FX Futures
G10 Currency Futures
g10 currency futures via cme — regime-aware execution across sessions.
Reads the US-dollar regime from four major currency futures and trades the majors as that regime's expression — one position, one exit, no leg ladder. The paper documents an ~11-of-16 design target, presented as a target the architecture aims at, not a realized result.
source · S6 Abstract, §3, §10-11The dollar proxy is fixed-weight and sees only four majors; the classifier can saturate in a persistent trend; an earlier over-built variant was rejected and re-ported (§11).
source · S6 Abstract, §3, §10-11Calibration criteria are gates, not outcomes; no realized-performance claim is made.
engines & regime · methodology
A two-engine construction driven by a fixed-weight dollar-regime proxy computed from four major currency futures — one position, one exit, no multi-leg ladder. NOT the four-engine architecture of S1/S3/S4/S5.
The dollar proxy is a fixed-weight, deterministic instrument built from four majors; a regime classifier reads it and the majors are traded as that regime's expression under a single unified exit. The ~11-of-16 figure in the paper is a DESIGN TARGET the architecture aims at, not a realized result. An earlier over-built variant was rejected and re-ported (§11).
Calibration criteria are applied as gates, not outcomes — a configuration either clears the gate or it does not ship.
source · S6 §3, §10-11The dollar proxy is a fixed-weight, deterministic instrument: its loadings approximate the major-currency dollar weights but are not re-estimated online, and the network-momentum literature indicates that a learned cross-asset lead-lag graph would supply orthogonal alpha.
source · S6 §10- ✓available
Whitepaper
S6 RX02 FX 5-leg paper exists in OneDrive 17 Bond/FX Algo Upgrades
- ○pending
Standing requirements
- ○pending
Live heatmap
S6 RX08 substrate-change cycle has not yet shipped
- ○pending
Calibration matrix
- ◐partial
Change / defect / repair log