NAS100
DEMO PAPER
Live trading state
Direction
Layer 1 bias
Confidence
Session P&L
Position
FLAT
no open trade
Three-layer status
Layer 1 — AI bias engine
Waiting for data…
Layer 2 — quant risk model
Waiting for data…
Layer 3 — game-theoretic engine
Waiting for data…
Regime snapshot
Session performance
Liquidity pool heatmap
NAS100 — unswept liquidity pools
Bar width = draw probability. Red = buy stops above (equal highs). Green = sell stops below (equal lows).
Loading pools…
Signal history
Date / time Direction Confidence Entry Stop TP1 EV Outcome
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Backtest runner
Run parameters
Backtest log
Ready. Configure parameters above and press Run.
Model training & registry
Current model
Version
OOS accuracy
Trained at
Features
Refit flag
Version history
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Training commands
# Export training data from Firebase
python data/snapshot_exporter.py --symbol NAS100 --weeks 52

# Train the model
python layer1/bias_model/train.py \
  --symbol NAS100 \
  --start 2023-01-01 \
  --end 2024-12-31


# Run acceptance test
python -m pytest tests/unit/test_bias_engine.py -v

# Check OOS accuracy (must be >= 52%)
python -c "import json; r=json.load(open('layer1/bias_model/model_registry.json')); print(r['versions'][-1])"
GitHub Actions status
Set GITHUB_REPO and GITHUB_TOKEN in the config section to enable.
Feature explainability — SHAP
Feature group importance (last signal)
No explainability data yet — run a session first.
Top 3 reasoning factors
Feature group definitions
VOLATILITY_SPIKE
VIX level, ATR expansion, realized vol
MOMENTUM_SHIFT
RSI slope, MACD cross, price vs VWAP
LIQUIDITY_DRAW
Pool draw probability, sweep count
TREND_STRUCTURE
HTF structure, higher highs/lows
BREADTH_DIVERGENCE
Advance/decline, sector rotation
SENTIMENT_FLOW
News sentiment score, FinBERT signal
CALENDAR_RISK
FOMC, CPI, NFP proximity score
Risk controls
System controls — Firebase guardrails
These values are read from session_controls in Firebase Realtime DB. Changes take effect immediately.
Trading enabled
Max daily loss ($)
Emergency stop
Hard-logic status CLEAR
Open positions 0
Daily loss so far $0
System logs