Strategy Portfolio
Binacci runs a portfolio of orthogonal strategies over every market and timeframe at once. Each is an independent opinion that still feeds the same deterministic risk engine — more independent reasons to be in a market, with the slot cap and kill switch bounding total exposure. Positions are unique per (market, timeframe, strategy), so the strategies never collide.
Per-Strategy P/L Over Time
Cumulative realized P/L per strategy, sampled live. Diverging lines show which edges are compounding and which are bleeding — the signal the meta-learner optimizes against.
Operations Agents
Beyond the trading strategies, a set of operations agents supervise the book — they never place a trade themselves, they shape how trades are sized, routed and protected.
Maps your deposit/margin to the fee-viable risk envelope (slots, entry size, leverage). Recommends; you apply with one tap in Controls.
Picks the cheapest fill path (V3 0.05% vs V2 0.25%), models price impact and splits orders so slippage + gas stay below the edge.
Runs a fee-aware parameter sweep on real history and proposes leverage / trailing / target tweaks — operator approves before they go live.
Watches for stablecoin de-pegs, flash moves and broad crashes; halts new opens the moment risk spikes.
Shared Risk Engine
Every strategy obeys the house invariant: entries are limits at a concrete level, never a market chase. Whatever a strategy proposes, the deterministic engine sizes it (30/70 margin, per-mode position cap), averages only at a level while in drawdown (per-mode multipliers), trails the stop into profit, caps the tail loser with a hard per-position stop, and force-flattens everything if aggregate floating drawdown hits the kill switch. The AI proposes; the engine disposes.