The portfolio nodes carrying a badge, and what stops each one

A roadmap badge in the catalogue and a proof are two separate facts, and the count above takes the proof first. Equal risk contribution, the risk-contribution bars and the weights allocation each carry the badge in the shipped catalogue and a test that names them, so they are counted among the validated set and the badge on them is behind the code.

For the portfolio nodes counted as roadmap, two kinds of blocker are recorded. One is a general convex solver, which this build does not carry: constraints on turnover, leverage and cardinality, robust optimisation over an uncertainty set, a tail-risk objective solved as a linear program, and the general solver node itself stand behind that dependency.

The other is an input the canvas has no field for. Blending equilibrium weights with your own views requires those views to be entered somewhere, and a risk budget per leg requires a place to declare the budget. Wiring either with invented values would impose a decision that no node on the graph declares, which is the reason recorded for leaving them badged.

Those reasons are recorded by the calculation but absent from the node descriptions. A reader opening one of them sees the badge without the missing input named beside it.

the first blockera general convex solver, absent from this build
the second blockeran input the canvas has no field for: views, or a per-leg risk budget
where each reason appearsin the calculation status, not in the node description

What is covered elsewhere in this guide

The size of one position is a separate question from the combination of several, and it is covered in its own part: the risk unit a run reports in, the growth-optimal fraction and the ceiling it is treated as, a drawdown cap, and the control that separates an aligned size from a size that moves.

The route from a first idea to a result carrying its own conditions of validity is written once and holds across domains, including the sweep that produces the matrix these readings consume.

the size of one betPosition size as a research variable
the route, step by stepFinding alpha, and pricing the search you did
a target and a floor, in orderWhat a prop-firm evaluation actually measures

What is being claimed, and what is left out

The portfolio readings weight the configurations of one run, and they move no verdict.

Scope
The columns are the configurations of a single strategy that traded, truncated to the window they share and sampled above a declared cap, on the instruments that run loaded, in the risk unit the run reports in.
Effect
Declared simplifications travel with each figure: a ridge added to the covariance before any inversion, means and covariances estimated on the same window that judges the weights, and turnover absent from the objectives.
Control
Each allocator publishes the same reading columns, so two of them are compared on one run; the decorrelated and archive baskets each carry a mean-picked basket at the same size as a control.

The production package embeds the strategy engine; missing engine source stops the build. The explicit non-deliverable demo can use a labelled generic cross-sectional fallback. Portfolio claims require an engine-backed run.

No figure described above is a statement about future performance, and the harness carries no signal to trade and no recommended allocation. A result concerns the series that was submitted.