Hedge Strategy System - Complete Architecture Reference

Strategy Ensemble System

10 Core Strategies

1. Dual MA Crossover (9/21) - Trend
2. RSI(2) Mean Reversion - Mean Reversion
3. MACD + RSI Combo - Momentum
4. Bollinger Band Reversion - Mean Reversion
5. ETF Momentum Rotation - Sector Rotation
6. Opening Range Breakout - Intraday
7. ATR Trailing Stop (Turtle) - Trend
8. VIX Risk Overlay - Risk Mgmt
9. Gap Fill - Intraday
10. 200-Day SMA Timing - Regime
11. HMM Regime Detection - Regime (existing)

Database Tables

• strategy_definitions: Template strategies with params
• strategy_signals: {ticker, strategy, signal, confidence, reasoning}
• composite_scores: Aggregated scores per ticker

Composite Scoring Formula

composite = Σ(signal × confidence × regime_weight) / N

• LONG=1, NEUTRAL=0, SHORT=-1
• Regime multipliers boost/reduce strategy weights

AI Opportunity Finder Modes

1. Analyze ticker: All signals + AI summary
2. Scan watchlist: Top 10 ranked opportunities
3. 401K rebalance: Monthly fund rotation with 30-day rule

Key APIs

• GET /strategies/library
• POST /strategies/library/{slug}/backtest
• GET /opportunities/analyze/{ticker}
• GET /opportunities/scan
• GET /opportunities/rebalance/401k

Nightly Scanner

Runs 4:30 PM PT, scans screener universe, calculates composites, sends Telegram summary