📡 Signal Generation & Validation Engine
End-to-end pipeline from raw data to executable trading signals
Signal Generation Pipeline
6-stage processing architecture
Data Ingestion
Real-time market data from multiple sources — price, volume, options flow, VIX, yields, breadth
Feature Engineering
6-dimensional observation vectors computed: log returns, volatility, VIX, SMA distance, volume ratio, yield slope
Strategy Evaluation
All 7 strategies independently evaluate current market state against their entry/exit criteria
Ensemble Consensus
5-brain voting system produces weighted regime classification and confidence score
Risk Validation
Signal passes through 7 validation gates (see below) — any failure blocks emission
Signal Emission
Validated signal with confidence score, position size, stops, and targets emitted to execution engine
7 Validation Gates
Every signal must pass all gates
Regime Alignment
Signal direction must align with current HMM regime classification
Multi-Timeframe Confluence
15-minute and 1-hour signals must agree — no single-timeframe entries
Risk Budget Check
Position size within per-trade and portfolio-level risk limits
Correlation Filter
New position correlation with existing portfolio below threshold
Volatility Gate
Current VIX within acceptable range for strategy type
Liquidity Check
Sufficient volume and tight spreads for clean execution
Circuit Breaker Clear
No active circuit breakers or system-level halt conditions
Confidence Scoring
0–100 composite score
Each signal receives a composite confidence score from 0 to 100, computed as a weighted average of: regime confidence (40%), strategy signal strength (30%), multi-timeframe alignment (20%), and volume confirmation (10%).
80–100
HIGH
Full position size
60–79
MEDIUM
50% position size
40–59
LOW
25% size or skip
Signal Lifecycle
From generation to close
Signals are tracked through their complete lifecycle. Each stage transition is logged with timestamp, confidence score, and any modifications. Post-close analysis feeds back into strategy optimization.