agent: update state after weekly review

Author: strategy-agent[bot]

data/agent/changelog.json

@@ -0,0 +1,16 @@
+{
+  "changes": [
+    {
+      "id": "dec-20260224-224628",
+      "timestamp": "2026-02-24T22:46:28.271484",
+      "type": "decision",
+      "summary": "First run \u2014 establishing baseline. No changes made due to insufficient data (11 completed trades, only 2 with valid P&L).",
+      "details": {
+        "observation": "First agent run. System has 33 total trades (18 buys, 15 sells), 11 completed round-trips but only 2 with valid P&L (GOOGL +0.81%, AMD -2.86%). Win rate 50%, avg P&L -0.42%. 7 open positions totaling ~$4,740 deployed (4.7% of equity). Account equity $99,305. Signal execution rate is very low at 0.8% (18/2240). Many completed trades have null sell prices suggesting data issues with small-cap/illiquid tickers (ETHT, HOOG, UPB, USGG, RDTL, ICLR). No prior changelog entries, no active experiments, no equity history available.",
+        "diagnosis": "Insufficient data to make any meaningful diagnosis or changes. Need minimum 30-50 completed trades with valid P&L to establish statistical significance. Key areas to monitor: (1) null sell price trades \u2014 are these data quality issues or execution failures? (2) Very low signal execution rate \u2014 is the veto filter too aggressive? (3) Take profit at 6% \u2014 FLNC at +4.57% approaching target. (4) Trailing stop at 12% seems very wide for a 10-day hold period.",
+        "action": "No changes. Establishing baseline and waiting for more data to accumulate.",
+        "reasoning": "First run protocol \u2014 observe and document, do not act. The sample size of 2 valid P&L trades is far below the 30-trade minimum for any filter changes or the 50-trade minimum for parameter adjustments. Making changes now would be pure speculation. Will revisit when more trades complete."
+      }
+    }
+  ]
+}