75% of names score SACS < 40; the highest in the whole universe is SOXX at 55.32 — nothing breaks 60. Megacaps with positive P&L are graded D: AMZN 0.02 (held, +18%), META 3.56 (your largest position, +6.7%), COST 10.65, GOOG 13.33. Because the grade gate sits ~50, depressed SACS makes GRADE_FAIL the modal verdict (8 of 20).

Likely root cause found: 10 of 20 Reference_Rules weight dials are below the locked floor of 12 ("dial corruption") — Compression 4, MacroBias 4, EventImpact 3, Above30D 6, etc. (2 are intentional negatives). Low dials suppress the Composite → which suppresses SACS → which trips GRADE_FAIL across the book. There is a fn=resetweights to restore locked defaults.

Plan-assumption corrected: the suspected "RiskGate gates on Risk%≤2.5%" was not the cause — high-ATR LLY passes; the gate keys on the broken SACS/grade. The real fix is the weight dials + SACS calibration, not the risk gate.

Performance reads +$4,202 (+15.0%) on $27,971 cost basis — but that's only 14 positions. The holdings feed has ~28 non-cash equity lines, and every one has a matching entry in the cost map, yet the engine's internal join is narrower. ~half the book is excluded from P&L. The headline gain and the winner/loser detail (NVDA +$101 / GOOG −$27) are computed over different position sets — internally inconsistent.

Accounts in the holdings feed: 5378 (daughter), 4073 (son), 600 (= Invest-n-Save …720600), 5692 (= Joint), 241 (a cash line). No Schwab account appears at all — and the entire 2.5%/mo thesis rests on Schwab being the active book. This is consistent with you having sold Schwab to cash (so it'd show cash, not equities) — but the MIS data feed needs Schwab wired in for the per-account mandate view to work. Also: Book risk = 0.0% (the risk engine has no active book to measure) and ~$1,000 of "cash" in portmetrics doesn't reconcile with the holdings cash lines.