live · binance spot · arm64 edge node

Unbiased return,
engineered.

AURA is a fully synchronous, parameter-driven trading engine for liquid crypto markets. It executes deterministically, contains risk before capital moves, and treats every live incident as a structural fix — not a manual override.

Performance → Architecture

Cumulative return

-0.81%

since 2026-03-06

Max drawdown

-14.95%

peak-to-trough, intra-period

Sharpe (ann.)

0.11

daily returns, rf = 0

Trades placed

142

across 67 sessions

Design pillars

What systematic execution actually requires.

Unbiased Execution

Every order is the deterministic output of a pre-committed parameter set. No discretionary overrides, no recency bias, no FOMO. The same inputs always produce the same plan.

Systemic Risk Mitigation

Three concentric gates — kill-switch, per-position stop-loss / take-profit, and a portfolio-level cost-benefit check — must clear before any capital moves. Each fires on quantitative thresholds, not on intuition.

Consistency Across Regimes

A two-cycle regime hysteresis suppresses daily flips between bull, sideways, and bear classifications. Position-stability gates suppress churn when conviction has not materially changed.

The engine

A deterministic core with three concentric risk rings.

Market data flows from a coverage-aware multi-provider chain. Signals are produced by a composite scoring function that blends momentum, risk-adjusted return, and regime context. Every candidate trade then passes through a kill-switch, per-position stop-loss / take-profit, and a portfolio-level cost-benefit gate before it can place on the exchange.

Emotional bias: Pre-committed thresholds executed by code, not a human at 3 a.m.
Execution latency: Single-threaded determinism with idempotent retries — no event-loop races, no double-fills.
Risk containment: Kill-switch on rolling drawdown plus per-position SL/TP — losses are bounded, not improvised.
Parameter drift: Walk-forward optimization promotes only parameters that survive across multiple historical windows.

Philosophy

Multi-factor momentum, risk-gated, regime-aware.

AURA combines trend persistence with risk-adjusted return at the asset level, then weights selection by a composite score whose response is amplified in confirmed bull regimes and dampened — or routed defensively — in sideways and bear regimes.

When the regime overlay calls for it, capital is rotated into a tokenized safe haven (Pax Gold) with a Bitcoin fallback, governed by regime-specific utilization caps that deliberately preserve dry powder during low-conviction tape.

Specific weights, lookback windows, thresholds, and grid axes are proprietary and intentionally omitted. The walk-forward optimizer tunes them against rolling historical windows; the live engine reads them via a hot-reloadable JSON config.