How a trade actually
gets placed.

Survivors are evaluated across three timeframes. The 4h trend is a hard gatekeeper — if it disagrees with the trade direction, the symbol is eliminated regardless of any other signal. 1h confirms. 15m times the entry. Cached results mean this runs at zero API cost on warm cycles.

Before triage, every symbol is enriched by four independent passes running concurrently. VWAP filter: rolling 24h VWAP — signals opposing VWAP are flagged CONFLICT. Pre-market range (stocks only): pre-market high/low (4:00–9:30 AM ET) + first-30-min range — breakout direction matched against signal. Volume delta: buy vs sell pressure from the last 20 candles, including BULL_DIV and BEAR_DIV reversal flags. Momentum indicators: MACD (12/26/9), Stochastic RSI, Bollinger Bands + Keltner Channels, and TTM Squeeze. When BB bands contract inside Keltner Channels the symbol is coiling; when they expand back out the squeeze fires. Market structure: 4h swing high/low analysis labels every symbol HH/HL (uptrend intact), LH/LL (downtrend intact), or BROKEN (structure just broke). Liquidity sweeps: detects stop-hunt wicks on 1h candles — when price wicks below a swing low then closes above it (SWEEP_LOW), institutional accumulation has just occurred. A sweep aligned with the MTF signal bypasses all other filters and is guaranteed to pass triage. An opposing sweep is a hard reject. OBV + CVD: On-Balance Volume and Cumulative Volume Delta track institutional flow — when both are rising while price falls (dual bull divergence) or falling while price rises (dual bear divergence), the signal is STRONG_BULL or STRONG_BEAR and ranks just below a confirmed sweep. Supertrend + Pivot Points: ATR-based trend direction line (period=10, multiplier=3) that flips on trend reversal (BULL_FLIP/BEAR_FLIP = highest-conviction fresh signal); Classic pivot points from the prior 24h session provide S1/S2/R1/R2 price levels — a Supertrend flip + pivot break is a BREAKOUT signal. All eight layers are fail-open, zero extra API calls for OBV/CVD, Supertrend, or Pivots.

All 92 symbols scored in a single batch call to DeepSeek. Prunes low-probability setups before any expensive model runs. Symbols that don’t cross the minimum confidence threshold are dropped here — instantly, at near-zero cost.

Open interest and funding rate checked for every candidate. Extreme crowded-long or crowded-short scores (> 0.7 or < −0.7) flag the setup as a crowded trade risk. Position sizing is reduced or the setup is skipped.

Hyperliquid liquidation WebSocket monitored continuously. When forced-selling exhaustion is detected — a $1M+ cascade that suddenly stops — the detector fires a bottom-signal for that symbol. This is a separate alpha source that can open trades independent of the main pipeline.

18 directional keyword buckets (~300 keywords) pre-screen headlines from 6 sources every 90 seconds. Buckets are explicitly signed — bearish_oil catches G7/IEA reserve releases, ceasefire, Iran deal; bullish_oil catches OPEC cuts, Hormuz closure, pipeline attacks. DeepSeek classifier applies 30+ explicit event→asset-bias rules and returns per-asset directional biases. Macro context is injected directly into DeepSeek batch strategy prompts, filtering setups before analysis rather than only after.

Three agents independently evaluate each candidate. The Strategy Agent scores the macro setup. The Technical Confirmation Agent evaluates indicator confluence. GPT-4 Vision renders a live price chart and identifies patterns, support/resistance levels, and risk. All three must agree above threshold before the trade is considered.

All finalists from the consensus stage are sent to Claude in a single API call. Claude reviews each candidate holistically — considering open positions, portfolio correlation, regime context, and risk/reward — then issues one of three verdicts: APPROVE (trade fires), REJECT (trade dropped, reason logged), or REDUCE_SIZE (position scaled down by a multiplier, e.g. 0.5×). This is the last AI checkpoint before risk gating — and the only one with full portfolio context. Fail-open: any timeout or API error approves all candidates automatically so the pipeline never stalls.

The stacked ensemble (GradientBoosting + RandomForest + Logistic Regression) produces a final win-probability score using historical features: symbol-specific win rate, market regime, agent confidence, funding environment, volatility regime, and more. SHAP values explain the score. The meta-learner can veto a trade even if all three agents agree.

Five independent risk layers run in sequence: Kelly Criterion sizing, ATR stop placement, correlation guard, and circuit breakers (daily loss + drawdown limits). If all pass — the order fires on Hyperliquid or Binance with trailing stop and take-profit set simultaneously. See the comparison table for full details on each layer.