TECHNICAL SCHEMATIC · REV 4.0
CLIFF · SIGNAL PROCESSING ENGINE
3 INDEPENDENT ASSET LANES · HYPERLIQUID MAINNET · WALK-FORWARD VALIDATED
OOS SHARPE 1.723
ROBUSTNESS 7/7
DSR 99.2%
MAX DD 4.3%
MC P5 2.900
Market Data
BINANCE 1H · OHLCV + taker
Signal Detection
JUMP · ASCEND · FORMATION
Filter Bank
5 conditions · all must pass
Sizer
cap × 1.5% ÷ ATR×2.5
Live Position
held · monitored hourly
Exits
SL · TRAIL · TP · TIMEOUT
Realized PnL
→ bankroll · → QUAKE
ETH
BTC
SOL
Blacklist
ASCEND / BTC·SOL
Regime Classifier
vol pct → CALM / STORM / HURRICANE
→ scales z-score threshold per lane
QUAKE Cascade
50 assets · S+A tier events
bankroll = seed + ALL cliff PnL
Bankroll Feedback
realized PnL → compounding bankroll
next position sized from updated capital
drag · scroll · right-drag pan