US Index Micro-Futures
Q7 AEGIS AI S3 — US Index Micro-Futures Architecture
algorithmic trading carries substantial risk of loss. past performance does not guarantee future results. Quant7 Alpha, LLC does not custody client assets, does not provide personalized investment advice, and is not a registered investment advisor.
abstract
We describe S3, the US-index-micro-futures member of the Q7 AEGIS AI family, which trades four CME equity-index micro contracts (MES, MNQ, MYM, M2K) across four intraday horizons. The design premise is that US index micros exhibit several distinct intraday regimes — regular-trading-hours trend, overnight drift, and session-open volatility — each of which a specialized engine captures, gated by a hybrid-AI overlay.
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