🤖 AI Engine
HMM regime detection, ensemble strategies & risk models
🧠 HMM Regime Detector
Model Type3-State Gaussian HMM
Training Samples3,808
Log-Likelihood1,301.71
StatesBull 🟢 • Bear 🔴 • Sideways 🟡
⚗️ Ensemble Orchestrator
7 strategies with weighted signal deconfliction
Momentum
20%Mean Reversion
15%Breakout
15%Trend Following
15%Volatility
12%Statistical Arb
12%Regime Adaptive
11%🛡️ Risk Manager
Position SizingKelly Criterion
Kelly Fraction0.25× (quarter-Kelly)
Circuit BreakerEnabled — VIX > 35 or -3% daily
Max Drawdown Trigger15%