Black Label Engine — Live Architecture Demo

Signal Flow Visualization

Watch real-time signals flow through the engine architecture — click individual modules to learn more

Signal Modules (16)

TREND

StepGMA

Moving average progression tracking trend strength and reversal onset.

TREND

EMA 9/21

Dual exponential moving average crossover for entry signals.

TREND

Kalman Trend

Kalman filter noise reduction across all 8 timeframes.

VOLUME

CVD

Cumulative volume delta — buyer vs seller dominance.

VOLUME

Volume Intel

Relative volume spikes and profile cluster detection.

LEVELS

VWAP

Volume-weighted average price — key balance level.

LEVELS

VAL/VAH/POC

Volume profile anchors — value area and point of control.

ORDER FLOW

DOM Absorption

Large order absorption confirms conviction moves.

ORDER FLOW

Order Flow

Aggressive buyers vs sellers — imbalance detection.

ORDER FLOW

OFI

Order flow imbalance — buy/sell pressure index.

TOXICITY

VPIN

Probability of informed trading — >0.70 = smart money detected.

REGIME

HMM Regime

Hidden Markov Model classifying market state dynamically.

REGIME

Day Classifier

Session bias detection — RTH vs pre/post market behavior.

CROSS-ASSET

Cross-Asset

Bond, VIX, DXY correlations for macro context.

CROSS-ASSET

Options Flow

GEX levels, put/call skew, dealer hedging zones.

REGIME

Market Intel

Sector rotation and risk-on/off sentiment tracking.

Brain Layer

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Multi-TF Dispatcher

Aggregates signals across all 8 timeframes.

Adaptive Scorer

Weights signals based on recent regime performance.

Signal Filter

Consensus check: 3+ of 8 TFs must align.

Direction Lock

Blocks opposing positions. One direction at a time.

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Processing...

Risk Layer & Execution

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Drawdown Guard

Halts trading after 2 consecutive stop-losses.

Position Sizer

+1 contract per $500 profit. Cap: 100 contracts.

Session Manager

RTH only: 9:30a – 4:00p ET. No overnight holds.

6-Tier Trail

Pyramidal stop levels. Locks profit at each tier.

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Decision

BUY / SELL / HOLD

Risk Architecture

Direction Lock

No opposing positions ever. Once long, stays long until exit. Prevents whipsaw losses and random oscillation.

Drawdown Guard

Halts all trading after 2 consecutive stop-losses. Protects capital during losing streaks.

Position Sizer

+1 contract per $500 profit. Scales into winners. Cap: 100 contracts. RL-enhanced weighting.

Session Manager

RTH only: 9:30a – 4:00p ET. No overnight holds. Avoids overnight gap risk.

6-Tier Trailing Stop

Pyramidal stop levels lock profit at each tier. Exponential tightening as position moves.

Volatility Circuit Breaker

Halts entries if VIX >30. Re-enables at <22. Protects against regime shock.

Slippage Buffer

+0.5 pt entry/exit buffer for execution. Real-world fill assumptions.

Correlation Filter

Checks cross-asset correlations. Blocks entries during regime change.

6-Tier Trailing Stop Breakdown

Entry +0 pts: Initial stop at entry – (2× ATR). Full 15 contract position.

Tier 1 +2 pts: Stop moves to +0.50 pts (locks 0.50 × 15 = $22.50).

Tier 2 +4 pts: Stop moves to +2 pts (locks additional $45).

Tier 3 +5 pts: Stop moves to +3 pts (locks additional $37.50).

Tier 4 +6 pts: Stop moves to +4 pts (locks additional $37.50).

Tier 5+ +8+ pts: Trailing by +5 pts (lets winners run, locks all lower tiers).

Today's Performance

April 9-10, 2026 (Live Results)

Total Trades

4-hour window

Win Rate

61.1%

11 Wins / 7 Losses

Net P&L

+$1,119.70

Risk-free execution

Best Trade

+$631.30

+8 pts on 10 contracts

Worst Trade

-$506.20

-2.5 pts on 20 contracts

Equity Growth

+56%

$2,000 → $3,119.70

#	Entry Time	Entry Price	Size	Exit Price	Exit Time	P&L	Result	Reason
1	9:35a	5,840.25	5	5,845.50	9:42a	+$262.50	W	VPIN > 0.70
2	9:48a	5,843.00	8	5,839.25	9:53a	-$300.00	L	2TF Breakdown
3	10:02a	5,844.75	10	5,850.00	10:18a	+$525.00	W	CVD Rising
4	10:25a	5,848.50	12	5,845.75	10:31a	-$330.00	L	DOM Reject
5	10:45a	5,846.00	6	5,851.25	11:02a	+$315.00	W	EMA Cross
6	11:10a	5,849.50	15	5,847.50	11:14a	-$300.00	L	HMM Regime
7	11:28a	5,847.75	7	5,853.00	11:45a	+$387.50	W	3TF Confirm
8	12:03p	5,851.25	9	5,848.00	12:08p	-$292.50	L	Volume Break
9	12:22p	5,849.00	11	5,854.75	12:39p	+$631.30	W	POC Support
10	1:05p	5,852.50	20	5,850.00	1:09p	-$506.20	L	Drawdown Guard
11	1:35p	5,851.75	5	5,856.25	1:52p	+$225.00	W	VAH Bounce
12	2:15p	5,854.00	8	5,851.25	2:21p	-$220.00	L	Dir Lock Off
13	2:40p	5,852.50	6	5,857.75	2:58p	+$315.00	W	Kalman Cross
14	3:10p	5,856.25	14	5,853.50	3:16p	-$192.50	L	OFI Toxicity
15	3:28p	5,854.75	9	5,860.00	3:45p	+$472.50	W	StepGMA Up
16	3:58p	5,858.50	13	5,856.00	4:02p	-$325.00	L	Session Close
17	4:15p (AH)	5,857.75	4	5,862.50	4:28p	+$190.00	W	Post-RTH Scan
18	4:42p (AH)	5,860.25	7	5,858.00	4:55p	-$157.50	L	No Consensus

⚡ Black Label Engine