Step 23 — Paper runner hardening

What: add practical operational safeguards to the Step 22 simple_live_v2 stateful paper runner without changing the strategy logic. Why: harden the runner before inventing more strategy complexity.

Simple live v2 return

86.59%

Trades

Max drawdown

-12.22%

Skipped due to pause

What changed

Daily loss pause: after realized daily loss breaches 5%, block new entries until the next UTC day.
Rolling drawdown pause: after realized drawdown from peak breaches 12%, block new entries for 168 hours.
Better skipped-trade logging: signals now record explicit skip reasons instead of just generic no_trade.
Operational summaries: the runner now writes daily_summary.csv and weekly_summary.csv alongside the main outputs.

Result vs Step 22 baseline

Variant	Trades	Total return	Max DD	Win rate	Profit factor
Step 22 simple live v2	56	86.59%	-12.22%	58.93%	2.41
Step 23 hardened runner	56	86.59%	-12.22%	58.93%	2.41

Why unchanged performance is still useful

The new guards did not degrade the historical Step 22 result.
They still fired in backtest replay: 4 rows were explicitly blocked by pause rules, proving the controls are active rather than dead code.
The skip-reason distribution is now inspectable, which makes future live monitoring and debugging much easier.

Most common skip reasons

sideways_no_trade: 28,453
bull_no_dip_signal: 4,498
bear_no_rally_signal: 4,164
position_already_open: 840
paused by risk guard: 4

Files added by the hardening pass

signals.csv now includes skip_reason, live day/week return, rolling drawdown, and pause metadata.
equity.csv now includes peak equity and live risk-state fields.
daily_summary.csv and weekly_summary.csv provide compact operational rollups.

Bottom line

The right next move was runner hardening, not new alpha hunting. This pass keeps the Step 22 simple_live_v2 baseline intact while making the paper stack more operationally honest and easier to monitor.