WIN

Winner Selection Component

WIN produces the daily buy list Tetsuo will execute on.

Inputs

WIN reads MAG's daily magnitude forecasts as the candidate pool and SAP's sentiment report as a filter on those candidates. Both reports are keyed by the same target trading day, so WIN is always working from a coherent snapshot of what to expect tomorrow.

Rank Then Veto

The pipeline is a two-stage filter. First, candidates are sorted by predicted magnitude, largest first. Second, candidates whose SAP sentiment falls into a configured bearish band are dropped, so a high-magnitude candidate the financial press has been negative on is not blindly carried forward. The intent is to combine the forecasters' size signal with current market sentiment so Tetsuo does not act on a strong directional call against a chorus of bad news.

Output

WIN writes a flat ordered list of symbols for the next trading day for consumption of the BUY component the next trading day.