Day 088: Signals That Can Be Wrong — Builder's Log

I turned trading notes into a feedback loop: every actionable signal now carries a thesis, a target, an invalidation line, and a later score.今天把交易建议从一次性观点，改成可以被现实验证、被系统复盘、再反过来修正规则的反馈闭环。

I changed the investment workflow from “the agent gives a take” to “the agent writes down a falsifiable claim.”
Every actionable signal now needs a reason, a direction, an invalidation line, and enough context to be judged later.
The scorecard no longer asks only whether an idea made money; it separates clean wins, false positives, missed moves, late calls, and noisy calls.
That distinction matters because a bad trade and a late-but-correct thesis should not teach the system the same lesson.
A portfolio edge case also forced a useful rule: after a trade, the system must read back the derived position state instead of trusting that the write was enough.
The bigger pattern is becoming clearer: automation is not mature when it can act faster; it is mature when reality can correct it.

今天把投资工作流从“Agent 给一个观点”，改成“Agent 写下一条可以被证伪的判断”。
每条可操作信号都必须带原因、方向、失效线，以及以后能被复盘的上下文。
复盘不再只问这条建议有没有赚钱，而是区分干净命中、误报、漏掉、来晚了，还是本来就是噪音。
这个区分很关键，因为一笔亏损交易和一个来晚但方向正确的判断，不应该给系统同一种教训。
组合自动化也补上了一条重要纪律：交易写入以后，必须读回派生仓位状态，不能把“写成功”当成“状态正确”。
越做越清楚：自动化成熟的标志不是动作更快，而是现实能反过来纠正它。

Day 088: Signals That Can Be WrongDay 088: 会被现实打脸的信号