{"ok":true,"version":"portfolio-risk-v1","module":"src/salvage/portfolio-risk-v1.js","demo":true,"scoreable":false,"population":"synthetic_fixture","risk":{"ok":true,"state":"DIAGNOSTIC","population":"synthetic_fixture","demo":true,"scoreable":false,"status":"ACTIVE","generatedAt":"2026-07-13T00:00:00.000Z","windowDays":120,"minObservations":20,"dataCoverage":[{"symbol":"AAPL","assetClass":"equity","returns":39,"source":"synthetic_fixture"},{"symbol":"BTC","assetClass":"crypto","returns":39,"source":"synthetic_fixture"}],"correlation":{"symbols":["AAPL","BTC"],"matrix":[[1,1],[1,1]],"observations":39},"diversification":{"avgPairwiseCorrelation":1,"mostCorrelatedPair":{"a":"AAPL","b":"BTC","correlation":1},"leastCorrelatedPair":{"a":"AAPL","b":"BTC","correlation":1},"note":"These assets move together a lot right now, so holding several of them buys less diversification than it looks."},"portfolio":{"status":"SIZED","grossExposure":0.7,"weights":[{"symbol":"AAPL","weight":0.5714285714285715},{"symbol":"BTC","weight":0.4285714285714286}],"dailyVol":6.590252108735837e-19,"annualizedVol":1.0461700894160415e-17,"valueAtRisk95":0,"conditionalVaR95":0,"annualizationNote":"Annualized with a 252-trading-day convention. A mixed equity and crypto basket has no single correct calendar, so I state the convention rather than hide it.","reason":"Computed from 39 days of real returns on my current exposure-weighted basket (gross exposure 70% of one book)."},"volTarget":{"targetAnnualVol":0.15,"currentAnnualVol":1.0461700894160415e-17,"suggestedScalar":null,"note":"My current basket runs cooler than a 15% annual-vol target, so there is room to scale up to about n/ax if conviction warranted it."},"equityCurve":{"points":7,"peakCapital":108,"currentCapital":106,"maxDrawdownPct":0.01904761904761905,"currentDrawdownPct":0.018518518518518517,"reason":"Measured over 7 recorded capital points; peak-to-current is the live drawdown."},"methodology":"Correlations are Pearson coefficients of daily log returns from injected closes, aligned on shared calendar dates. Portfolio volatility and Value-at-Risk are diagnostic only when enough overlapping data exists — never verified_pnl / verified_var authority. Drawdown is measured on the paper-capital curve when provided.","disclaimer":"These are risk diagnostics on a paper book, not a recommendation to trade. Not verified P&L, VaR, allocation optimality, skill, or memory. This is not financial advice.","direct_write_allowed":false,"execution_allowed":false,"proof_ready":false,"memory_eligible":false},"boundary":"Read-only pure risk diagnostics on injected closes/exposures. Default GET uses synthetic demo series — not live marks, verified P&L/VaR, or trade advice.","direct_write_allowed":false,"execution_allowed":false,"proof_ready":false,"memory_eligible":false,"route_budget":{"budget_version":"production-route-responsiveness-v1","patch_id":"P27.14_PRODUCTION_ROUTE_RESPONSIVENESS_HARDENING","route_class":"fast_status","max_expected_ms":600,"heavy_checks_deferred":false,"cached_at":"2026-07-18T09:24:19.808Z","proof_source":"portfolio_risk_v1","response_mode":"cached","elapsed_ms":1,"verification_status":"cached_proof_accepted","memory_written":false,"graphstate_mutated":false},"memory_writes_enabled":false,"graphstate_enabled":false,"memory_written":false,"graphstate_mutated":false}