Real money. Verified results. Every week. Connect your exchange — your funds never leave it.
A baseline AI system runs alongside a second, independent system on the same trade infrastructure. The gap between their returns — once Lane 2 activates and is measured across hundreds of trades — is empirical evidence the second layer adds alpha.
A multi-indicator AI signal stack built on industry-standard components — RSI, EMA, VWAP, MACD. Industry baseline win rate is ~50%. The 60% target is drawn from published peer-reviewed research on this indicator combination — Mengshetti et al. (2024), Journal of Open Innovation 10(3), Article 100334 — which reported 60.63% profitable trades and a 1.882 profit factor at the composite level. Universe and methodology differ from SignalDelta's; the figure informs design, not forecast. A learning loop reviews every week's trades and refines the rule set toward that target as the system accumulates history. The engine evaluates the market every 60 seconds and tracks up to 126 data points per cycle across crypto, stocks, news, market context, capital flow, and engine output.
Every trade carries 34 properties — every indicator reading, market condition, news event, stop management decision, and outcome metric. News is AI-classified twice daily into seven categories with impact ratings. Sharpe ratios are computed three ways. Returns are time-weighted and adjusted for capital flows.
Every Sunday, the system reviews the week's trades and refines its own rule set. The audit trail is complete.
Every trade, every rule, every config change is a permanent record — the system cross-references the full history to find patterns no human would spot.
A second AI system runs in parallel to Lane 1 on the same trade infrastructure. Both contribute to the final trading decision once Lane 2 is cleared for live deployment.
The mechanism is withheld pending provisional patent. What's public is the discipline around it.
Lane 2 is built but not live. It runs in shadow during the build phase — the system records and evaluates its output without acting on it. It will only activate against real capital after it clears a statistical-power threshold most retail systems never test against.
No vanity sample sizes. No early activation. No exceptions.
Every trade is logged. Every week is published. Every figure is verifiable. The system is currently in paper mode during the build phase — once deployed, results are live and on the record.
A live, public, multi-month track record — accumulating in front of you. Either the delta exists, or it doesn't.