Review: Strategy engine -- database schema for strategies and trades (re-review)

Verdict: APPROVED

Previous Findings -- Resolution

• [x] [SCOPE] Create architecture note arch-rails -- FIXED. arch-rails exists (note_type=architecture, status=active, project=kalshi-assistant). Contains Rails 8 component diagram, service objects, Solid Queue/Cable decisions.
• [x] [SCOPE] Create architecture note arch-postgres -- FIXED. arch-postgres exists (note_type=architecture, status=active, project=kalshi-assistant). Contains ER diagram with strategies, trades, markets, portfolios. Includes CNPG and jsonb strategy polymorphism decisions.

Template Completeness

• [x] Type -- Feature
• [x] Lineage -- Depends on ldraney/kalshi-assistant #1 (Rails scaffold)
• [x] Repo -- ldraney/kalshi-assistant
• [x] User Story -- As a developer / I want a database schema / So that strategies are data-driven
• [x] Context -- Strategy explanation with doc references
• [x] File Targets -- 6 files to create
• [x] Feature Flag -- none
• [x] Acceptance Criteria -- 6 criteria
• [x] Test Expectations -- Unit tests, rails test command
• [x] Constraints -- 3 constraints listed
• [x] Checklist -- PR/tests/no unrelated changes
• [x] Related -- kalshi-assistant project

Traceability

• [x] story:portfolio-builder label -- AI Portfolio Builder
• [x] story note verified -- found in project-kalshi-assistant user-stories section (key: portfolio-builder, links to story-kalshi-assistant-portfolio-builder)
• [x] arch:rails label -- Rails framework
• [x] arch note verified -- arch-rails note exists in pal-e-docs (note_type=architecture, status=active, project=kalshi-assistant)
• [x] arch:postgres label -- PostgreSQL database
• [x] arch note verified -- arch-postgres note exists in pal-e-docs (note_type=architecture, status=active, project=kalshi-assistant)
• [x] Forgejo issue -- https://forgejo.tail5b443a.ts.net/ldraney/kalshi-assistant/issues/3, open

File Targets

• [x] app/models/strategy.rb -- to create: name, thresholds, allocation percentages
• [x] app/models/pick.rb -- to create: belongs_to strategy, market ticker, implied_prob
• [x] app/models/trade.rb -- to create: belongs_to pick, side, contracts, price, status
• [x] app/models/outcome.rb -- to create: settlement result, P&L
• [x] db/migrate/ -- to create: all migrations
• [x] db/seeds.rb -- to create: seed Option D and Watchdog strategies

Repo Placement

Dependencies

• Documented: Depends on #1 (Rails scaffold, item #1686, sprint:1, backlog). Correctly sequenced -- this ticket is sprint:2.
• Downstream consumers: #1689 Watchdog (sprint:3) and #1690 Option D sizing engine (sprint:3) both build on models created here. #1687 Market scanner (sprint:2) may interact with Pick model for storing scan results.
• Dependencies are properly documented in the Lineage section.

Acceptance Criteria

• Strategy/Pick/Trade/Outcome model fields -- verifiable via schema inspection and model attribute checks
• Seeds -- verifiable via rails runner or db:seed + query
• Strategy.find_by(name: 'watchdog').confidence_threshold returns 0.85 -- very specific, directly testable

• 83/17 split: confirmed in docs/strategy/sizing-models.md ("83% YES / 17% NO hedge on all picks")
• 0.85 confidence threshold: confirmed in docs/strategy/core-strategy.md ("85%+ implied probability")
• Watchdog strategy: docs/strategy/watchdog-strategy.md exists in the repo

Blast Radius

Decomposition Assessment

Recommendation