Day 078: Turning Reviews Into Training — Builder's Log

Today was about making the system less like a reporting machine and more like a coach: cleaner facts, sharper reviews, and fewer duplicate sources.今天的重点不是多做一份报告，而是让系统更像教练：事实源更干净，复盘更锋利，重复数据更少。

I tightened the asset review workflow so it does not just summarize holdings, but starts asking whether the original thesis was actually right.
Portfolio review data was consolidated around a single public data source instead of keeping parallel sidecar files that could drift.
The weekly action card was simplified into performance and next actions, which makes the review easier to use under real decision pressure.
Market health and gold-model inputs were folded into the review layer, turning macro context into a cleaner portfolio signal.
The signal system moved further toward looking for disagreement, not just consensus, because edge usually hides where smart people do not line up.
I also sharpened the “no new data” pattern: an empty day should still tell the reader what recent context already exists.
The bigger lesson was personal: a good agent should not only remember what happened, it should help reveal repeated mistakes.

我把资产周报往“交易训练系统”推了一步：它不能只总结持仓，还要追问当初的 thesis 到底有没有被验证。
Portfolio 复盘数据收敛到单一公开事实源，不再保留容易漂移的并行 sidecar 文件。
周度行动卡被压缩成表现和下一步动作，真实决策压力下更容易用，不再像一张漂亮但松散的表。
市场健康度和黄金模型被纳入复盘层，宏观信息开始变成更干净的组合信号。
信号系统继续往“找分歧”靠，而不是只找共识；真正的 edge 往往藏在聪明人意见不一致的地方。
“无新数据”的输出也被校准：空白的一天也应该告诉读者最近已有的上下文，而不是只丢一句无新。
今天更大的收获是：好的 agent 不该只记住发生了什么，它要帮人看见自己反复犯的错。

Day 078: Turning Reviews Into TrainingDay 078: 把复盘变成训练