/modules — Strategy & Risk

Decoupled strategy library. Auditable risk.

A modular architecture where exits like MOD3 plug cleanly into classic entry points — a seamless supplement, never strategy contamination.

MOD3

MOD3 universal exit

A standalone swing-trading exit component that supplements a classic Entry Point (EP) without polluting strategy logic. Pluggable across frameworks.

EP-Classic+MOD3→ seamless

Isolated variable testing

MA parameter isolated vs. multi-factor blend

Precisely strip multiple factors to attribute a single variable — such as a specific MA parameter — refusing misleading conclusions when defaults quietly fall back.

Statistical loss analysis

Drawdown attribution by cause, per trade

Statistical loss analysis

A statistical loss-analysis framework quantifies the drawdown attribution of every single trade.

Strategy component library

MOD3exit

Universal Exit

Pluggable swing exit, EP-compatible

EP-Classicentry

Entry Point

Canonical swing entry framework

MA-Isotest

MA Isolation

Single-variable MA attribution

RiskGaterisk

Exposure Guard

Pre-trade sizing & limits

LossStatanalysis

Loss Analyzer

Statistical drawdown attribution

Regimefilter

Regime Filter

Adapts to market state

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