Gate 6 · Portfolio correlation
WARMING
Max avg corr
—
Max HHI
—
Max single share
—
Shadow backtest · live vs re-run
—
Days tracked
0
Live total
—
Shadow total
—
Divergence
—
Anomaly detector · Mahalanobis + IsolationForest
CALM
Distance
—
Distance pctile
—
Shrink mult
—
Alpha bump
—
IsolationForest score
—
sklearn available
no