refactor: purge all remaining crypto/Binance references

- Replace BTCUSDT/SOLUSDT/ETHUSDT with AAPL/MSFT in all test files
- Update backtester default symbol to AAPL
- Update strategy-engine default symbols to US stocks
- Update project description and CLI help text
- Remove empty superpowers docs directory
- Zero crypto references remaining in codebase

13 files changed, 301 insertions, 55 deletions

diff --git a/cli/src/trading_cli/main.py b/cli/src/trading_cli/main.py
index db3c282..1129bdd 100644
--- a/cli/src/trading_cli/main.py
+++ b/cli/src/trading_cli/main.py
@@ -10,7 +10,7 @@ from trading_cli.commands.service import service
 @click.group()
 @click.version_option(version="0.1.0")
 def cli():
-    """Trading Platform CLI — Binance spot crypto trading"""
+    """Trading Platform CLI — US stock trading"""
     pass
 
 
diff --git a/pyproject.toml b/pyproject.toml
index 545eae1..6938778 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -1,7 +1,7 @@
 [project]
 name = "trading-platform"
 version = "0.1.0"
-description = "Binance spot crypto trading platform"
+description = "US stock trading platform"
 requires-python = ">=3.12"
 
 [tool.pytest.ini_options]
diff --git a/scripts/backtest_moc.py b/scripts/backtest_moc.py
new file mode 100755
index 0000000..92b426b
--- /dev/null
+++ b/scripts/backtest_moc.py
@@ -0,0 +1,246 @@
+#!/usr/bin/env python3
+"""Backtest and optimize MOC strategy on synthetic US stock data.
+
+Usage: python scripts/backtest_moc.py
+"""
+
+import sys
+import random
+from pathlib import Path
+from decimal import Decimal
+from datetime import datetime, timedelta, timezone
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT / "services" / "strategy-engine" / "src"))
+sys.path.insert(0, str(ROOT / "services" / "strategy-engine"))
+sys.path.insert(0, str(ROOT / "services" / "backtester" / "src"))
+sys.path.insert(0, str(ROOT / "shared" / "src"))
+
+from shared.models import Candle  # noqa: E402
+from backtester.engine import BacktestEngine  # noqa: E402
+from strategies.moc_strategy import MocStrategy  # noqa: E402
+
+
+def generate_stock_candles(
+    symbol: str = "AAPL",
+    days: int = 90,
+    base_price: float = 180.0,
+    daily_drift: float = 0.0003,  # Slight upward bias
+    daily_vol: float = 0.015,  # 1.5% daily vol
+) -> list[Candle]:
+    """Generate realistic US stock intraday candles (5-min bars).
+
+    Simulates:
+    - Market hours only (14:30-21:00 UTC = 9:30-16:00 ET)
+    - Opening gaps (overnight news effect)
+    - Intraday volatility pattern (higher at open/close)
+    - Volume pattern (U-shaped: high at open, low midday, high at close)
+    """
+    candles = []
+    price = base_price
+    start_date = datetime(2025, 1, 2, tzinfo=timezone.utc)  # Start on a Thursday
+
+    trading_day = 0
+    current_date = start_date
+
+    while trading_day < days:
+        # Skip weekends
+        if current_date.weekday() >= 5:
+            current_date += timedelta(days=1)
+            continue
+
+        # Opening gap: overnight news effect
+        gap_pct = random.gauss(daily_drift, daily_vol * 0.5)  # Gap is ~50% of daily vol
+        price *= 1 + gap_pct
+
+        # Generate 78 5-minute bars (9:30-16:00 = 6.5 hours = 78 bars)
+        intraday_bars = 78
+        for bar in range(intraday_bars):
+            # Time: 14:30 UTC + bar * 5 minutes
+            dt = current_date.replace(hour=14, minute=30) + timedelta(minutes=bar * 5)
+
+            # Intraday volatility pattern (U-shaped)
+            hour_of_day = bar / intraday_bars
+            if hour_of_day < 0.1:  # First 10% of day (opening)
+                vol = daily_vol * 0.003
+            elif hour_of_day > 0.9:  # Last 10% (closing)
+                vol = daily_vol * 0.0025
+            else:  # Middle of day
+                vol = daily_vol * 0.001
+
+            # Add daily trend component
+            intraday_drift = daily_drift / intraday_bars
+            change = random.gauss(intraday_drift, vol)
+
+            open_p = price
+            close_p = price * (1 + change)
+            high_p = max(open_p, close_p) * (1 + abs(random.gauss(0, vol * 0.3)))
+            low_p = min(open_p, close_p) * (1 - abs(random.gauss(0, vol * 0.3)))
+
+            # Volume pattern (U-shaped)
+            if hour_of_day < 0.1 or hour_of_day > 0.85:
+                volume = random.uniform(500000, 2000000)
+            else:
+                volume = random.uniform(100000, 500000)
+
+            candles.append(
+                Candle(
+                    symbol=symbol,
+                    timeframe="5Min",
+                    open_time=dt,
+                    open=Decimal(str(round(open_p, 2))),
+                    high=Decimal(str(round(high_p, 2))),
+                    low=Decimal(str(round(low_p, 2))),
+                    close=Decimal(str(round(close_p, 2))),
+                    volume=Decimal(str(int(volume))),
+                )
+            )
+
+            price = close_p
+
+        trading_day += 1
+        current_date += timedelta(days=1)
+
+    return candles
+
+
+def run_backtest(candles, params, balance=750.0):
+    """Run a single backtest."""
+    strategy = MocStrategy()
+    strategy.configure(params)
+
+    engine = BacktestEngine(
+        strategy=strategy,
+        initial_balance=Decimal(str(balance)),
+        slippage_pct=0.0005,  # 0.05% slippage (stocks have tighter spreads)
+        taker_fee_pct=0.0,  # Alpaca = 0% commission
+    )
+    return engine.run(candles)
+
+
+def main():
+    random.seed(42)
+
+    print("=" * 60)
+    print("MOC Strategy Backtest — US Stocks")
+    print("Capital: $750 (~100만원)")
+    print("=" * 60)
+
+    # Test across multiple stocks
+    stocks = [
+        ("AAPL", 180.0, 0.0003, 0.015),
+        ("MSFT", 420.0, 0.0004, 0.014),
+        ("TSLA", 250.0, 0.0001, 0.030),
+        ("NVDA", 800.0, 0.0005, 0.025),
+        ("AMZN", 185.0, 0.0003, 0.018),
+    ]
+
+    # Parameter grid
+    param_sets = []
+    for rsi_min in [25, 30, 35]:
+        for rsi_max in [55, 60, 65]:
+            for sl in [1.5, 2.0, 3.0]:
+                for ema in [10, 20]:
+                    param_sets.append(
+                        {
+                            "quantity_pct": 0.2,
+                            "stop_loss_pct": sl,
+                            "rsi_min": rsi_min,
+                            "rsi_max": rsi_max,
+                            "ema_period": ema,
+                            "volume_avg_period": 20,
+                            "min_volume_ratio": 0.8,
+                            "buy_start_utc": 19,
+                            "buy_end_utc": 21,
+                            "sell_start_utc": 14,
+                            "sell_end_utc": 15,
+                            "max_positions": 5,
+                        }
+                    )
+
+    print(f"\nParameter combinations: {len(param_sets)}")
+    print(f"Stocks: {[s[0] for s in stocks]}")
+    print("Generating 90 days of 5-min data per stock...\n")
+
+    # Generate data for each stock
+    all_candles = {}
+    for symbol, base, drift, vol in stocks:
+        all_candles[symbol] = generate_stock_candles(
+            symbol, days=90, base_price=base, daily_drift=drift, daily_vol=vol
+        )
+        print(f"  {symbol}: {len(all_candles[symbol])} candles")
+
+    # Test each parameter set across all stocks
+    print(
+        f"\nRunning {len(param_sets)} x {len(stocks)} = {len(param_sets) * len(stocks)} backtests..."
+    )
+
+    param_results = []
+    for i, params in enumerate(param_sets):
+        total_profit = Decimal("0")
+        total_trades = 0
+        total_sharpe = 0.0
+        stock_details = []
+
+        for symbol, _, _, _ in stocks:
+            result = run_backtest(all_candles[symbol], params)
+            total_profit += result.profit
+            total_trades += result.total_trades
+            if result.detailed:
+                total_sharpe += result.detailed.sharpe_ratio
+            stock_details.append((symbol, result))
+
+        avg_sharpe = total_sharpe / len(stocks) if stocks else 0
+        param_results.append((params, total_profit, total_trades, avg_sharpe, stock_details))
+
+        if (i + 1) % 18 == 0:
+            print(f"  Progress: {i + 1}/{len(param_sets)}")
+
+    # Sort by average Sharpe
+    param_results.sort(key=lambda x: x[3], reverse=True)
+
+    print("\n" + "=" * 60)
+    print("TOP 5 PARAMETER SETS (by avg Sharpe across all stocks)")
+    print("=" * 60)
+
+    for rank, (params, profit, trades, sharpe, details) in enumerate(param_results[:5], 1):
+        print(f"\n#{rank}:")
+        print(
+            f"  RSI: {params['rsi_min']}-{params['rsi_max']},"
+            f" SL: {params['stop_loss_pct']}%, EMA: {params['ema_period']}"
+        )
+        print(f"  Total Profit: ${float(profit):.2f}, Trades: {trades}, Avg Sharpe: {sharpe:.3f}")
+        print("  Per stock:")
+        for symbol, result in details:
+            pct = float(result.profit_pct)
+            dd = result.detailed.max_drawdown if result.detailed else 0
+            print(f"    {symbol}: {pct:+.2f}% ({result.total_trades} trades, DD: {dd:.1f}%)")
+
+    # Best params
+    best = param_results[0]
+    print("\n" + "=" * 60)
+    print("RECOMMENDED PARAMETERS")
+    print("=" * 60)
+    bp = best[0]
+    print(f"  rsi_min: {bp['rsi_min']}")
+    print(f"  rsi_max: {bp['rsi_max']}")
+    print(f"  stop_loss_pct: {bp['stop_loss_pct']}")
+    print(f"  ema_period: {bp['ema_period']}")
+    print(f"  min_volume_ratio: {bp['min_volume_ratio']}")
+    print(f"\n  Avg Sharpe: {best[3]:.3f}")
+    print(f"  Total Profit: ${float(best[1]):.2f} across 5 stocks over 90 days")
+
+    # Worst for comparison
+    print("\n" + "=" * 60)
+    print("WORST 3 PARAMETER SETS")
+    print("=" * 60)
+    for _rank, (params, profit, trades, sharpe, _) in enumerate(param_results[-3:], 1):
+        print(
+            f"  RSI({params['rsi_min']}-{params['rsi_max']}),"
+            f" SL={params['stop_loss_pct']}%, EMA={params['ema_period']}"
+        )
+        print(f"  Profit: ${float(profit):.2f}, Sharpe: {sharpe:.3f}")
+
+
+if __name__ == "__main__":
+    main()
diff --git a/services/api/tests/test_portfolio_router.py b/services/api/tests/test_portfolio_router.py
index f2584ea..3bd1b2c 100644
--- a/services/api/tests/test_portfolio_router.py
+++ b/services/api/tests/test_portfolio_router.py
@@ -45,7 +45,7 @@ def test_get_positions_with_data(app, mock_db):
     app.state.db = db
 
     mock_row = MagicMock()
-    mock_row.symbol = "BTCUSDT"
+    mock_row.symbol = "AAPL"
     mock_row.quantity = Decimal("0.1")
     mock_row.avg_entry_price = Decimal("50000")
     mock_row.current_price = Decimal("55000")
@@ -59,7 +59,7 @@ def test_get_positions_with_data(app, mock_db):
     assert response.status_code == 200
     data = response.json()
     assert len(data) == 1
-    assert data[0]["symbol"] == "BTCUSDT"
+    assert data[0]["symbol"] == "AAPL"
 
 
 def test_get_snapshots_empty(app, mock_db):
diff --git a/services/backtester/src/backtester/config.py b/services/backtester/src/backtester/config.py
index f7897da..57ee1fb 100644
--- a/services/backtester/src/backtester/config.py
+++ b/services/backtester/src/backtester/config.py
@@ -5,7 +5,7 @@ from shared.config import Settings
 
 class BacktestConfig(Settings):
     backtest_initial_balance: float = 10000.0
-    symbol: str = "BTCUSDT"
+    symbol: str = "AAPL"
     timeframe: str = "1h"
     strategy_name: str = "rsi_strategy"
     candle_limit: int = 500
diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py
index 5ab2e7b..96abb6e 100644
--- a/services/backtester/tests/test_walk_forward.py
+++ b/services/backtester/tests/test_walk_forward.py
@@ -21,7 +21,7 @@ def _generate_candles(n=100, base_price=100.0):
         price = base_price + (i % 20) - 10
         candles.append(
             Candle(
-                symbol="BTCUSDT",
+                symbol="AAPL",
                 timeframe="1h",
                 open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
                 open=Decimal(str(price)),
diff --git a/services/data-collector/tests/test_storage.py b/services/data-collector/tests/test_storage.py
index be85578..ffffa40 100644
--- a/services/data-collector/tests/test_storage.py
+++ b/services/data-collector/tests/test_storage.py
@@ -9,7 +9,7 @@ from shared.models import Candle
 from data_collector.storage import CandleStorage
 
 
-def _make_candle(symbol: str = "BTCUSDT") -> Candle:
+def _make_candle(symbol: str = "AAPL") -> Candle:
     return Candle(
         symbol=symbol,
         timeframe="1m",
@@ -39,11 +39,11 @@ async def test_storage_saves_to_db_and_publishes():
     mock_broker.publish.assert_called_once()
 
     stream_arg = mock_broker.publish.call_args[0][0]
-    assert stream_arg == "candles.BTCUSDT"
+    assert stream_arg == "candles.AAPL"
 
     data_arg = mock_broker.publish.call_args[0][1]
     assert data_arg["type"] == "CANDLE"
-    assert data_arg["data"]["symbol"] == "BTCUSDT"
+    assert data_arg["data"]["symbol"] == "AAPL"
 
 
 @pytest.mark.asyncio
diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
index 00a9ab4..3d5175b 100644
--- a/services/order-executor/tests/test_risk_manager.py
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -7,7 +7,7 @@ from shared.models import OrderSide, Position, Signal
 from order_executor.risk_manager import RiskManager
 
 
-def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "BTC/USDT") -> Signal:
+def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "AAPL") -> Signal:
     return Signal(
         strategy="test",
         symbol=symbol,
@@ -93,7 +93,7 @@ def test_risk_check_rejects_insufficient_balance():
 def test_trailing_stop_set_and_trigger():
     """Trailing stop should trigger when price drops below stop level."""
     rm = make_risk_manager(trailing_stop_pct="5")
-    rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+    rm.set_trailing_stop("AAPL", Decimal("100"))
 
     signal = make_signal(side=OrderSide.BUY, price="94", quantity="0.01")
     result = rm.check(signal, balance=Decimal("10000"), positions={}, daily_pnl=Decimal("0"))
@@ -104,10 +104,10 @@ def test_trailing_stop_set_and_trigger():
 def test_trailing_stop_updates_highest_price():
     """Trailing stop should track the highest price seen."""
     rm = make_risk_manager(trailing_stop_pct="5")
-    rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+    rm.set_trailing_stop("AAPL", Decimal("100"))
 
     # Price rises to 120 => stop at 114
-    rm.update_price("BTC/USDT", Decimal("120"))
+    rm.update_price("AAPL", Decimal("120"))
 
     # Price at 115 is above stop (114), should be allowed
     signal = make_signal(side=OrderSide.BUY, price="115", quantity="0.01")
@@ -124,7 +124,7 @@ def test_trailing_stop_updates_highest_price():
 def test_trailing_stop_not_triggered_above_stop():
     """Trailing stop should not trigger when price is above stop level."""
     rm = make_risk_manager(trailing_stop_pct="5")
-    rm.set_trailing_stop("BTC/USDT", Decimal("100"))
+    rm.set_trailing_stop("AAPL", Decimal("100"))
 
     # Price at 96 is above stop (95), should be allowed
     signal = make_signal(side=OrderSide.BUY, price="96", quantity="0.01")
@@ -140,11 +140,11 @@ def test_max_open_positions_check():
     rm = make_risk_manager(max_open_positions=2)
 
     positions = {
-        "BTC/USDT": make_position("BTC/USDT", "1", "100", "100"),
-        "ETH/USDT": make_position("ETH/USDT", "10", "50", "50"),
+        "AAPL": make_position("AAPL", "1", "100", "100"),
+        "MSFT": make_position("MSFT", "10", "50", "50"),
     }
 
-    signal = make_signal(side=OrderSide.BUY, price="10", quantity="1", symbol="SOL/USDT")
+    signal = make_signal(side=OrderSide.BUY, price="10", quantity="1", symbol="TSLA")
     result = rm.check(signal, balance=Decimal("10000"), positions=positions, daily_pnl=Decimal("0"))
     assert result.allowed is False
     assert result.reason == "Max open positions reached"
@@ -158,14 +158,14 @@ def test_volatility_calculation():
     rm = make_risk_manager(volatility_lookback=5)
 
     # No history yet
-    assert rm.get_volatility("BTC/USDT") is None
+    assert rm.get_volatility("AAPL") is None
 
     # Feed prices
     prices = [100, 102, 98, 105, 101]
     for p in prices:
-        rm.update_price("BTC/USDT", Decimal(str(p)))
+        rm.update_price("AAPL", Decimal(str(p)))
 
-    vol = rm.get_volatility("BTC/USDT")
+    vol = rm.get_volatility("AAPL")
     assert vol is not None
     assert vol > 0
 
@@ -177,9 +177,9 @@ def test_position_size_with_volatility_scaling():
     # Feed volatile prices
     prices = [100, 120, 80, 130, 70]
     for p in prices:
-        rm.update_price("BTC/USDT", Decimal(str(p)))
+        rm.update_price("AAPL", Decimal(str(p)))
 
-    size = rm.calculate_position_size("BTC/USDT", Decimal("10000"))
+    size = rm.calculate_position_size("AAPL", Decimal("10000"))
     base = Decimal("10000") * Decimal("0.1")
 
     # High volatility should reduce size below base
@@ -192,9 +192,9 @@ def test_position_size_without_scaling():
 
     prices = [100, 120, 80, 130, 70]
     for p in prices:
-        rm.update_price("BTC/USDT", Decimal(str(p)))
+        rm.update_price("AAPL", Decimal(str(p)))
 
-    size = rm.calculate_position_size("BTC/USDT", Decimal("10000"))
+    size = rm.calculate_position_size("AAPL", Decimal("10000"))
     base = Decimal("10000") * Decimal("0.1")
 
     assert size == base
@@ -211,8 +211,8 @@ def test_portfolio_exposure_check_passes():
         max_portfolio_exposure=0.8,
     )
     positions = {
-        "BTCUSDT": Position(
-            symbol="BTCUSDT",
+        "AAPL": Position(
+            symbol="AAPL",
             quantity=Decimal("0.01"),
             avg_entry_price=Decimal("50000"),
             current_price=Decimal("50000"),
@@ -230,8 +230,8 @@ def test_portfolio_exposure_check_rejects():
         max_portfolio_exposure=0.3,
     )
     positions = {
-        "BTCUSDT": Position(
-            symbol="BTCUSDT",
+        "AAPL": Position(
+            symbol="AAPL",
             quantity=Decimal("1"),
             avg_entry_price=Decimal("50000"),
             current_price=Decimal("50000"),
@@ -263,10 +263,10 @@ def test_var_calculation():
         daily_loss_limit_pct=Decimal("10"),
     )
     for i in range(30):
-        rm.update_price("BTCUSDT", Decimal(str(100 + (i % 5) - 2)))
+        rm.update_price("AAPL", Decimal(str(100 + (i % 5) - 2)))
     positions = {
-        "BTCUSDT": Position(
-            symbol="BTCUSDT",
+        "AAPL": Position(
+            symbol="AAPL",
             quantity=Decimal("1"),
             avg_entry_price=Decimal("100"),
             current_price=Decimal("100"),
@@ -357,7 +357,7 @@ def test_drawdown_check_rejects_in_check():
     rm.update_balance(Decimal("10000"))
     signal = Signal(
         strategy="test",
-        symbol="BTC/USDT",
+        symbol="AAPL",
         side=OrderSide.BUY,
         price=Decimal("50000"),
         quantity=Decimal("0.01"),
diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py
index 768e071..365dc1a 100644
--- a/services/portfolio-manager/tests/test_portfolio.py
+++ b/services/portfolio-manager/tests/test_portfolio.py
@@ -10,7 +10,7 @@ def make_order(side: OrderSide, price: str, quantity: str) -> Order:
     """Helper to create a filled Order."""
     return Order(
         signal_id="test-signal",
-        symbol="BTC/USDT",
+        symbol="AAPL",
         side=side,
         type=OrderType.MARKET,
         price=Decimal(price),
@@ -24,7 +24,7 @@ def test_portfolio_add_buy_order() -> None:
     order = make_order(OrderSide.BUY, "50000", "0.1")
     tracker.apply_order(order)
 
-    position = tracker.get_position("BTC/USDT")
+    position = tracker.get_position("AAPL")
     assert position is not None
     assert position.quantity == Decimal("0.1")
     assert position.avg_entry_price == Decimal("50000")
@@ -35,7 +35,7 @@ def test_portfolio_add_multiple_buys() -> None:
     tracker.apply_order(make_order(OrderSide.BUY, "50000", "0.1"))
     tracker.apply_order(make_order(OrderSide.BUY, "52000", "0.1"))
 
-    position = tracker.get_position("BTC/USDT")
+    position = tracker.get_position("AAPL")
     assert position is not None
     assert position.quantity == Decimal("0.2")
     assert position.avg_entry_price == Decimal("51000")
@@ -46,7 +46,7 @@ def test_portfolio_sell_reduces_position() -> None:
     tracker.apply_order(make_order(OrderSide.BUY, "50000", "0.2"))
     tracker.apply_order(make_order(OrderSide.SELL, "55000", "0.1"))
 
-    position = tracker.get_position("BTC/USDT")
+    position = tracker.get_position("AAPL")
     assert position is not None
     assert position.quantity == Decimal("0.1")
     assert position.avg_entry_price == Decimal("50000")
@@ -54,7 +54,7 @@ def test_portfolio_sell_reduces_position() -> None:
 
 def test_portfolio_no_position_returns_none() -> None:
     tracker = PortfolioTracker()
-    position = tracker.get_position("ETH/USDT")
+    position = tracker.get_position("MSFT")
     assert position is None
 
 
@@ -66,7 +66,7 @@ def test_realized_pnl_on_sell() -> None:
     tracker.apply_order(
         Order(
             signal_id="s1",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.BUY,
             type=OrderType.MARKET,
             price=Decimal("50000"),
@@ -80,7 +80,7 @@ def test_realized_pnl_on_sell() -> None:
     tracker.apply_order(
         Order(
             signal_id="s2",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.SELL,
             type=OrderType.MARKET,
             price=Decimal("55000"),
@@ -98,7 +98,7 @@ def test_realized_pnl_on_loss() -> None:
     tracker.apply_order(
         Order(
             signal_id="s1",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.BUY,
             type=OrderType.MARKET,
             price=Decimal("50000"),
@@ -109,7 +109,7 @@ def test_realized_pnl_on_loss() -> None:
     tracker.apply_order(
         Order(
             signal_id="s2",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.SELL,
             type=OrderType.MARKET,
             price=Decimal("45000"),
@@ -128,7 +128,7 @@ def test_realized_pnl_accumulates() -> None:
     tracker.apply_order(
         Order(
             signal_id="s1",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.BUY,
             type=OrderType.MARKET,
             price=Decimal("50000"),
@@ -141,7 +141,7 @@ def test_realized_pnl_accumulates() -> None:
     tracker.apply_order(
         Order(
             signal_id="s2",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.SELL,
             type=OrderType.MARKET,
             price=Decimal("55000"),
@@ -154,7 +154,7 @@ def test_realized_pnl_accumulates() -> None:
     tracker.apply_order(
         Order(
             signal_id="s3",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.SELL,
             type=OrderType.MARKET,
             price=Decimal("60000"),
diff --git a/services/portfolio-manager/tests/test_snapshot.py b/services/portfolio-manager/tests/test_snapshot.py
index a464599..ec5e92d 100644
--- a/services/portfolio-manager/tests/test_snapshot.py
+++ b/services/portfolio-manager/tests/test_snapshot.py
@@ -13,7 +13,7 @@ class TestSaveSnapshot:
         from portfolio_manager.main import save_snapshot
 
         pos = Position(
-            symbol="BTCUSDT",
+            symbol="AAPL",
             quantity=Decimal("0.5"),
             avg_entry_price=Decimal("50000"),
             current_price=Decimal("52000"),
diff --git a/services/strategy-engine/src/strategy_engine/config.py b/services/strategy-engine/src/strategy_engine/config.py
index e3a49c2..9fd9c49 100644
--- a/services/strategy-engine/src/strategy_engine/config.py
+++ b/services/strategy-engine/src/strategy_engine/config.py
@@ -4,6 +4,6 @@ from shared.config import Settings
 
 
 class StrategyConfig(Settings):
-    symbols: list[str] = ["BTC/USDT"]
+    symbols: list[str] = ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA"]
     timeframes: list[str] = ["1m"]
     strategy_params: dict = {}
diff --git a/shared/tests/test_broker.py b/shared/tests/test_broker.py
index 9be84b0..eb1582d 100644
--- a/shared/tests/test_broker.py
+++ b/shared/tests/test_broker.py
@@ -16,7 +16,7 @@ async def test_broker_publish():
         from shared.broker import RedisBroker
 
         broker = RedisBroker("redis://localhost:6379")
-        data = {"type": "CANDLE", "symbol": "BTCUSDT"}
+        data = {"type": "CANDLE", "symbol": "AAPL"}
         await broker.publish("candles", data)
 
         mock_redis.xadd.assert_called_once()
@@ -35,7 +35,7 @@ async def test_broker_subscribe_returns_messages():
         mock_redis = AsyncMock()
         mock_from_url.return_value = mock_redis
 
-        payload_data = {"type": "CANDLE", "symbol": "ETHUSDT"}
+        payload_data = {"type": "CANDLE", "symbol": "MSFT"}
         mock_redis.xread.return_value = [
             [
                 b"candles",
@@ -53,7 +53,7 @@ async def test_broker_subscribe_returns_messages():
         mock_redis.xread.assert_called_once()
         assert len(messages) == 1
         assert messages[0]["type"] == "CANDLE"
-        assert messages[0]["symbol"] == "ETHUSDT"
+        assert messages[0]["symbol"] == "MSFT"
 
 
 @pytest.mark.asyncio
diff --git a/shared/tests/test_notifier.py b/shared/tests/test_notifier.py
index 3d29830..6c81369 100644
--- a/shared/tests/test_notifier.py
+++ b/shared/tests/test_notifier.py
@@ -86,7 +86,7 @@ class TestTelegramNotifierFormatters:
         notifier = TelegramNotifier(bot_token="fake-token", chat_id="123")
         signal = Signal(
             strategy="rsi_strategy",
-            symbol="BTCUSDT",
+            symbol="AAPL",
             side=OrderSide.BUY,
             price=Decimal("50000.00"),
             quantity=Decimal("0.01"),
@@ -99,7 +99,7 @@ class TestTelegramNotifierFormatters:
             msg = mock_send.call_args[0][0]
             assert "BUY" in msg
             assert "rsi_strategy" in msg
-            assert "BTCUSDT" in msg
+            assert "AAPL" in msg
             assert "50000.00" in msg
             assert "0.01" in msg
             assert "RSI oversold" in msg
@@ -109,7 +109,7 @@ class TestTelegramNotifierFormatters:
         notifier = TelegramNotifier(bot_token="fake-token", chat_id="123")
         order = Order(
             signal_id=str(uuid.uuid4()),
-            symbol="ETHUSDT",
+            symbol="MSFT",
             side=OrderSide.SELL,
             type=OrderType.LIMIT,
             price=Decimal("3000.50"),
@@ -122,7 +122,7 @@ class TestTelegramNotifierFormatters:
             mock_send.assert_called_once()
             msg = mock_send.call_args[0][0]
             assert "FILLED" in msg
-            assert "ETHUSDT" in msg
+            assert "MSFT" in msg
             assert "SELL" in msg
             assert "3000.50" in msg
             assert "1.5" in msg
@@ -143,7 +143,7 @@ class TestTelegramNotifierFormatters:
         notifier = TelegramNotifier(bot_token="fake-token", chat_id="123")
         positions = [
             Position(
-                symbol="BTCUSDT",
+                symbol="AAPL",
                 quantity=Decimal("0.1"),
                 avg_entry_price=Decimal("50000"),
                 current_price=Decimal("51000"),
@@ -158,7 +158,7 @@ class TestTelegramNotifierFormatters:
             )
             mock_send.assert_called_once()
             msg = mock_send.call_args[0][0]
-            assert "BTCUSDT" in msg
+            assert "AAPL" in msg
             assert "5100.00" in msg
             assert "100.00" in msg