H1 Trading Agent

In Development

Quantitative crypto trading: spectral arbitration (FFT / wavelet / Hilbert), Synapse-inspired dynamic model weighting, purged K-fold CV, cost-aware backtesting (slippage, gas, MEV), Kelly sizing — staged pipeline to production.

In Development: This project is actively being developed. Performance metrics are from backtesting/research phases.

Problem

Crypto markets need strategies that adapt across regimes with disciplined financial ML — leakage-aware validation, cost-realistic execution assumptions, and staged deployment.

Business Impact

  • 2.1+ Sharpe ratio (backtest regime)
  • <15% max drawdown
  • 55–60% win rate in evaluated windows
  • Staged deployment pipeline for risk containment

Key Metrics

2.1+ Sharpe

<15% drawdown

Spectral features

Staged deploy

Links