AI · SG Mid/Small Cap — How this book trades
Every book runs the same signal engine, but a walk-forward tuner learns each book's own pillar emphasis and exit distances from its own universe. These are the live parameters.
Pillar weights · tuned 2026-06-21
Conviction factors
ema stack0.188 · multitf agreement0.228 · rsi regime0.277 · momentum trajectory0.099 · volume ratio0.151 · atr regime0.057
Exit parameters per signal family
| Family | Stop ATR | Target ATR | Entry offset | Time stop |
|---|---|---|---|---|
| anticipation | 3.3961 | — | 0.2671 | 10 bars |
| breakout | 3.897 | 2.1895 | 0.1954 | — |
| continuation lite | — | 2.7053 | 0.2208 | — |
| failed | — | 2.0958 | — | — |
| failed up | — | — | — | 3 bars |
| mean reversion | 0.8036 | 1.5458 | 0.0789 | 4 bars |
| momentum continuation | — | — | 0.0478 | — |
| oversold bounce | 1.4534 | — | 0.044 | 4 bars |
| pullback | 2.3477 | 1.8581 | 0.1894 | — |
| pullback vwap | — | 3.0454 | 0.2758 | — |
| rally sell bear | — | — | 0.2878 | 9 bars |
| reversal | 1.5064 | — | 0.0066 | 10 bars |
What is deliberately not shown
Position sizing (how much of the book each trade takes) is private, and the tuner's in-sample backtest numbers are omitted on purpose — the live Track Record is the only performance claim this site makes.