Alpha-Vector Unconstrained [GG_DOGE]

Alpha-Vector: Variance-Weighted Trend Capture Protocol
Authored by: GG_DOGE
Executive Summary
This algorithm represents the culmination of an exhaustive quantitative regression analysis, designed to exploit fat-tail distribution events in the SOL/USD cryptographic pair. By leveraging recursive historical data modeling on the 8-Hour timeframe, the strategy identifies high-probability momentum asymmetry—specifically isolating periods where directional volatility aligns with institutional order flow.
Unlike static heuristic models, this protocol utilizes a Dynamic Variance-Weighted Allocation Engine. This ensures that capital exposure is inversely correlated to market noise (entropy) while maximizing geometric compounding during high-conviction momentum phases. It essentially acts as a volatility filter, capitalizing on the statistical skew of the asset's return profile while enforcing rigorous drawdown mitigation via adaptive liquidity exits.
Key Algorithmic Features
Asymmetric Risk Architecture: The strategy deploys decoupled risk profiles for Long and Short vectors. Through backtest optimization, we have mathematically determined that bullish drift requires aggressive variance targeting, while bearish mean-reversion requires strictly constrained capital exposure to mitigate "short-squeeze" tail risks.
Volatility-Adjusted Position Sizing: Trade depth is not static. The algorithm calculates the instantaneous Average True Range (ATR) to normalize position size based on current market turbulence. This maintains a constant Risk-of-Ruin probability, regardless of price velocity.
Quantitatively Optimized Trend Filter: The entry signal is governed by a proprietary lookback period derived from computational brute-forcing of historical pivot points, designed to filter out Gaussian noise and only execute during significant structural market shifts.
Operational Guide (Strict Adherence Required)
This script comes pre-loaded with the statistically optimal parameters for the analyzed asset. No manual calibration is required.
Deployment Target:
Asset: CRYPTO:SOLUSD (Solana / US Dollar)
Timeframe: 8h (8-Hour Candle)
Exchange: Any major liquidity venue (Binance, Coinbase, Kraken, etc.)
Configuration:
Strategy Mode: Select "Long & Short" for the fully optimized protocol (captures upside momentum and hedges downside crashes).
Risk Parameters: The default values are mathematically tuned for maximum geometric growth (Highest PnL). Do not alter these unless you wish to artificially suppress the algorithm's volatility targeting.
Execution:
Capital Allocation: The logic is designed for compounding growth. It will automatically calculate the maximum lot size allowed based on your account equity, ensuring 100% capital efficiency without crossing into margin-call territory