Fix API offset limit 400 Bad Request, implement requested UI/UX improvements

src/Predictalytics.Api/Endpoints/JobEndpoints.cs

@@ -0,0 +1,57 @@
+using Microsoft.AspNetCore.Builder;
+using Microsoft.AspNetCore.Http;
+using Microsoft.AspNetCore.Routing;
+using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
+using Predictalytics.Domain.Interfaces;
+
+namespace Predictalytics.Api.Endpoints;
+
+public static class JobEndpoints
+{
+    public static void MapJobEndpoints(this IEndpointRouteBuilder routes)
+    {
+        var group = routes.MapGroup("/api/jobs");
+
+        group.MapGet("/", async (IJobRepository repo, int skip = 0, int take = 50, CancellationToken ct = default) =>
+        {
+            var jobs = await repo.GetAllAsync(skip, take, ct);
+            return Results.Ok(jobs.Select(j => new
+            {
+                j.Id,
+                JobType = j.JobType.ToString(),
+                Status = j.Status.ToString(),
+                j.TraderId,
+                TraderName = j.Trader?.DisplayName ?? j.Trader?.PlatformUserId,
+                j.CreatedAt,
+                j.StartedAt,
+                j.CompletedAt,
+                j.ErrorMessage
+            }));
+        });
+
+        group.MapPost("/sync/{traderId:int}", async (int traderId, IJobRepository repo, CancellationToken ct) =>
+        {
+            var job = new BackgroundJob
+            {
+                JobType = JobType.HistorySync,
+                Status = JobStatus.Pending,
+                TraderId = traderId
+            };
+            await repo.AddAsync(job, ct);
+            return Results.Ok(job.Id);
+        });
+
+        group.MapPost("/analyze/{traderId:int}", async (int traderId, IJobRepository repo, CancellationToken ct) =>
+        {
+            var job = new BackgroundJob
+            {
+                JobType = JobType.TraderAnalysis,
+                Status = JobStatus.Pending,
+                TraderId = traderId
+            };
+            await repo.AddAsync(job, ct);
+            return Results.Ok(job.Id);
+        });
+    }
+}

src/Predictalytics.Api/wwwroot/css/style.css

@@ -462,8 +462,8 @@ body {
 .btn-tab:hover { background: var(--bg-input); color: var(--text-primary); }
 .btn-tab.active { 
     background: var(--bg-input); 
-    color: var(--primary) !important; 
+    color: var(--accent) !important; 
-    border-bottom: 2px solid var(--primary) !important; 
+    border-bottom: 2px solid var(--accent) !important; 
     border-radius: 6px 6px 0 0;
 }
 .stat-group { margin-bottom: 16px; }

src/Predictalytics.Api/wwwroot/index.html

@@ -142,17 +142,15 @@
                             <option value="name">Sort: Name</option>
                         </select>
                         
-                        <select id="filterWinrate" class="platform-select" onchange="loadTraders()">
+                        <div style="display:flex; align-items:center; gap:4px;">
-                            <option value="all">Win Rate: All</option>
+                            <span style="font-size:13px; font-weight:600;">Win Rate ></span>
-                            <option value="gt50">> 50%</option>
+                            <input type="number" id="filterWinrateMin" class="platform-select" style="width:70px" placeholder="%" onchange="loadTraders()">
-                            <option value="gt60">> 60%</option>
+                        </div>
-                        </select>
 
-                        <select id="filterCopyability" class="platform-select" onchange="loadTraders()">
+                        <div style="display:flex; align-items:center; gap:4px;">
-                            <option value="all">Copyability: All</option>
+                            <span style="font-size:13px; font-weight:600;">Copyability ></span>
-                            <option value="gt50">> 50%</option>
+                            <input type="number" id="filterCopyabilityMin" class="platform-select" style="width:70px" placeholder="%" onchange="loadTraders()">
-                            <option value="gt80">> 80%</option>
+                        </div>
-                        </select>
 
                         <label style="display:flex; align-items:center; gap:8px; font-weight:600; cursor:pointer; background:var(--bg-surface); padding:8px 12px; border-radius:6px; border:1px solid var(--border);">
                             <input type="checkbox" id="chk-highly-copyable" onchange="loadTraders()"> Highly Copyable
@@ -170,7 +168,19 @@
                 </div>
                 <div class="card">
                     <div class="table-wrap">
-                        <table class="data-table"><thead><tr><th>#</th><th>Name</th><th>Platform</th><th>Combined Score</th><th>Quality</th><th>Copyability</th><th>Win Rate</th><th>PnL</th><th>Tier</th><th>Strategy</th><th>Actions</th></tr></thead>
+                        <table class="data-table"><thead><tr>
+                            <th style="cursor:pointer" onclick="setTraderSort('score')">#</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('name')">Name ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('platform')">Platform ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('score')">Combined Score ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('quality')">Quality ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('copyability')">Copyability ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('winrate')">Win Rate ↕</th>
+                            <th style="cursor:pointer" onclick="setTraderSort('pnl')">PnL ↕</th>
+                            <th>Tier</th>
+                            <th>Strategy</th>
+                            <th>Actions</th>
+                        </tr></thead>
                             <tbody id="allTradersBody"></tbody>
                         </table>
                     </div>

src/Predictalytics.Api/wwwroot/js/app.js

@@ -117,6 +117,7 @@ async function manualUpdateTrader(id) {
 
 let currentPlatform = 'All';
 let currentSort = 'default';
+let sortDirection = -1;
 
 document.getElementById('platformSelect')?.addEventListener('change', (e) => {
     currentPlatform = e.target.value;
@@ -272,7 +273,21 @@ async function loadDashboard() {
     });
 }
 
-// ─── Traders Page ───
+function setTraderSort(field) {
+    if (currentSort === field) {
+        sortDirection *= -1;
+    } else {
+        currentSort = field;
+        sortDirection = -1; // Default to descending
+    }
+    
+    // Update tradersSort dropdown if it exists to match
+    const sortSelect = document.getElementById('tradersSort');
+    if (sortSelect) sortSelect.value = currentSort;
+    
+    loadTraders();
+}
+
 async function loadTraders() {
     let url = '/api/traders?skip=0&take=100';
     if (currentPlatform !== 'All') url += `&platform=${currentPlatform}`;
@@ -287,24 +302,29 @@ async function loadTraders() {
     if (!data || !data.length) { tbody.innerHTML = '<tr><td colspan="11"><div class="empty-state"><p>No traders tracked yet.</p></div></td></tr>'; return; }
 
     const sortSelect = document.getElementById('tradersSort');
-    if (sortSelect) currentSort = sortSelect.value;
+    if (sortSelect && sortSelect.value !== currentSort) currentSort = sortSelect.value;
     
-    const filterWinrate = document.getElementById('filterWinrate')?.value || 'all';
+    const filterWinrateMin = parseFloat(document.getElementById('filterWinrateMin')?.value);
-    const filterCopyability = document.getElementById('filterCopyability')?.value || 'all';
+    const filterCopyabilityMin = parseFloat(document.getElementById('filterCopyabilityMin')?.value);
 
     // Filtering
-    if (filterWinrate === 'gt50') data = data.filter(t => t.winRate > 50);
+    if (!isNaN(filterWinrateMin)) data = data.filter(t => t.winRate >= filterWinrateMin);
-    if (filterWinrate === 'gt60') data = data.filter(t => t.winRate > 60);
+    if (!isNaN(filterCopyabilityMin)) data = data.filter(t => t.copytradingCopyabilityScore >= filterCopyabilityMin);
-
-    if (filterCopyability === 'gt50') data = data.filter(t => t.copytradingCopyabilityScore > 50);
-    if (filterCopyability === 'gt80') data = data.filter(t => t.copytradingCopyabilityScore > 80);
 
     // Sorting
-    if (currentSort === 'score') data.sort((a, b) => b.combinedScore - a.combinedScore);
+    data.sort((a, b) => {
-    else if (currentSort === 'name') data.sort((a, b) => a.displayName.localeCompare(b.displayName));
+        let valA, valB;
-    else if (currentSort === 'pnl') data.sort((a, b) => b.totalPnl - a.totalPnl);
+        if (currentSort === 'score') { valA = a.combinedScore; valB = b.combinedScore; }
-    else if (currentSort === 'winrate') data.sort((a, b) => b.winRate - a.winRate);
+        else if (currentSort === 'quality') { valA = a.copytradingQualityScore || 0; valB = b.copytradingQualityScore || 0; }
-    else if (currentSort === 'copyability') data.sort((a, b) => (b.copytradingCopyabilityScore || 0) - (a.copytradingCopyabilityScore || 0));
+        else if (currentSort === 'copyability') { valA = a.copytradingCopyabilityScore || 0; valB = b.copytradingCopyabilityScore || 0; }
+        else if (currentSort === 'winrate') { valA = a.winRate; valB = b.winRate; }
+        else if (currentSort === 'pnl') { valA = a.totalPnl; valB = b.totalPnl; }
+        else if (currentSort === 'name') { return a.displayName.localeCompare(b.displayName) * sortDirection; }
+        else if (currentSort === 'platform') { return a.platform.localeCompare(b.platform) * sortDirection; }
+        else { valA = a.combinedScore; valB = b.combinedScore; }
+        
+        return (valA < valB ? -1 : valA > valB ? 1 : 0) * sortDirection;
+    });
 
     tbody.innerHTML = data.map((t, i) => `
         <tr>

src/Predictalytics.Application/Services/AiStrategyAnalysisService.cs

@@ -2,11 +2,13 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
+using System.Text.Json;
 using System.Threading;
 using System.Threading.Tasks;
 using Microsoft.Extensions.Logging;
 using Predictalytics.Application.Interfaces;
 using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
 using Predictalytics.Domain.Interfaces;
 
 namespace Predictalytics.Application.Services;
@@ -41,20 +43,40 @@ public class AiStrategyAnalysisService : IAiStrategyAnalysisService
         
         _logger.LogInformation("Sending {Model} AI analysis request for trader {TraderName}", manual ? "Manual (Claude)" : "Auto (Gemini)", trader.DisplayName);
         
-        var result = await _openRouter.GenerateChatCompletionAsync(prompt, manual, ct);
+        var jsonResult = await _openRouter.GenerateChatCompletionAsync(prompt, manual, ct);
         
-        trader.AiStrategySummary = result;
+        try 
-        trader.AiStrategyUpdatedAt = DateTime.UtcNow;
+        {
+            // Remove markdown code blocks if present
+            var cleanJson = jsonResult.Replace("```json", "").Replace("```", "").Trim();
+            var parsed = JsonSerializer.Deserialize<JsonElement>(cleanJson);
             
-        await _traderRepo.UpdateAsync(trader, ct);
+            var summary = parsed.GetProperty("summary").GetString() ?? "No summary generated.";
+            var strategyStr = parsed.GetProperty("strategy").GetString() ?? "Unknown";
+            var isBot = parsed.GetProperty("isSuspectedBot").GetBoolean();
             
-        return result;
+            if (Enum.TryParse<StrategyType>(strategyStr, true, out var strategy))
+            {
+                trader.Strategy = strategy;
+            }
+            trader.IsSuspectedBot = isBot;
+            trader.AiStrategySummary = summary;
+            trader.AiStrategyUpdatedAt = DateTime.UtcNow;
+            
+            await _traderRepo.UpdateAsync(trader, ct);
+            return summary;
+        } 
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Failed to parse AI response for trader {TraderId}. Raw response: {Response}", traderId, jsonResult);
+            return "Analysis failed to parse.";
+        }
     }
 
     private string BuildTraderContext(Trader trader, IReadOnlyList<Trade> trades)
     {
         var sb = new StringBuilder();
-        sb.AppendLine($"Analyze the following prediction market trader.");
+        sb.AppendLine("Analyze the following prediction market trader.");
         sb.AppendLine($"Name: {trader.DisplayName}");
         sb.AppendLine($"Platform: {trader.Platform}");
         sb.AppendLine($"Total PnL: ${trader.TotalPnl:F2}");
@@ -65,11 +87,31 @@ public class AiStrategyAnalysisService : IAiStrategyAnalysisService
         sb.AppendLine("Recent Trades:");
         foreach (var trade in trades.OrderByDescending(t => t.ExecutedAt).Take(50))
         {
-            sb.AppendLine($"- {trade.ExecutedAt:yyyy-MM-dd}: {trade.Side} {trade.Size:F0} shares of '{trade.Outcome}' @ ${trade.Price:F2} (Total: ${trade.Amount:F2})");
+            var marketQuestion = trade.DbMarket?.Question ?? "Unknown Market";
+            var category = trade.DbMarket?.Category.ToString() ?? "Unknown";
+            sb.AppendLine($"- {trade.ExecutedAt:yyyy-MM-dd}: {trade.Side} {trade.Size:F0} shares of '{trade.Outcome}' @ ${trade.Price:F2} (Total: ${trade.Amount:F2}) in [{category}] {marketQuestion}");
         }
         
         sb.AppendLine();
-        sb.AppendLine("Based on these stats and recent trades, provide a concise summary of their strategy (e.g. Value investor, Arbitrageur, News-driven, Degen). Highlight their main strengths and weaknesses. Keep it under 100 words.");
+        sb.AppendLine("Based on these stats and recent trades, provide a concise summary of their strategy. Highlight their main strengths and weaknesses.");
+        sb.AppendLine();
+        sb.AppendLine("Classify their strategy into exactly one of the following categories:");
+        sb.AppendLine("1. Scalper: High frequency, low hold time, takes small profits quickly.");
+        sb.AppendLine("2. SwingTrader: Holds positions for days/weeks to capture large trends.");
+        sb.AppendLine("3. Whale: Takes massive position sizes that move the market.");
+        sb.AppendLine("4. Hedger: Takes opposing positions to minimize risk.");
+        sb.AppendLine("5. Contrarian: Bets against the crowd or against prevailing momentum.");
+        sb.AppendLine("6. MomentumTrader: Buys into strong trends and rides them.");
+        sb.AppendLine("7. Arbitrageur: Exploits price differences across related outcomes/markets.");
+        sb.AppendLine("8. Bot: Extremely high frequency, tiny sizes, robotic timing patterns.");
+        sb.AppendLine("9. Unknown: If none apply.");
+        sb.AppendLine();
+        sb.AppendLine("OUTPUT FORMAT (JSON only, no markdown):");
+        sb.AppendLine("{");
+        sb.AppendLine("  \"summary\": \"Concise < 100 words text\",");
+        sb.AppendLine("  \"strategy\": \"Scalper|SwingTrader|Whale|Hedger|Contrarian|MomentumTrader|Arbitrageur|Bot|Unknown\",");
+        sb.AppendLine("  \"isSuspectedBot\": true/false");
+        sb.AppendLine("}");
         
         return sb.ToString();
     }

src/Predictalytics.Application/Services/ScoringService.cs

@@ -60,16 +60,43 @@ public class ScoringService : IScoringService
             volumeScore * VolumeWeight +
             timingScore * TimingWeight, 2);
 
+        // Basic Strategy and Bot Classification
+        var avgSize = trades.Count > 0 ? trades.Average(t => t.Amount) : 0;
+        var botIndicators = new List<string>();
+        var times = trades.Select(t => t.ExecutedAt).OrderBy(t => t).ToList();
+        if (times.Count > 10)
+        {
+            var intervals = times.Zip(times.Skip(1), (a, b) => (b - a).TotalSeconds).ToList();
+            if (intervals.Average() < 10) botIndicators.Add("Sub-10s trade frequency");
+        }
+
+        trader.IsSuspectedBot = botIndicators.Count > 0;
+        
+        var marketKeys = trades
+            .Select(t => t.DbMarketId.HasValue ? t.DbMarketId.Value.ToString() : t.MarketId)
+            .Where(k => !string.IsNullOrEmpty(k))
+            .ToList();
+        var marketsTraded = marketKeys.Distinct().Count();
+        var hedgeGroups = trades
+            .GroupBy(t => t.DbMarketId.HasValue ? t.DbMarketId.Value.ToString() : t.MarketId)
+            .Where(g => !string.IsNullOrEmpty(g.Key) && g.Select(t => t.Outcome).Distinct().Count() > 1);
+        var hedgingRate = marketsTraded > 0 ? (decimal)hedgeGroups.Count() / marketsTraded * 100 : 0;
+        
+        trader.Strategy = avgSize > 10000 ? Predictalytics.Domain.Enums.StrategyType.Whale : 
+                          hedgingRate > 30 ? Predictalytics.Domain.Enums.StrategyType.Hedger :
+                          trader.IsSuspectedBot ? Predictalytics.Domain.Enums.StrategyType.Bot : 
+                          Predictalytics.Domain.Enums.StrategyType.Unknown;
+
         var score = new PriorityScore(activityScore, qualityScore, volumeScore, timingScore, combined, trader.ManualPriorityOverride);
 
         // Persist score
         var traderScore = trader.CurrentScore ?? new TraderScore { TraderId = traderId };
         traderScore.ActivityScore = activityScore;
-        traderScore.QualityScore = qualityScore;
+        // traderScore.QualityScore is now calculated by CopytradingEstimator
         traderScore.VolumeScore = volumeScore;
         traderScore.TimingScore = timingScore;
         traderScore.CombinedScore = combined;
-        traderScore.CopytradingScore = CalculateCopytradingScore(trader, trades);
+        // traderScore.CopytradingScore is now calculated by CopytradingEstimator
         traderScore.CalculatedAt = DateTime.UtcNow;
 
         trader.CurrentScore = traderScore;
@@ -87,7 +114,6 @@ public class ScoringService : IScoringService
         var traders = await _traderRepo.GetAllAsync(take: 1000, ct: ct);
         _logger.LogInformation("Recalculating scores for {Count} traders", traders.Count);
 
-        int rank = 1;
         var scored = new List<(int TraderId, decimal Score)>();
 
         foreach (var trader in traders)
@@ -109,26 +135,10 @@ public class ScoringService : IScoringService
             }
         }
 
-        // Update ranks
+        // Update ranks (optimized to avoid N+1 and loading 5000 entities)
-        foreach (var (id, _) in scored.OrderByDescending(s => s.Score))
+        var rankedList = scored.OrderByDescending(s => s.Score).ToList();
-        {
-            if (ct.IsCancellationRequested) break;
         
-            var trader = await _traderRepo.GetByIdAsync(id, ct);
+        await _traderRepo.UpdateRanksAsync(rankedList.Select((x, i) => (x.TraderId, Rank: i + 1)).ToList(), ct);
-            if (trader?.CurrentScore != null)
-            {
-                var newRank = rank++;
-                if (trader.CurrentScore.Rank != newRank)
-                {
-                    trader.CurrentScore.Rank = newRank;
-                    await _traderRepo.UpdateAsync(trader, ct);
-                }
-                else
-                {
-                    // Even if rank is unchanged, rank needs incrementing
-                }
-            }
-        }
 
         _logger.LogInformation("Score recalculation complete. Ranked {Count} traders.", scored.Count);
     }
@@ -206,51 +216,4 @@ public class ScoringService : IScoringService
         return Math.Min(Math.Round(timeSpread + consistencyScore, 2), 100);
     }
 
-    private decimal CalculateCopytradingScore(Trader trader, IReadOnlyList<Trade> trades)
-    {
-        if (trades.Count == 0) return 0;
-
-        decimal score = 100;
-
-        // 1. Bot/Scalper Penalty
-        if (trader.IsSuspectedBot || trader.Strategy == StrategyType.Bot)
-        {
-            score -= 60;
-        }
-        else if (trader.Strategy == StrategyType.Scalper)
-        {
-            score -= 30;
-        }
-
-        // 2. Volume/Slippage Penalty
-        var avgAmount = trades.Average(t => t.Amount);
-        if (avgAmount > 10000)
-        {
-            score -= 20;
-        }
-        else if (avgAmount > 5000)
-        {
-            score -= 10;
-        }
-
-        // 3. Track Record length reward/penalty
-        if (trader.TotalTrades < 5)
-        {
-            score -= 40;
-        }
-        else if (trader.TotalTrades < 20)
-        {
-            score -= 15;
-        }
-        else if (trader.TotalTrades > 100)
-        {
-            score += 10;
-        }
-
-        // 4. WinRate contribution
-        var winRateEffect = (trader.WinRate - 50m) * 0.8m;
-        score += winRateEffect;
-
-        return Math.Clamp(Math.Round(score, 2), 0, 100);
-    }
 }

src/Predictalytics.Domain/Entities/AnalyticsEntities.cs

@@ -22,6 +22,9 @@ public class TraderAnalytics
     public decimal PnL24h { get; set; }
     public decimal WinRate24h { get; set; }
 
+    public decimal EstimatedBankroll { get; set; }
+    public decimal CurrentBalance { get; set; }
+
     // Navigation
     public virtual Trader Trader { get; set; } = null!;
 }

src/Predictalytics.Domain/Entities/BackgroundJob.cs

@@ -0,0 +1,20 @@
+using System;
+using Predictalytics.Domain.Enums;
+
+namespace Predictalytics.Domain.Entities;
+
+public class BackgroundJob
+{
+    public int Id { get; set; }
+    public JobType JobType { get; set; }
+    public JobStatus Status { get; set; }
+    
+    public int? TraderId { get; set; }
+    public Trader? Trader { get; set; }
+
+    public DateTime CreatedAt { get; set; } = DateTime.UtcNow;
+    public DateTime? StartedAt { get; set; }
+    public DateTime? CompletedAt { get; set; }
+    
+    public string? ErrorMessage { get; set; }
+}

src/Predictalytics.Domain/Entities/Market.cs

@@ -14,7 +14,7 @@ public class Market
 
     /// <summary>The Event this market belongs to.</summary>
     public int EventId { get; set; }
-    public virtual Event Event { get; set; }
+    public virtual Event Event { get; set; } = null!;
 
     /// <summary>Platform-specific numeric market identifier.</summary>
     public long PlatformMarketId { get; set; }
@@ -57,6 +57,7 @@ public class Market
 
     /// <summary>When the market closes / resolves.</summary>
     public DateTime? EndDate { get; set; }
+    public DateTime? ClosedAt { get; set; }
 
     /// <summary>Whether the market has been resolved.</summary>
     public bool IsResolved { get; set; }
@@ -64,6 +65,9 @@ public class Market
     /// <summary>Resolution outcome (if resolved).</summary>
     public string? ResolutionOutcome { get; set; }
     
+    public decimal FeeRateBps { get; set; }
+    public bool IsNegRisk { get; set; }
+
     /// <summary>When this market was created on the platform.</summary>
     public DateTime CreatedAt { get; set; }
 

src/Predictalytics.Domain/Entities/TraderPosition.cs

@@ -25,6 +25,9 @@ public class TraderPosition
     /// <summary>Realized profit/loss from closed portions of this position.</summary>
     public decimal RealizedPnl { get; set; }
 
+    /// <summary>ID of the last trade applied to this position.</summary>
+    public long LastAppliedTradeId { get; set; }
+
     /// <summary>When this position was last updated.</summary>
     public DateTime LastUpdatedAt { get; set; } = DateTime.UtcNow;
 

src/Predictalytics.Domain/Enums/JobStatus.cs

@@ -0,0 +1,9 @@
+namespace Predictalytics.Domain.Enums;
+
+public enum JobStatus
+{
+    Pending,
+    InProgress,
+    Completed,
+    Failed
+}

src/Predictalytics.Domain/Enums/JobType.cs

@@ -0,0 +1,8 @@
+namespace Predictalytics.Domain.Enums;
+
+public enum JobType
+{
+    HistorySync,
+    TraderAnalysis,
+    ContextEnrichment
+}

src/Predictalytics.Domain/Helpers/MarketOutcomeHelper.cs

@@ -0,0 +1,26 @@
+using System;
+using Predictalytics.Domain.Entities;
+
+namespace Predictalytics.Domain.Helpers;
+
+public static class MarketOutcomeHelper
+{
+    public static bool IsWinningOutcome(MarketOutcome outcome, string? resolutionOutcome)
+    {
+        if (string.IsNullOrWhiteSpace(resolutionOutcome)) return false;
+        
+        // Exact match
+        if (string.Equals(outcome.Label, resolutionOutcome, StringComparison.OrdinalIgnoreCase))
+            return true;
+            
+        // Grouped match (e.g., "Group - Yes" matches "Yes")
+        if (outcome.Label.EndsWith(" - " + resolutionOutcome, StringComparison.OrdinalIgnoreCase))
+            return true;
+            
+        // Index match (sometimes resolution is the index "0", "1")
+        if (int.TryParse(resolutionOutcome, out var resIndex) && outcome.OutcomeIndex == resIndex)
+            return true;
+
+        return false;
+    }
+}

src/Predictalytics.Domain/Interfaces/IJobRepository.cs

@@ -0,0 +1,17 @@
+using System;
+using System.Collections.Generic;
+using System.Threading;
+using System.Threading.Tasks;
+using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
+
+namespace Predictalytics.Domain.Interfaces;
+
+public interface IJobRepository
+{
+    Task<BackgroundJob?> GetByIdAsync(int id, CancellationToken ct = default);
+    Task<IReadOnlyList<BackgroundJob>> GetAllAsync(int skip = 0, int take = 50, CancellationToken ct = default);
+    Task<BackgroundJob?> GetNextPendingJobAsync(JobType type, CancellationToken ct = default);
+    Task AddAsync(BackgroundJob job, CancellationToken ct = default);
+    Task UpdateAsync(BackgroundJob job, CancellationToken ct = default);
+}

src/Predictalytics.Domain/Interfaces/ITraderRepository.cs

@@ -15,6 +15,7 @@ public interface ITraderRepository
     Task AddAsync(Trader trader, CancellationToken ct = default);
     Task UpdateAsync(Trader trader, CancellationToken ct = default);
     Task DeleteAsync(int id, CancellationToken ct = default);
+    Task UpdateRanksAsync(IEnumerable<(int TraderId, int Rank)> ranks, CancellationToken ct = default);
 
     /// <summary>Get traders that need trade history update (LastTradesUpdatedAt is null or older than given hours).</summary>
     Task<IReadOnlyList<Trader>> GetTradersDueForTradeUpdateAsync(int cooldownHours = 6, int take = 20, CancellationToken ct = default);

src/Predictalytics.Infrastructure/Data/Repositories/JobRepository.cs

@@ -0,0 +1,55 @@
+using System.Collections.Generic;
+using System.Linq;
+using System.Threading;
+using System.Threading.Tasks;
+using Microsoft.EntityFrameworkCore;
+using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
+using Predictalytics.Domain.Interfaces;
+
+namespace Predictalytics.Infrastructure.Data.Repositories;
+
+public class JobRepository : IJobRepository
+{
+    private readonly AppDbContext _db;
+
+    public JobRepository(AppDbContext db)
+    {
+        _db = db;
+    }
+
+    public async Task<BackgroundJob?> GetByIdAsync(int id, CancellationToken ct = default)
+    {
+        return await _db.BackgroundJobs.Include(j => j.Trader).FirstOrDefaultAsync(j => j.Id == id, ct);
+    }
+
+    public async Task<IReadOnlyList<BackgroundJob>> GetAllAsync(int skip = 0, int take = 50, CancellationToken ct = default)
+    {
+        return await _db.BackgroundJobs
+            .Include(j => j.Trader)
+            .OrderByDescending(j => j.CreatedAt)
+            .Skip(skip)
+            .Take(take)
+            .ToListAsync(ct);
+    }
+
+    public async Task<BackgroundJob?> GetNextPendingJobAsync(JobType type, CancellationToken ct = default)
+    {
+        return await _db.BackgroundJobs
+            .Where(j => j.JobType == type && j.Status == JobStatus.Pending)
+            .OrderBy(j => j.CreatedAt)
+            .FirstOrDefaultAsync(ct);
+    }
+
+    public async Task AddAsync(BackgroundJob job, CancellationToken ct = default)
+    {
+        _db.BackgroundJobs.Add(job);
+        await _db.SaveChangesAsync(ct);
+    }
+
+    public async Task UpdateAsync(BackgroundJob job, CancellationToken ct = default)
+    {
+        _db.BackgroundJobs.Update(job);
+        await _db.SaveChangesAsync(ct);
+    }
+}

src/Predictalytics.Infrastructure/Data/Repositories/MarketRepository.cs

@@ -141,8 +141,8 @@ public class MarketRepository : IMarketRepository
 
                     if (existingEventsMap.TryGetValue(ev.PlatformEventId, out var existing))
                     {
-                        existing.Slug = ev.Slug;
+                        existing.Slug = ev.Slug!;
-                        existing.Title = ev.Title;
+                        existing.Title = ev.Title!;
                         existing.Description = ev.Description;
                         existing.ImageUrl = ev.ImageUrl;
                         existing.Tags = ev.Tags;
@@ -164,7 +164,7 @@ public class MarketRepository : IMarketRepository
                             else
                             {
                                 market.EventId = existing.Id;
-                                market.Event = null; // Prevent EF tracking issue
+                                market.Event = null!; // Prevent EF tracking issue
                                 existing.Markets.Add(market);
                             }
                         }

src/Predictalytics.Infrastructure/Data/Repositories/TraderRepository.cs

@@ -2,6 +2,7 @@ using Predictalytics.Domain.Entities;
 using Predictalytics.Domain.Enums;
 using Predictalytics.Domain.Interfaces;
 using Microsoft.EntityFrameworkCore;
+using System.Text;
 
 namespace Predictalytics.Infrastructure.Data.Repositories;
 
@@ -65,7 +66,29 @@ public class TraderRepository : ITraderRepository
     { _db.Traders.Add(trader); await _db.SaveChangesAsync(ct); }
 
     public async Task UpdateAsync(Trader trader, CancellationToken ct = default)
-    { _db.Traders.Update(trader); await _db.SaveChangesAsync(ct); }
+    {
+        _db.Traders.Update(trader);
+        await _db.SaveChangesAsync(ct);
+    }
+
+    public async Task UpdateRanksAsync(IEnumerable<(int TraderId, int Rank)> ranks, CancellationToken ct = default)
+    {
+        // Batch update ranks using raw SQL to avoid N+1 and loading entities
+        var sql = new StringBuilder();
+        sql.AppendLine("UPDATE TraderScores SET Rank = CASE TraderId");
+        var ids = new List<int>();
+        foreach (var r in ranks)
+        {
+            sql.AppendLine($"WHEN {r.TraderId} THEN {r.Rank}");
+            ids.Add(r.TraderId);
+        }
+        sql.AppendLine("ELSE Rank END WHERE TraderId IN (" + string.Join(",", ids) + ");");
+        
+        if (ids.Count > 0)
+        {
+            await _db.Database.ExecuteSqlRawAsync(sql.ToString(), ct);
+        }
+    }
 
     public async Task DeleteAsync(int id, CancellationToken ct = default)
     {

src/Predictalytics.Infrastructure/Migrations/20260706160010_AddBackgroundJobs.cs

@@ -0,0 +1,67 @@
+using System;
+using Microsoft.EntityFrameworkCore.Metadata;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddBackgroundJobs : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.CreateTable(
+                name: "BackgroundJobs",
+                columns: table => new
+                {
+                    Id = table.Column<int>(type: "int", nullable: false)
+                        .Annotation("MySql:ValueGenerationStrategy", MySqlValueGenerationStrategy.IdentityColumn),
+                    JobType = table.Column<string>(type: "varchar(64)", maxLength: 64, nullable: false)
+                        .Annotation("MySql:CharSet", "utf8mb4"),
+                    Status = table.Column<string>(type: "varchar(64)", maxLength: 64, nullable: false)
+                        .Annotation("MySql:CharSet", "utf8mb4"),
+                    TraderId = table.Column<int>(type: "int", nullable: true),
+                    CreatedAt = table.Column<DateTime>(type: "datetime(6)", nullable: false),
+                    StartedAt = table.Column<DateTime>(type: "datetime(6)", nullable: true),
+                    CompletedAt = table.Column<DateTime>(type: "datetime(6)", nullable: true),
+                    ErrorMessage = table.Column<string>(type: "varchar(4096)", maxLength: 4096, nullable: true)
+                        .Annotation("MySql:CharSet", "utf8mb4")
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_BackgroundJobs", x => x.Id);
+                    table.ForeignKey(
+                        name: "FK_BackgroundJobs_Traders_TraderId",
+                        column: x => x.TraderId,
+                        principalTable: "Traders",
+                        principalColumn: "Id",
+                        onDelete: ReferentialAction.SetNull);
+                })
+                .Annotation("MySql:CharSet", "utf8mb4");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BackgroundJobs_JobType",
+                table: "BackgroundJobs",
+                column: "JobType");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BackgroundJobs_Status",
+                table: "BackgroundJobs",
+                column: "Status");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BackgroundJobs_TraderId",
+                table: "BackgroundJobs",
+                column: "TraderId");
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "BackgroundJobs");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260706182931_AddPositionCheckpoints.cs

@@ -0,0 +1,29 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddPositionCheckpoints : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<long>(
+                name: "LastAppliedTradeId",
+                table: "TraderPositions",
+                type: "bigint",
+                nullable: false,
+                defaultValue: 0L);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "LastAppliedTradeId",
+                table: "TraderPositions");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260706185428_AddMarketEnhancements.cs

@@ -0,0 +1,51 @@
+using System;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddMarketEnhancements : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<DateTime>(
+                name: "ClosedAt",
+                table: "Markets",
+                type: "datetime(6)",
+                nullable: true);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "FeeRateBps",
+                table: "Markets",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<bool>(
+                name: "IsNegRisk",
+                table: "Markets",
+                type: "tinyint(1)",
+                nullable: false,
+                defaultValue: false);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "ClosedAt",
+                table: "Markets");
+
+            migrationBuilder.DropColumn(
+                name: "FeeRateBps",
+                table: "Markets");
+
+            migrationBuilder.DropColumn(
+                name: "IsNegRisk",
+                table: "Markets");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260706200702_AddBankroll.cs

@@ -0,0 +1,40 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddBankroll : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<decimal>(
+                name: "CurrentBalance",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "EstimatedBankroll",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "CurrentBalance",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "EstimatedBankroll",
+                table: "TraderAnalytics");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/AppDbContextModelSnapshot.cs

@@ -191,6 +191,9 @@ namespace Predictalytics.Infrastructure.Migrations
                         .HasMaxLength(64)
                         .HasColumnType("varchar(64)");
 
+                    b.Property<DateTime?>("ClosedAt")
+                        .HasColumnType("datetime(6)");
+
                     b.Property<string>("ConditionId")
                         .IsRequired()
                         .HasMaxLength(256)
@@ -212,10 +215,16 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Property<int>("EventId")
                         .HasColumnType("int");
 
+                    b.Property<decimal>("FeeRateBps")
+                        .HasColumnType("decimal(65,30)");
+
                     b.Property<string>("ImageUrl")
                         .HasMaxLength(1024)
                         .HasColumnType("varchar(1024)");
 
+                    b.Property<bool>("IsNegRisk")
+                        .HasColumnType("tinyint(1)");
+
                     b.Property<bool>("IsResolved")
                         .HasColumnType("tinyint(1)");
 
@@ -620,6 +629,12 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Property<int>("TraderId")
                         .HasColumnType("int");
 
+                    b.Property<decimal>("CurrentBalance")
+                        .HasColumnType("decimal(65,30)");
+
+                    b.Property<decimal>("EstimatedBankroll")
+                        .HasColumnType("decimal(65,30)");
+
                     b.Property<DateTime>("LastCalculatedAt")
                         .HasColumnType("datetime(6)");
 
@@ -715,6 +730,9 @@ namespace Predictalytics.Infrastructure.Migrations
                         .HasPrecision(10, 6)
                         .HasColumnType("decimal(10,6)");
 
+                    b.Property<long>("LastAppliedTradeId")
+                        .HasColumnType("bigint");
+
                     b.Property<DateTime>("LastUpdatedAt")
                         .HasColumnType("datetime(6)");
 

src/Predictalytics.Infrastructure/Providers/Polymarket/PolymarketApiClient.cs

@@ -111,6 +111,16 @@ public class PolymarketApiClient
         return result ?? [];
     }
 
+    /// <summary>
+    /// Fetch CLOB orderbook for a given token ID.
+    /// </summary>
+    public async Task<OrderBookResponse?> GetOrderBookAsync(string tokenId, CancellationToken ct = default)
+    {
+        var url = $"/book?token_id={tokenId}";
+        _logger.LogDebug("Fetching orderbook for token: {TokenId}", tokenId);
+        return await ExecuteWithRetryAsync<OrderBookResponse>(_clobClient, url, "CLOB", ct);
+    }
+
     private async Task<T?> ExecuteWithRetryAsync<T>(HttpClient client, string url, string endpointGroup, CancellationToken ct, int attempt = 1)
     {
         await _rateLimiter.WaitAsync(PlatformType.Polymarket, ct, endpointGroup);

src/Predictalytics.Infrastructure/Providers/Polymarket/PolymarketModels.cs

@@ -138,6 +138,9 @@ public class GammaMarketResponse
     [JsonPropertyName("active")] public bool Active { get; set; }
     [JsonPropertyName("resolved")] public bool Resolved { get; set; }
     [JsonPropertyName("resolution_outcome")] public string? ResolutionOutcome { get; set; }
+    [JsonPropertyName("negRisk")] public bool NegRisk { get; set; }
+    [JsonPropertyName("closedTime")] public string? ClosedTime { get; set; }
+    [JsonPropertyName("takerFee")] [JsonConverter(typeof(FlexibleDoubleConverter))] public double TakerFee { get; set; }
 
     /// <summary>JSON string of outcomes, e.g. "[\"Yes\", \"No\"]"</summary>
     [JsonPropertyName("outcomes")] public string? Outcomes { get; set; }
@@ -165,6 +168,18 @@ public class GammaEventResponse
     [JsonPropertyName("markets")] public List<GammaMarketResponse> Markets { get; set; } = [];
 }
 
+public class OrderBookResponse
+{
+    [JsonPropertyName("bids")] public List<OrderBookLevel> Bids { get; set; } = [];
+    [JsonPropertyName("asks")] public List<OrderBookLevel> Asks { get; set; } = [];
+}
+
+public class OrderBookLevel
+{
+    [JsonPropertyName("price")] public string Price { get; set; } = "0";
+    [JsonPropertyName("size")] public string Size { get; set; } = "0";
+}
+
 public class GammaTagResponse
 {
     [JsonPropertyName("id")] public string Id { get; set; } = "";

src/Predictalytics.Infrastructure/Providers/Polymarket/PolymarketProvider.cs

@@ -302,7 +302,10 @@ public class PolymarketProvider : IPlatformProvider
             DbCreatedAt = DateTime.UtcNow,
             IsResolved = raw.Resolved || raw.Closed,
             ResolutionOutcome = raw.ResolutionOutcome,
-            LastUpdatedAt = DateTime.UtcNow
+            LastUpdatedAt = DateTime.UtcNow,
+            FeeRateBps = (decimal)(raw.TakerFee * 10000),
+            IsNegRisk = raw.NegRisk,
+            ClosedAt = DateTime.TryParse(raw.ClosedTime, out var mct) ? mct : null
         };
 
         // Parse outcomes, prices, and token IDs from JSON strings

src/Predictalytics.Infrastructure/Services/CopytradingEstimator.cs

@@ -70,15 +70,14 @@ public class CopytradingEstimator : ICopytradingEstimator
             var outcome = sampleTrade.MarketOutcome;
 
             decimal resolutionPrice = 0;
-            bool isResolved = market?.IsResolved ?? false;
 
-            if (isResolved)
+            // Get the final outcome resolution value using the robust matcher
+            var isWinner = sampleTrade.MarketOutcome != null && Predictalytics.Domain.Helpers.MarketOutcomeHelper.IsWinningOutcome(sampleTrade.MarketOutcome, market?.ResolutionOutcome);
+            resolutionPrice = isWinner ? 1.0m : 0.0m;
+            
+            // If not resolved or unknown, assume neutral or average price
+            if (!market?.IsResolved ?? true)
             {
-                resolutionPrice = string.Equals(market?.ResolutionOutcome, sampleTrade.Outcome, StringComparison.OrdinalIgnoreCase) ? 1.0m : 0.0m;
-            }
-            else
-            {
-                // Live market
                 resolutionPrice = outcome?.CurrentPrice ?? e.AveragePrice; // fallback to entry if unknown
             }
 
@@ -201,7 +200,7 @@ public class CopytradingEstimator : ICopytradingEstimator
         int limit = 1000;
         int offset = 0;
         
-        while (offset <= 4000)
+        while (offset <= 3000)
         {
             try
             {
@@ -323,7 +322,7 @@ public class CopytradingEstimator : ICopytradingEstimator
         int limit = 1000;
         int offset = 0;
         
-        while (offset <= 4000)
+        while (offset <= 3000)
         {
             try
             {

src/Predictalytics.Infrastructure/Services/PositionPnLEngine.cs

@@ -48,6 +48,13 @@ public class PositionPnLEngine : IPositionPnLEngine
             .Where(tp => tp.TraderId == traderId)
             .ToDictionaryAsync(tp => tp.MarketOutcomeId, ct);
 
+        var analytics = trader.Analytics;
+        if (analytics == null)
+        {
+            analytics = new TraderAnalytics { TraderId = traderId };
+            _db.TraderAnalytics.Add(analytics);
+        }
+
         var tempPositions = new Dictionary<int, TraderPosition>();
 
         var cutoff30d = DateTime.UtcNow.AddDays(-30);
@@ -58,6 +65,9 @@ public class PositionPnLEngine : IPositionPnLEngine
         var realizedPnl7d = 0m;
         var realizedPnl24h = 0m;
         
+        decimal currentBalance = analytics.CurrentBalance;
+        decimal estimatedBankroll = analytics.EstimatedBankroll;
+
         // Tracks outcomes traded within time frames
         var tradedOutcomes30d = new HashSet<int>();
         var tradedOutcomes7d = new HashSet<int>();
@@ -89,19 +99,26 @@ public class PositionPnLEngine : IPositionPnLEngine
                         MarketOutcomeId = outcomeId,
                         SharesHeld = 0,
                         AvgCost = 0,
-                        RealizedPnl = 0
+                        RealizedPnl = 0,
+                        LastAppliedTradeId = 0
                     };
                 }
                 pos.LastUpdatedAt = DateTime.UtcNow;
                 tempPositions[outcomeId] = pos;
             }
 
+            if (trade.Id <= pos.LastAppliedTradeId)
+            {
+                continue;
+            }
+
             var previousRealizedPnl = pos.RealizedPnl;
 
             // Apply trade side booking rules
             switch (trade.Side)
             {
                 case TradeSide.Buy:
+                    currentBalance -= trade.Amount;
                     if (pos.SharesHeld == 0)
                     {
                         pos.AvgCost = trade.Price;
@@ -118,6 +135,7 @@ public class PositionPnLEngine : IPositionPnLEngine
                     break;
 
                 case TradeSide.Sell:
+                    currentBalance += trade.Amount;
                     var sizeToSell = Math.Min(trade.Size, pos.SharesHeld);
                     pos.RealizedPnl += sizeToSell * (trade.Price - pos.AvgCost);
                     pos.SharesHeld -= trade.Size;
@@ -131,9 +149,10 @@ public class PositionPnLEngine : IPositionPnLEngine
                     var market = trade.MarketOutcome.Market;
                     var isResolved = market?.IsResolved ?? false;
                     var resolutionOutcome = market?.ResolutionOutcome;
-                    var isWinner = isResolved && IsWinningOutcome(trade.MarketOutcome, resolutionOutcome);
+                    var isWinner = isResolved && Predictalytics.Domain.Helpers.MarketOutcomeHelper.IsWinningOutcome(trade.MarketOutcome, resolutionOutcome);
 
                     var payout = isWinner ? 1.00m : 0.00m;
+                    currentBalance += (pos.SharesHeld * payout);
                     pos.RealizedPnl += pos.SharesHeld * (payout - pos.AvgCost);
                     pos.SharesHeld = 0;
                     pos.AvgCost = 0;
@@ -149,15 +168,46 @@ public class PositionPnLEngine : IPositionPnLEngine
                     break;
             }
 
+            if (currentBalance < 0 && Math.Abs(currentBalance) > estimatedBankroll)
+            {
+                estimatedBankroll = Math.Abs(currentBalance);
+            }
+
+            pos.LastAppliedTradeId = Math.Max(pos.LastAppliedTradeId, trade.Id);
+
             var realizedPnlDelta = pos.RealizedPnl - previousRealizedPnl;
             if (realizedPnlDelta != 0)
             {
+                // This will only accumulate deltas for NEW trades.
                 if (trade.ExecutedAt >= cutoff30d) realizedPnl30d += realizedPnlDelta;
                 if (trade.ExecutedAt >= cutoff7d) realizedPnl7d += realizedPnlDelta;
                 if (trade.ExecutedAt >= cutoff24h) realizedPnl24h += realizedPnlDelta;
             }
         }
 
+        // Bug 6: Virtual payout for unredeemed winning positions
+        foreach (var pos in tempPositions.Values)
+        {
+            if (pos.SharesHeld > 0 && pos.MarketOutcome?.Market != null)
+            {
+                var market = pos.MarketOutcome.Market;
+                if (market.IsResolved)
+                {
+                    var isWinner = Predictalytics.Domain.Helpers.MarketOutcomeHelper.IsWinningOutcome(pos.MarketOutcome, market.ResolutionOutcome);
+                    var payout = isWinner ? 1.00m : 0.00m;
+                    
+                    var virtualPnlDelta = pos.SharesHeld * (payout - pos.AvgCost);
+                    pos.RealizedPnl += virtualPnlDelta;
+                    pos.SharesHeld = 0;
+                    pos.AvgCost = 0;
+
+                    if (market.ClosedAt.HasValue && market.ClosedAt.Value >= cutoff30d) realizedPnl30d += virtualPnlDelta;
+                    if (market.ClosedAt.HasValue && market.ClosedAt.Value >= cutoff7d) realizedPnl7d += virtualPnlDelta;
+                    if (market.ClosedAt.HasValue && market.ClosedAt.Value >= cutoff24h) realizedPnl24h += virtualPnlDelta;
+                }
+            }
+        }
+
         // Persist new / updated positions and calculate total values
         decimal totalRealizedPnl = 0;
         decimal totalUnrealizedPnl = 0;
@@ -199,12 +249,7 @@ public class PositionPnLEngine : IPositionPnLEngine
         }
 
         // Update analytics record
-        var analytics = trader.Analytics;
+        // (Analytics instance is already retrieved at the top of this method)
-        if (analytics == null)
-        {
-            analytics = new TraderAnalytics { TraderId = traderId };
-            _db.TraderAnalytics.Add(analytics);
-        }
         
         var overallPnl = totalRealizedPnl + totalUnrealizedPnl;
         analytics.OverallPnL = overallPnl;
@@ -212,6 +257,9 @@ public class PositionPnLEngine : IPositionPnLEngine
         analytics.PnL7d = realizedPnl7d + unrealizedPnl7d;
         analytics.PnL24h = realizedPnl24h + unrealizedPnl24h;
 
+        analytics.CurrentBalance = currentBalance;
+        analytics.EstimatedBankroll = estimatedBankroll;
+
         // Calculate Win Rate on Market level
         var (winRateOverall, winRate30d, winRate7d, winRate24h) = CalculateMarketWinRates(trades, tempPositions, cutoff30d, cutoff7d, cutoff24h);
 
@@ -336,18 +384,7 @@ public class PositionPnLEngine : IPositionPnLEngine
         return (winRateOverall, winRate30d, winRate7d, winRate24h);
     }
 
-    private static bool IsWinningOutcome(MarketOutcome outcome, string? resolutionOutcome)
-    {
-        if (string.IsNullOrWhiteSpace(resolutionOutcome)) return false;
 
-        if (string.Equals(outcome.Label, resolutionOutcome, StringComparison.OrdinalIgnoreCase))
-            return true;
-            
-        if (outcome.Label.EndsWith(" - " + resolutionOutcome, StringComparison.OrdinalIgnoreCase))
-            return true;
-            
-        return false;
-    }
 
     private static Dictionary<(MarketCategory, string), TraderCategoryPerformance> CalculateCategoryPerformances(
         List<Trade> trades,

src/Predictalytics.Worker/Services/TradeHistoryWorker.cs

@@ -177,6 +177,41 @@ public class TradeHistoryWorker : BackgroundService
                                 _statsService.TrackTradeActivity(trader.Platform, uniqueNewTrades.Count);
                                 trader.TotalTrades += uniqueNewTrades.Count;
                                 _logger.LogInformation("{Trader}: {New} new trades imported", trader.DisplayName, uniqueNewTrades.Count);
+
+                                // Fable 5 recommendation: fetch /book directly after recent trades to get market overview
+                                var recentTrades = uniqueNewTrades.Where(t => (DateTime.UtcNow - t.ExecutedAt).TotalMinutes < 5).ToList();
+                                foreach (var rt in recentTrades.GroupBy(t => new { t.MarketOutcomeId, t.AssetId }))
+                                {
+                                    if (rt.Key.MarketOutcomeId.HasValue && rt.Key.MarketOutcomeId.Value > 0 && !string.IsNullOrEmpty(rt.Key.AssetId) && provider is Predictalytics.Infrastructure.Providers.Polymarket.PolymarketProvider polyProv)
+                                    {
+                                        try
+                                        {
+                                            var polyApi = scope.ServiceProvider.GetService<Predictalytics.Infrastructure.Providers.Polymarket.PolymarketApiClient>();
+                                            if (polyApi != null)
+                                            {
+                                                var book = await polyApi.GetOrderBookAsync(rt.Key.AssetId, ct);
+                                                if (book != null && book.Bids.Count > 0 && book.Asks.Count > 0)
+                                                {
+                                                    decimal topBid = decimal.Parse(book.Bids[0].Price, System.Globalization.CultureInfo.InvariantCulture);
+                                                    decimal topAsk = decimal.Parse(book.Asks[0].Price, System.Globalization.CultureInfo.InvariantCulture);
+                                                    decimal midPrice = (topBid + topAsk) / 2m;
+
+                                                    var snapshot = new Domain.Entities.MarketOutcomePriceSnapshot
+                                                    {
+                                                        MarketOutcomeId = rt.Key.MarketOutcomeId.Value,
+                                                        Timestamp = DateTime.UtcNow,
+                                                        Price = midPrice
+                                                    };
+                                                    await marketRepo.SavePriceSnapshotsAsync(rt.Key.MarketOutcomeId.Value, new[] { snapshot }, ct);
+                                                }
+                                            }
+                                        }
+                                        catch (Exception ex)
+                                        {
+                                            _logger.LogWarning(ex, "Failed to fetch /book for Outcome {OutcomeId}", rt.Key.MarketOutcomeId.Value);
+                                        }
+                                    }
+                                }
                             } catch (Exception ex) when (ex.ToString().Contains("Duplicate entry") || (ex.InnerException?.Message.Contains("Duplicate entry") ?? false)) {
                                 _statsService.TrackDuplicateError(trader.Platform, 1);
                             }

src/Predictalytics.Worker/Services/TradeRetentionWorker.cs

@@ -72,9 +72,10 @@ public class TradeRetentionWorker : BackgroundService
         var compactionCutoff = utcNow.Date.AddDays(-compactionDays);
 
         // 1. Prune Old Trades (C1 & C2)
+        // Exclude trades if the trader is on any active Watchlist
         _logger.LogInformation("Pruning trades older than {Cutoff}...", retentionCutoff);
         var deletedCount = await db.Trades
-            .Where(t => t.ExecutedAt < retentionCutoff)
+            .Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any())
             .ExecuteDeleteAsync(ct);
 
         _logger.LogInformation("Pruned {Count} old trades from the database.", deletedCount);

src/Predictalytics.Worker/Services/TraderAnalyticsWorker.cs

@@ -84,6 +84,30 @@ public class TraderAnalyticsWorker : BackgroundService
                 var pnlEngine = traderScope.ServiceProvider.GetRequiredService<IPositionPnLEngine>();
                 await pnlEngine.RecalculateTraderPositionsAsync(id, ct);
 
+                // Run CopytradingEstimator
+                var traderRepo = traderScope.ServiceProvider.GetRequiredService<ITraderRepository>();
+                var tradeRepo = traderScope.ServiceProvider.GetRequiredService<ITradeRepository>();
+                var estimator = traderScope.ServiceProvider.GetRequiredService<ICopytradingEstimator>();
+                
+                var trader = await traderRepo.GetByIdAsync(id, ct);
+                if (trader != null)
+                {
+                    var trades = await tradeRepo.GetByTraderIdAsync(id, 0, 1000, ct);
+                    if (trades.Count > 0)
+                    {
+                        var estScores = await estimator.CalculateScoresAsync(trader, trades, ct);
+                        
+                        var scoreObj = trader.CurrentScore ?? new Predictalytics.Domain.Entities.TraderScore { TraderId = trader.Id };
+                        // Persist advanced copyability and quality scores derived from tape replay
+                        scoreObj.CopytradingScore = estScores.CopyabilityScore;
+                        scoreObj.QualityScore = estScores.QualityScore;
+                        scoreObj.CalculatedAt = DateTime.UtcNow;
+                        
+                        trader.CurrentScore = scoreObj;
+                        await traderRepo.UpdateAsync(trader, ct);
+                    }
+                }
+                
                 if (activeJob != null && activeJob.TraderId == id)
                 {
                     using var jobScope = _services.CreateScope();