jev-trader

# Jev Trader market design Jev Trader shows a live paper-trading desk: Jev (TypeSafe's System One model) reads a synthetic price tape + its own P&L and decides buy / hold / sell each tick. The agent designs `market.json` — the market Jev trades and the `style` brief it follows. ## The loop 1. Update `market.json` (instrument, volatility, trend, drift, fee, style). The viewer watches it and reframes Jev live — no restart, no second server. Changing `startPrice`, `capital`, `seed` or `episodeDays` restarts the paper year. 2. `node "$JEV_DSH/toolchain/check.mjs"` verifies the workspace's `market.json` is valid and reports the verdict. Run it before you call a desk done. 3. Watch the equity curve against buy-and-hold and the "right side of the trend" gauge. Does Jev make coherent policy on your market — buy the trend, cut the losses — or just churn? That observation is the finding. `.harness/verdict.json` carries the same numbers. ## Reading Jev The viewer shows Jev's last action (BUY/HOLD/SELL), shares, equity and confidence. A good desk produces *policy*: Jev should react to the tape you gave it, not move the same way regardless of your market. A decisive `style` brief + a real trend yields readable behavior; a flat, driftless market makes any movement look like noise. ## Verifying a desk `node "$JEV_DSH/toolchain/check.mjs"` returns non-zero when `market.json` is invalid (bad price, ms, capital). It doesn't replace watching the curve: confirm the market t...