We operate where finance and automation intersect. Institutions account for the majority of daily volume, and their constraints create structure. FlowHunter is built to detect that structure and align capital only when the math confirms. No discretionary chasing, no narrative trading—just repeatable process.
At‑a‑glance (mini facts):
- Universe: S&P 500 equities and listed options
- Rotation: 6–7 full portfolio cycles per month (typical)
- Holding Window: ~2–4 days (typical)
- Entries: Behaviorally confirmed via FlowHunter
- Data Ingestion – Real‑time order flow, price/volume dynamics, liquidity structure.
- Signal Formation – Multi‑layer Boolean logic evaluates structure, volatility compression, and institutional footprints.
- Trade Confirmation – Only when alignment meets threshold: no headline, no hunch.
- Automated Execution – IBKR integration with OCA bracket orders; predefined TP/SL, no discretionary overrides.
- Lifecycle Control – Adaptive scaling only after post‑entry validation and visible risk decay; measured, rules‑based exits.
Risk Controls:
- Strict entry filters reduce false positives
- Pre‑defined risk per trade and per day
- Zero overnight risk policy (if that’s your current rule; otherwise “limited and controlled holding windows”)
- Dynamic throttles under stress/liquidity events
- Fully automated, latency‑aware pipeline built for reliability, auditability, and speed.
