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S4

Commodity Futures

Energy & Metals Micro Futures

micro commodity futures across energy and metals.

what this strategy does · S4plain language
S4Commodity FuturesEnergy & Metals Micro Futures

Four engines across crude/gold/copper/gas micros; a dedicated control neutralizes fake price jumps at contract roll — explicitly not a profit source.

source · S4 §1, §10, §13
honest risk

The roll control is conservative and will occasionally blank a real move; gas volatility can saturate the regime layer; gap and venue risk remain.

source · S4 §1, §10, §13

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

four engines

The four canonical engines across energy and metals micros (crude, gold, copper, natural gas); each engine corresponds to a real microstructural edge, arbitrated by the volatility-regime selector.

Engine arbitration → confluence gate → cooldown → hybrid-AI gate → order-flow-scaled leverage → entry. A dedicated contract-roll control neutralizes the artificial price jump at roll — a defensive control, explicitly not a profit source. Natural-gas volatility is the primary regime-saturation risk.

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

source · S4 §2-5, §9-10
§13 · 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 · S4 §13
deliverables · S43 of 3
Pine v6
NinjaScript C#
Python
documentation pack · S45 artifacts required
  • pending

    Whitepaper

  • pending

    Standing requirements

  • pending

    Live heatmap

    Awaiting RX42 charter-compliant cycle

  • partial

    Calibration matrix

    Q7_Calibration_Matrix_S4.xlsx exists locally

  • partial

    Change / defect / repair log

assets · 4 × 4 timeframes

MCL
Micro WTI Crude
symbol
NYMEX:MCL1!
default tf
5m
MGC
Micro Gold
symbol
COMEX:MGC1!
default tf
5m
MHG
Micro Copper
symbol
COMEX:MHG1!
default tf
15m
MNG
Micro Nat Gas
symbol
NYMEX:MNG1!
default tf
15m

routing

default venueNinjaTrader
alternatesTradovate