Quantitative Alpha, Market Regimes & Order Flow Microstructure

Real-time metrics decoded by the Market State Regime Analyzer and Meta Orchestrator.

Dynamic Rolling Correlation Matrix (72h Intraday + 30d Macro Blended)

Portfolio Diversification Matrix

Synchronizing correlation data from Meta Orchestrator...

Markov Chain Markovian Dynamics

Transition Probabilities P(S[t] = j | S[t-1] = i)

From \ To	Range (0)	Momentum (1)	Breakout (2)
Range (0)	0.824	0.121	0.055
Momentum (1)	0.148	0.785	0.067
Breakout (2)	0.210	0.315	0.475

Strategy Mapping & Hysteresis Activation:

State 0 (Range-Bound): Deploys standard_grid / mean_reversion with tight 2.50% fee-floor spacing.
State 1 (Momentum): Deploys dca_trend / momentum_grid with directional skew and trailing DCA entries.
State 2 (Breakout): Widens spacing to 4.0%–6.0% or pauses quoting (breakout_fade / paused) to protect capital.