Featured Research ProgramES · NQ Futures

Atlas ActionEdge Project — Trade Automation

Discretionary edge, engineered into a system that can be audited. ActionEdge converts the Atlas indicator methodology into a governed, evidence-scored automation stack for S&P 500 and Nasdaq-100 futures — one in which every decision is typed, hashed, journaled, and reversible.

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ActionEdge Mission Control header showing gear, scenario and leader badges plus MAC, ES and NQ node heartbeats — Fig. 1 — Mission Control. Live 2-way heartbeats from the Mac control node and the ES/NQ execution VPS, the validated release each node is running, and the current Gear · Scenario · Leader verdict.

Why It Matters

Most retail automation fails in one of two ways: it hard-codes a signal and trades it blindly, or it wraps a black-box model that no one can interrogate after a loss. ActionEdge rejects both. The project's premise is that a trading edge is only durable when its reasoningis as observable as its P&L.

The stack begins where AQS research already lives — the Atlas indicator suite running on NinjaTrader 8 Renko charts for ES and NQ. Trend, regime, momentum, market-profile, and session-level telemetry is exported as frozen, schema-validated JSON and streamed to a scoring layer that produces a single, explainable verdict: gear, scenario, and leader. A confluence-lead-lag read on ES and NQ is treated differently from a sticky or conflicting one, and the system says which it saw and why.

An expanded Decision Journal row showing the 13-gate ladder for ES and NQ, the cross-market arbiter output, and the Sim101 fill — Fig. 2 — One decision, fully opened. Thirteen ordered gates per instrument, the ES×NQ arbiter (β, zε, ρ, lead/lag, dual-CVD), and the resulting Sim101 fill: buy 2 @ 5878, stop 5865, target 5906, exit at target for +2.8R.

Execution is deliberately two-key. The NT8 strategy consumes decision IDs exactly once, applies its own vetoes, and routes through predefined ATM templates. A decision the scoring layer likes but the execution node distrusts does not trade. This asymmetry — permission is earned, refusal is free — is the core risk philosophy of the project.

The Learning Loop

Every decision, its inputs, and its eventual outcome land in a versioned DuckDB/Parquet lakehouse. Nightly calibration re-estimates expectancy, re-fits regime models, and proposes policy adjustments as drafts. Drafts are diffed against the active policy, bounds-checked, and content-hashed. Nothing is promoted without a human reading the diff. The loop learns; it does not self-authorize.

The Decision Journal

Every observation the engine makes becomes a row: time, instrument, gear, ES×NQ scenario, setup, the S / C / E score triple, the verdict, the first gate that blocked it, and — for fills — the entry and realised R. Stand-offs and vetoes are recorded with the same rigour as trades.

Sim101 · fixture data

Decision Journal title bar with a cumulative-R equity path and per-trade win/loss markers drawn as a watermark — Fig. 5 — Journal header. The cumulative-R path of every filled trade is drawn behind the title; green markers are winners, red are losers.

Decision Journal rows 1–16 listing NQ and ES decisions with verdicts FILLED, VETOED and STAND_OFF and realised R multiples — Fig. 6 — Journal, first window. FILLED rows show entry mode, fill price and realised R (+1.8R, −2.1R, +2.8R…); VETOED and STAND_OFF rows name the exact gate or desync that stopped them.

Decision Journal rows 17–34 — Fig. 7 — Journal, second window. Note gear cycling G0→G3 as conviction builds and decays.

Decision Journal rows 35–52 — Fig. 8 — Journal, third window. ES and NQ alternate leadership; the arbiter records which side led.

Decision Journal filtered to FILLED verdicts only, showing the trade list with entry prices and R outcomes — Fig. 9 — Filtered to fills only. The trade list as a desk would read it: instrument, setup, entry, and R — with the blocking-gate column still present so near-misses stay visible.

Governed Handles, Not Hidden Knobs

Every tunable parameter is exposed with its bounds, its JSON path, and its lock state. The funnel is staged so a change to a Stage-2 veto is never confused with a Stage-5 sizing tweak, and the policy diff shows exactly what a draft would change before anyone can save it.

Funnel handles across Stages 1–5 with bounded numeric inputs, locked fields, and the signal-by-regime weight matrix — Fig. 10 — Funnel handles, Stages 1–5. Bounded inputs (e.g. ADX floor 35 within [25…45]), locked hard rules, and the indicator-weight matrix that must sum to 1.000 per regime.

Control plane strip — Fig. 11 — Control plane. Operator actions are explicit and logged.

Policy diff panel comparing baseline against draft for arbiter, cadence, expectancy, gates, kelly, risk, rollback and weights — Fig. 12 — Policy · Active vs Draft. Every path of the policy document is diffed and content-hashed. Saving writes only a draft; promotion is human-only.

LLM hand-off brief panel with copy and download buttons — Fig. 13 — LLM hand-off brief. Selected journal rows, policy state and node health export as a Markdown/JSON bundle for review by an analyst or a model.

Execution RosterPortfolio Architecture

Atlas ActionEdge Automation Strategy Portfolio

All automated trading systems operate under the unified ActionEdge automation framework. Each strategy addresses a distinct execution profile while sharing canonical risk controls, CME session governance, and broker-side protective stop enforcement.

Strategy 01 · Distributed Engine

ActionEdge Core (ES × NQ Arbiter)

Active Sim101

Two-key execution engine coordinating ES and NQ futures across dedicated VPS sidecars and an AWS overseer. Computes RLS beta residuals (zε), CVD delta confluence, and leader selection over an MQTT fabric before granting ATM entry permissions.

Two-Key ControlCross-Market BetaATM Hard Brackets

Strategy 02 · Rally Capture Engine

ActionEdge TradingRallies

Validated

Autonomous single-instrument Renko trend and momentum rally capture strategy. Enforces dual solid band-fill confirmation across adaptive trend state and momentum expansion, dynamic adaptive trailing stops, and local on-device AI chop filtering to capture directional runs while eliminating consolidation risk.

Dual Solid Band-FillsDynamic Trailing StopLAYA AI Chop GatingRenko Rally Capture

Strategy 02 Deep DiveRenko Confluence · Cloud AI Regression

ActionEdge TradingRallies: Execution Engine & AI Telemetry Loop

TradingRallies operates as an autonomous, single-instrument rally capture engine. By marrying rigid geometric Renko bar mechanics with the centralized ActionEdge AWS telemetry lake, the strategy enforces strict execution safety in production while feeding nightly AI regression models to refine entry criteria continuously.

State-Space APF S3 Telemetry Lake Bedrock Claude 3.5

On-Chart Execution Rules

NT8 C# Managed

Dual Solid Band-Fill Confluence:Requires concurrent solid green band-fills (Long) or solid red band-fills (Short) across both the Adaptive Prediction Filter (trend state & slope) and Bulls & Bears Mini (momentum depth & velocity). Mixed or hollow bars trigger automatic stand-aside.
Dynamic Trailing Stop: Pegged tightly behind the Trend Slow line. Clamped strictly against live bid/ask slippage with an immediate market liquidation fallback if price slips past the stop before transmission.
Partial Fill & Rejection Hygiene: Automatically resizes stop orders to accumulated filled volume upon partial fills. If a stop order is rejected by the broker, fires an immediate emergency market exit (EmergencyStopFailExit) to prevent naked exposure.
Session Governance: Hard in-bar liquidation at 16:55 ET ahead of the 17:00 CME daily maintenance halt, eliminating overnight clearing risk.

AI Telemetry & Regression Loop

AWS S3 · Bedrock

Zero-Silo S3 Streaming: The strategy writes bar-close state features, indicator velocities, and chop gate decisions (trade vs chop_skip) directly to the ActionEdge telemetry drop, synced to S3 (trade-automation/candle-events/).
Nightly Bedrock AI Regression (17:30 ET): Following session close, AWS Bedrock (Claude 3.5 Sonnet) conducts empirical regression over the day's events using the standardized llmBrief.ts bundle to isolate false breakouts from genuine directional momentum.
Chop Veto Attribution: Analyzes whether consolidation chop skips protected capital from whipsaws or caused missed momentum legs, calculating empirical false-positive vs false-negative savings ratios.
Governed Policy Staging: Calibrated criteria and probability threshold updates are written to trade-automation/policy/staged.json, appearing in Mission Control for human operator audit and promotion.

Closed-Loop Cloud Progression

Continuous Model Refinement

1. Ingest

VPS Exporter Stream

Renko bars, momentum depth & chop verdicts flow to S3 lakehouse.

2. Correlate

Execution Lakehouse

Fills, MFE/MAE excursions & session PnL matched against signals.

3. Regress

Bedrock Nightly Audit

Empirical AI regression tests chop filters and evaluates missed legs.

4. Stage

Governed Policy Draft

Proposed thresholds staged for operator diff audit in Mission Control.

Three-Node Control Plane

A Mac research and control node, an AWS broker/overseer tier, and dedicated ES and NQ execution nodes exchange typed, hash-verified telemetry over a persistent MQTT fabric with last-will detection. If any node goes dark, the system knows before a trader does.

Gated Scoring & the Gear Ladder

Every ES/NQ observation passes through hard gates, normalization, a composite conviction score, and an expectancy model before sizing is even considered. Permission advances through four gears — Dormant, Monitoring, Armed, In-flight — and can only step up when evidence agrees.

Regime-Aware Intelligence

Hidden Markov and Bayesian online change-point models classify the session regime and flag structural breaks. Lead/lag confluence between ES and NQ is scored explicitly, so the engine distinguishes a confirmed rotation from noise.

Human-Only Promotion

Policy changes are drafted, diffed, hashed, and staged — never silently activated. Promotion to a live policy requires a multi-node activation quorum and human sign-off, with an automatic rollback breaker as a non-negotiable release gate.

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