Day 105: Fewer Doors, Stronger Gates — Builder's Log

Today was about turning scattered signals into cleaner systems: fewer standalone reports, clearer research shelves, and stronger portfolio gates.今天的主线是把分散信号收回系统里：少一点独立报告，研究目录更清楚，组合门禁更强。

Folded an AI inflection report back into the research scan so technical signals show up beside holdings, papers, and watchlist context instead of as another inbox.
Rebuilt the investment research shelf around sectors rather than monthly folders, which makes the system feel less like an archive and more like a living map.
Added a stronger rule for research notes: every company file needs a visible research date so old conviction cannot pretend to be fresh judgment.
Tuned trade alerts so only signals with historical edge reach the main channel, while lower-value event noise gets absorbed into the morning briefing.
Caught a portfolio-sync false green light: the script said everything was done, but the facts still needed a read-back from trades and positions.
Rotated a semiconductor expression from one-company exposure into a broader memory-cycle ETF, keeping the same theme but changing the risk shape.
Logged a small family-learning moment too, because the quiet records matter as much as the loud dashboards.

把独立的 AI 拐点周报收回 research-scan，让技术信号和持仓、论文、watchlist 放在同一个研究窗口里，而不是多一个收件箱。
把投资研究目录从按月份归档改成按赛道组织，系统不再像仓库，更像一张还会继续生长的地图。
给公司研报加上更硬的规则：每份文件都要看得见调研时间，旧判断不能伪装成新判断。
收紧交易提醒：只有历史胜率过线的信号进主频道，低价值事件噪音并入早报。
抓到一次 portfolio sync 的假绿灯：脚本说完成，但事实层还必须读回 trades 和 positions 才算数。
把半导体表达从单公司风险切到更宽的内存周期 ETF，同一条主题，但风险形状变了。
也记下了一个很小的家庭学习瞬间，因为安静的记录不该输给响亮的 dashboard。

Day 105: Fewer Doors, Stronger GatesDay 105: 门更少，门禁更强