Momentum Engine
Multi-timeframe trend alignment and momentum strength scoring. No trade is considered unless higher and lower timeframe direction agree.
Z-Score Statistical Deviation
Measures how far price has moved from its statistical baseline, filtering out entries that are already too extended to chase.
DOM & Order Flow
Reads the order book directly — order flow delta, absorption, and institutional footprint scoring confirm real participation before entry.
71-Component Analytics Library
Position sizing, options Greeks, and a full institutional performance suite — Sharpe, Sortino, Calmar, Value at Risk, Monte Carlo risk-of-ruin, and more — run against every strategy.
Cross-Strategy Risk Management
Portfolio-level Value at Risk, correlation-aware position sizing, concentration and leverage limits, and an automatic circuit breaker on daily loss thresholds.
Tamper-Evident Trade Ledger
Every signal and trade decision is recorded in a hash-chained audit log, with automated reconciliation against broker statements.
Walk-Forward Validation
Strategies are validated out-of-sample using rolling walk-forward windows, transaction cost modeling, and regime stress testing — not a single in-sample curve.
Broker-Agnostic Order Infrastructure
A unified order lifecycle and broker interface designed to connect to any execution venue without changing strategy logic.
Real-Time Dashboard Feed
Once connected, live performance from this system will populate the Performance & Fund Metrics page automatically.