Gravity Engine

What it is: A dedicated gravity chart that turns your gravity theory into a visible structure map. It lays horizontal harmonic ribbons across the active range, then overlays a Vitruvian-stop style trailing structure and breakout rails so you can see where price is being pulled, where it is balanced, and what level would prove escape velocity.

How to read it: The ribbons are attraction zones. When price is riding between ribbons, the market is in free space. When it presses into a ribbon and stalls, gravity is catching. The red stop line shows the active structural leash. The green and red breakout rails show the next levels that would confirm a clean break from the current gravity pocket.

Use: best for judging whether a move is still orbiting a harmonic level or actually breaking free. Pair it with Bias/Force for direction and with the Vitruvian Stop for trade management.

Vitruvian Time & Price

Overlays cycle geometry onto price so you can see repeating time/price structure. Adjust the cycle and where it starts to test different rhythmic partitions of the same data.

Inputs: Cycle = cycle length (bars). Start/Offset = where the cycle anchor begins. Divisions = how many partitions inside each cycle (2–12). Higher divisions = denser geometry.

Planetary Confluence

Maps planetary timing into bar-index “event marks” and highlights periods where multiple cycles cluster. Use it to identify time windows of elevated confluence (potential volatility/turn risk), not direction by itself.

Inputs: Planet selections (where shown), TF, and any window controls on the toolbar.

Planetary Time‑Tier (V2)

Builds horizontal price tiers (bands) derived from time/price harmonics. The tiers are “zones” where price often reacts, not exact single-price lines.

Inputs: Price/° controls tier spacing. Optimize auto-selects a spacing that yields about 3–4 clear tiers in the current view for readability. Bars controls the window.

Golden Ratio

Projects proportional bands using φ relationships. Useful for measuring expansions/retracements around an anchor move and spotting proportional “steps” in structure.

Inputs: Anchor/window controls and scaling inputs shown in the panel.

Vitruvian Star

A geometry-first cyclical view emphasizing symmetry and repeated partitions. Use it as a fast pattern lens when comparing different cycle lengths.

Inputs: Cycle/offset and star-specific controls shown in the toolbar.

Vitruvian Wheel Engine

What it is: A market-structure engine based on Nathaniel Gleason’s original Vitruvian Wheel: a 45×45 Square-of-Nine grid counting to 2025, a Vitruvian overlay, fixed harmonic degree rays, a seven-point weekday star, a 365-day calendar ring, and a Spiral Evolution / Spiral Lock layer that measures whether price is still obeying the theoretical spiral path.

How to read it: Price is normalized into the square grid, converted into a wheel degree, compared with the hand-marked rays, and checked against the current calendar degree. The output tells you whether price is sitting on a memory ray, moving through open degree space, stretching away from center, or aligning with a time/price resonance.

Important scale note: A 365-day circle is about 0.9863° per day. The 98.6 idea is preserved as a resonance/temperature constant, while the actual day ring uses the 360/365 spacing needed to fit the year around the circle.

Use: best as a geometry lens for support/resistance, time-price resonance, acceleration through open space, spiral-node behavior, and article-ready structure language. It is a measurement engine, not a standalone guarantee.

Microstructure Resonance Engine

What it is: A standalone atomic-style market engine. It does not claim atoms cause markets. It uses atomic structure as math language for market microstructure: ticks, one-bar ranges, intrabar rejection, volume bursts, open-interest shifts, compression pulses, repeating bar-count rhythms, and discrete jumps between accepted price zones.

How to read it: Atomic shells / energy levels describe accepted price layers. Quantum jumps describe expansion from compression into a new layer. Spectral lines measure recurring bar-count rhythms in price/range/volume. Spin/polarity describes accumulation, distribution, short covering, long liquidation, compression, or expansion.

Use: best as a micro-cycle and quantized-price-behavior lens. It sits beside the Wheel, not inside it: Planets = macro cycles, Wheel = geometric price/time cycle, Microstructure Resonance = smaller atomic-style market cycles.

Microstructure Daily Target Engine

What it is: A standalone next-open bracket system built directly from the Microstructure Resonance S1/S2/R1/R2 lattice. Every completed daily bar creates the next session’s direction, target, and structural failure point without using future data.

Execution: The next daily open is the tested entry. Upside maps buy toward R1 or R2 and fail at S1; downside maps sell toward S1 or S2 and fail at R1. If neither target nor stop is reached during that session, the trade exits at the same day’s close. If profit and stop both occur inside one daily bar, the stop is counted first.

Research use: Selected Market is the default. All Markets produces both combined portfolio-style statistics and a complete individual-market breakdown. Development, validation, forward-holdout results, next-open recommendations, complete trade ledgers, per-market statistics, and CSV audits are shown separately. Gross results omit normal trading costs.

3D Price Model

A lightweight 3D model of price through time. Drag to rotate and use volume depth to see “thickness” where activity increased. It’s a visual structure tool—pair it with Honeycomb/Stops for decisions.

Controls: Toggle Volume depth, adjust Z‑Scale, drag to rotate, wheel to zoom.

3D Spiral Vitruvian (Classic) wraps time around a spiral while keeping price on the vertical axis. Use Bars/Spiral, Depth, and Rad Step to shape the helix; enable Cycle to overlay a tunable cycle on the spiral path.

2D Hybrid (Price × OI) is the 2D companion to the 3D Spiral Hybrid. The top panel shows price; the bottom panel shows a hybrid “importance” curve (price weighted by Open Interest, or Volume). Use it to learn what the 3D peaks mean in a traditional chart view. Hover to read exact date + values.

Candles + OI‑Weighted Moving Averages

A traditional candlestick view with moving averages that can be weighted by Open Interest. Use it to separate “quiet” moves from moves supported by rising participation (OI build) and to see where OI contraction may be deflating trend strength.

Controls: Window navigation (Prev/Next/Jump), MA length/type (SMA/EMA/WMA), and OI weighting modes (none, OI level, ΔOI%, z‑score). Sensitivity sets how strongly OI affects the average; Clamp limits extreme distortion.

Gleason‑Vitruvian Stop

An interactive stop/flip framework based on recent structure. Use it to explore risk placement and structural invalidation levels. Always sanity-check with volatility and your market’s tick value.

Inputs: Long/Short lengths, offsets, and other stop parameters in the panel.

Adaptive Spiral Stop Engine

What it is: An experimental always-in long/short reverse-line engine. It combines average price-percent movement, golden/spiral expansion ratios, confirmed swing structure, GV-style structural seed stops, and Wheel ray pressure.

How to read it: The plotted line is a cross-and-reverse line rather than a promise that a broker stop should always loosen. In strong trend-freedom states the line can intentionally expand to give the move more room; near high-pressure Wheel rays it tightens.

Use: best as a research engine for trend capture, stop expansion, and reversal-system optimization. Keep it separate from production GV Stop until backfill results prove it.

Spiral Stop Trading System Intel

What it is: A research trading-system layer built on the Adaptive Spiral Stop Engine. It scans all loaded markets from the first 2023 trading window, backfills completed always-in reversal trades, captures the dial readouts at entry, and builds current recommendations from the same filtered trade set.

How to read it: Use the filters to study whether this low-win-rate/high-payoff engine improves when trades are gated by Trend Freedom, Momentum, Wheel Pressure, Compression, Volume/OI, phase, side, and score. The backfill, recommendation list, stop list, and trade list all use one shared pipeline so logic changes stay synchronized.

Use: best as the intelligence lab for deciding which spiral-stop trades deserve to become production candidates.

Causal Path Engine

What it is: A new, independent decision system that does not consume signals, scores, phases, stops, or rankings from any legacy chart engine. Each completed bar becomes a normalized market-state vector describing return shape, serial dependence, volatility change, range change, location, skew, gap behavior, volume surprise, and open-interest change. The engine locates the nearest earlier states whose full future outcomes were already knowable at that historical moment.

Selection: The entire next 10-, 15-, 20-, or 30-session path of each causal analog is measured from its next open. A trade must clear conservative hit-probability, expected-return, adverse-excursion, payoff, sample-stability, stop-risk, capacity, and learned return-correlation gates. No legacy trend, spiral, Wheel, correlation-chart, phase, or confluence rule participates.

Default: Profitability First uses the confirmed Robust top-settings expansion: a 2.00% baseline stop anchor, a 2.40% maximum stop, and minimum 0.50 expected-path/stop coverage in the added band. Portfolio defaults are 2.00% account risk ($2,000 at the default $100,000 equity), 10 positions, 4 new entries per day, a 0.68 P/L-correlation gate, and one correlated position. Wide Opportunity Research remains selectable at a lower 0.50% risk default because its wide-open replay carried materially greater drawdown.

Survival Production Test: This optional path was designed after the prior holdout was inspected. When armed, its frozen coverage, stop, early-survival, contract-grid, dollar-fit, and wait rules alter the actual replayed selection, fills, capacity, recommendations, open trades, and results. Historical segment numbers are therefore post-observation diagnostics, not fresh validation. Turning it off returns the next replay to Donchian-only production.

Other research and proof: The Physical Class Shadow Frontier keeps FX, rates, indexes, signals, management, and financial capacity frozen while development tests energy, metals, grains, softs, and livestock independently. The separately labeled Metals Forward Pilot remains at 0.25× normal risk with no add. Current-year holdout remains reporting-only for every search. Protective stops are derived from the analog adverse-path distribution and actual fill. Seasonal history is information only.

Vitruvian Best Route Engine

What it is: A market-tailored HIGH/LOW Wheel trade engine. Use Selected Market to concentrate on the chart currently open, or All Markets to scan the full dataset universe. In All Markets mode, every market independently chooses among Original Reversal and Reversed Continuation with Donchian or fixed 1R, 1.5R, 2R, 2.5R, 3R, 4R, and 5R management. One market’s route is never imposed on another.

Selection: Only completed development-period trades can choose a route. Minimum trade count, profit factor, positive expectancy, positive total R, and maximum drawdown gates must pass; otherwise that market reports No Qualified Route. Validation, boundary-carry, and forward-holdout results are visible but cannot alter the development choice.

Visible route laboratory: The market currently open on the chart receives a full side-by-side replay of all sixteen paths. It shows Original Reversal and Reversed Continuation under Donchian and fixed 1R, 1.5R, 2R, 2.5R, 3R, 4R, and 5R exits, including development, validation, holdout, and current RECOMMENDATION / OPEN / FLAT status. Unselected route states are comparison evidence only and do not override the frozen development-selected route.

Forward shadows: Beginning July 31, 2026, four independent ledgers track the unchanged Best Route selector, a fixed-only selector, universal 1R management, and universal 5R management. Their direction choices remain development-only, and no validation or holdout result is inserted into the forward proof.

Current use: Qualified selected routes produce exact next-bar-open recommendations, open-position stops and targets, complete trade ledgers, per-market statistics, and a full sixteen-route audit. Fixed-dollar results require verified contract mapping. Results are gross and markets are replayed independently without portfolio capacity or correlation constraints.

Virtual Parent Continuation Engine

What it is: A standalone price-percent continuation laboratory inspired by the strongest VWTS add-on behavior without consuming or changing any VWTS trade. Causally confirmed swing lows anchor long parent paths and swing highs anchor short paths. The 0.96%, 1.44%, and 1.80% rays run separately and require a completed close another 0.06 percentage point through the parent ray.

Virtual parent: The parent fills hypothetically at the next open and receives a protective stop, but it is never traded. It must survive and move 1.44% favorably before Add-On 1 becomes a real next-open recommendation. Add-On 2 requires Add-On 1 to remain open and then move another 0.96% favorably from its actual fill.

Stops: A protective GV stop is used when its completed-bar direction agrees with the child. Otherwise the stop begins at a causally confirmed recent swing low/high, then only ratchets favorably when GV becomes protective. Every parent, recommendation, fill, cancellation, stop change, winner, and loser remains in its audit ledger.

Development-only optimizer: A bounded, memory-safe coordinate search can optimize one frozen route per market: parent ray, close-through clearance, both add-on distances, direction, Add-On 1-only versus both stages, confirmed-swing bars, and GV bars. Only trades fully closed by the Development end date may score or qualify a setting. Development boundary-carry, Validation, Forward Holdout, open trades, and current recommendations are reporting only and can never select a setting.

Research warning: The three parent rays are independent comparison paths. Their combined trade count, R, and dollars are not one deployable portfolio and repeated market moves may appear in more than one ray path.

Vitruvian Correlation / Backtest

This tool searches for the closest historical analog window by correlation on Close price, then projects what happened next. Use it to explore “if this looks like that, what followed?” scenarios. It is a pattern lens, not a guaranteed forecast.

Inputs: Bars = size of the window being matched. Future = forecast length. TF = timeframe. Prev/Next steps through ranked analogs.

Echo Chart

Repeats (“echoes”) prior swing rhythm forward in time to visualize potential continuation of cadence. Use it to generate timing hypotheses, not certainty.

Inputs: Echoes = number of repeats. Mode chooses spacing behavior (Uniform vs Expanding). Gap %/Ratio control how spacing grows.

Honeycomb Grid

Plots a repeating lattice in price space from an anchor. It can reveal recurring reaction points, consolidation structure, and geometric symmetry. Best paired with trend/context from other modules.

Inputs: Grid spacing/scale, anchor controls, and window length as shown.

Order Flow Memory Field

Builds persistent “ghost levels” from absorption and rejection events. Nodes fade over time unless price revisits them (reactivation), creating a living map of where the market has unfinished business.

Controls: Detection thresholds (volume + body/wick structure), Half‑life decay, Tolerance (ATR/%), Touch boost, max nodes, and rendering options (band thickness, opacity, labels).

Fractal Compression Scanner

Measures multi‑scale range compression and volatility contraction. When compression aligns across scales, Pressure rises — stored energy that often precedes expansion.

Outputs: a Pressure score (0–100), multi‑scale compression lanes, and a Bull/Bear bias meter based on structure context (slope + VWAP position + micro‑structure).

Optimize: tunes scale set + compression mapping so the scanner best fits the current market window without curve‑fit “signals”.

Entropy Gradient Ribbon

Measures information entropy in recent returns to estimate order vs randomness. Low entropy tends to coincide with structured trend; high entropy tends to coincide with chaotic churn.

Visual: a flowing ribbon behind price whose thickness and intensity respond to entropy level and entropy slope.

Bull/Bear bias: combines trend slope with (1−entropy) so the meter reflects structure, not prediction.

Optimize: tunes entropy window + flat threshold + smoothing to best fit the current market window.

Behavioral Exhaustion Meter

Pairs with compression by estimating structural fatigue (topping/rolling risk) from multiple components: time spent outside VWAP bands, volume‑delta divergence, participation/OI stretch, and acceleration drop‑off.

• VWAP Win / Band×ATR: defines the mean and extension bands.
• Div Win: divergence window (returns vs volume‑delta proxy).
• Accel Win: acceleration fade window.
• Optimize: tunes windows/thresholds to maximize useful dynamic range.

Regime Signature Identifier

What it is: A self‑contained classifier that labels the current market environment (“regime”) using structural features — not indicators. Think of it as the weather report for price action.

How to use: Use the regime label to decide which tools to trust. In a Structured Trend regime, bias + breakouts tend to follow through. In Entropic Turbulence, bias should be dampened and you should expect whipsaw. In Compression Coil, focus on pressure/force tools and wait for release.

• Regime: the current label + glyph (brandable “sigil”).
• Stability %: how locked‑in the current regime is (higher = less likely to flip).
• Transition %: near‑term flip pressure (higher = likely to change soon).
• Bull/Bear %: directional tilt tempered by regime (chaos regimes dampen).

Key inputs:

• Window: how many bars define the regime snapshot (bigger = smoother, smaller = faster).
• Segments: splits the window into chunks to measure structural change.
• K (Clusters): number of regime “buckets”. 5–7 is a good range.
• Weights: how much to emphasize Volatility vs Entropy vs Compression vs Force.

Optimize: tunes K, segmentation, smoothing, and weights so regimes are stable (no flicker) but still respond to meaningful shifts.

Probability Cone Projection Engine

What it is: A forward structural projection that draws inner/outer cones (≈68% / ≈95%) using volatility memory and regime context. This is not a trade signal; it’s a “most likely space” map for future price.

How to read: The cone widens in chaotic/high‑entropy conditions and tightens in structured/low‑entropy conditions. The cone can also tilt (skew) if force (acceleration) is persistent. When price rides the cone edge, you’re in expansion; when it mean‑reverts back toward the center line, you’re in digestion.

• Center line: expected drift (structure‑weighted), not certainty.
• Inner cone: tighter probability band (≈68%).
• Outer cone: wider band (≈95%).
• Bull/Bear %: projected skew (tilt) tempered by entropy (chaos dampens).

Key inputs:

• Horizon: how far forward the cone projects.
• Vol Memory: how many bars define current volatility (higher = slower, lower = reactive).
• Entropy Weight: how strongly disorder expands/shrinks cone width.
• Force Weight: how much acceleration tilts the cone.
• Gravity (VWAP): how strongly the cone’s drift pulls back toward mean.

Optimize: searches a small grid of horizon/memory/weights to produce a stable, readable cone for the current market window.

Next Bar Direction Open→Close Engine

What it is: A causal trade study driven by the same Pattern Correlation signal shown in the right-side NEXT BAR (DAILY) dial. After a daily bar closes, the engine freezes the dial direction and confidence, enters in that direction at the following daily open, and exits at that same session’s close.

Important distinction: The dial forecasts whether the next close will be above or below the completed bar’s close. The trade earns the move from the next open to that next close. The engine reports native dial accuracy and open-to-close trade results separately so a high forecast hit rate cannot be mistaken for a tradable opening-session edge.

Research use: The exact visible-dial defaults are used unless changed or synchronized from the dial. Confidence gates can be compared without future-data leakage. Selected Market is the default; All Markets shows combined and individual-market results. Trades never carry overnight. Results are gross unless round-trip costs are entered.

Suite Evidence & Attribution Engine

What it is: A causal research layer for the eleven Composite Intelligence engines. It reconstructs each engine at completed historical bars, measures several forward horizons, tests redundancy, and shows whether an engine adds information beyond the rest of the suite.

Direction and confidence: The raw 0–100 dial always determines BUY or SELL. Development may estimate how often signals of similar strength were right, but that confidence estimate cannot reverse a signal or remove an observation. Everything is frozen before Validation and Forward Holdout.

Execution study: Every raw Liquidity Void Topology, raw 2D Hybrid, and equal-weight raw combination signal enters at the next daily open and exits at the third daily close. Always-long and always-short baselines expose market drift. Native direction accuracy, executable return, configured costs, and selected-market or all-market statistics remain separate. This is historical research evidence, not an order or recommendation.

Suite Weighted GV Stop Trade Engine

What it is: A separate research/shadow trade engine created from the Development-weighted Composite Intelligence signal. After each reconstructed daily close, all eleven raw suite readings are combined with non-negative multipliers selected only from that market’s Development period.

Execution: The three-bar horizon trains the frozen signal only; it is never an exit. A weighted signal may enter the next daily open only when its direction agrees with the completed-bar daily GV Stop and that stop remains protective at the opening fill. The position then remains open until the favorable-only ratcheting GV Stop is touched or gapped through. One initial entry may receive an adjustable number of same-direction additions, default three. No confidence threshold or result filter is used.

Evidence: Full Daily is the default and reconstructs every eligible decision bar after the required warm-up. Every rejected signal is preserved with its exact GV or campaign exclusion reason. Development, boundary carry, untouched Validation, Forward Holdout, open positions, gap exits, add-on roles, individual markets, the all-GV-entry baseline, frozen weights, costs, complete ledgers, and coverage remain visible. It does not place orders or write into production lists.

GV Buffered Stop Optimizer

What it is: A separate close-confirmed stop-and-reversal research engine. It optimizes the GV long length, GV short length, and a signed price-percent adjustment applied to the raw stop before that stop is ratcheted and posted.

Buffer meaning: A positive value widens the stop away from price: it is subtracted from a LONG stop and added to a SHORT stop. A negative value tightens the stop. The adjusted value is rounded outward to the verified contract tick before posting. The adjusted posted stop controls the actual direction flip; the hidden raw stop cannot flip the engine by itself.

Evidence: The visible default optimizes eight years of Development history (2015–2022), validates on 2023–2024, and leaves 2025 onward as Forward Holdout. Dates remain adjustable. The route now ranks settings by actual net price return after configured costs, with return drawdown and four chronological Development folds controlling fragility. Candidate-dependent R no longer selects anything and remains diagnostic only. The optimized route is compared with the same selected stop lengths at 0% buffer and with fixed GV 4/5 at 0%. Long/short, yearly, outlier, cost, boundary, and every comparison-model trade ledger are reported. Results remain research/shadow only and never write to production lists.

GV Qualified Strict-Long + Dual Add-On Engine

What it is: A causal, strictly long shadow engine. Every market independently tests corrected-GV long and short lengths from 2 through 30, but it never evaluates, selects, enters, or reports a short or two-sided trading route.

Execution: A completed close crossing into the GV long state enters at the following daily open. A completed close crossing into the GV short state exits the long at the following open and leaves the engine flat until the next long signal. One earned add-on may enter a later following open only after the parent reaches the frozen bar and profit-R requirements, the GV stop ratchets, and combined posted-stop campaign risk remains within its frozen limit. Parent and add-on share the same GV exit. Every weekday remains eligible.

Selection and evidence: The engine rejects isolated best parent cells, boundary settings, non-profitable neighborhoods, and centers where the long length is not greater than the short length. Every one of the nine cells in the complete 3×3 Development neighborhood must be qualified and positively scored; otherwise the market receives NO QUALIFIED ROUTE. After parent routes freeze, one shared add-on parameter plateau is selected from Development data across the qualified market scope; otherwise the baseline runs without add-ons. The visible default optimizes on 2015–2024 and freezes before forward results from 2025 onward. Default costs are one tick of slippage per side plus $10 round trip. Continuous-contract roll exposure remains explicitly flagged. It never places an order or writes to a production recommendation list.

GV Qualified Strict-Short Parent Engine

What it is: A separate causal, strictly short shadow engine. It does not change the established strict-long engine and it contains no add-ons. A completed close crossing into the corrected-GV short state enters at the following daily open; a crossing back into the long state exits the short at the following open and leaves this engine flat.

Independent selection: Each market optimizes short-parent results directly. The default search tests both LONG>SHORT and SHORT>LONG GV length relationships rather than assuming the long engine’s relationship must reverse. Stable 3×3 neighborhoods, adjustable 7/9 through 9/9 recovery, and the 70% profit / 30% win-rate focus remain visible.

Frozen evidence: Three audits prevent a favorable recent year from hiding weak transfer. The 2023 audit trains only through 2022, the 2024 audit trains only through 2023, and the 2025–current audit trains only through 2024. Each audit counts new short entries signaled inside its own untouched window. Results remain research/shadow only and never place orders or write production lists.

Daily Gleason SAR + Index All-Market Engine

What it is: A daily-bar implementation of Nathaniel Gleason’s SAR and Gleason Index concepts. Every completed SAR reversal is a candidate, but LONG requires the signed, EMA-smoothed ADX-based Gleason Index above its positive threshold and SHORT requires it below its negative threshold on that same completed bar.

Execution: An Index-confirmed reversal is scheduled for the following daily open. The completed signal bar’s SAR must still be protective at that fill; otherwise the attempted trade is canceled and disclosed. A rejected reversal may exit an opposite position but cannot open a new one. The engine waits for the next SAR reversal rather than entering late inside the same SAR regime.

Evidence: SAR candidates, Index-confirmed candidates, Index rejections, next-open cancellations, Development, Forward Holdout, years, markets, sides, current state, and the complete ledger remain separate. No market is removed because its result is weak. This is research/shadow output and does not place orders or write production recommendations.

Daily Gold7 Gleason Index Cross Strategy

What it is: A daily-bar recreation of the supplied Gold7MinGleasonIndex NinjaTrader strategy. LONG begins with the Gleason Index crossing above −5.4; SHORT begins with it crossing below +5.4. The original Stochastics, ADX, CCI, exact normalized DMI, Bollinger, and ATR gates must then pass on that same completed bar.

Daily adaptation: The original 04:00–15:45 seven-minute session gate is removed. Qualified completed-daily-bar signals execute at the following daily open. The baseline uses two contracts and an adjustable $1,000 total currency stop. A cross alone does not exit: the opposite LONG or SHORT candidate must also pass its corresponding indicator gates before the engine exits and reverses at the next open.

Selected-market actual-profit optimization: All-markets scope is a fixed-settings audit and performs no optimization. A selected market starts from its latest safeguards-passed route when one has been saved in that browser. The Index screen is centered around that route, and the only-if logic is split into signal/trend and confirmation/volatility groups for both LONG and SHORT. Twenty-one quarter-step levels per group produce 110,281 staged default evaluations, with 105,840 devoted to only-if testing. The default selector remains 70% profit and 30% win/stop control, but profit now means actual Development net dollars first, supported by PF, profit-to-drawdown, and fold-dollar stability. It no longer treats net R as the leading profit measure. A failed best-available result never overwrites the last qualified starting route.

Comparable volatility gate: The original raw Gold ATR numbers are converted to ATR as a percentage of price. A raw ATR threshold cannot mean the same thing for Euro FX, corn, crude oil, gold, and stock indexes; ATR percent preserves the intended volatility test on a comparable all-market scale.

Important source audit: GleasonSAR was instantiated by the NinjaTrader strategy but never referenced in either entry condition, so this recreation does not invent a SAR gate. Every Index-cross candidate, failed indicator gate, trade, weak year, losing market, current state, and error remains visible. This remains research/shadow output and never places orders.

GV Transfer Audit

What it is: A four-lane attribution study that explains why an individually optimized GV Stop can look highly profitable on its own chart yet fail to transfer into a causal trade engine.

The four lanes: Lane A reproduces full-history hindsight length fitting with same-close reversals. Lane B holds those lengths fixed and changes only execution to the following open. Lane C selects GV lengths from Development only, executes next-open, and freezes before Validation and Forward Holdout. Lane D holds Lane C lengths fixed and optimizes only the signed pre-posting percentage buffer.

Execution integrity: Adjusted stops are rounded outward to the verified contract tick before posting. Following-open entries require a protective stop at least one valid tick away. The causal selector uses ATR-normalized outcomes rather than candidate-dependent initial-stop R. Lane A and B remain labeled hindsight diagnostics; only Lane C and D OOS results are evidence about transfer.

Liquidity Void Topology Map (3D)

Builds a 3D “terrain” surface where peaks represent liquidity magnet mass and valleys represent voids / imbalance. Rotate/zoom to see structure from multiple angles.

Surface components: volume density, time‑at‑price, rejection speed (proxy), and failed‑auction / excess tails (proxy). Mass is a weighted blend of these components.

Controls: bins, time segments, smoothing, component weights, Z‑scale, camera yaw/pitch/zoom, wireframe, and export PNG.