Expand model tag support: add GLM-5.1, simplify Anthropic IDs, scan tags anywhere in message

- Flink update_bars debouncing
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- Add GLM-5.1 model tag alongside renamed GLM-5
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- 151 Trading Strategies knowledge base articles
- Shapes knowledge base article
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gateway/knowledge/trading/strategies/fixed-income/bullets.md

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+---
+description: "A bullet portfolio concentrates all bond holdings at a single target maturity, used to express a directional view on interest rates at a specific point on the yield curve."
+tags: [fixed-income, duration, bullet, yield-curve]
+---
+
+# Bullets
+
+**Section**: 5.2 | **Asset Class**: Fixed Income | **Type**: Duration / Directional
+
+## Overview
+In a bullet portfolio all bonds share the same maturity date T, targeting a specific segment of the yield curve. The strategy expresses a view on the direction of interest rates at that maturity. Bonds are typically purchased over time to mitigate timing risk from rate fluctuations.
+
+## Construction / Mechanics
+- Select a target maturity T based on the trader's interest rate outlook.
+- Purchase bonds of that maturity, potentially accumulating positions over time.
+- Hold to maturity or until the rate view is realized.
+
+Purchasing over time mitigates interest rate risk: if rates rise, later purchases capture higher yields; if rates fall, earlier purchases lock in higher yields.
+
+## Payoff / Return Profile
+- **Rates expected to fall** (bond prices rise): pick a longer maturity — longer bonds gain more in price from a given yield decline (higher duration).
+- **Rates expected to rise** (bond prices fall): pick a shorter maturity — shorter bonds lose less.
+- **Uncertain outlook**: diversify across maturities (barbell or ladder preferred).
+
+## Key Parameters / Signals
+- Target maturity T: the single maturity determining duration exposure
+- Modified duration: scales with T; determines price sensitivity to rate changes
+- Interest rate forecast: the primary signal driving maturity selection
+
+## Variations
+- Building the portfolio gradually over time to average in across different rate environments.
+
+## Notes
+- Concentrating at one maturity creates pure duration exposure with no convexity advantage.
+- Compared to a barbell with the same duration, a bullet has lower convexity, meaning it is more exposed to parallel yield curve shifts.
+- Suitable when the trader has a strong directional view on a specific maturity segment.