H-SAMPLE-21 · futures
Auction-close imbalance continuation
Mechanism: forced, price-insensitive flow
Pass: PSR ≥ 0.95, walk-forward, costs on
Platform
Agents are only as good as the software around them. They need data to work from, memory to build on, tests to be measured against, and guardrails they cannot move. We build that platform in-house.
Platform · concept preview
A look at the interface we're building for our agents and researchers: grounded research, hypotheses with their pass criteria, validation gates, agent activity and risk limits, in one place.
Concept preview: illustrative interface and synthetic data. The platform is in development.
How should position size relate to the stop distance?
Size is the output, not the input: fix the dollar risk per trade first, then divide it by the distance to the stop[1]. A wider stop means a smaller position, so every trade risks the same amount[2]. Full Kelly sizing is a ceiling, not a target; fractional sizing gives up a little growth for much smaller drawdowns[3].
What does the Hindenburg Omen predict for next week?
Not in our knowledge base. No source in the library covers this; the closest passages scored 0.31 (threshold 0.77). The assistant won't answer from general knowledge.
Every step traced and timed. Answers that can't be grounded are declined.
The research assistant, knowledge system and evaluation tracing exist today in early form; the hypothesis board, validation reports, agent console and risk monitor are in development. All data shown is synthetic.
01 — Components
What each part does, and where it stands today.
Retrieval over a curated research library, using hybrid vector and keyword search with reranking. Every source carries a trust tier, and drafts are never searchable.
LiveAnswers cite their sources, and the citations are checked in code. Below a relevance threshold, the system says “not in our knowledge base” instead of guessing.
In developmentAgents that turn ideas into hypothesis cards, with the mechanism, pass criteria, and falsification written before any test, plus independent reviewer agents that check the work.
In developmentIndependent answer keys with held-out splits. Every operation is timed (p50/p99) and traced, so quality, latency, and cost are measured rather than assumed.
LivePoint-in-time market data, walk-forward backtests with costs, and known-answer tests for the engine itself.
In developmentDeterministic order and risk code. Agents will be able to halt trading but never loosen a limit.
Planned02 — Architecture