`)

Factor covariance matrix via EWMA (`a49415b2`)

Specific risk service with Bayesian shrinkage variant (`c892f0e5`, `2e4bf1f6`)

Factor batch job for universe-wide computation (`0652dfea`)

Factor quality monitoring system (`707b38f0`)

Comprehensive Barra factor model implementation guide (`99359668`, `614d7b4e`)

WASM Modules (7 Rust crates)

Performance-critical computations run in Rust compiled to WebAssembly, with automatic TypeScript fallbacks:

midas-risk-wasm: Portfolio risk metrics (`08bc4840`)

rank-quant-wasm: Postgres/numpy-compatible percentile ranking (`e93f46c0`)

midas-qp-wasm: Convex quadratic programming solver (`fe1155af`)

score-wasm: Search score normalization with optional SIMD (`dc95df7e`)

ts-patterns-wasm: Time-series pattern analysis (`0bdd2932`)

factor-wasm: Factor engine with solve_quadratic_hedge and compute_ewma_covariance (`312884b1`)

insider-wasm: Insider signal scoring (`1662dc2c`)

Shared loader utility with probe-based validation and fallback (`c7fa26d7`)

Unified build system and CI for all Rust/WASM crates (`51b5f870`)

Dual-destination output for monorepo package publishing (`d8375c67`)

Holder IQ -- Smart Money Intelligence

Holder IQ service for smart money signals (`9d4c2175`)

Quarterly Holder IQ refresh job handler (`a313998b`)

Rank-WASM percent_rank integration for percentiles (`44f8d3d0`)

Holder IQ crowding heatmap (`50b5f91f`)

Storycard cache invalidation after signal refresh (`0a43ae23`)

Insider Trading Intelligence

Insider signals service (`bc11dd84`)

Nightly insider scoring job handler (`db750fee`)

Insider ingest job and enhanced services (`09a43774`)

Insider WASM integration into attention-queue and scoring jobs (`1662dc2c`)

Factor Hedge Wizard (complete epic)

An interactive tool for constructing factor-neutral hedge baskets:

Factor imbalance calculation service (`dcf8cf86`)

Hedge candidate universe selection (`fb0dfecb`)

Constraint validation service (`602d85bb`)

Holder IQ signal fetcher for candidates (`5633e920`)

Insider signal and red flag detectors (`50afee0e`)

Sentiment signal fetcher and signal ranker (`aa6d2446`)

HiGHS LP solver integration for hedge optimization (`2ca0f79d`)

QP solver integration with min_variance objective (`4f2b0563`, `9ada82a2`)

TanStack Query hooks, wizard form, results table, comparison chart, swap suggestion modal, and hedge page route (`291776034`...`ab5261d7`)

Hedge basket export with tier gating (`bebe3215`)

Anti-Crowd Divergence Detection

Anti-crowd divergence detection service and API (`265a53d3`)

Anti-crowd scanner job with QStash verification (`ddcb20c7`)

Anti-crowd signals widget on dashboard (`1bf4b111`)

Anti-crowd signals DB schema (`06b77eca`)

Authentication and Security

OAuth, MFA (TOTP + backup codes), JWT for iOS, session management (`d7d1df05`, `56099553`)

Admin impersonation with read-only enforcement (`33e58abc`, `c2998ead`)

Audit logging for SOC2/GDPR compliance (`c20e87cc`)

GDPR-compliant account deletion with Stripe cancellation (`18f08875`)

Plaid JWT webhook signature verification (`bbf9fb30`)

Waitlist bot protection and confirmation emails (`7160272a`)

Security criticals: auth, QStash verify, Next.js 15 compat (`8fa28087`)

Payments and Billing

Stripe checkout and customer portal (`94dca1fe`)

Dunning email sequence for failed payments (`1dd8e953`)

Win-back email campaigns for canceled subscribers (`41054fd5`)

Retention offer logic based on cancellation survey (`f91b2633`)

Monthly/yearly interval toggle for plan pricing (`592cd554`)

Subscription management and billing settings page (`0881ede0`)

Plaid Brokerage Integration

Brokerage integration with Link and token exchange (`67deb1bb`)

Connection recovery and listing endpoints (`7282565`)

OAuth flow integration and webhook handling (`cb66f0d4`)

On-demand refresh endpoint for investment holdings (`c401cf70`)

Holdings sync optimization with upsert pattern and batching (`70e78287`)

Centralized sync module for holdings and transactions (`8e711d74`)

Portfolio Analytics

Daily portfolio attribution service and dashboard widget (`08ac49e1`, `ed4c0119`)

Factor similarity calculation service (alternatives) (`775653781`)

Tax-loss harvesting service (`6e709875`)

ETF holdings infrastructure for X-Ray analysis with recursive expansion (`b5a9ef73`, `0dc9122b`)

Tax lot tracking and dividend analytics APIs (`427ade05`)

Benchmark comparison API endpoint (`e50345b4`)

Style-drift and what-if APIs (`ff590992`)

Quarterly report API and scheduled job (`9992990e`)

Health Score calculation service and dashboard widget (`31b539e9`, `6280ce0c`)

Export service (`0c4edca1`)

PDF portfolio report generation (Premium tier) (`95335b39`)

LP Letter (Quarterly Report)

Quarterly snapshot calculation (`984c1202`)

LLM narrative generation (`b6b15535`)

React-PDF quarterly report generator (`9abf56d8`)

SPY benchmark return calculation (`f1224cc9`)

Watchlist and Portfolio Roast

Watchlist feature for tracking securities (`9e9a26f8`)

LLM-powered portfolio roast generation with share functionality (`c1aee844`)

Attention Queue

Signal-based scoring with time decay and deduplication (`39b9f54c`)

Dismiss and snooze support for queue items (`d2166185`)

PostHog analytics for dismiss/snooze actions (`9aabb494`)

Tier-based item limits (`3c4667a9`)

Score badge with visual meter and tooltip (`2e3340d7`)

Filter pills with explicit state and clear action (`d803194d`)

Confirm/undo UX for dismiss and snooze (`54846d21`)

Alerts System

Alert CRUD service (`fe3d7312`)

Alert evaluation background job (`f3883184`)

Guided preset flow for common alert rules (`226bd755`)

Notification delivery service (`ea3ef8bf`)

Sentiment Analysis

Transcript sentiment API and processing job (`58082733`)

Sentiment story section in storycards (`170aedce`)

Background Jobs (33 QStash endpoints)

Morning Midas daily email digest (`f3a32ae3`)

Weekly red flag scan (`ffddd93a`)

Policy evaluation job (`238d4ab4`)

What-if cache job (`053ea0ef`)

Peer set auto-detect job (`5e5cef53`)

Event feed job (`654ea3d8`)

Transaction sync job for historical trade imports (`b8731b3d`)

Superinvestor 13F filing refresh with full parsing (`1e09b565`)

Crowd-aggregation job with k-anonymity enforcement (`c4b53eb1`)

Email digest queue processing (`78b1c72f`)

Retail sentiment data integration (`70a0b28f`)

QStash signature verification on all handlers (`9809b253`)

Data Pipeline and Market Data

Polygon.io client with types, caching, and retry logic (`f6216afc`)

EODHD client with retry logic (`4604a0c8`)

BARRA factor batch scripts and universe builder (`0c50214d`)

Liquid universe (4,035 stocks) and pilot validation pipeline (`41ecbbea`)

Legacy signal import ETL script (`6151efe1`)

R2 bucket migration scripts for SEC filing data (`1ff98ab8`)

Database

40+ tables and 98 indexes in initial schema (`9d3e7e74`)

Security reference and filers tables for 13-F data (`9fe8ddcb`)

Supabase Realtime subscription layer (`8e63cb8e`)

Redis pub/sub infrastructure and SSE stream endpoint (`b7bf5cd0`)

Factor volatilities table for style drift normalization (`fcef552d`)

Drizzle ORM with migrations and enhanced server client (`e777d969`)

Admin and Operations

Business metrics dashboard API (`71e3f93f`)

Feature flag management UI (`54e575bd`)

Announcement system (`3aca2abf`)

Ops health dashboard with comprehensive checks (`6f6518ed`)

User lookup and search functionality (`b59ec18e`)

Support ticket service (`40dc19b7`)

Rate limiting with Upstash Redis (`fc42f421`)

UI/UX Design System

60+ UI components with premium design overhaul (`04d65c7e`)

Comprehensive mobile UI/UX system (`c6f35c5d`)

Tailwind CSS v4 migration (`60d91d79`)

TanStack migrations: Query, Form, Table, Virtual (`391e1844`, `d7636da8`, `00013492`)

Command palette and keyboard navigation (`63a15910`)

Page transition and micro-interaction animations (`532091ed`, `e53921f4`)

Data visualization animation system (`484223c5`)

Accessibility: skip links, focus-visible, reduced motion, ARIA labels (`308feffa`, `f71ab123`)

PositionCard with 3 variants (`61a4a9ec`)

FactorExposureChart with 3 visualization variants (`0b467fa0`)

DataTable with virtualization (`00013492`)

Breadcrumb navigation (`25c78677`)

SEO and Marketing

World-class landing page with interactive showcase sections (`ab8f89c7`, `6319a92c`)

Public stock pages with dynamic metadata and JSON-LD (`ddc69958`)

Dynamic sitemap and robots.txt generation (`e45f39e9`)

Dynamic OG image generation for stock pages (`8f9a4936`)

In-app feedback collection widget (`d7af50f9`)

Legal pages: Privacy Policy, Terms of Service, investment disclaimers (`afafb889`)

Referral tracking, UTM params, and viral sharing for waitlist (`db173171`)

Onboarding and Demo

Multi-step onboarding with progress indicator and analytics tracking (`d8beeb06`, `747f69e7`, `679f271e`)

Invite-based beta program with access control (`7757e83e`)

Superinvestor Shadow Portfolio demo mode with Cathie Wood/ARK (`467630f5`, `b9c7002a`)

Demo conversion CTA component with analytics (`626f4909`)

iOS Native App

Native iOS app scaffold (`9fb0b241`)

Multi-module architecture (`33c46696`)

V1 iOS-compatible Plaid endpoints (`cdb9dd73`)

JWT token exchange and auth endpoints (`9a12dd02`, `05e600fc`)

Compliance and Legal

Comprehensive compliance policies: access control, asset management, cryptography, data privacy, incident response, logging, network segmentation, secure SDLC, security awareness, vendor risk management (`90ea8faa`, `967045c4`)

Testing Infrastructure

Playwright E2E infrastructure with page objects for Landing, Pricing, Methodology, Auth, Dashboard, Settings, HolderIQ, InsiderSignals, Analytics, Checkout, Onboarding, and Help pages

4-way sharding for parallel E2E execution (`c3095e4f`)

Gemini AI-powered screenshot analyzer for visual validation (`d359820e`)

MSW test infrastructure with Bun test runner (`dac4da4e`)

Vitest + React Testing Library for component tests (`4b295a92`)

Pipeline E2E test suites: single-ticker, multi-ticker, error handling, golden data, performance benchmarks (`ade5e5d6`...`c75ffc41`)

Comprehensive data pipeline integration tests (480 tests in F4 epic) (`8858a94a`)

Real API test configuration with exponential backoff rate limiter (`b557528`, `aa7804ab`)

Test data seeding, user provisioning, and reset scripts

Storybook scaffold with React-Vite (`3a8fac38`)

Observability

Structured pino logging across entire codebase (multi-session migration from `console.*`)

Sentry integration (`b093b85b`)

GA4 property creation and PostHog analytics setup (`45a38bd3`)

Deployment monitor (`2db3af47`)

Hot-path baseline benchmarks (`10da6ed9`)

---

Initial Development (2025-12-04)

First commit: `55397732`

The project was initialized on 2025-12-04 with an initial import containing legacy references and environment scaffolding. Within the first 24 hours, the foundational architecture was established:

Next.js 16 app shell with React 19 and TypeScript 5.6

Supabase Postgres database with Drizzle ORM

Factor model specification and baseline schema

Attention queue, alerts, and subscription schemas

Manual import pipeline specs and API stubs

Job handler stubs for drift, attention, guardrails, health, event feed, and what-if

Environment configuration with Stripe, Supabase, and analytics integration

Comprehensive README with architecture documentation