Firm Portfolio & Risk Consolidated view across every MQC paper soak — equity, P&L, holdings, health, combined drawdown and cross-soak correlation. Paper/simulated; moves no money.

Fires only when something material happens (a soak verdict flips, a CoWork pack lands, a daemon goes silent, a risk alert). Also pushed to your phone. Quiet = all is well.

Recurring read-only agents keep every decision data-bound. They run on schedule (and on-demand), write cited evidence packs, and only ping you on material change. A pulsing dot = running now.

Each soak is judged against its deflated OOS expectation (e.g. watch vs 0.82, not its selection-inflated 1.65). Sharpe needs ≥15 daily samples — PENDING until then. Weeks, not days, clear Gate #1.

Momentum chases price, not fundamentals — this surfaces unprofitable / over-levered names in the book. A risk lens, not a trade signal.

Low/negative correlation = genuine diversification (the soaks don't all move together). High correlation = redundant risk. Needs ≥5 daily returns per soak to compute.