Analytics
P2 monitoring dashboard — sleeve comparison, R-multiples, correlation, parameter health, hedge validation.
Sleeve Comparison
Per-sleeve KPIs over the last 90 days. Equity curves are re-based to 100 for direct comparison.
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Brando R-Multiple Analytics
Monthly review dashboard — exit quality, R-multiples, MAE/MFE, slippage.
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Sleeve Correlation Monitor
Rolling 60-day HMM ↔ BRANDO return correlation. Alert fires above 0.70 — diversification may be illusory.
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Monthly Parameter Review
Automated degradation detection. Candidates require human approval — never auto-applied.
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Short Hedge Portfolio A/B
Portfolio-level comparison: with vs without SHORT_HEDGE sleeve. Hedge must improve drawdown or tail risk without materially damaging Sharpe.
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