Layer 2 · Signal Generators
Trading / allocation signals driven by composite indicators — Bull/Bear Agents, BLCV equity scores, momentum/mean-reversion strategies
Modules: 20 total · 13 Active (shipped)
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✅ Active (shipped)
Goldened, validated, and deployed to Canvas
Agent — Generic Position-Anchored Single Agent (Tier 5)
Canvas generic single-agent node (Society S0). One position-anchored agent (office + occupant) carries the actor model (position powers/constraints/purpose +...
Bear Agent — CASA Bearish Agent
Canvas Bear Agent node — symmetric to
bull_agent_v1: shares the same two Canvas calls (trader-select+dual-agent-simulate), but the UI extracts `bear_...
BLCV Composite Equity Score
Weighted aggregation of the Business / Leadership / Competitive / Valuation dimension scores into a 0-100 composite plus a buy/sell signal.
Bull Agent — CASA Bullish Agent
Canvas Bull Agent node — two-step call: (1) POST /casa/trader-select computes bull/bear weights from regime plus optional macro signals (w_current / cli_dire...
CASA Strategy — LLM Strategy Code Generation (Tier 5 Attestation)
Mechanism DEMO / teaching vessel (repositioned 2026-08-03, YG): no academic anchor; hand-set regime weights; not an analysis tool — see References. Canva...
Engle-Granger Cointegration Test
Engle-Granger two-step cointegration test + hedge-ratio extraction: do two price / level series share a long-run stationary relationship; returns t-stat, p-v...
Extreme Value Theory Tail VaR / ES (POT with GPD)
Peaks-Over-Threshold (POT) estimation of tail VaR and Expected Shortfall (ES): convert returns to losses, take the 90th-percentile threshold, fit a GPD to th...
Fama-French 4-Factor Exposure (with Momentum)
OLS regression of an asset's excess return on the Fama-French 3 factors + Carhart momentum, estimating α, β_{mkt,smb,hml,mom} and R². Degrades to single-fact...
Gold Price Direction Signal (Rule + Optional XGBoost)
Direction signal for COMEX gold (GC=F) and other precious metals: the rule path compares current price vs SMA(50) vs SMA(200) three ways → BULLISH / BEARISH ...
Mean Reversion Strategy (Backtrader SMA deviation + real-data backtest)
Single-name mean-reversion backtest: Backtrader SMA(fast_period) with a ±2% deviation threshold triggering buys (deviation < -2%) / sells (deviation > +2%). ...
Momentum Strategy (Backtrader ROC + real-data backtest)
Single-name momentum backtest: the Backtrader ROC(period=fast_period) indicator triggers buys (ROC > 0 while flat) / sells (ROC < 0 while long). Real yfinanc...
Style / Sector Score
Cross-sectional ranking of a style/sector ETF basket vs a benchmark. Each name's score = RRG quadrant bonus + cross-sectional z-score of interval return and ...
Technical Analysis — TA Umbrella Operator
Canvas technical-analysis umbrella operator: a single call returns RSI + MACD + Bollinger + SMA/EMA/ATR main technical indicators. Each indicator's rigorous ...
📝 Draft
Placeholder stub — pending research references, formulas, golden test
Cascade Lens — era-by-era chain fragility
Assembles a set of macro time series into a directed transmission chain and reads it era by era with the cascade vocabulary: rho per era, a highlighted loop'...
Commodity Basket — a declared aggregate
Builds a DECLARED basket from member series with stated weights — level and return paths plus the member table. Deliberately estimation-free: a transparent o...
Conditional Amplification — response by state
Asks whether an outcome series responds MORE when a declared state variable is active: splits the outcome by state buckets and reports per-bucket statistics ...
Correlation Regime — driver-conditional structure
Asks which pairwise correlations in a declared set are DRIVER-CONDITIONAL: splits the sample by a driver state (default ENSO) and compares per-state correlat...
Driver Channel Scan — where does it bite?
Scans a set of DECLARED candidate channels against a driver: per-channel lead-lag profile, best lead, gain and stability, ranked. Answers where the driver ac...
Transmission Chain — link-by-link pass-through
Reads a DECLARED macro transmission chain link by link: per-link lead and gain from lead-lag scans, and the end-to-end read of how far and how fast a unit mo...
Value Composite — the four-dimension verdict
Aggregates the value suite's four dimension scores — intrinsic value, moat, quality, stewardship — under declared weights into one composite, with universe p...