The desk's own numbers agree with each other before it trades

What changed for people using Bellwether

• The desk's readings agree. The blend score in the Portfolio Manager's decision table and the one its signal tool returns are now the same reading of the same finished bars, including for the names offered when the book is under-invested, and a sentence above the table says so. A finished day's reading no longer changes within a session.
• One 52-week high everywhere. The factor read, the price-history tool, the nightly screen and the symbol page all use the highest traded price of the last year of completed sessions, the actual print for dividend payers. A name with less than a year of history says how many sessions its high covers instead of calling it a 52-week figure.
• The Quant's nightly check is dated correctly. Each run is stamped with the day it ran, reads the book's own marks, trades and orders through that day, and says how far behind the bundled price history is. When that history lags, the Quant is told which of its evidence refreshes only with a release and to date any market-regime call.
• Four research ideas retired. Residual momentum, quiet-name weekly reversal and gross-profitability quality were pre-registered, built point in time on the 500 most liquid US names and measured after costs; none showed an edge worth trading. Institutional-ownership breadth from quarterly filings was retired on review; the Evidence page now counts 146 configurations tested, no survivors, and the live blend is unchanged.
• The "restated" note stays. The sentence the signal tool leads with for a day and a half after a change in how finished bars are read was trialled live against the same sessions without it. No session mistook a restated bar for a data problem in either arm, and with the sentence the desk named the change correctly more often.

What you may notice

• "Near the 52-week high" readings become a little rarer in the first sessions: distance from the high is now measured against the highest traded price, not the highest close, so most names read slightly further below it.
• Take-profits and exits the desk re-derives from the 52-week high on dividend-paying names can move up to the actual print; they fill later, not earlier.
• Recently listed names drop out of the screen's 52-week-high and deepest-below lists and show no 52-week figure on their page until they have a year of history.
• Asking the signal tool twice for the same name in one session returns the same finished-bar number by design; only the forming intraday bar is fresh.
• The nightly Quant summary shows the run's own date and a "price data N days behind" line until the bundled history is refreshed with a release.

Known gaps and what’s next

• The note above the decision table and the Quant's data-lag line are re-checked on the first three live Portfolio Manager sessions and a live Quant scenario after this release.
• Saved desk notes that still say "trust the tool, not the table" are closed by a one-time memory pass after the release; until it runs the desk may re-check a defect that no longer exists.
• A "no change tonight" card from the Quant, so a held verdict is visible instead of silent, is the next build in that lane.
• The price history bundled with each release still ages between releases; a scheduled refresh is proposed, not built.