Justification: "VN30 alpha library access for Q3 research"
1h
⚠️
QC alert — VHM closing price flagged outlier
SSI feed vs FiinPro divergence 2.3%, awaiting reconciliation
2h
📡
Telegram signal sent: VNINDEX LONG +7.63%
@VNI Trading Bot · msg #4128
2h
✈
@VNI Trading Bot ✓
214 subscribers · 1,847 signals · since 2024
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🔍 Search signal, ticker, strategy…
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VN30
VN100
VNINDEX
Futures
Crypto
Open
Closed
🚀
VN30 FUTURES MODEL
LONGLev 2x
11 May · 14:15
−0.70%
60.87% win
ENTRY
2,053.4
06 May 2026
→
NOW
2,039.0
11 May 2026
@VNI Trading Bot · msg #4126Tap to expand ▾
📜 Provenance · P4 traceability
strategyvn30_fut_momo@v1.8
signalvn30_breakout@v2.4
data_snapshotsnap_2026-05-06_v812
run_idRUN-7f3a1c
code_shaa4f27e9
tg_msg_id4126
live_vs_bt−0.7% · 0.4σ from expected
📊
VN100 PORTFOLIO
10-STOCK BASKETLev 1.5x
10 May · 09:30
+4.30%
72% hit rate
@VNI Trading Bot · msg #411910 holdings ▾
MSB
18.0% weight
+8.43%
VJC
18.0% weight
−5.85%
VIC
18.0% weight
+15.19%
VPI
18.0% weight
−3.99%
VHM
18.0% weight
+30.30%
STB
18.0% weight
+5.62%
HPG
10.5% weight
−5.43%
LPB
10.5% weight
+11.51%
HDB
10.5% weight
+1.13%
HCM
10.5% weight
+0.92%
📜 Provenance · P4 traceability
strategyvn100_basket_qv@v4.1
signalqv_score@v6.3 + sector_neutral
data_snapshotsnap_2026-05-10_v829
run_idRUN-92be4d
code_shaa4f27e9
tg_msg_id4119
live_vs_bt+4.3% · within ±1σ
🚀
VNINDEX LONG
LONGClosed · 34d hold
13 May · 11:02
+7.63%
78.57% win
ENTRY
1,763.85
09 Apr 2026
→
EXIT
1,898.37
13 May 2026
@VNI Trading Bot · msg #4128Tap to expand ▾
📜 Provenance · P4 traceability
strategyvnindex_breakout@v3.2
signaltrend_break_50d@v2.0
data_snapshotsnap_2026-04-09_v781
run_idRUN-3c8a72
code_sha9b14f02
tg_msg_id4128
live_vs_bt+7.63% · beat by +1.2%
📊
VN30 PORTFOLIO
4-STOCK BASKETLev 1.5x
12 May · 10:15
+5.80%
3/4 winners
@VNI Trading Bot · msg #41244 holdings ▾
SAB
37.5% weight
−1.48%
STB
37.5% weight
+11.03%
TCB
37.5% weight
+0.45%
VJC
37.5% weight
−3.30%
📜 Provenance · P4 traceability
strategyvn30_concentrated@v2.7
signalearnings_revision@v3.1
data_snapshotsnap_2026-05-12_v831
run_idRUN-d51e08
code_shaa4f27e9
tg_msg_id4124
live_vs_bt+5.8% · within ±1σ
1,843 earlier signals · scroll up to refresh
Backtests running ⓘ
Queue (3)
🔄
VN100 mean-reversion · 5y walk-forward
Linh N. · BT-08714 · 47% complete · ETA 12m
RUN
🔄
Crypto perp funding-rate carry · BTC/ETH
Tuan P. · BT-08715 · 12% complete · ETA 1h 4m
RUN
🔄
VN30 sector-rotation · param sweep (240 runs)
Mai T. · BT-08716 · 78% complete · ETA 3m
RUN
⏳
VNINDEX vol-targeting overlay
Hien V. · BT-08717 · queued · 2 ahead
QUEUE
⚠️
FPT pairs-trading vs CMG
Linh N. · BT-08713 · failed at 88% · data gap
FAIL
Recent tear sheets ⓘ
All 24 →
VN30 Momo v1.8
live · 18mo
1.84
SHARPE
−12.3%
MDD
VN100 QV v6.3
live · 24mo
2.11
SHARPE
−8.7%
MDD
VNINDEX Break v3.2
live · 12mo
1.62
SHARPE
−15.1%
MDD
BTC Funding v0.4
staging · 6mo
2.34
SHARPE
−6.2%
MDD
Signal library — top alpha ⓘ
Browse 87 →
📡
qv_score@v6.3 — quality-value composite
IC 0.083 · used by 4 strategies · author Eric H.
PROD
📡
vn30_breakout@v2.4 — 50d trend break
IC 0.071 · used by 3 strategies · author C.
PROD
📡
earnings_revision@v3.1 — EPS revision drift
IC 0.066 · used by 2 strategies · author Linh N.
PROD
📡
funding_carry_btc@v0.4 — perp funding regime
IC 0.094 · used by 1 strategy · author Tuan P.
STAGE
Models wiki (P2.5) ⓘ
Documentation backfill
31 / 38
14 live · all done ✓
12 paused · 5 to go
12 retired · 2 to go
Pending T2 grant requests ⓘ
TP
Tuan Pham
Senior Researcher · joined Mar 2025 · ID#0042
T1→T2requested 1h ago
Justification: "Need full VN30 alpha library for Q3 sector-rotation research. Currently blocked on signal correlation analysis without enumerate access."
HV
Hien Vu
Researcher · joined Aug 2025 · ID#0061
T1→T2requested 4h ago
Justification: "Promoted to senior. Building crypto carry book — need staging signal library write access."
Recent audit alerts ⓘ
ALERT
Bulk signal export — 47 entries in 12 minutes
Mai T. · T2 · 02:14 ICT (off-hours) · IP 113.161.x.x
Investigate →
FLAG
Watermarked tear sheet downloaded
Linh N. · T2 · vn30_momo_v1.8 · normal pattern
Acknowledge →
FLAG
T1 user attempted full library enumerate
Khoa N. (intern) · blocked by API · 1 attempt
Review →
Tier matrix ⓘ
T3
Principals
Eric H., C., Head of Research
3
T2
Senior researchers
Full signal library + propose to prod
5
T1
Junior + interns
Data layer + assigned backtests
6
T0
External viewers
Aggregate metrics only · LP-grade
8
Recent unusual activity ⓘ
🌙
3 off-hours signal queries last week
2 by Mai T., 1 by Tuan P. · pattern within tolerance
7d
📥
PDF export volume +24% vs last 30d avg
Driven by quarterly review prep · expected
3d
Phase 1 status ⓘ
P1 — Unified Data Layer
100%
Months 1–2 · Owner: PO Tech (Data) · Shipped Mar 2026