Signals

CHIMERA / SIGNAL PIPELINE
01AI Ensemble
5-model AI Council + 4-source confirmation gate

GBM, HMM, DeepLOB, Cascade, and RL drive prediction as the AI Council; a separate 4-source confirmation gate (Technical / Sentiment / OnChain / DeepLOB cross-check) must also agree before a signal executes. Both consensus and risk checks must agree.

02Regime Detection
HMM + Hurst exponent

Hidden Markov Model classifies market state in real-time: trending, mean-reverting, volatile, or transitional. Strategy Mux adapts weights accordingly.

03Confluence Engine
9 independent sources

Technical indicators, order flow, funding rates, open interest, volume profile, whale movements, sentiment, on-chain metrics, and cross-exchange signals.

04Antifragile Filter
12-component stress gate

Every signal passes through the stress engine before execution. High-stress environments trigger barbell allocation — safe positions increase, aggressive shrink.

05Strategy Mux
8 strategies weighted by regime

Trend Following, Mean Reversion, Breakout, Liquidation Hunting, Funding Arb, Whale Following, Momentum, Scalping — weights auto-adjust per regime.

06Iron Dome Veto
Multi-layer risk check

Final gate: drawdown limit, consecutive loss breaker, volatility cap, leverage check. If any layer triggers, the signal is vetoed regardless of strength.

07Take Action

Signals without conviction
are just noise.

Chimera's pipeline ensures every signal has been stress-tested, validated by consensus, and cleared by risk management before execution.