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S1

Digital Assets

Digital Asset Perpetual Futures

24/7 crypto perpetuals with tight calibration across four majors.

what this strategy does · S1plain language
S1Digital AssetsDigital Asset Perpetual Futures

Four pattern engines (trend/breakout/mean-reversion/liquidity-sweep) run at once on BTC/ETH/SOL/XRP perps; the market picks which engine trades; size scales with live order-flow conviction, not a fixed multiplier.

source · S1 §1-5, §12
honest risk

Live sizing runs on real venue-native order flow — never a proxy (a bar-derived proxy is calibration-only), and the engine fail-closes without real OF; the AI gate constrains but cannot certify a durable edge; leverage/venue risk is not removed by good architecture.

source · S1 §1-5, §12

Calibration criteria are gates, not outcomes; no realized-performance claim is made.

four engines

Four canonical engines — trend, breakout, mean-reversion, liquidity-sweep — arbitrated by the volatility-regime selector so the market, not a fixed schedule, chooses which engine is live.

Engine arbitration → confluence gate → cooldown → hybrid-AI gate → order-flow-scaled leverage → entry. Order-flow conviction scales per-trade leverage inside per-asset venue caps; the hybrid-AI overlay can veto but does not manufacture signal.

Calibration criteria are applied as gates, not outcomes — a configuration either clears the gate or it does not ship.

source · S1 §2-5, §9
§12 · Limitations

In live trading the leverage map runs on real venue-native order flow, required as a precondition — the engine fail-closes rather than substitute a proxy. A bar-derived order-flow proxy is used only during calibration, never live.

source · S1 §12
deliverables · S12 of 2
Pine v6
NinjaScript C#
Python
documentation pack · S15 artifacts required
  • pending

    Whitepaper

    Per-algo whitepaper not yet authored (Calibration #138)

  • pending

    Standing requirements

    Standing requirements doc backfill pending

  • available

    Live heatmap · RX79

    S1 RX79 stub

  • partial

    Calibration matrix

    Q7_Calibration_Matrix_S1.xlsx exists locally; UI render pending

  • partial

    Change / defect / repair log

    SD-NN defect codes present; CH-NN / RP-NN coding pending

assets · 4 × 4 timeframes

BTCUSDT
Bitcoin
symbol
BYBIT:BTCUSDT.P
default tf
5m
ETHUSDT
Ethereum
symbol
BYBIT:ETHUSDT.P
default tf
5m
SOLUSDT
Solana
symbol
BYBIT:SOLUSDT.P
default tf
5m
XRPUSDT
XRP
symbol
BYBIT:XRPUSDT.P
default tf
5m

routing

default venuegTrade
alternatesEdgeX · Bybit · Kraken

BTC_MOM · fifth engine

S1 ships with a fifth engine specific to crypto perps:BTC_MOM, a pullback-continuation engine with a cross-asset cascade signal. Runs at the lowest selector priority — fires when the four core engines have no clean trade but price is moving with conviction. Full description in the whitepaper §05.