Muhammad Mudassar

𝗔𝗹𝗴𝗼𝗿𝗶𝘁𝗵𝗺𝗶𝗰 𝗧𝗿𝗮𝗱𝗶𝗻𝗴 𝗗𝗲𝘃𝗲𝗹𝗼𝗽𝗲𝗿 · 𝗤𝘂𝗮𝗻𝘁 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵𝗲𝗿 · 𝗦𝗼𝗹𝗼 𝗔𝗿𝗰𝗵𝗶𝘁𝗲𝗰𝘁
Two institutional-grade systems. Two instruments. One standard: no capital deploys without formal proof.
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⚙️ 𝗔𝗹𝗽𝗵𝗮𝗤𝘂𝗮𝗻𝘁 𝗩𝟭𝟮 — 𝗫𝗔𝗨𝗨𝗦𝗗 𝗠𝟭𝟱
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6-layer sequential pipeline. No layer skippable. No exception logic.
▸ L0 Governance Gate — news embargo · spread blowout hard block
▸ L1 Market Danger Engine — RV regime · spread percentile · session risk
▸ L2 Regime Intelligence — trending / mean-reverting / undefined
▸ L3 Signal Logic — bar-close M15 evaluation
▸ L4 Fair Value Context — price location filter
▸ L5 Position Sizing — fractional Kelly · GARCH vol-target · 2% hard cap
▸ 77% CAGR · 55.11% WR · 1.84 PF · +719.72R total
▸ 15,898 ML-ready signals · 1,965 executed · 12.36% gate pass rate
▸ 297-test QMS · 8 layers · 297/297 PASS · frozen real-data golden dataset
▸ Validated offline baseline: PASS CLEAN · 44 checks · 0 failures
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📐 𝗔𝗹𝗽𝗵𝗮𝗤𝘂𝗮𝗻𝘁 𝗩𝟮 — 𝗘𝗨𝗥𝗨𝗦𝗗 𝗠𝟭𝟱
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Statistical mean-reversion · Kalman fair-value · 9-stage ML pipeline
▸ 49.30% CAGR · 56.12% WR · 1.67x PF · 18.2% MDD (V3 sizing)
▸ 23-year validated · OOS 7 years unseen · 82.1% WFE · p = 7.1×10⁻⁹
▸ 100% Monte Carlo survival · 19-pillar adversarial stress test passed
▸ Crisis confirmed: GFC 2008 WR 78.3% · SVB 2023 WR 82.6%
▸ Ensemble: LR + Random Forest + LightGBM · 20-feature · 12-cell gate matrix
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🔬 𝗣𝗵𝘆𝘀𝗶𝗰𝘀 𝗘𝗻𝗴𝗶𝗻𝗲
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▸ Yang-Zhang RV · Kalman (MLE noise) · GARCH(1,1)
▸ Hurst DFA · Sevcik FD · Ornstein-Uhlenbeck half-life
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🏗️ 𝗜𝗻𝗳𝗿𝗮𝘀𝘁𝗿𝘂𝗰𝘁𝘂𝗿𝗲
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MQL5 EA ↔ FastAPI Bridge ↔ Brain Daemon ↔ PostgreSQL
Win32 named SHM · mutex binary struct · UUID signal tracking
active_config routing · symbol-agnostic pipeline · parity-verified
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🛠️ 𝗦𝘁𝗮𝗰𝗸
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MQL5 · MT5 · Python · FastAPI · PostgreSQL · Redis · Docker
Scikit-learn · LightGBM · NumPy · pandas · ARCH · Numba · pytest

차트 & 아이디어