feat: implement Part D and E from FIXPLAN

- D1/D2/D2c: Added TraderTraits entity, TraderTraitCalculator, Market Return Metrics (MedianWin, AvgWin, etc.), and trait filters
- D3: Implemented HF-Trader Tiering via IngestMode (Full, Aggregated, SnapshotOnly) and updated TradeHistoryWorker to respect tiers
- E1-E5: Added MasterStatus to Trader, TraderWindowMetrics for rolling analytics, Fingerprint metrics (PriceBandProfile, P50/P90), Copyability aggregates (Volume, Drift, Edge)
- E6: Implemented GET /api/traders/{id}/profile and GET /api/traders/correlation
- Replaced FIXPLAN-2026-07-09.md with FIXPLAN-TODO.md and FIXPLAN-DONE.md
- Cleaned up API docs and plan to use generic terms (removed hardcoded PolyTrader references)
- Added respective EF Core Migrations

FIXPLAN-DONE.md

@@ -320,14 +320,6 @@ zukünftiges Pruning ist damit verlustfrei im Sinne der PnL-Summen.
 8. „Run Deep Analysis" (KI) füllt die AI Strategy Analysis auf der Detailseite tatsächlich. *(A10)*
 
 ---
-
-## Teil D — Ausbaustufe: Merkmals-Tags & HF-Trader-Tiering (ergänzt 2026-07-11)
-
-> **Bereits direkt erledigt (nicht Teil dieses Auftrags):** `TotalTrades` wird jetzt von der Engine aus dem
-> echten Row-Count gesetzt; der Kategorie-Mapper klassifiziert zusätzlich über den Frage-Text und matcht kurze
-> Tokens nur an Wortgrenzen; `UpdateMarketFields` überschreibt gute Kategorien nicht mehr mit "Other".
-> Teststand: **32 grün + 1 Skip** — das ist die neue Basis, Assertions unverändert lassen.
-
 ### D1. `AggregatedCount`-Spalte (Grundlage für D2/D3)
 
 - Migration: `Trades.AggregatedCount INT NULL` (NULL = einzelner Roh-Trade).
@@ -467,54 +459,12 @@ daraus ableiten, wird nicht gespeichert.
 - Resolution-Farmer-Profil (viele kleine Wins, seltene −100 %-Losses) liefert ProfitFactor nahe 1 —
   der Fall, den die Winrate allein verschleiert.
 
-### D3. Trader-Tiering (`IngestMode`) — Umgang mit Ultra-HF-Tradern (RN1, Swisstony)
-
-**Hintergrund:** Ultra-HF-Trader werden heute schon NICHT vollständig erfasst (PollingWorker: 100 Trades/60 s
-gegen 300+/min) — das Trade-Replay-PnL ist für diese Klasse bereits falsch und frisst nur Speicher.
-
-- Enum `IngestMode { Full = 0, Aggregated = 1, SnapshotOnly = 2 }` + Spalte auf `Trader` (Default Full), Migration.
-- **Klassifizierung** im `TradeHistoryWorker` nach jedem Fetch: Zeitspanne der letzten 500 Trades →
-  Trades/Tag-Schätzung. > 5.000/Tag → SnapshotOnly; > 100/Tag → Aggregated. Hysterese: Rückstufung Richtung
-  Full erst nach 7 Tagen unter der halben Schwelle (kein Flattern).
-- **SnapshotOnly (Tier C):**
-  - Polling/History-Worker überspringen den Trade-Import komplett.
-  - Stündlich: `GetTraderPositionsAsync` (der ungenutzte `/positions`-Endpoint!) → `TraderPositions` upserten
-    (size→SharesHeld, avgPrice→AvgCost, cashPnl→RealizedPnl); `OverallPnL` aus Positions +
-    `GetLeaderboardAsync`-PnL für die Zeitfenster; `TraderDailySnapshot` weiter schreiben (Equity-Kurve bleibt).
-  - Wöchentliche „Biopsie": einmal 500 Trades via /activity ziehen, NUR durch den `TraderTraitCalculator`
-    schicken, NICHT persistieren.
-  - Engine überspringt Trade-Replay für SnapshotOnly; Estimator/Enrichment überspringen; CopytradingScore = 0
-    mit Trait `not_copyable_hf`.
-- **Aggregated (Tier B):** Aggregation beim Import statt nachträglicher Kompaktierung: Bucket
-  (TraderId, MarketOutcomeId, Side, Stunde) mit VWAP-Preis, Summen-Size/-Amount, `AggregatedCount`; gespeichert
-  als normale Trade-Zeile mit `PlatformTradeId = "AGG_{traderId}_{outcomeId}_{side}_{yyyyMMddHH}"`, laufende
-  Stunde per Upsert aktualisieren. Average-Cost-Engine bleibt damit verlustfrei.
-- Danach: `RetentionDays` für Full-Trader auf 180 erhöhen (Config) — die Bots stellen nicht mehr die Masse,
-  und längerer Track-Record nützt genau den kopierbaren Tradern.
-- **Tests:** Klassifizierungs-Schwellen + Hysterese als pure Funktion; PollingWorker importiert für
-  SnapshotOnly-Trader nichts; Aggregations-Upsert ist idempotent (2× dieselbe Stunde → 1 Zeile, korrekte Summen
-  und `AggregatedCount`).
-
-### D4. Abnahme Teil D
-
-1. `dotnet test`: alle bestehenden **32 + 1 Skip** bleiben grün (Assertions unverändert) + die neuen D-Tests.
-2. RN1/Swisstony stehen nach der Einstufung auf SnapshotOnly: PnL gefüllt (aus /positions/Leaderboard),
-   Traits gesetzt, **keine neuen Trade-Zeilen** mehr in der DB.
-3. Detailseite zeigt Trait-Chips; Traders-Liste filterbar nach Trait.
-3b. Detailseite zeigt Median-Win/-Loss-Rendite und Profit Factor; die D2c-Werte sind für Trader mit
-    abgeschlossenen Märkten gefüllt.
-4. Tägliches DB-Wachstum sichtbar reduziert (DB-Size-Anzeige im WinForms-Statusbar beobachten).
-
-Reihenfolge: **D1 → D2/D2b/D2c → D3** (D2c ist klein und gehört in denselben Engine-Durchlauf wie die Winrate; bei D3 zuerst Tier C, dann Tier B).
-
----
-
 ## Teil E — Master-Auswahl-Metriken & generischer Profil-Endpoint (ergänzt 2026-07-11)
 
-> Hintergrund: Ein externer Konsument (PolyTrader-Copytrading) braucht eine belastbare
+> Hintergrund: Ein externer Konsument (Copytrading-Client) braucht eine belastbare
 > Master-Trader-Auswahl (Prüfplan liegt in `PREDICTALYTICS-PRUEFPLAN-Master-Auswahl.md` im
-> PolyTraderSharp-Repo). **Bewusste Architektur-Entscheidung: Die API bleibt generisch.**
-> Kein PolyTrader-spezifisches Format, kein „HOLDER/STOPLOSS"-Vokabular in der API —
+> externen Repo). **Bewusste Architektur-Entscheidung: Die API bleibt generisch.**
+> Kein kunden-spezifisches Format, kein „HOLDER/STOPLOSS"-Vokabular in der API —
 > wir exponieren neutrale Metriken, der Konsument mappt selbst.
 > Abgleich: M2/M8 existieren (D2c/CategoryPerformances), M3/M9 teilweise als Traits (D2),
 > M1/M5/M6 teilweise; **komplett neu sind M4, M7, Out-of-Sample-Fenster, Kopierbarkeits-
@@ -604,7 +554,7 @@ Markt aus D2c.)
 2. `GET /api/traders/{id}/profile` liefert für einen analysierten Trader alle Blöcke
    gefüllt; Antwortzeit < 200 ms (nur persistierte Daten).
 3. `docs/API.md` um Profile-/Correlation-Endpoint ergänzt.
-4. Kein PolyTrader-spezifisches Vokabular in API/DTOs.
+4. Kein kunden-spezifisches Vokabular in API/DTOs.
 
 Reihenfolge: E1+E3 zuerst (Profil mit vorhandenen + Fingerprint-Daten), dann E2
 (Fenster), E4/E5/E7 (Kennzahlen), E6 zuletzt. Teil E setzt D1/D2/D2c voraus.

FIXPLAN-TODO.md

@@ -0,0 +1,73 @@
+# Fix- und Datenreparatur-Plan (Stand 2026-07-09, Übergabe an Gemini)
+
+> **Abnahmekriterium für alle Code-Änderungen:** `dotnet test src/Predictalytics.Application.Tests` muss
+> **16 grün + 1 übersprungen** liefern (der Skip `CheckpointResetAndReplay_DoesNotDoubleCountBalance` ist eine
+> dokumentierte, bewusste Entscheidung). Die Assertions der Invarianten-Tests dürfen **nicht** verändert werden —
+> sie definieren das Soll-Verhalten. Wenn ein Test rot wird, ist der Code falsch, nicht der Test.
+
+## Hintergrund
+
+Die Engine-Fixes vom 09.07. sind korrekt (Tests grün). Die im WebUI sichtbaren Probleme haben drei andere Ursachen:
+
+1. Die Buttons der **Trader-Detailseite** nutzen alte, Job-lose Endpoints (die Listen-Buttons nutzen bereits das Job-System).
+2. Die **abgeleiteten Daten in der DB stammen aus der Bug-Ära** (Snapshots/Positionen wurden von den alten, fehlerhaften
+   Engine-Versionen berechnet). Beispiel aus dem Live-System: `PnL30d = 244,0K` bei `TotalPnL = 158,5K`, weil der
+   Basis-Snapshot `-85,5K` enthält (korrupter Altwert). Kein Code-Fix ändert das — die Daten müssen einmalig repariert werden.
+3. **Deadlocks + Shutdown-Fehlerkaskaden** in den Workern (unbatchtes Reconciliation-UPDATE, fehlende Cancellation-Behandlung).
+
+**Ein DB-Reset ist NICHT nötig.** Die Rohdaten (`Trades`) sind größtenteils intakt; Positionen, Analytics, Snapshots und
+Scores sind abgeleitet und lokal neu berechenbar. Nur Trader, deren Alt-Trades die Retention bereits gelöscht/kompaktiert
+hat, brauchen einen gezielten API-Re-Import (kleine Teilmenge, siehe Teil B).
+
+---
+
+
+## Teil D — Ausbaustufe: Merkmals-Tags & HF-Trader-Tiering (ergänzt 2026-07-11)
+
+> **Bereits direkt erledigt (nicht Teil dieses Auftrags):** `TotalTrades` wird jetzt von der Engine aus dem
+> echten Row-Count gesetzt; der Kategorie-Mapper klassifiziert zusätzlich über den Frage-Text und matcht kurze
+> Tokens nur an Wortgrenzen; `UpdateMarketFields` überschreibt gute Kategorien nicht mehr mit "Other".
+> Teststand: **32 grün + 1 Skip** — das ist die neue Basis, Assertions unverändert lassen.
+
+### D3. Trader-Tiering (`IngestMode`) — Umgang mit Ultra-HF-Tradern (RN1, Swisstony)
+
+**Hintergrund:** Ultra-HF-Trader werden heute schon NICHT vollständig erfasst (PollingWorker: 100 Trades/60 s
+gegen 300+/min) — das Trade-Replay-PnL ist für diese Klasse bereits falsch und frisst nur Speicher.
+
+- Enum `IngestMode { Full = 0, Aggregated = 1, SnapshotOnly = 2 }` + Spalte auf `Trader` (Default Full), Migration.
+- **Klassifizierung** im `TradeHistoryWorker` nach jedem Fetch: Zeitspanne der letzten 500 Trades →
+  Trades/Tag-Schätzung. > 5.000/Tag → SnapshotOnly; > 100/Tag → Aggregated. Hysterese: Rückstufung Richtung
+  Full erst nach 7 Tagen unter der halben Schwelle (kein Flattern).
+- **SnapshotOnly (Tier C):**
+  - Polling/History-Worker überspringen den Trade-Import komplett.
+  - Stündlich: `GetTraderPositionsAsync` (der ungenutzte `/positions`-Endpoint!) → `TraderPositions` upserten
+    (size→SharesHeld, avgPrice→AvgCost, cashPnl→RealizedPnl); `OverallPnL` aus Positions +
+    `GetLeaderboardAsync`-PnL für die Zeitfenster; `TraderDailySnapshot` weiter schreiben (Equity-Kurve bleibt).
+  - Wöchentliche „Biopsie": einmal 500 Trades via /activity ziehen, NUR durch den `TraderTraitCalculator`
+    schicken, NICHT persistieren.
+  - Engine überspringt Trade-Replay für SnapshotOnly; Estimator/Enrichment überspringen; CopytradingScore = 0
+    mit Trait `not_copyable_hf`.
+- **Aggregated (Tier B):** Aggregation beim Import statt nachträglicher Kompaktierung: Bucket
+  (TraderId, MarketOutcomeId, Side, Stunde) mit VWAP-Preis, Summen-Size/-Amount, `AggregatedCount`; gespeichert
+  als normale Trade-Zeile mit `PlatformTradeId = "AGG_{traderId}_{outcomeId}_{side}_{yyyyMMddHH}"`, laufende
+  Stunde per Upsert aktualisieren. Average-Cost-Engine bleibt damit verlustfrei.
+- Danach: `RetentionDays` für Full-Trader auf 180 erhöhen (Config) — die Bots stellen nicht mehr die Masse,
+  und längerer Track-Record nützt genau den kopierbaren Tradern.
+- **Tests:** Klassifizierungs-Schwellen + Hysterese als pure Funktion; PollingWorker importiert für
+  SnapshotOnly-Trader nichts; Aggregations-Upsert ist idempotent (2× dieselbe Stunde → 1 Zeile, korrekte Summen
+  und `AggregatedCount`).
+
+### D4. Abnahme Teil D
+
+1. `dotnet test`: alle bestehenden **32 + 1 Skip** bleiben grün (Assertions unverändert) + die neuen D-Tests.
+2. RN1/Swisstony stehen nach der Einstufung auf SnapshotOnly: PnL gefüllt (aus /positions/Leaderboard),
+   Traits gesetzt, **keine neuen Trade-Zeilen** mehr in der DB.
+3. Detailseite zeigt Trait-Chips; Traders-Liste filterbar nach Trait.
+3b. Detailseite zeigt Median-Win/-Loss-Rendite und Profit Factor; die D2c-Werte sind für Trader mit
+    abgeschlossenen Märkten gefüllt.
+4. Tägliches DB-Wachstum sichtbar reduziert (DB-Size-Anzeige im WinForms-Statusbar beobachten).
+
+Reihenfolge: **D1 → D2/D2b/D2c → D3** (D2c ist klein und gehört in denselben Engine-Durchlauf wie die Winrate; bei D3 zuerst Tier C, dann Tier B).
+
+---
+

docs/API.md

@@ -56,6 +56,17 @@ Offene und realisierte Positionen. Je **TraderPositionDto**: `marketId`,
 `marketName`, `category`, `outcomeToken`, `sharesHeld`, `avgCost`, `realizedPnl`,
 `unrealizedPnl`, `currentPrice`, `lastTradeExecutedAt`.
 
+### `GET /api/traders/{id}/profile`
+**TraderProfileDto**: Erweitertes Profil für die Master-Trader-Analyse. Enthält:
+`masterStatus` (`None`, `Candidate`, `Master`), `medianHoldDurationHours`, `p50PositionSize`,
+`p90PositionSize`, `tradesPerWeek`, `medianMarketVolumeUsd`, `medianPostFillDriftPct`, 
+`netEdgeAfterFeesPct`, `priceBandProfileJson`, `windowMetrics` (Array von 60-/120-Tage Metriken).
+
+### `GET /api/traders/correlation?traderIdA=…&traderIdB=…`
+Vergleicht zwei Trader. **TraderCorrelationDto**: `commonMarketsCount`,
+`sameDirectionMarketsCount`, `intersectionRatioA`, `intersectionRatioB`,
+`agreementRatio` (wie oft in gemeinsamen Märkten die gleiche Richtung gehandelt wurde).
+
 ### `POST /api/traders?platform=Polymarket&wallet=0x…`
 Trader manuell anlegen (Import + Discovery-Flag). Antwort: Trader-Id.
 
@@ -141,6 +152,6 @@ Jobs werden von den Workern abgearbeitet (Worker müssen laufen!). Status:
   `medianLossReturnPct`, `avgLossReturnPct`, `profitFactor` (D2c).
 - `GET /api/traders/{id}/profile` — vollständiges Analyse-Profil eines Traders in
   einem Aufruf (Kennzahlen + Zeitfenster + Traits + Fingerprint-Verteilungen +
-  Kopierbarkeits-Aggregate), gedacht für externe Konsumenten wie PolyTrader (Teil E).
+  Kopierbarkeits-Aggregate), gedacht für externe Konsumenten (Teil E).
 - Out-of-Sample-Fenster (A/B), Preisband-Profil, Stop-Loss-Klassifikation,
   Portfolio-/Korrelations-Sicht (Teil E).

src/Predictalytics.Api/Endpoints/TraderEndpoints.cs

@@ -1,5 +1,6 @@
 using Predictalytics.Application.Interfaces;
 using Predictalytics.Application.Services;
+using Microsoft.EntityFrameworkCore;
 
 namespace Predictalytics.Api.Endpoints;
 
@@ -9,8 +10,11 @@ public static class TraderEndpoints
     {
         var group = app.MapGroup("/api/traders").WithTags("Traders");
 
-        group.MapGet("/", async (IAnalyticsService svc, int? skip, int? take, string? platform, bool? highlyCopyable, CancellationToken ct) =>
-            Results.Ok(await svc.GetTradersAsync(skip ?? 0, take ?? 50, platform, highlyCopyable ?? false, ct)));
+        group.MapGet("/", async (IAnalyticsService svc, int? skip, int? take, string? platform, bool? highlyCopyable, string? trait, CancellationToken ct) =>
+            Results.Ok(await svc.GetTradersAsync(skip ?? 0, take ?? 50, platform, highlyCopyable ?? false, trait, ct)));
+
+        group.MapGet("/traits", async (Predictalytics.Infrastructure.Data.AppDbContext db, CancellationToken ct) =>
+            Results.Ok(await Microsoft.EntityFrameworkCore.EntityFrameworkQueryableExtensions.ToListAsync(db.TraderTraits.Select(t => t.Trait).Distinct(), ct)));
 
         group.MapGet("/{id:int}", async (int id, IAnalyticsService svc, CancellationToken ct) =>
         {
@@ -60,5 +64,68 @@ public static class TraderEndpoints
             var id = await svc.AddTraderAsync(platform, wallet, ct);
             return Results.Ok(new { id });
         });
+        group.MapGet("/{id:int}/profile", async (int id, Predictalytics.Infrastructure.Data.AppDbContext db, CancellationToken ct) =>
+        {
+            var trader = await db.Traders.Include(t => t.Analytics).FirstOrDefaultAsync(t => t.Id == id, ct);
+            if (trader == null || trader.Analytics == null) return Results.NotFound();
+
+            var windowMetrics = await db.TraderWindowMetrics
+                .Where(w => w.TraderId == id)
+                .OrderByDescending(w => w.WindowStart)
+                .Select(w => new Predictalytics.Application.DTOs.TraderWindowMetricsDto(
+                    w.WindowStart, w.WindowEnd, w.ClosedMarkets, w.WinRate, w.AvgReturnPct,
+                    w.MedianWinReturnPct, w.MedianLossReturnPct, w.ProfitFactor))
+                .ToListAsync(ct);
+
+            var profile = new Predictalytics.Application.DTOs.TraderProfileDto(
+                trader.Id,
+                trader.DisplayName ?? "",
+                trader.MasterStatus,
+                trader.Analytics.MedianHoldDurationHours,
+                trader.Analytics.P50PositionSize,
+                trader.Analytics.P90PositionSize,
+                trader.Analytics.TradesPerWeek,
+                trader.Analytics.MedianMarketVolumeUsd,
+                trader.Analytics.MedianPostFillDriftPct,
+                trader.Analytics.NetEdgeAfterFeesPct,
+                trader.Analytics.PriceBandProfileJson,
+                windowMetrics
+            );
+            return Results.Ok(profile);
+        });
+
+        group.MapGet("/correlation", async (int traderIdA, int traderIdB, Predictalytics.Infrastructure.Data.AppDbContext db, CancellationToken ct) =>
+        {
+            var positionsA = await db.TraderPositions
+                .Where(p => p.TraderId == traderIdA && p.MarketOutcome != null)
+                .Select(p => new { p.MarketOutcome!.MarketId, Direction = p.SharesHeld > 0 ? p.MarketOutcomeId : -p.MarketOutcomeId })
+                .ToListAsync(ct);
+
+            var positionsB = await db.TraderPositions
+                .Where(p => p.TraderId == traderIdB && p.MarketOutcome != null)
+                .Select(p => new { p.MarketOutcome!.MarketId, Direction = p.SharesHeld > 0 ? p.MarketOutcomeId : -p.MarketOutcomeId })
+                .ToListAsync(ct);
+
+            var marketsA = positionsA.Select(p => p.MarketId).Distinct().ToList();
+            var marketsB = positionsB.Select(p => p.MarketId).Distinct().ToList();
+
+            var commonMarkets = marketsA.Intersect(marketsB).ToList();
+            var sameDirectionCount = 0;
+
+            foreach (var m in commonMarkets)
+            {
+                var dirA = positionsA.Where(p => p.MarketId == m).Select(p => p.Direction).FirstOrDefault();
+                var dirB = positionsB.Where(p => p.MarketId == m).Select(p => p.Direction).FirstOrDefault();
+                if (dirA == dirB && dirA != 0) sameDirectionCount++;
+            }
+
+            decimal intersectionA = marketsA.Count > 0 ? (decimal)commonMarkets.Count / marketsA.Count : 0;
+            decimal intersectionB = marketsB.Count > 0 ? (decimal)commonMarkets.Count / marketsB.Count : 0;
+            decimal agreement = commonMarkets.Count > 0 ? (decimal)sameDirectionCount / commonMarkets.Count : 0;
+
+            return Results.Ok(new Predictalytics.Application.DTOs.TraderCorrelationDto(
+                traderIdA, traderIdB, commonMarkets.Count, sameDirectionCount, intersectionA, intersectionB, agreement
+            ));
+        });
     }
 }

src/Predictalytics.Api/wwwroot/index.html

@@ -156,6 +156,10 @@
                             <input type="number" id="filterCopyabilityMin" class="platform-select" style="width:70px" placeholder="%" onchange="loadTraders()">
                         </div>
                         
+                        <select id="filterTrait" class="platform-select" onchange="loadTraders()">
+                            <option value="">All Traits</option>
+                        </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
                         </label>
@@ -343,6 +347,10 @@
                                 <div class="stat-label">Strategy</div>
                                 <div class="stat-value" id="td-strategy">—</div>
                             </div>
+                            <div class="stat-group" id="td-traits-container" style="display:none; margin-top: 12px; border-top: 1px solid var(--border); padding-top: 12px;">
+                                <div class="stat-label">Algorithmic Traits</div>
+                                <div class="stat-value small" id="td-traits" style="display:flex; flex-wrap:wrap; gap:4px; margin-top:6px;"></div>
+                            </div>
                         </div>
                     </div>
                     <div class="detail-main">
@@ -364,6 +372,9 @@
                                 <div class="metric-card"><div class="metric-label">Est. Bankroll</div><div class="metric-value" id="td-bankroll">---</div></div>
                                 <div class="metric-card"><div class="metric-label">Quality Edge</div><div class="metric-value" id="td-quality-score">---</div></div>
                                 <div class="metric-card"><div class="metric-label">Copyability</div><div class="metric-value" id="td-copyability-score">---</div></div>
+                                <div class="metric-card"><div class="metric-label">Med. Win/Loss</div><div class="metric-value" id="td-median-win-loss" style="font-size:0.9em;">---</div></div>
+                                <div class="metric-card"><div class="metric-label">Profit Factor</div><div class="metric-value" id="td-profit-factor">---</div></div>
+                                <div class="metric-card"><div class="metric-label">Expectancy / Trade</div><div class="metric-value" id="td-expectancy">---</div></div>
                                 <div class="metric-card accent">
                                     <div class="metric-value" id="td-score">---</div>
                                 </div>

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

@@ -292,6 +292,11 @@ async function loadTraders() {
         url += `&highlyCopyable=true`;
     }
 
+    const filterTrait = document.getElementById('filterTrait');
+    if (filterTrait && filterTrait.value) {
+        url += `&trait=${encodeURIComponent(filterTrait.value)}`;
+    }
+
     let data = await api(url);
     const tbody = document.getElementById('allTradersBody');
     if (!data || !data.length) { tbody.innerHTML = '<tr><td colspan="11"><div class="empty-state"><p>No traders tracked yet.</p></div></td></tr>'; return; }
@@ -333,7 +338,10 @@ async function loadTraders() {
             <td>${fmt.pct(t.winRate)}</td>
             <td>${fmt.pnl(t.totalPnl)}</td>
             <td>${t.trades30d} | ${t.totalTrades}</td>
-            <td>${t.strategy}</td>
+            <td>
+                ${t.strategy}
+                ${t.traits ? '<div style="display:flex; flex-wrap:wrap; gap:4px; margin-top:4px;">' + t.traits.map(tr => `<span style="font-size:10px; padding:2px 6px; background:var(--bg-input); border-radius:10px;">${tr}</span>`).join('') + '</div>' : ''}
+            </td>
             <td>
                 <div style="display:flex; gap:4px;">
                     <button class="btn-sm" onclick="viewTrader(${t.id})">Details</button>
@@ -451,6 +459,16 @@ async function viewTrader(id) {
     document.getElementById('td-platformId').textContent = t.platformUserId;
     document.getElementById('td-tier').innerHTML = fmt.tier(t.tier);
     document.getElementById('td-strategy').textContent = t.strategy;
+    
+    const traitsContainer = document.getElementById('td-traits-container');
+    const traitsEl = document.getElementById('td-traits');
+    if (t.traits && t.traits.length > 0) {
+        traitsContainer.style.display = 'block';
+        traitsEl.innerHTML = t.traits.map(tr => `<span title="Value: ${Number(tr.value).toFixed(4)}" style="font-size:11px; padding:2px 8px; background:var(--bg-input); border-radius:12px; border:1px solid var(--border);">${tr.trait}</span>`).join('');
+    } else {
+        traitsContainer.style.display = 'none';
+        traitsEl.innerHTML = '';
+    }
     document.getElementById('td-winrate').innerHTML = fmt.pct(t.winRate);
     document.getElementById('td-winrate30d').innerHTML = fmt.pct(t.winRate30d);
     document.getElementById('td-pnl').innerHTML = fmt.pnl(t.totalPnl);
@@ -460,6 +478,15 @@ async function viewTrader(id) {
     document.getElementById('td-score').textContent = Number(t.combinedScore).toFixed(1);
     document.getElementById('td-quality-score').textContent = Number(t.copytradingQualityScore || 0).toFixed(1);
     document.getElementById('td-copyability-score').textContent = Number(t.copytradingCopyabilityScore || 0).toFixed(1);
+    
+    const winRateDec = t.winRate / 100;
+    const medianWin = t.medianWinReturnPct || 0;
+    const medianLoss = t.medianLossReturnPct || 0;
+    const expectancy = (winRateDec * medianWin) - ((1 - winRateDec) * Math.abs(medianLoss));
+    
+    document.getElementById('td-median-win-loss').innerHTML = `<span class="side-buy">+${Number(medianWin).toFixed(1)}%</span> / <span class="side-sell">${Number(medianLoss).toFixed(1)}%</span>`;
+    document.getElementById('td-profit-factor').textContent = t.profitFactor ? Number(t.profitFactor).toFixed(2) : '—';
+    document.getElementById('td-expectancy').innerHTML = expectancy > 0 ? `<span class="side-buy">+${expectancy.toFixed(1)}%</span>` : `<span class="side-sell">${expectancy.toFixed(1)}%</span>`;
     document.getElementById('td-ai-summary').textContent = t.aiStrategySummary || 'Not analyzed yet.';
     
     const syncBtn = document.getElementById('btn-sync-trader');
@@ -722,4 +749,23 @@ async function queueBacklogAnalysis() {
 }
 
 // Initialize Dashboard
+document.addEventListener('DOMContentLoaded', async () => {
+    // Load traits for filter
+    try {
+        const traits = await api('/api/traders/traits');
+        if (traits && Array.isArray(traits)) {
+            const filterTrait = document.getElementById('filterTrait');
+            if (filterTrait) {
+                traits.forEach(t => {
+                    const opt = document.createElement('option');
+                    opt.value = t;
+                    opt.textContent = t;
+                    filterTrait.appendChild(opt);
+                });
+            }
+        }
+    } catch (e) {
+        console.error('Failed to load traits', e);
+    }
     loadDashboard();
+});

src/Predictalytics.Application.Tests/Services/PositionPnLEngineTests.cs

@@ -833,4 +833,52 @@ public class PositionPnLEngineTests
                 $"Trades30d ({analytics.Trades30d}) must never exceed TotalTrades ({trader.TotalTrades})");
         }
     }
+
+    [Fact]
+    public async Task RecalculateTraderPositionsAsync_SumsAggregatedCountForTotalTrades()
+    {
+        // Arrange
+        var dbName = Guid.NewGuid().ToString();
+        using (var db = CreateDbContext(dbName))
+        {
+            var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1", TotalTrades = 0 };
+            var market = new Market { Id = 10, PlatformMarketId = 1L, Question = "Q?" };
+            market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.50m });
+            db.Traders.Add(trader);
+            db.Markets.Add(market);
+
+            db.Trades.Add(new Trade
+            {
+                Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+                Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
+                ExecutedAt = DateTime.UtcNow.AddDays(-2),
+                AggregatedCount = 5 // Represents 5 trades
+            });
+            db.Trades.Add(new Trade
+            {
+                Id = 11, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+                Side = TradeSide.Sell, Price = 0.50m, Size = 50m, Amount = 25m,
+                ExecutedAt = DateTime.UtcNow.AddDays(-1),
+                AggregatedCount = null // Represents 1 trade
+            });
+            await db.SaveChangesAsync();
+        }
+
+        // Act
+        using (var db = CreateDbContext(dbName))
+        {
+            var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
+            await pnlEngine.RecalculateTraderPositionsAsync(1);
+        }
+
+        // Assert
+        using (var db = CreateDbContext(dbName))
+        {
+            var trader = await db.Traders.SingleAsync(t => t.Id == 1);
+            Assert.Equal(6, trader.TotalTrades); // 5 + 1
+
+            var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
+            Assert.Equal(6, analytics.Trades30d);
+        }
+    }
 }

src/Predictalytics.Application/DTOs/TraderDto.cs

@@ -22,7 +22,8 @@ public record TraderDto(
     decimal EstimatedBankroll,
     bool IsOnWatchlist,
     bool IsSuspectedBot,
-    DateTime? LastPolledAt
+    DateTime? LastPolledAt,
+    List<string>? Traits
 );
 
 public record TraderDetailDto(
@@ -55,13 +56,27 @@ public record TraderDetailDto(
     decimal CopytradingScore,
     decimal CopytradingQualityScore,
     decimal CopytradingCopyabilityScore,
+    
+    // Market Return Metrics
+    decimal MedianWinReturnPct,
+    decimal AvgWinReturnPct,
+    decimal MedianLossReturnPct,
+    decimal AvgLossReturnPct,
+    decimal? ProfitFactor,
+    
     int Rank,
     bool IsOnWatchlist,
     DateTime CreatedAt,
     DateTime? LastPolledAt,
     string? AiStrategySummary,
     IReadOnlyList<TradeDto> RecentTrades,
-    IReadOnlyList<TraderCategoryPerformanceDto> CategoryPerformances
+    IReadOnlyList<TraderCategoryPerformanceDto> CategoryPerformances,
+    IReadOnlyList<TraderTraitDto> Traits
+);
+
+public record TraderTraitDto(
+    string Trait,
+    decimal Value
 );
 
 public record TraderCategoryPerformanceDto(
@@ -85,3 +100,39 @@ public record TraderPositionDto(
     decimal CurrentPrice,
     DateTime? LastTradeExecutedAt
 );
+
+public record TraderWindowMetricsDto(
+    DateTime WindowStart,
+    DateTime WindowEnd,
+    int ClosedMarkets,
+    decimal WinRate,
+    decimal AvgReturnPct,
+    decimal MedianWinReturnPct,
+    decimal MedianLossReturnPct,
+    decimal? ProfitFactor
+);
+
+public record TraderProfileDto(
+    int Id,
+    string DisplayName,
+    MasterStatus MasterStatus,
+    decimal MedianHoldDurationHours,
+    decimal P50PositionSize,
+    decimal P90PositionSize,
+    decimal TradesPerWeek,
+    decimal MedianMarketVolumeUsd,
+    decimal MedianPostFillDriftPct,
+    decimal NetEdgeAfterFeesPct,
+    string? PriceBandProfileJson,
+    IReadOnlyList<TraderWindowMetricsDto> WindowMetrics
+);
+
+public record TraderCorrelationDto(
+    int TraderAId,
+    int TraderBId,
+    int CommonMarketsCount,
+    int SameDirectionMarketsCount,
+    decimal IntersectionRatioA,
+    decimal IntersectionRatioB,
+    decimal AgreementRatio
+);

src/Predictalytics.Application/Interfaces/IAnalyticsService.cs

@@ -10,9 +10,10 @@ public interface IAnalyticsService
 
     /// <summary>Perform deep-dive analysis on a specific trader.</summary>
     Task<TraderDeepDiveDto?> GetTraderDeepDiveAsync(int traderId, CancellationToken ct = default);
+    Task<IReadOnlyList<TraderDto>> GetTradersAsync(int skip = 0, int take = 50, string? platform = null, bool highlyCopyable = false, string? traitFilter = null, CancellationToken ct = default);
 
-    /// <summary>Get trader list with scores.</summary>
-    Task<IReadOnlyList<TraderDto>> GetTradersAsync(int skip = 0, int take = 50, string? platform = null, bool highlyCopyable = false, CancellationToken ct = default);
+    /// <summary>Get list of all discovered traits.</summary>
+    Task<IReadOnlyList<string>> GetTraitsAsync(CancellationToken ct = default);
 
     /// <summary>Get a trader's details.</summary>
     Task<TraderDetailDto?> GetTraderDetailAsync(int traderId, CancellationToken ct = default);

src/Predictalytics.Application/Services/AiStrategyAnalysisService.cs

@@ -82,6 +82,14 @@ public class AiStrategyAnalysisService : IAiStrategyAnalysisService
         sb.AppendLine($"Total PnL: ${trader.TotalPnl:F2}");
         sb.AppendLine($"Win Rate: {trader.WinRate:F2}%");
         sb.AppendLine($"Total Trades: {trader.TotalTrades}");
+        if (trader.Traits != null && trader.Traits.Count > 0)
+        {
+            sb.AppendLine("Algorithmic Traits (Heuristics):");
+            foreach (var trait in trader.Traits)
+            {
+                sb.AppendLine($"- {trait.Trait} (Value: {trait.Value:F4})");
+            }
+        }
         sb.AppendLine();
         
         sb.AppendLine("Recent Trades:");

src/Predictalytics.Application/Services/AnalyticsService.cs

@@ -162,7 +162,7 @@ public class AnalyticsService : IAnalyticsService
         )).ToList();
     }
 
-    public async Task<IReadOnlyList<TraderDto>> GetTradersAsync(int skip = 0, int take = 50, string? platform = null, bool highlyCopyable = false, CancellationToken ct = default)
+    public async Task<IReadOnlyList<TraderDto>> GetTradersAsync(int skip = 0, int take = 50, string? platform = null, bool highlyCopyable = false, string? traitFilter = null, CancellationToken ct = default)
     {
         PlatformType? pType = null;
         if (!string.IsNullOrEmpty(platform) && platform != "All" && Enum.TryParse<PlatformType>(platform, true, out var pt))
@@ -175,6 +175,11 @@ public class AnalyticsService : IAnalyticsService
             traders = traders.Where(t => t.Analytics != null && t.Analytics.CopytradingScore >= 60).ToList();
         }
 
+        if (!string.IsNullOrEmpty(traitFilter))
+        {
+            traders = traders.Where(t => t.Traits.Any(tr => tr.Trait == traitFilter)).ToList();
+        }
+
         traders = traders.Skip(skip).Take(take).ToList();
 
         var watchlist = await _watchlistRepo.GetAllAsync(ct);
@@ -182,6 +187,13 @@ public class AnalyticsService : IAnalyticsService
         return traders.Select(t => MapTraderDto(t, wIds)).ToList();
     }
 
+    public Task<IReadOnlyList<string>> GetTraitsAsync(CancellationToken ct = default)
+    {
+        // Actually this is unused since we mapped it straight to db context in the endpoint, 
+        // but required by interface.
+        return Task.FromResult<IReadOnlyList<string>>(new List<string>());
+    }
+
     public async Task<IReadOnlyList<MarketDto>> GetMarketsAsync(int skip = 0, int take = 50, string? platform = null, string? category = null, string? query = null, CancellationToken ct = default)
     {
         // NOTE: Currently IMarketRepository.GetActiveAsync doesn't support pagination/filtering. 
@@ -240,10 +252,13 @@ public class AnalyticsService : IAnalyticsService
             a?.PnL7d ?? 0, a?.WinRate7d ?? 0, a?.PnL24h ?? 0, a?.WinRate24h ?? 0,
             a?.EstimatedBankroll ?? 0, a?.CurrentBalance ?? 0,
             s?.ActivityScore ?? 0, s?.QualityScore ?? 0, s?.VolumeScore ?? 0, s?.TimingScore ?? 0,
-            s?.CombinedScore ?? 0, a?.CopytradingScore ?? 0, a?.CopytradingQualityScore ?? 0, a?.CopytradingCopyabilityScore ?? 0, s?.Rank ?? 0, wl != null, trader.CreatedAt, trader.LastPolledAt,
+            s?.CombinedScore ?? 0, a?.CopytradingScore ?? 0, a?.CopytradingQualityScore ?? 0, a?.CopytradingCopyabilityScore ?? 0, 
+            a?.MedianWinReturnPct ?? 0, a?.AvgWinReturnPct ?? 0, a?.MedianLossReturnPct ?? 0, a?.AvgLossReturnPct ?? 0, a?.ProfitFactor,
+            s?.Rank ?? 0, wl != null, trader.CreatedAt, trader.LastPolledAt,
             trader.AiStrategySummary,
             trades.Select(MapTradeDto).ToList(),
-            perfs);
+            perfs,
+            trader.Traits.Select(t => new TraderTraitDto(t.Trait, t.Value)).ToList());
     }
 
     public async Task<MarketDetailDto?> GetMarketDetailAsync(int marketId, CancellationToken ct = default)
@@ -497,7 +512,7 @@ public class AnalyticsService : IAnalyticsService
         t.Analytics?.CopytradingQualityScore ?? 0, t.Analytics?.CopytradingCopyabilityScore ?? 0,
         t.WinRate, t.TotalPnl, t.TotalTrades,
         t.Analytics?.Trades30d ?? 0, t.Analytics?.PnL30d ?? 0, t.Analytics?.WinRate30d ?? 0, t.Analytics?.EstimatedBankroll ?? 0,
-        wIds.Contains(t.Id), t.IsSuspectedBot, t.LastPolledAt);
+        wIds.Contains(t.Id), t.IsSuspectedBot, t.LastPolledAt, t.Traits?.Select(tr => tr.Trait).ToList());
 
     private static TradeDto MapTradeDto(Trade t) => new(
         t.Id, t.TraderId, t.Trader?.DisplayName ?? "?", t.Platform.ToString(),

src/Predictalytics.Application/Services/TraderTraitCalculator.cs

@@ -0,0 +1,329 @@
+using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
+
+namespace Predictalytics.Application.Services;
+
+public static class TraderTraitCalculator
+{
+    public static List<(string Trait, decimal Value)> Compute(
+        Trader trader, 
+        IReadOnlyCollection<Trade> trades, 
+        IReadOnlyCollection<TraderPosition> positions)
+    {
+        var traits = new List<(string, decimal)>();
+        if (trades.Count == 0) return traits;
+
+        var now = DateTime.UtcNow;
+        var tradesList = trades.OrderBy(t => t.ExecutedAt).ToList();
+
+        // 1. sub_second_cadence
+        if (tradesList.Count >= 50)
+        {
+            var intervals = new List<double>();
+            for (int i = 1; i < tradesList.Count; i++)
+            {
+                intervals.Add((tradesList[i].ExecutedAt - tradesList[i - 1].ExecutedAt).TotalSeconds);
+            }
+            
+            intervals.Sort();
+            var medianInterval = intervals[intervals.Count / 2];
+
+            if (medianInterval < 2.0)
+            {
+                traits.Add(("sub_second_cadence", (decimal)medianInterval));
+            }
+        }
+
+        // 2. always_on_24_7
+        var last7dTrades = tradesList.Where(t => t.ExecutedAt >= now.AddDays(-7)).ToList();
+        if (last7dTrades.Count >= 200)
+        {
+            double maxGapHours = 0;
+            for (int i = 1; i < last7dTrades.Count; i++)
+            {
+                var gap = (last7dTrades[i].ExecutedAt - last7dTrades[i - 1].ExecutedAt).TotalHours;
+                if (gap > maxGapHours) maxGapHours = gap;
+            }
+            if (maxGapHours < 4.0)
+            {
+                traits.Add(("always_on_24_7", (decimal)maxGapHours));
+            }
+        }
+
+        // 3. uniform_sizes
+        var last200 = tradesList.TakeLast(200).ToList();
+        if (last200.Count >= 10)
+        {
+            var sizes = last200.Select(t => t.Size).Where(s => s > 0).ToList();
+            if (sizes.Count > 0)
+            {
+                var mean = sizes.Average();
+                var stdDev = (decimal)Math.Sqrt((double)sizes.Sum(s => (s - mean) * (s - mean)) / sizes.Count);
+                if (mean > 0 && stdDev / mean < 0.1m)
+                {
+                    traits.Add(("uniform_sizes", stdDev / mean));
+                }
+            }
+        }
+
+        // 4. round_amounts
+        var amounts = tradesList.Select(t => t.Amount).ToList();
+        if (amounts.Count >= 10)
+        {
+            var targetAmounts = new[] { 1m, 5m, 10m, 20m, 25m, 50m, 100m, 250m, 500m, 1000m };
+            int roundCount = 0;
+            foreach (var a in amounts)
+            {
+                if (targetAmounts.Any(ta => Math.Abs(a - ta) <= ta * 0.01m))
+                {
+                    roundCount++;
+                }
+            }
+            if ((decimal)roundCount / amounts.Count > 0.6m)
+            {
+                traits.Add(("round_amounts", (decimal)roundCount / amounts.Count));
+            }
+        }
+
+        // 5. uses_split_merge
+        int splitMergeCount = tradesList.Count(t => t.Side == TradeSide.Split || t.Side == TradeSide.Merge);
+        if (tradesList.Count > 0 && (decimal)splitMergeCount / tradesList.Count > 0.1m)
+        {
+            traits.Add(("uses_split_merge", (decimal)splitMergeCount / tradesList.Count));
+        }
+
+        // 6. both_sides_same_market
+        var marketsWithBothSides = tradesList
+            .GroupBy(t => t.MarketId)
+            .Count(g => g.Any(t => t.Side == TradeSide.Buy) && g.Any(t => t.Side == TradeSide.Sell));
+        var totalMarkets = tradesList.Select(t => t.MarketId).Distinct().Count();
+        if (totalMarkets > 0 && (decimal)marketsWithBothSides / totalMarkets > 0.2m)
+        {
+            traits.Add(("both_sides_same_market", (decimal)marketsWithBothSides / totalMarkets));
+        }
+
+        // 7. resolution_farming
+        var buys = tradesList.Where(t => t.Side == TradeSide.Buy).ToList();
+        if (buys.Count >= 10)
+        {
+            // For pure function on Trades, we use price for now as an approximation.
+            int farmingBuys = buys.Count(b => b.Price >= 0.93m);
+            if ((decimal)farmingBuys / buys.Count > 0.3m)
+            {
+                traits.Add(("resolution_farming", (decimal)farmingBuys / buys.Count));
+            }
+        }
+
+        // 8. longshot_buyer
+        if (buys.Count >= 10)
+        {
+            int longshotBuys = buys.Count(b => b.Price <= 0.10m);
+            if ((decimal)longshotBuys / buys.Count > 0.3m)
+            {
+                traits.Add(("longshot_buyer", (decimal)longshotBuys / buys.Count));
+            }
+        }
+
+        // 9. scalper
+        // Approximate holding duration: time between first buy and last sell per market
+        var holdDurations = new List<double>();
+        var marketGroups = tradesList.GroupBy(t => t.MarketId);
+        foreach (var mg in marketGroups)
+        {
+            var firstBuy = mg.Where(t => t.Side == TradeSide.Buy).OrderBy(t => t.ExecutedAt).FirstOrDefault();
+            var lastSell = mg.Where(t => t.Side == TradeSide.Sell).OrderByDescending(t => t.ExecutedAt).FirstOrDefault();
+            if (firstBuy != null && lastSell != null && lastSell.ExecutedAt > firstBuy.ExecutedAt)
+            {
+                holdDurations.Add((lastSell.ExecutedAt - firstBuy.ExecutedAt).TotalHours);
+            }
+        }
+        if (holdDurations.Count > 0)
+        {
+            holdDurations.Sort();
+            var medianHold = holdDurations[holdDurations.Count / 2];
+            if (medianHold < 1.0)
+            {
+                traits.Add(("scalper", (decimal)medianHold));
+            }
+        }
+
+        // 10. holds_to_resolution
+        // If a position was resolved (realizedPnl != 0 or SharesHeld == 0 with a Redeem)
+        var resolvedPositions = positions.Where(p => p.MarketOutcome?.Market?.IsResolved == true).ToList();
+        if (resolvedPositions.Count > 0)
+        {
+            int heldToRes = resolvedPositions.Count(p => p.AvgCost > 0 && p.RealizedPnl != 0 && p.SharesHeld == 0);
+            if ((decimal)heldToRes / resolvedPositions.Count > 0.7m)
+            {
+                traits.Add(("holds_to_resolution", (decimal)heldToRes / resolvedPositions.Count));
+            }
+        }
+
+        // 11. fresh_wallet
+        var firstTrade = tradesList.First();
+        var ageDays = (now - firstTrade.ExecutedAt).TotalDays;
+        if (ageDays < 30)
+        {
+            traits.Add(("fresh_wallet", (decimal)ageDays));
+        }
+
+        // 12. stable_stake_fraction
+        if (trader.Analytics?.EstimatedBankroll > 0 && amounts.Count >= 10)
+        {
+            var bankroll = trader.Analytics.EstimatedBankroll;
+            var fractions = amounts.Select(a => a / bankroll).ToList();
+            var meanF = fractions.Average();
+            var stdDevF = (decimal)Math.Sqrt((double)fractions.Sum(f => (f - meanF) * (f - meanF)) / fractions.Count);
+            if (meanF > 0 && stdDevF / meanF < 0.5m)
+            {
+                traits.Add(("stable_stake_fraction", stdDevF / meanF));
+            }
+        }
+
+        // 13. possible_insider
+        bool isResolutionFarmer = traits.Any(t => t.Item1 == "resolution_farming");
+        var resolvedMarkets = positions
+            .Where(p => p.MarketOutcome?.Market?.IsResolved == true)
+            .GroupBy(p => p.MarketOutcome!.MarketId)
+            .ToList();
+
+        if (resolvedMarkets.Count >= 5 && resolvedMarkets.Count <= 100 && !isResolutionFarmer)
+        {
+            var bankroll = trader.Analytics?.EstimatedBankroll ?? 0;
+            var avgAmount = tradesList.Select(t => t.Amount).DefaultIfEmpty(0).Average();
+            var tradesPerDay = tradesList.Count / Math.Max(1, (now - firstTrade.ExecutedAt).TotalDays);
+
+            if ((avgAmount >= 500 || (bankroll > 0 && avgAmount >= bankroll * 0.1m)) && tradesPerDay < 5)
+            {
+                // Core metric "Market Surprise": L = Product(p(won)) * Product((1-p)(lost))
+                // Value = -log10(L)
+                double logL = 0;
+                int wonCount = 0;
+                var wonVwaps = new List<decimal>();
+
+                foreach (var rm in resolvedMarkets)
+                {
+                    // p = entry VWAP. Approximate with AvgCost.
+                    var pos = rm.FirstOrDefault();
+                    if (pos == null || pos.AvgCost <= 0) continue;
+                    
+                    double p = (double)pos.AvgCost;
+                    bool won = pos.RealizedPnl > 0 || (pos.MarketOutcome.Market.ResolutionOutcome == pos.MarketOutcome.Label);
+                    
+                    if (won)
+                    {
+                        logL += Math.Log10(p);
+                        wonCount++;
+                        wonVwaps.Add(pos.AvgCost);
+                    }
+                    else
+                    {
+                        logL += Math.Log10(Math.Max(1e-6, 1.0 - p));
+                    }
+                }
+
+                decimal winRate = resolvedMarkets.Count > 0 ? (decimal)wonCount / resolvedMarkets.Count : 0;
+                decimal avgWonVwap = wonVwaps.Count > 0 ? wonVwaps.Average() : 0;
+                decimal surpriseValue = (decimal)(-logL);
+
+                if (winRate >= 0.85m && avgWonVwap <= 0.70m && surpriseValue >= 3m)
+                {
+                    traits.Add(("possible_insider", surpriseValue));
+                }
+            }
+        }
+
+        // 14. Market Return Profile Traits (D2c)
+        if (trader.Analytics != null && trader.Analytics.MedianWinReturnPct != 0)
+        {
+            int wonMarkets = resolvedMarkets.Count(rm => rm.Sum(p => p.RealizedPnl) > 0);
+            
+            if (trader.Analytics.MedianWinReturnPct < 10m && wonMarkets >= 20)
+            {
+                traits.Add(("thin_margin_wins", trader.Analytics.MedianWinReturnPct));
+            }
+            
+            if (trader.Analytics.MedianWinReturnPct > 100m && wonMarkets >= 5)
+            {
+                traits.Add(("high_payoff_wins", trader.Analytics.MedianWinReturnPct));
+            }
+        }
+
+        // sells_at_loss (stop_loss_ratio)
+        var sells = tradesList.Where(t => t.Side == TradeSide.Sell && t.Price > 0).ToList();
+        int stopLossCount = 0;
+        int totalValidSells = 0;
+        foreach (var sell in sells)
+        {
+            var pos = positions.FirstOrDefault(p => p.MarketOutcomeId == sell.MarketOutcomeId);
+            if (pos != null && pos.AvgCost > 0)
+            {
+                totalValidSells++;
+                if (sell.Price <= pos.AvgCost * 0.9m)
+                {
+                    stopLossCount++;
+                }
+            }
+        }
+        if (totalValidSells > 0)
+        {
+            decimal stopLossRatio = (decimal)stopLossCount / totalValidSells;
+            if (stopLossRatio > 0.15m)
+            {
+                traits.Add(("sells_at_loss", stopLossRatio));
+            }
+        }
+
+        // days_active
+        var daysActive = (now - firstTrade.ExecutedAt).TotalDays;
+        traits.Add(("days_active", (decimal)daysActive));
+
+        // trades_last_30_days
+        int tradesLast30d = tradesList.Count(t => (now - t.ExecutedAt).TotalDays <= 30);
+        traits.Add(("trades_last_30_days", (decimal)tradesLast30d));
+
+        // martingale_pattern
+        var chronologicalMarkets = resolvedMarkets
+            .Select(g => new {
+                MarketId = g.Key,
+                Won = g.Sum(p => p.RealizedPnl) > 0 || g.Any(p => p.MarketOutcome?.Market?.ResolutionOutcome == p.MarketOutcome?.Label),
+                Invested = tradesList.Where(t => t.DbMarketId == g.Key && t.Side == TradeSide.Buy).Sum(t => t.Amount),
+                ResolvedTime = g.First().MarketOutcome?.Market?.EndDate ?? DateTime.MinValue
+            })
+            .Where(x => x.Invested > 0)
+            .OrderBy(x => x.ResolvedTime)
+            .ToList();
+
+        if (chronologicalMarkets.Count >= 20)
+        {
+            var stakesAfterWin = new List<decimal>();
+            var stakesAfterLoss = new List<decimal>();
+            for (int i = 1; i < chronologicalMarkets.Count; i++)
+            {
+                if (chronologicalMarkets[i-1].Won)
+                {
+                    stakesAfterWin.Add(chronologicalMarkets[i].Invested);
+                }
+                else
+                {
+                    stakesAfterLoss.Add(chronologicalMarkets[i].Invested);
+                }
+            }
+            if (stakesAfterWin.Count > 0 && stakesAfterLoss.Count > 0)
+            {
+                decimal avgAfterWin = stakesAfterWin.Average();
+                decimal avgAfterLoss = stakesAfterLoss.Average();
+                if (avgAfterWin > 0)
+                {
+                    decimal ratio = avgAfterLoss / avgAfterWin;
+                    if (ratio >= 1.5m)
+                    {
+                        traits.Add(("martingale_pattern", ratio));
+                    }
+                }
+            }
+        }
+
+        return traits;
+    }
+}

src/Predictalytics.Domain/Entities/AnalyticsEntities.cs

@@ -36,6 +36,25 @@ public class TraderAnalytics
     /// <summary>The copyability dimension (alpha-decay, sizing consistency) of the copytrading score (0-100). Generated by the Estimator.</summary>
     public decimal CopytradingCopyabilityScore { get; set; }
 
+    // D2c Market Return Metrics
+    public decimal MedianWinReturnPct { get; set; }
+    public decimal AvgWinReturnPct { get; set; }
+    public decimal MedianLossReturnPct { get; set; }
+    public decimal AvgLossReturnPct { get; set; }
+    public decimal? ProfitFactor { get; set; }
+
+    // E3 Fingerprints
+    public string? PriceBandProfileJson { get; set; }
+    public decimal MedianHoldDurationHours { get; set; }
+    public decimal P50PositionSize { get; set; }
+    public decimal P90PositionSize { get; set; }
+    public decimal TradesPerWeek { get; set; }
+
+    // E5 Copyability Aggregates
+    public decimal MedianMarketVolumeUsd { get; set; }
+    public decimal MedianPostFillDriftPct { get; set; }
+    public decimal NetEdgeAfterFeesPct { get; set; }
+
     // Navigation
     public virtual Trader Trader { get; set; } = null!;
 }

src/Predictalytics.Domain/Entities/Trade.cs

@@ -79,6 +79,12 @@ public class Trade
     /// <summary>Indicates if high-res price context was fetched.</summary>
     public bool IsContextEnriched { get; set; }
 
+    /// <summary>
+    /// For aggregated trades (compacted history or HF trader hourly bucket), this stores 
+    /// the number of original trades that were grouped into this single row. Null means 1.
+    /// </summary>
+    public int? AggregatedCount { get; set; }
+
     // ── Transient (not persisted) ──────────────────────────────────────────
 
     /// <summary>
@@ -87,7 +93,13 @@ public class Trade
     /// </summary>
     [NotMapped]
     public string? TransientWallet { get; set; }
-    [NotMapped] public string? TransientDisplayName { get; set; }
+    
+    /// <summary>
+    /// Transient reference to the trader's display name from the platform, used to opportunistically 
+    /// update the local name if it's currently a placeholder or empty.
+    /// </summary>
+    [NotMapped] 
+    public string? TransientDisplayName { get; set; }
 
     // ── Navigation ────────────────────────────────────────────────────────
     public Trader Trader { get; set; } = null!;

src/Predictalytics.Domain/Entities/Trader.cs

@@ -34,6 +34,9 @@ public class Trader
     /// <summary>Whether the trader shows bot-like behavior.</summary>
     public bool IsSuspectedBot { get; set; }
 
+    /// <summary>Qualification status for copy-trading master.</summary>
+    public MasterStatus MasterStatus { get; set; } = MasterStatus.None;
+
     /// <summary>Manual priority override (null = use calculated score).</summary>
     public int? ManualPriorityOverride { get; set; }
 
@@ -58,6 +61,9 @@ public class Trader
     /// <summary>Win rate as a percentage (0-100).</summary>
     public decimal WinRate { get; set; }
 
+    /// <summary>Defines how this trader's data is ingested (based on activity level).</summary>
+    public IngestMode IngestMode { get; set; } = IngestMode.Full;
+
     /// <summary>AI-generated strategy summary based on trade history.</summary>
     public string? AiStrategySummary { get; set; }
 
@@ -77,4 +83,5 @@ public class Trader
     public ICollection<WatchlistEntry> WatchlistEntries { get; set; } = new List<WatchlistEntry>();
     public ICollection<TraderPosition> Positions { get; set; } = new List<TraderPosition>();
     public ICollection<TraderCategoryPerformance> CategoryPerformances { get; set; } = new List<TraderCategoryPerformance>();
+    public ICollection<TraderTrait> Traits { get; set; } = new List<TraderTrait>();
 }

src/Predictalytics.Domain/Entities/TraderTrait.cs

@@ -0,0 +1,22 @@
+using System.ComponentModel.DataAnnotations;
+
+namespace Predictalytics.Domain.Entities;
+
+/// <summary>
+/// Represents a heuristically derived strategy trait for a trader.
+/// </summary>
+public class TraderTrait
+{
+    public int Id { get; set; }
+
+    public int TraderId { get; set; }
+
+    [MaxLength(64)]
+    public string Trait { get; set; } = string.Empty;
+
+    public decimal Value { get; set; }
+
+    public DateTime ComputedAt { get; set; } = DateTime.UtcNow;
+
+    public virtual Trader Trader { get; set; } = null!;
+}

src/Predictalytics.Domain/Entities/TraderWindowMetrics.cs

@@ -0,0 +1,21 @@
+namespace Predictalytics.Domain.Entities;
+
+public class TraderWindowMetrics
+{
+    public int Id { get; set; }
+    public int TraderId { get; set; }
+    public Trader? Trader { get; set; }
+
+    public DateTime WindowStart { get; set; }
+    public DateTime WindowEnd { get; set; }
+
+    public int ClosedMarkets { get; set; }
+    public decimal WinRate { get; set; }
+    
+    public decimal AvgReturnPct { get; set; }
+    public decimal MedianWinReturnPct { get; set; }
+    public decimal MedianLossReturnPct { get; set; }
+    public decimal? ProfitFactor { get; set; }
+    
+    public DateTime ComputedAt { get; set; } = DateTime.UtcNow;
+}

src/Predictalytics.Domain/Enums/IngestMode.cs

@@ -0,0 +1,24 @@
+namespace Predictalytics.Domain.Enums;
+
+/// <summary>
+/// Defines how a trader's data is ingested based on their activity level.
+/// </summary>
+public enum IngestMode
+{
+    /// <summary>
+    /// Default mode. All individual trades are fetched and processed.
+    /// </summary>
+    Full = 0,
+
+    /// <summary>
+    /// For High-Frequency traders (> 100 trades/day). 
+    /// Trades are fetched but aggregated into hourly buckets before saving.
+    /// </summary>
+    Aggregated = 1,
+
+    /// <summary>
+    /// For Ultra-High-Frequency traders (> 5000 trades/day).
+    /// Trade fetching is skipped entirely. Only periodic snapshots and position polling are performed.
+    /// </summary>
+    SnapshotOnly = 2
+}

src/Predictalytics.Domain/Enums/MasterStatus.cs

@@ -0,0 +1,9 @@
+namespace Predictalytics.Domain.Enums;
+
+public enum MasterStatus
+{
+    None = 0,
+    Candidate = 1,
+    Active = 2,
+    Rejected = 3
+}

src/Predictalytics.Infrastructure/Data/AppDbContext.cs

@@ -22,6 +22,8 @@ public class AppDbContext : DbContext
     public DbSet<TraderCategoryPerformance> TraderCategoryPerformances => Set<TraderCategoryPerformance>();
     public DbSet<TradeContext> TradeContexts => Set<TradeContext>();
     public DbSet<BackgroundJob> BackgroundJobs => Set<BackgroundJob>();
+    public DbSet<TraderTrait> TraderTraits => Set<TraderTrait>();
+    public DbSet<TraderWindowMetrics> TraderWindowMetrics => Set<TraderWindowMetrics>();
 
     public AppDbContext(DbContextOptions<AppDbContext> options) : base(options) { }
 
@@ -40,6 +42,30 @@ public class AppDbContext : DbContext
                 .HasForeignKey<TraderScore>(s => s.TraderId).OnDelete(DeleteBehavior.Cascade);
         });
 
+        // TraderTrait
+        mb.Entity<TraderTrait>(e =>
+        {
+            e.HasKey(t => t.Id);
+            e.HasIndex(t => new { t.TraderId, t.Trait }).IsUnique();
+            e.Property(t => t.Value).HasPrecision(18, 4);
+            e.HasOne(t => t.Trader).WithMany(tr => tr.Traits)
+                .HasForeignKey(t => t.TraderId).OnDelete(DeleteBehavior.Cascade);
+        });
+
+        // TraderWindowMetrics
+        mb.Entity<TraderWindowMetrics>(e =>
+        {
+            e.HasKey(t => t.Id);
+            e.HasIndex(t => new { t.TraderId, t.WindowStart, t.WindowEnd }).IsUnique();
+            e.Property(t => t.WinRate).HasPrecision(8, 4);
+            e.Property(t => t.AvgReturnPct).HasPrecision(18, 4);
+            e.Property(t => t.MedianWinReturnPct).HasPrecision(18, 4);
+            e.Property(t => t.MedianLossReturnPct).HasPrecision(18, 4);
+            e.Property(t => t.ProfitFactor).HasPrecision(18, 4);
+            e.HasOne(t => t.Trader).WithMany()
+                .HasForeignKey(t => t.TraderId).OnDelete(DeleteBehavior.Cascade);
+        });
+
         // Trade
         mb.Entity<Trade>(e =>
         {
@@ -193,6 +219,22 @@ public class AppDbContext : DbContext
             e.Property(a => a.WinRate7d).HasPrecision(8, 4);
             e.Property(a => a.PnL24h).HasPrecision(18, 4);
             e.Property(a => a.WinRate24h).HasPrecision(8, 4);
+            
+            // D2c & E3 & E5
+            e.Property(a => a.MedianWinReturnPct).HasPrecision(18, 4);
+            e.Property(a => a.AvgWinReturnPct).HasPrecision(18, 4);
+            e.Property(a => a.MedianLossReturnPct).HasPrecision(18, 4);
+            e.Property(a => a.AvgLossReturnPct).HasPrecision(18, 4);
+            e.Property(a => a.ProfitFactor).HasPrecision(18, 4);
+            
+            e.Property(a => a.MedianHoldDurationHours).HasPrecision(18, 4);
+            e.Property(a => a.P50PositionSize).HasPrecision(18, 4);
+            e.Property(a => a.P90PositionSize).HasPrecision(18, 4);
+            e.Property(a => a.TradesPerWeek).HasPrecision(18, 4);
+            
+            e.Property(a => a.MedianMarketVolumeUsd).HasPrecision(18, 4);
+            e.Property(a => a.MedianPostFillDriftPct).HasPrecision(18, 4);
+            e.Property(a => a.NetEdgeAfterFeesPct).HasPrecision(18, 4);
         });
 
         // MarketAnalytics

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

@@ -70,14 +70,14 @@ public class TradeRepository : ITradeRepository
 
         foreach (var chunk in tradeList.Chunk(500))
         {
-            var sb = new System.Text.StringBuilder("INSERT IGNORE INTO Trades (PlatformTradeId, MarketId, AssetId, Outcome, Side, Price, Size, Amount, ExecutedAt, TransactionHash, TraderId, MarketOutcomeId, DbMarketId, Platform, IsContextEnriched) VALUES ");
+            var sb = new System.Text.StringBuilder("INSERT INTO Trades (PlatformTradeId, MarketId, AssetId, Outcome, Side, Price, Size, Amount, ExecutedAt, TransactionHash, TraderId, MarketOutcomeId, DbMarketId, Platform, IsContextEnriched, AggregatedCount) VALUES ");
             var parameters = new List<object>();
 
             for (int i = 0; i < chunk.Length; i++)
             {
                 var t = chunk[i];
-                int pIdx = i * 15;
-                sb.Append($"({{{pIdx}}}, {{{pIdx + 1}}}, {{{pIdx + 2}}}, {{{pIdx + 3}}}, {{{pIdx + 4}}}, {{{pIdx + 5}}}, {{{pIdx + 6}}}, {{{pIdx + 7}}}, {{{pIdx + 8}}}, {{{pIdx + 9}}}, {{{pIdx + 10}}}, {{{pIdx + 11}}}, {{{pIdx + 12}}}, {{{pIdx + 13}}}, {{{pIdx + 14}}})");
+                int pIdx = i * 16;
+                sb.Append($"({{{pIdx}}}, {{{pIdx + 1}}}, {{{pIdx + 2}}}, {{{pIdx + 3}}}, {{{pIdx + 4}}}, {{{pIdx + 5}}}, {{{pIdx + 6}}}, {{{pIdx + 7}}}, {{{pIdx + 8}}}, {{{pIdx + 9}}}, {{{pIdx + 10}}}, {{{pIdx + 11}}}, {{{pIdx + 12}}}, {{{pIdx + 13}}}, {{{pIdx + 14}}}, {{{pIdx + 15}}})");
                 
                 if (i < chunk.Length - 1)
                     sb.Append(", ");
@@ -97,8 +97,12 @@ public class TradeRepository : ITradeRepository
                 parameters.Add(t.DbMarketId ?? (object?)null);
                 parameters.Add((int)t.Platform);
                 parameters.Add(t.IsContextEnriched);
+                parameters.Add(t.AggregatedCount ?? (object?)null);
             }
             
+            // For Aggregated Trades, we want UPSERT logic to update size, amount and VWAP
+            sb.Append(" ON DUPLICATE KEY UPDATE Price=VALUES(Price), Size=VALUES(Size), Amount=VALUES(Amount), AggregatedCount=VALUES(AggregatedCount);");
+            
             int maxRetries = 3;
             var backoffs = new[] { 250, 500, 1000 };
             for (int retry = 0; retry <= maxRetries; retry++)

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

@@ -17,6 +17,7 @@ public class TraderRepository : ITraderRepository
             .Include(t => t.CurrentScore)
             .Include(t => t.Analytics)
             .Include(t => t.CategoryPerformances)
+            .Include(t => t.Traits)
             .FirstOrDefaultAsync(t => t.Id == id, ct);
     }
 
@@ -29,6 +30,7 @@ public class TraderRepository : ITraderRepository
         var q = _db.Traders
             .Include(t => t.CurrentScore)
             .Include(t => t.Analytics)
+            .Include(t => t.Traits)
             .AsQueryable();
 
         if (platform.HasValue) q = q.Where(t => t.Platform == platform.Value);

src/Predictalytics.Infrastructure/Migrations/20260713090239_AddAggregatedCountToTrade.cs

@@ -0,0 +1,28 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddAggregatedCountToTrade : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<int>(
+                name: "AggregatedCount",
+                table: "Trades",
+                type: "int",
+                nullable: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "AggregatedCount",
+                table: "Trades");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260713091529_AddTraderTraits.cs

@@ -0,0 +1,53 @@
+using System;
+using Microsoft.EntityFrameworkCore.Metadata;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddTraderTraits : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.CreateTable(
+                name: "TraderTraits",
+                columns: table => new
+                {
+                    Id = table.Column<int>(type: "int", nullable: false)
+                        .Annotation("MySql:ValueGenerationStrategy", MySqlValueGenerationStrategy.IdentityColumn),
+                    TraderId = table.Column<int>(type: "int", nullable: false),
+                    Trait = table.Column<string>(type: "varchar(64)", maxLength: 64, nullable: false)
+                        .Annotation("MySql:CharSet", "utf8mb4"),
+                    Value = table.Column<decimal>(type: "decimal(18,4)", precision: 18, scale: 4, nullable: false),
+                    ComputedAt = table.Column<DateTime>(type: "datetime(6)", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_TraderTraits", x => x.Id);
+                    table.ForeignKey(
+                        name: "FK_TraderTraits_Traders_TraderId",
+                        column: x => x.TraderId,
+                        principalTable: "Traders",
+                        principalColumn: "Id",
+                        onDelete: ReferentialAction.Cascade);
+                })
+                .Annotation("MySql:CharSet", "utf8mb4");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_TraderTraits_TraderId_Trait",
+                table: "TraderTraits",
+                columns: new[] { "TraderId", "Trait" },
+                unique: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "TraderTraits");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260713093016_AddMarketReturnMetrics.cs

@@ -0,0 +1,72 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddMarketReturnMetrics : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<decimal>(
+                name: "AvgLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "AvgWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "MedianLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "MedianWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "ProfitFactor",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "AvgLossReturnPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "AvgWinReturnPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "MedianLossReturnPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "MedianWinReturnPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "ProfitFactor",
+                table: "TraderAnalytics");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260713105642_AddTraderIngestMode.cs

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

src/Predictalytics.Infrastructure/Migrations/20260713130137_AddMasterStatusAndWindowMetrics.cs

@@ -0,0 +1,69 @@
+using System;
+using Microsoft.EntityFrameworkCore.Metadata;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddMasterStatusAndWindowMetrics : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AddColumn<int>(
+                name: "MasterStatus",
+                table: "Traders",
+                type: "int",
+                nullable: false,
+                defaultValue: 0);
+
+            migrationBuilder.CreateTable(
+                name: "TraderWindowMetrics",
+                columns: table => new
+                {
+                    Id = table.Column<int>(type: "int", nullable: false)
+                        .Annotation("MySql:ValueGenerationStrategy", MySqlValueGenerationStrategy.IdentityColumn),
+                    TraderId = table.Column<int>(type: "int", nullable: false),
+                    WindowStart = table.Column<DateTime>(type: "datetime(6)", nullable: false),
+                    WindowEnd = table.Column<DateTime>(type: "datetime(6)", nullable: false),
+                    ClosedMarkets = table.Column<int>(type: "int", nullable: false),
+                    WinRate = table.Column<decimal>(type: "decimal(8,4)", precision: 8, scale: 4, nullable: false),
+                    AvgReturnPct = table.Column<decimal>(type: "decimal(18,4)", precision: 18, scale: 4, nullable: false),
+                    MedianWinReturnPct = table.Column<decimal>(type: "decimal(18,4)", precision: 18, scale: 4, nullable: false),
+                    MedianLossReturnPct = table.Column<decimal>(type: "decimal(18,4)", precision: 18, scale: 4, nullable: false),
+                    ProfitFactor = table.Column<decimal>(type: "decimal(18,4)", precision: 18, scale: 4, nullable: true),
+                    ComputedAt = table.Column<DateTime>(type: "datetime(6)", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_TraderWindowMetrics", x => x.Id);
+                    table.ForeignKey(
+                        name: "FK_TraderWindowMetrics_Traders_TraderId",
+                        column: x => x.TraderId,
+                        principalTable: "Traders",
+                        principalColumn: "Id",
+                        onDelete: ReferentialAction.Cascade);
+                })
+                .Annotation("MySql:CharSet", "utf8mb4");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_TraderWindowMetrics_TraderId_WindowStart_WindowEnd",
+                table: "TraderWindowMetrics",
+                columns: new[] { "TraderId", "WindowStart", "WindowEnd" },
+                unique: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "TraderWindowMetrics");
+
+            migrationBuilder.DropColumn(
+                name: "MasterStatus",
+                table: "Traders");
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/20260713182342_AddTraderAnalyticsFields.cs

@@ -0,0 +1,222 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Predictalytics.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddTraderAnalyticsFields : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.AlterColumn<decimal>(
+                name: "ProfitFactor",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: true,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(65,30)",
+                oldNullable: true);
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "MedianWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(65,30)");
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "MedianLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(65,30)");
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "AvgWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(65,30)");
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "AvgLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(65,30)");
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "MedianHoldDurationHours",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "MedianMarketVolumeUsd",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "MedianPostFillDriftPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "NetEdgeAfterFeesPct",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "P50PositionSize",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "P90PositionSize",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+
+            migrationBuilder.AddColumn<string>(
+                name: "PriceBandProfileJson",
+                table: "TraderAnalytics",
+                type: "longtext",
+                nullable: true)
+                .Annotation("MySql:CharSet", "utf8mb4");
+
+            migrationBuilder.AddColumn<decimal>(
+                name: "TradesPerWeek",
+                table: "TraderAnalytics",
+                type: "decimal(18,4)",
+                precision: 18,
+                scale: 4,
+                nullable: false,
+                defaultValue: 0m);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropColumn(
+                name: "MedianHoldDurationHours",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "MedianMarketVolumeUsd",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "MedianPostFillDriftPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "NetEdgeAfterFeesPct",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "P50PositionSize",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "P90PositionSize",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "PriceBandProfileJson",
+                table: "TraderAnalytics");
+
+            migrationBuilder.DropColumn(
+                name: "TradesPerWeek",
+                table: "TraderAnalytics");
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "ProfitFactor",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: true,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(18,4)",
+                oldPrecision: 18,
+                oldScale: 4,
+                oldNullable: true);
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "MedianWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(18,4)",
+                oldPrecision: 18,
+                oldScale: 4);
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "MedianLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(18,4)",
+                oldPrecision: 18,
+                oldScale: 4);
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "AvgWinReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(18,4)",
+                oldPrecision: 18,
+                oldScale: 4);
+
+            migrationBuilder.AlterColumn<decimal>(
+                name: "AvgLossReturnPct",
+                table: "TraderAnalytics",
+                type: "decimal(65,30)",
+                nullable: false,
+                oldClrType: typeof(decimal),
+                oldType: "decimal(18,4)",
+                oldPrecision: 18,
+                oldScale: 4);
+        }
+    }
+}

src/Predictalytics.Infrastructure/Migrations/AppDbContextModelSnapshot.cs

@@ -419,6 +419,9 @@ namespace Predictalytics.Infrastructure.Migrations
 
                     MySqlPropertyBuilderExtensions.UseMySqlIdentityColumn(b.Property<long>("Id"));
 
+                    b.Property<int?>("AggregatedCount")
+                        .HasColumnType("int");
+
                     b.Property<decimal>("Amount")
                         .HasPrecision(18, 4)
                         .HasColumnType("decimal(18,4)");
@@ -564,6 +567,9 @@ namespace Predictalytics.Infrastructure.Migrations
                         .HasMaxLength(256)
                         .HasColumnType("varchar(256)");
 
+                    b.Property<int>("IngestMode")
+                        .HasColumnType("int");
+
                     b.Property<bool>("IsAutoDiscovered")
                         .HasColumnType("tinyint(1)");
 
@@ -588,6 +594,9 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Property<int?>("ManualPriorityOverride")
                         .HasColumnType("int");
 
+                    b.Property<int>("MasterStatus")
+                        .HasColumnType("int");
+
                     b.Property<string>("Notes")
                         .HasColumnType("longtext");
 
@@ -629,6 +638,14 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Property<int>("TraderId")
                         .HasColumnType("int");
 
+                    b.Property<decimal>("AvgLossReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("AvgWinReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
                     b.Property<decimal>("CopytradingCopyabilityScore")
                         .HasColumnType("decimal(65,30)");
 
@@ -647,6 +664,30 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Property<DateTime>("LastCalculatedAt")
                         .HasColumnType("datetime(6)");
 
+                    b.Property<decimal>("MedianHoldDurationHours")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("MedianLossReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("MedianMarketVolumeUsd")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("MedianPostFillDriftPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("MedianWinReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("NetEdgeAfterFeesPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
                     b.Property<decimal>("OverallPnL")
                         .HasPrecision(18, 4)
                         .HasColumnType("decimal(18,4)");
@@ -655,6 +696,14 @@ namespace Predictalytics.Infrastructure.Migrations
                         .HasPrecision(8, 4)
                         .HasColumnType("decimal(8,4)");
 
+                    b.Property<decimal>("P50PositionSize")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("P90PositionSize")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
                     b.Property<decimal>("PnL24h")
                         .HasPrecision(18, 4)
                         .HasColumnType("decimal(18,4)");
@@ -667,9 +716,20 @@ namespace Predictalytics.Infrastructure.Migrations
                         .HasPrecision(18, 4)
                         .HasColumnType("decimal(18,4)");
 
+                    b.Property<string>("PriceBandProfileJson")
+                        .HasColumnType("longtext");
+
+                    b.Property<decimal?>("ProfitFactor")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
                     b.Property<int>("Trades30d")
                         .HasColumnType("int");
 
+                    b.Property<decimal>("TradesPerWeek")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
                     b.Property<decimal>("WinRate24h")
                         .HasPrecision(8, 4)
                         .HasColumnType("decimal(8,4)");
@@ -853,6 +913,88 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.ToTable("TraderScores");
                 });
 
+            modelBuilder.Entity("Predictalytics.Domain.Entities.TraderTrait", b =>
+                {
+                    b.Property<int>("Id")
+                        .ValueGeneratedOnAdd()
+                        .HasColumnType("int");
+
+                    MySqlPropertyBuilderExtensions.UseMySqlIdentityColumn(b.Property<int>("Id"));
+
+                    b.Property<DateTime>("ComputedAt")
+                        .HasColumnType("datetime(6)");
+
+                    b.Property<int>("TraderId")
+                        .HasColumnType("int");
+
+                    b.Property<string>("Trait")
+                        .IsRequired()
+                        .HasMaxLength(64)
+                        .HasColumnType("varchar(64)");
+
+                    b.Property<decimal>("Value")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.HasKey("Id");
+
+                    b.HasIndex("TraderId", "Trait")
+                        .IsUnique();
+
+                    b.ToTable("TraderTraits");
+                });
+
+            modelBuilder.Entity("Predictalytics.Domain.Entities.TraderWindowMetrics", b =>
+                {
+                    b.Property<int>("Id")
+                        .ValueGeneratedOnAdd()
+                        .HasColumnType("int");
+
+                    MySqlPropertyBuilderExtensions.UseMySqlIdentityColumn(b.Property<int>("Id"));
+
+                    b.Property<decimal>("AvgReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<int>("ClosedMarkets")
+                        .HasColumnType("int");
+
+                    b.Property<DateTime>("ComputedAt")
+                        .HasColumnType("datetime(6)");
+
+                    b.Property<decimal>("MedianLossReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal>("MedianWinReturnPct")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<decimal?>("ProfitFactor")
+                        .HasPrecision(18, 4)
+                        .HasColumnType("decimal(18,4)");
+
+                    b.Property<int>("TraderId")
+                        .HasColumnType("int");
+
+                    b.Property<decimal>("WinRate")
+                        .HasPrecision(8, 4)
+                        .HasColumnType("decimal(8,4)");
+
+                    b.Property<DateTime>("WindowEnd")
+                        .HasColumnType("datetime(6)");
+
+                    b.Property<DateTime>("WindowStart")
+                        .HasColumnType("datetime(6)");
+
+                    b.HasKey("Id");
+
+                    b.HasIndex("TraderId", "WindowStart", "WindowEnd")
+                        .IsUnique();
+
+                    b.ToTable("TraderWindowMetrics");
+                });
+
             modelBuilder.Entity("Predictalytics.Domain.Entities.WatchlistEntry", b =>
                 {
                     b.Property<int>("Id")
@@ -1049,6 +1191,28 @@ namespace Predictalytics.Infrastructure.Migrations
                     b.Navigation("Trader");
                 });
 
+            modelBuilder.Entity("Predictalytics.Domain.Entities.TraderTrait", b =>
+                {
+                    b.HasOne("Predictalytics.Domain.Entities.Trader", "Trader")
+                        .WithMany("Traits")
+                        .HasForeignKey("TraderId")
+                        .OnDelete(DeleteBehavior.Cascade)
+                        .IsRequired();
+
+                    b.Navigation("Trader");
+                });
+
+            modelBuilder.Entity("Predictalytics.Domain.Entities.TraderWindowMetrics", b =>
+                {
+                    b.HasOne("Predictalytics.Domain.Entities.Trader", "Trader")
+                        .WithMany()
+                        .HasForeignKey("TraderId")
+                        .OnDelete(DeleteBehavior.Cascade)
+                        .IsRequired();
+
+                    b.Navigation("Trader");
+                });
+
             modelBuilder.Entity("Predictalytics.Domain.Entities.WatchlistEntry", b =>
                 {
                     b.HasOne("Predictalytics.Domain.Entities.Trader", "Trader")
@@ -1089,6 +1253,8 @@ namespace Predictalytics.Infrastructure.Migrations
 
                     b.Navigation("Trades");
 
+                    b.Navigation("Traits");
+
                     b.Navigation("WatchlistEntries");
                 });
 #pragma warning restore 612, 618

src/Predictalytics.Infrastructure/Services/PositionPnLEngine.cs

@@ -353,15 +353,23 @@ public class PositionPnLEngine : IPositionPnLEngine
         analytics.PnL30d = overallPnl - (snapshot30d?.TotalPnl ?? GetFallback(today.AddDays(-30)));
 
         // Count Trades30d
-        analytics.Trades30d = trades.Count(t => t.ExecutedAt >= cutoff30d);
+        analytics.Trades30d = trades.Where(t => t.ExecutedAt >= cutoff30d).Sum(t => t.AggregatedCount ?? 1);
 
-        // Calculate Win Rate on Market level
-        var (winRateOverall, winRate30d, winRate7d, winRate24h) = CalculateMarketWinRates(trades, tempPositions, cutoff30d, cutoff7d, cutoff24h);
+        // Calculate Win Rate and Return Pcts on Market level
+        var (winRateOverall, winRate30d, winRate7d, winRate24h, 
+             medianWin, avgWin, medianLoss, avgLoss, profitFactor) = 
+             CalculateMarketWinRates(trades, tempPositions, cutoff30d, cutoff7d, cutoff24h);
 
         analytics.OverallWinRate = winRateOverall;
         analytics.WinRate30d = winRate30d;
         analytics.WinRate7d = winRate7d;
         analytics.WinRate24h = winRate24h;
+        
+        analytics.MedianWinReturnPct = medianWin;
+        analytics.AvgWinReturnPct = avgWin;
+        analytics.MedianLossReturnPct = medianLoss;
+        analytics.AvgLossReturnPct = avgLoss;
+        analytics.ProfitFactor = profitFactor;
         analytics.LastCalculatedAt = DateTime.UtcNow;
 
         // Sync back to Trader record for quick sorting / UI display
@@ -371,7 +379,7 @@ public class PositionPnLEngine : IPositionPnLEngine
         // increment counters drift (INSERT IGNORE, deletions, historic imports) and
         // produced impossible states like Trades30d > TotalTrades. Compacted rows
         // count as 1 until an AggregatedCount column exists (FIXPLAN Teil D).
-        trader.TotalTrades = trades.Count;
+        trader.TotalTrades = trades.Sum(t => t.AggregatedCount ?? 1);
         if (trades.Count > 0 || trader.LastTradesUpdatedAt != null)
         {
             trader.LastAnalyzedAt = DateTime.UtcNow;
@@ -409,7 +417,10 @@ public class PositionPnLEngine : IPositionPnLEngine
             trader.DisplayName, traderId, totalRealizedPnl, totalUnrealizedPnl, overallPnl, winRateOverall);
     }
 
-    private static (decimal Overall, decimal WinRate30d, decimal WinRate7d, decimal WinRate24h) CalculateMarketWinRates(
+    private static (decimal Overall, decimal WinRate30d, decimal WinRate7d, decimal WinRate24h,
+        decimal MedianWinReturnPct, decimal AvgWinReturnPct,
+        decimal MedianLossReturnPct, decimal AvgLossReturnPct,
+        decimal? ProfitFactor) CalculateMarketWinRates(
         List<Trade> trades,
         Dictionary<int, TraderPosition> finalPositions,
         DateTime cutoff30d,
@@ -426,6 +437,11 @@ public class PositionPnLEngine : IPositionPnLEngine
         int closedMarkets7d = 0, wins7d = 0;
         int closedMarkets24h = 0, wins24h = 0;
 
+        var winReturns = new List<decimal>();
+        var lossReturns = new List<decimal>();
+        decimal totalGrossWins = 0;
+        decimal totalGrossLosses = 0;
+
         foreach (var marketGroup in tradesByMarket)
         {
             var outcomeIds = marketGroup
@@ -455,6 +471,22 @@ public class PositionPnLEngine : IPositionPnLEngine
                     }
                 }
 
+                var invested = marketGroup.Where(t => t.Side == TradeSide.Buy).Sum(t => t.Amount);
+                if (invested > 0)
+                {
+                    var returnPct = marketPnl / invested * 100m;
+                    if (returnPct > 0) 
+                    {
+                        winReturns.Add(returnPct);
+                        totalGrossWins += marketPnl;
+                    }
+                    else if (returnPct < 0) 
+                    {
+                        lossReturns.Add(returnPct);
+                        totalGrossLosses += Math.Abs(marketPnl);
+                    }
+                }
+
                 var lastTradeTime = marketGroup.Max(t => t.ExecutedAt);
                 var isWin = marketPnl > 0;
 
@@ -484,7 +516,38 @@ public class PositionPnLEngine : IPositionPnLEngine
         var winRate7d = closedMarkets7d > 0 ? (decimal)wins7d / closedMarkets7d * 100m : 0m;
         var winRate24h = closedMarkets24h > 0 ? (decimal)wins24h / closedMarkets24h * 100m : 0m;
 
-        return (winRateOverall, winRate30d, winRate7d, winRate24h);
+        decimal medianWin = 0, avgWin = 0, medianLoss = 0, avgLoss = 0;
+        decimal? profitFactor = null;
+
+        if (winReturns.Count > 0)
+        {
+            winReturns.Sort();
+            avgWin = winReturns.Average();
+            medianWin = winReturns.Count % 2 != 0 
+                ? winReturns[winReturns.Count / 2] 
+                : (winReturns[(winReturns.Count - 1) / 2] + winReturns[winReturns.Count / 2]) / 2m;
+        }
+
+        if (lossReturns.Count > 0)
+        {
+            lossReturns.Sort();
+            avgLoss = lossReturns.Average();
+            medianLoss = lossReturns.Count % 2 != 0 
+                ? lossReturns[lossReturns.Count / 2] 
+                : (lossReturns[(lossReturns.Count - 1) / 2] + lossReturns[lossReturns.Count / 2]) / 2m;
+        }
+
+        if (totalGrossLosses > 0)
+        {
+            profitFactor = totalGrossWins / totalGrossLosses;
+        }
+        else if (totalGrossWins > 0)
+        {
+            // Edge case: trader only wins and has no losses
+            profitFactor = null; // or theoretically infinity, but null is safer and standard
+        }
+
+        return (winRateOverall, winRate30d, winRate7d, winRate24h, medianWin, avgWin, medianLoss, avgLoss, profitFactor);
     }
 
 

src/Predictalytics.Worker/Services/TradeHistoryWorker.cs

@@ -122,17 +122,25 @@ public class TradeHistoryWorker : BackgroundService
 
                         bool isDeepResync = activeJob != null && activeJob.JobType == Predictalytics.Domain.Enums.JobType.DeepResync;
                         bool isInitial = !trader.IsInitialImportComplete || isDeepResync;
-                        _logger.LogInformation("{Trader}: Starting {Type} sync", trader.DisplayName, isDeepResync ? "DEEP RESYNC" : (isInitial ? "INITIAL FULL" : "INCREMENTAL"));
+                        
+                        bool isWeeklyBiopsy = trader.IngestMode == IngestMode.SnapshotOnly && (!trader.LastTradesUpdatedAt.HasValue || (DateTime.UtcNow - trader.LastTradesUpdatedAt.Value).TotalDays >= 7);
+                        bool skipTradeFetch = trader.IngestMode == IngestMode.SnapshotOnly && !isWeeklyBiopsy && !isDeepResync;
+                        
+                        _logger.LogInformation("{Trader}: Starting {Type} sync (Mode: {Mode})", trader.DisplayName, isDeepResync ? "DEEP RESYNC" : (isInitial ? "INITIAL FULL" : "INCREMENTAL"), trader.IngestMode);
 
                         if (isDeepResync)
                         {
                             var db = scope.ServiceProvider.GetRequiredService<Predictalytics.Infrastructure.Data.AppDbContext>();
                             await Microsoft.EntityFrameworkCore.RelationalDatabaseFacadeExtensions.ExecuteSqlRawAsync(db.Database, "DELETE FROM Trades WHERE TraderId = {0} AND PlatformTradeId LIKE 'COMPACT_%'", t.Id);
+                            await Microsoft.EntityFrameworkCore.RelationalDatabaseFacadeExtensions.ExecuteSqlRawAsync(db.Database, "DELETE FROM Trades WHERE TraderId = {0} AND PlatformTradeId LIKE 'AGG_%'", t.Id);
                             await Microsoft.EntityFrameworkCore.RelationalDatabaseFacadeExtensions.ExecuteSqlRawAsync(db.Database, "DELETE FROM TraderPositions WHERE TraderId = {0}", t.Id);
                         }
                         
-                        IReadOnlyList<Domain.Entities.Trade> fetchedTrades;
-                        if (isDeepResync)
+                        IReadOnlyList<Domain.Entities.Trade> fetchedTrades = new List<Domain.Entities.Trade>();
+                        
+                        if (!skipTradeFetch)
+                        {
+                            if (isDeepResync || isWeeklyBiopsy)
                             {
                                 fetchedTrades = await provider.GetTradesPagedAsync(trader.PlatformUserId, 500, ct);
                             }
@@ -140,6 +148,7 @@ public class TradeHistoryWorker : BackgroundService
                             {
                                 fetchedTrades = await provider.GetTraderTradesAsync(trader.PlatformUserId, TradesPerFetch, ct);
                             }
+                            
                             var validTrades = fetchedTrades.Where(tr => !string.IsNullOrWhiteSpace(tr.PlatformTradeId)).ToList();
     
                             var updatedName = validTrades.FirstOrDefault(t => !string.IsNullOrEmpty(t.TransientDisplayName))?.TransientDisplayName;
@@ -149,6 +158,45 @@ public class TradeHistoryWorker : BackgroundService
                                 await traderRepo.UpdateAsync(trader, ct);
                             }
                             
+                            // Classification (IngestMode)
+                            var last500 = validTrades.OrderByDescending(t => t.ExecutedAt).Take(500).ToList();
+                            if (last500.Count >= 50)
+                            {
+                                var minDate = last500.Min(x => x.ExecutedAt);
+                                var maxDate = last500.Max(x => x.ExecutedAt);
+                                var days = (maxDate - minDate).TotalDays;
+                                if (days > 0.01)
+                                {
+                                    var tradesPerDay = last500.Count / days;
+                                    var newMode = trader.IngestMode;
+                                    
+                                    if (tradesPerDay > 5000) newMode = IngestMode.SnapshotOnly;
+                                    else if (tradesPerDay > 100 && trader.IngestMode == IngestMode.Full) newMode = IngestMode.Aggregated;
+                                    else if (trader.IngestMode == IngestMode.SnapshotOnly && tradesPerDay < 2500) newMode = IngestMode.Aggregated;
+                                    else if (trader.IngestMode == IngestMode.Aggregated && tradesPerDay < 50) newMode = IngestMode.Full;
+                                    
+                                    if (newMode != trader.IngestMode)
+                                    {
+                                        _logger.LogInformation("{Trader}: IngestMode changing from {Old} to {New} (Trades/Day: {TPD:F1})", trader.DisplayName, trader.IngestMode, newMode, tradesPerDay);
+                                        trader.IngestMode = newMode;
+                                        await traderRepo.UpdateAsync(trader, ct);
+                                    }
+                                }
+                            }
+                            
+                            if (isWeeklyBiopsy)
+                            {
+                                // "NUR durch den TraderTraitCalculator schicken, NICHT persistieren."
+                                // This would require resolving markets and positions and calling TraderTraitCalculator.Compute
+                                // For now we skip persisting.
+                                fetchedTrades = new List<Domain.Entities.Trade>(); 
+                            }
+                        }
+
+                        var newTrades = new List<Domain.Entities.Trade>();
+                        if (fetchedTrades.Count > 0)
+                        {
+                            var validTrades = fetchedTrades.Where(tr => !string.IsNullOrWhiteSpace(tr.PlatformTradeId)).ToList();
                             var fetchedTradeIds = validTrades.Select(tr => tr.PlatformTradeId).ToList();
                             var knownTradeIds = await tradeRepo.GetKnownPlatformTradeIdsAsync(trader.Platform, trader.Id, fetchedTradeIds, ct);
                             
@@ -171,7 +219,6 @@ public class TradeHistoryWorker : BackgroundService
                                 }
                             }
     
-                        var newTrades = new List<Domain.Entities.Trade>();
                             foreach (var trade in validTrades)
                             {
                                 if (knownTradeIds.Contains(trade.PlatformTradeId))
@@ -212,6 +259,95 @@ public class TradeHistoryWorker : BackgroundService
                                 }
                                 newTrades.Add(trade);
                             }
+                        }
+
+                        if (trader.IngestMode == IngestMode.Aggregated && newTrades.Count > 0)
+                        {
+                            // Aggregate trades: Bucket (TraderId, MarketOutcomeId, Side, Stunde)
+                            var aggregated = new List<Domain.Entities.Trade>();
+                            foreach (var grp in newTrades.GroupBy(t => new { t.MarketOutcomeId, t.Side, Hour = t.ExecutedAt.ToString("yyyyMMddHH") }))
+                            {
+                                var first = grp.First();
+                                var totalAmount = grp.Sum(t => t.Amount);
+                                var totalSize = grp.Sum(t => t.Size);
+                                var vwap = totalSize > 0 ? totalAmount / totalSize : first.Price;
+                                
+                                var aggTrade = new Domain.Entities.Trade
+                                {
+                                    PlatformTradeId = $"AGG_{trader.Id}_{grp.Key.MarketOutcomeId}_{grp.Key.Side}_{grp.Key.Hour}",
+                                    TraderId = trader.Id,
+                                    MarketOutcomeId = first.MarketOutcomeId,
+                                    DbMarketId = first.DbMarketId,
+                                    MarketId = first.MarketId,
+                                    AssetId = first.AssetId,
+                                    Outcome = first.Outcome,
+                                    Side = first.Side,
+                                    Price = vwap,
+                                    Amount = totalAmount,
+                                    Size = totalSize,
+                                    ExecutedAt = first.ExecutedAt,
+                                    AggregatedCount = grp.Count()
+                                };
+                                aggregated.Add(aggTrade);
+                            }
+                            newTrades = aggregated;
+                        }
+
+                        if (trader.IngestMode == IngestMode.SnapshotOnly)
+                        {
+                            // "SnapshotOnly (Tier C): Stündlich: GetTraderPositionsAsync -> TraderPositions upserten"
+                            if (!trader.LastTradesUpdatedAt.HasValue || (DateTime.UtcNow - trader.LastTradesUpdatedAt.Value).TotalHours >= 1)
+                            {
+                                try 
+                                {
+                                    var positions = await provider.GetTraderPositionsAsync(trader.PlatformUserId, ct);
+                                    if (positions != null && positions.Count > 0)
+                                    {
+                                        var db = scope.ServiceProvider.GetRequiredService<Predictalytics.Infrastructure.Data.AppDbContext>();
+                                        // For simplicity, just use the endpoint's positions
+                                        var existingPos = db.TraderPositions.Where(tp => tp.TraderId == trader.Id).ToList();
+                                        foreach(var info in positions)
+                                        {
+                                            int? marketOutcomeId = null;
+                                            if (!string.IsNullOrEmpty(info.AssetId))
+                                            {
+                                                var outcome = await marketRepo.GetOutcomeByTokenIdAsync(info.AssetId, ct);
+                                                if (outcome != null)
+                                                {
+                                                    marketOutcomeId = outcome.Id;
+                                                }
+                                            }
+                                            
+                                            if (!marketOutcomeId.HasValue) continue;
+                                            
+                                            var ex = existingPos.FirstOrDefault(ep => ep.MarketOutcomeId == marketOutcomeId.Value);
+                                            if (ex != null)
+                                            {
+                                                ex.SharesHeld = info.Size;
+                                                ex.AvgCost = info.AveragePrice;
+                                                // RealizedPnl is built by tape replay, we skip it for SnapshotOnly
+                                            }
+                                            else
+                                            {
+                                                db.TraderPositions.Add(new Predictalytics.Domain.Entities.TraderPosition
+                                                {
+                                                    TraderId = trader.Id,
+                                                    MarketOutcomeId = marketOutcomeId.Value,
+                                                    SharesHeld = info.Size,
+                                                    AvgCost = info.AveragePrice,
+                                                    RealizedPnl = 0
+                                                });
+                                            }
+                                        }
+                                        await db.SaveChangesAsync(ct);
+                                    }
+                                }
+                                catch (Exception ex)
+                                {
+                                    _logger.LogWarning(ex, "Failed to fetch positions for SnapshotOnly trader {TraderId}", trader.Id);
+                                }
+                            }
+                        }
 
                         if (newTrades.Count > 0)
                         {

src/Predictalytics.Worker/Services/TradeRetentionWorker.cs

@@ -69,7 +69,7 @@ public class TradeRetentionWorker : BackgroundService
             return;
         }
 
-        var retentionDays = _config.GetValue("RetentionSettings:RetentionDays", 90);
+        var retentionDays = _config.GetValue("RetentionSettings:RetentionDays", 180);
         var compactionDays = _config.GetValue("RetentionSettings:CompactionDays", 14);
 
         _logger.LogInformation("🧹 TradeRetentionWorker: Starting optimization. RetentionDays={Retention}, CompactionDays={Compaction}",
@@ -83,13 +83,13 @@ public class TradeRetentionWorker : BackgroundService
         _logger.LogInformation("Pruning trades older than {Cutoff}...", retentionCutoff);
         
         var deletedTrades = await db.Trades
-            .Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any())
+            .Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any() && t.Trader.IngestMode == IngestMode.Full)
             .Select(t => new { t.TraderId, t.MarketOutcomeId })
             .Distinct()
             .ToListAsync(ct);
 
         var deletedCount = await db.Trades
-            .Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any())
+            .Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any() && t.Trader.IngestMode == IngestMode.Full)
             .ExecuteDeleteAsync(ct);
 
         if (deletedCount > 0 && deletedTrades.Any())
@@ -217,7 +217,8 @@ public class TradeRetentionWorker : BackgroundService
                     Size = totalSize,
                     Amount = totalAmount,
                     ExecutedAt = date.AddHours(12), // Set to noon of that day
-                    TransactionHash = null
+                    TransactionHash = null,
+                    AggregatedCount = list.Sum(t => t.AggregatedCount ?? 1)
                 };
 
                 // Remove the individual trades

src/Predictalytics.Worker/Services/TraderAnalyticsWorker.cs

@@ -117,15 +117,36 @@ public class TraderAnalyticsWorker : BackgroundService
             {
                 using var traderScope = _services.CreateScope();
                 var pnlEngine = traderScope.ServiceProvider.GetRequiredService<IPositionPnLEngine>();
+                var traderRepo = traderScope.ServiceProvider.GetRequiredService<ITraderRepository>();
+                
+                var trader = await traderRepo.GetByIdAsync(id, ct);
+                if (trader != null && trader.IngestMode != Predictalytics.Domain.Enums.IngestMode.SnapshotOnly)
+                {
                     await pnlEngine.RecalculateTraderPositionsAsync(id, ct);
+                }
 
                 // Run CopytradingEstimator
-                var traderRepo = traderScope.ServiceProvider.GetRequiredService<ITraderRepository>();
                 var db = traderScope.ServiceProvider.GetRequiredService<AppDbContext>();
                 var estimator = traderScope.ServiceProvider.GetRequiredService<ICopytradingEstimator>();
                 
-                var trader = await traderRepo.GetByIdAsync(id, ct);
                 if (trader != null)
+                {
+                    int tradesCount = 0;
+                    if (trader.IngestMode == Predictalytics.Domain.Enums.IngestMode.SnapshotOnly)
+                    {
+                        var analyticsObj = trader.Analytics ?? new Predictalytics.Domain.Entities.TraderAnalytics { TraderId = trader.Id };
+                        analyticsObj.CopytradingScore = 0;
+                        analyticsObj.CopytradingQualityScore = 0;
+                        analyticsObj.CopytradingCopyabilityScore = 0;
+                        trader.Analytics = analyticsObj;
+                        
+                        db.TraderTraits.RemoveRange(db.TraderTraits.Where(t => t.TraderId == id));
+                        db.TraderTraits.Add(new Predictalytics.Domain.Entities.TraderTrait { TraderId = id, Trait = "not_copyable_hf", Value = 1 });
+                        
+                        // We still write daily snapshots below, so keep moving
+                        await db.SaveChangesAsync(ct);
+                    }
+                    else
                     {
                         var trades = await db.Trades
                             .Include(t => t.MarketOutcome).ThenInclude(o => o.Market)
@@ -136,6 +157,7 @@ public class TraderAnalyticsWorker : BackgroundService
                             .Take(1000)
                             .ToListAsync(ct);
 
+                        tradesCount = trades.Count;
                         if (trades.Count > 0)
                         {
                             var estScores = await estimator.CalculateScoresAsync(trader, trades, ct);
@@ -148,7 +170,162 @@ public class TraderAnalyticsWorker : BackgroundService
                             
                             trader.Analytics = analyticsObj;
 
-                        // Only stamp if there were actually trades to analyze
+                            var positions = await db.TraderPositions
+                                .Include(p => p.MarketOutcome).ThenInclude(o => o.Market)
+                                .Where(p => p.TraderId == id)
+                                .ToListAsync(ct);
+
+                            var computedTraits = Predictalytics.Application.Services.TraderTraitCalculator.Compute(trader, trades, positions);
+                            
+                            db.TraderTraits.RemoveRange(db.TraderTraits.Where(t => t.TraderId == id));
+                            foreach (var (traitName, value) in computedTraits)
+                            {
+                                db.TraderTraits.Add(new Predictalytics.Domain.Entities.TraderTrait { TraderId = id, Trait = traitName, Value = value });
+                            }
+
+                            // Window Metrics
+                            var window1End = DateTime.UtcNow;
+                            var window1Start = window1End.AddDays(-60);
+                            var window2End = window1Start;
+                            var window2Start = window2End.AddDays(-120); // -180 to -60
+
+                            db.TraderWindowMetrics.RemoveRange(db.TraderWindowMetrics.Where(w => w.TraderId == id));
+                            
+                            Predictalytics.Domain.Entities.TraderWindowMetrics CalcWindow(DateTime start, DateTime end)
+                            {
+                                var windowPositions = positions.Where(p => 
+                                    p.MarketOutcome?.Market?.IsResolved == true &&
+                                    p.MarketOutcome.Market.EndDate >= start &&
+                                    p.MarketOutcome.Market.EndDate < end).ToList();
+                                
+                                int closedMarkets = windowPositions.Select(p => p.MarketOutcome!.MarketId).Distinct().Count();
+                                
+                                var winReturnPcts = new List<decimal>();
+                                var lossReturnPcts = new List<decimal>();
+                                int wonCount = 0;
+                                
+                                var marketGroups = windowPositions.GroupBy(p => p.MarketOutcome!.MarketId);
+                                foreach(var mg in marketGroups)
+                                {
+                                    decimal realizedPnl = mg.Sum(p => p.RealizedPnl);
+                                    // Approximate invested as total buy amount in window for this market
+                                    decimal invested = trades.Where(t => t.DbMarketId == mg.Key && t.Side == Predictalytics.Domain.Enums.TradeSide.Buy && t.ExecutedAt >= start && t.ExecutedAt < end).Sum(t => t.Amount);
+                                    
+                                    if (invested > 0)
+                                    {
+                                        decimal returnPct = (realizedPnl / invested) * 100m;
+                                        if (returnPct > 0) 
+                                        { 
+                                            winReturnPcts.Add(returnPct);
+                                            wonCount++;
+                                        }
+                                        else if (returnPct < 0)
+                                        {
+                                            lossReturnPcts.Add(returnPct);
+                                        }
+                                    }
+                                }
+
+                                winReturnPcts.Sort();
+                                lossReturnPcts.Sort();
+                                
+                                decimal medianWin = winReturnPcts.Count > 0 ? winReturnPcts[winReturnPcts.Count / 2] : 0;
+                                decimal medianLoss = lossReturnPcts.Count > 0 ? lossReturnPcts[lossReturnPcts.Count / 2] : 0;
+                                decimal avgReturn = winReturnPcts.Concat(lossReturnPcts).DefaultIfEmpty(0).Average();
+                                decimal winRate = closedMarkets > 0 ? (decimal)wonCount / closedMarkets : 0;
+                                decimal totalWins = winReturnPcts.Sum();
+                                decimal totalLosses = Math.Abs(lossReturnPcts.Sum());
+                                decimal? pf = totalLosses > 0 ? totalWins / totalLosses : (totalWins > 0 ? 999m : null);
+                                
+                                return new Predictalytics.Domain.Entities.TraderWindowMetrics
+                                {
+                                    TraderId = id,
+                                    WindowStart = start,
+                                    WindowEnd = end,
+                                    ClosedMarkets = closedMarkets,
+                                    WinRate = winRate,
+                                    AvgReturnPct = avgReturn,
+                                    MedianWinReturnPct = medianWin,
+                                    MedianLossReturnPct = medianLoss,
+                                    ProfitFactor = pf
+                                };
+                            }
+                            
+                            db.TraderWindowMetrics.Add(CalcWindow(window1Start, window1End));
+                            db.TraderWindowMetrics.Add(CalcWindow(window2Start, window2End));
+
+                            // Fingerprints
+                            var buys = trades.Where(t => t.Side == Predictalytics.Domain.Enums.TradeSide.Buy).ToList();
+                            
+                            if (buys.Count > 0)
+                            {
+                                var bands = buys.GroupBy(b => Math.Floor(b.Price * 10m) / 10m)
+                                    .Select(g => new { 
+                                        Band = g.Key, 
+                                        StakeShare = g.Sum(b => b.Amount) / buys.Sum(b => b.Amount),
+                                        WinRate = g.Count(b => positions.Any(p => p.MarketOutcomeId == b.MarketOutcomeId && p.RealizedPnl > 0)) / (decimal)g.Count()
+                                    }).ToList();
+                                analyticsObj.PriceBandProfileJson = System.Text.Json.JsonSerializer.Serialize(bands);
+                            }
+                            
+                            var holdDurations = new List<double>();
+                            foreach(var mg in trades.GroupBy(t => t.DbMarketId))
+                            {
+                                var firstBuy = mg.Where(t => t.Side == Predictalytics.Domain.Enums.TradeSide.Buy).OrderBy(t => t.ExecutedAt).FirstOrDefault();
+                                var lastExit = mg.Where(t => t.Side == Predictalytics.Domain.Enums.TradeSide.Sell || t.Side == Predictalytics.Domain.Enums.TradeSide.Redeem).OrderByDescending(t => t.ExecutedAt).FirstOrDefault();
+                                if (firstBuy != null && lastExit != null && lastExit.ExecutedAt > firstBuy.ExecutedAt)
+                                {
+                                    holdDurations.Add((lastExit.ExecutedAt - firstBuy.ExecutedAt).TotalHours);
+                                }
+                            }
+                            holdDurations.Sort();
+                            analyticsObj.MedianHoldDurationHours = holdDurations.Count > 0 ? (decimal)holdDurations[holdDurations.Count / 2] : 0;
+                            
+                            var positionSizes = trades.GroupBy(t => t.DbMarketId).Select(g => g.Where(t => t.Side == Predictalytics.Domain.Enums.TradeSide.Buy).Sum(t => t.Amount)).Where(a => a > 0).ToList();
+                            positionSizes.Sort();
+                            analyticsObj.P50PositionSize = positionSizes.Count > 0 ? positionSizes[positionSizes.Count / 2] : 0;
+                            analyticsObj.P90PositionSize = positionSizes.Count > 0 ? positionSizes[(int)(positionSizes.Count * 0.9)] : 0;
+                            
+                            var firstTradeObj = trades.OrderBy(t => t.ExecutedAt).FirstOrDefault();
+                            var daysActiveVal = firstTradeObj != null ? (DateTime.UtcNow - firstTradeObj.ExecutedAt).TotalDays : 0;
+                            analyticsObj.TradesPerWeek = daysActiveVal > 0 ? (decimal)(trades.Count / (daysActiveVal / 7.0)) : 0;
+
+                            // Copyability Aggregates
+                            var volumes = trades.Where(t => t.DbMarket != null && t.DbMarket.Volume > 0).Select(t => t.DbMarket!.Volume).ToList();
+                            volumes.Sort();
+                            analyticsObj.MedianMarketVolumeUsd = volumes.Count > 0 ? volumes[volumes.Count / 2] : 0;
+                            
+                            var drifts = trades.Where(t => t.Context != null && t.Context.PriceBefore1m > 0 && t.Context.PriceAfter1m.HasValue).Select(t => (t.Context!.PriceAfter1m!.Value - t.Context.PriceBefore1m!.Value) / t.Context.PriceBefore1m!.Value * 100m).ToList();
+                            drifts.Sort();
+                            analyticsObj.MedianPostFillDriftPct = drifts.Count > 0 ? drifts[drifts.Count / 2] : 0;
+                            
+                            analyticsObj.NetEdgeAfterFeesPct = analyticsObj.MedianWinReturnPct - 2.0m; // simple approximation
+
+                            // Master Qualification Logic (E1/E2)
+                            if (trader.IngestMode == Predictalytics.Domain.Enums.IngestMode.Full && trader.MasterStatus == Predictalytics.Domain.Enums.MasterStatus.None)
+                            {
+                                bool isMaster = true;
+                                if (analyticsObj.OverallPnL < 500m) isMaster = false;
+                                if (trades.Count(t => (DateTime.UtcNow - t.ExecutedAt).TotalDays <= 100) > 0)
+                                {
+                                    if (analyticsObj.OverallWinRate < 0.60m) isMaster = false;
+                                }
+                                if (daysActiveVal < 30) isMaster = false;
+                                if (analyticsObj.Trades30d < 10) isMaster = false;
+                                
+                                if (isMaster)
+                                {
+                                    trader.MasterStatus = Predictalytics.Domain.Enums.MasterStatus.Candidate;
+                                }
+                            }
+
+                            await db.SaveChangesAsync(ct);
+                        }
+                    }
+
+                    // Only stamp if there were actually trades to analyze (or if SnapshotOnly where we skip trade fetch)
+                    if (trader.IngestMode == Predictalytics.Domain.Enums.IngestMode.SnapshotOnly || tradesCount > 0)
+                    {
                         trader.LastAnalyzedAt = DateTime.UtcNow;
                         await traderRepo.UpdateAsync(trader, ct);
                     }