Hedge Architecture: Strategy Ensemble System (Approved)

4-Layer Architecture

Layer 1: Strategy Library
10 strategies: MA Crossover, RSI(2), MACD+RSI, Bollinger, Momentum Rotation, ORB, ATR Turtle, VIX Overlay, Gap Fill, 200-SMA Timing. Plus HMM Regime.

Layer 2: Nightly Signal Scanner
Run ALL strategies against screener universe after market close. Store: {ticker, strategy, signal, confidence, reasoning}

Layer 3: Composite Scoring Engine
composite = Σ(signal × confidence × regime_weight) / N
Rank all tickers. Filter by HMM regime.

Layer 4: AI Opportunity Finder

• Mode 1: Analyze single ticker → all signals + reasoning
• Mode 2: Scan watchlist → Top 10 ranked
• Mode 3: 401K rebalance → Monthly fund rotation

Henry Adjustments

1. Universe = screener stocks (not arbitrary 200)
2. 30-day rule with fund substitution system
3. AI dev pace, not human pace
4. Plaid integration LATER (parked in tasks)

Edge vs Hedge Funds

• Can move instantly (no size constraint)
• Zero overhead
• Can go 100% cash
• Absolute returns only