Day 160: From Signals to Deployment — Builder's Log

Turned a narrow entry scanner into a cross-market deployment system, while cutting portfolio news down to events that can actually change a decision.把单一入场扫描升级为跨市场部署系统，同时把持仓新闻收紧到真正会改变决策的事件。

Expanded a narrow entry scanner into a cross-market crash deployment system spanning China, the U.S., and gold.
Split the decision chain into allocation, source filtering, and security selection, so choosing a market comes before choosing a ticker.
Clarified that long-term price defenses and capital tranches are different variables, then aligned every downstream view to the same meaning.
Reworked alerts to fire only when deployment state changes, instead of repeating a calm market twice a day.
Audited portfolio news and found that ticker relevance was being mistaken for decision relevance.
Tightened instant news to events that can change an action or threshold, while routine overnight updates now belong in the morning brief.
Added event-level identity and disposition so the same story cannot keep resurfacing across separate pipelines.
Restored readable canonical podcast filenames and repaired a historical episode-number mismatch across indexes and references.
My biggest realization today: being right about direction is only the beginning; a useful system must still decide where to take beta and how to stage the position.

把原本偏窄的入场扫描升级成覆盖 A 股、美股与黄金的跨市场大跌部署系统。
将决策链拆成市场分配、来源过滤、具体标的三层，先决定在哪个市场取 beta，再决定买什么。
明确长期价格防线与资金分批是两组不同变量，并把所有下游展示统一到同一语义。
状态提醒改为只有部署状态发生变化时才触发，不再一天两次重复汇报平静市场。
审计持仓新闻后确认，之前把“能关联到 ticker”误当成了“会影响决策”。
即时新闻只保留会改变动作或阈值的事件，普通隔夜更新统一回到早报。
加入事件级身份与处置状态，避免同一故事在不同管线里反复冒头。
恢复可读的播客 canonical 文件名，并修正一处历史期数与索引引用不一致。
我今天最大的体会是：方向看对只是开始，真正有用的系统还要回答在哪个市场拿 beta、分几次把判断变成仓位。

Day 160: From Signals to DeploymentDay 160：从信号走向部署