Pmtmax Research Loop

Use this skill for the research and trading simulation loop.

First reads

1. Read AGENTS.md.
2. Read:
   • docs/agent-skills/research-loop.md
   • docs/codebase/modeling.md
   • docs/codebase/backtest-execution.md

Critical rules

• build-dataset MUST use --markets-path configs/market_inventory/full_training_set_snapshots.json. Running without it rebuilds with only 12 example rows (destroys training data).
• canonical historical_training_set* / historical_backtest_panel overwrite requires --allow-canonical-overwrite.
• overwrite is promotion-only; use variant --output-name values for experiments and rely on the automatic artifacts/recovery/ backup when promoting canonical output.
• scan-edge MUST include --min-model-prob 0.05 --max-model-prob 0.95.
• cron-based 2-hour price checks MUST call and redirect to an absolute path. Do not put raw commands directly in crontab.