Coverage
Ten markets, one framework.
Every market below runs through the same nine-agent pipeline. What changes per market is context — which macro calendar applies, whether the session is 24/7, how volatility is scaled — never the discipline.
EUR/USD
The most heavily macro-gated market in the system. High-impact EUR or USD events within 60 minutes force NO TRADE, regardless of how the chart looks.
BTC/USD
Trades 24/7 with structurally higher volatility than forex. Stop distances widen automatically, and forex-specific macro events don't gate this market.
Gold (XAU/USD)
Read as a safe-haven and real-rate proxy — Cross Market confirmation leans heavily on DXY and US10Y direction for this instrument.
USD/JPY
Sensitive to interest-rate differentials and periodic intervention risk. Macro Economist weighs BoJ and Fed signals independently.
USD/TRY
Structurally higher volatility and gap risk than major pairs. Risk Manager applies wider tolerance bands before rejecting a setup.
NASDAQ
Tech-heavy and risk-sentiment driven. Cross Market confirmation checks broader equity breadth before supporting a directional call.
S&P 500
Broad-market structure with session-based liquidity windows. Session-illiquid stretches are treated as no-trade conditions.
ETH/USD
Correlated with, but distinct from, BTC/USD. Analyzed independently rather than assumed to move in lockstep.
SOL/USD
Higher-beta crypto asset — momentum can extend fast in both directions, so entry timing is scrutinized closely.
XRP/USD
Subject to idiosyncratic, non-macro catalysts. News Intelligence flags relevant headlines that a pure chart read would miss.
Coverage grows carefully
New markets are added only when the framework can support them properly.
Adding a market means building its own macro relevance, session profile, and risk calibration — not just pointing the same logic at a new ticker.