Extracted algorithm research record
KCI N-Matrix Engine
A high-frequency trading algorithm that calculates kinetic energy of price action and uses a dynamic grid to manage trades.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Z-Score | {} | close |
| KCI Volatility Distance | {} | close |
Extracted strategy rules
Recorded long-entry rules
- MTF trend alignment
- zero-line crossover
- steep Diagonal Kinetic Slope
- Continuous Chain Entry
Recorded short-entry rules
- not explicitly stated
Recorded exit rules
- Over-Extension Protection (Rubber Band Filter)
- Global Unified Recovery Basket
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- not explicitly stated
- Take profit
- not explicitly stated
- Position sizing
- Foolproof Lot Multiplier
Questions about this record
What entry rules are recorded for KCI N-Matrix Engine?
Long: MTF trend alignment zero-line crossover steep Diagonal Kinetic Slope Continuous Chain Entry Short: not explicitly stated These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.