◆ AURUM

System Architecture

Complete data flow, strategy logic, and AI integration for each instrument.

Pipeline Flow (Runs Every 15 Minutes)

1. ingest-candles

Fetches 1H OHLCV from Yahoo Finance for all 3 instruments

CRON 15m

candles table

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2. compute-context

Calculates indicators (EMA, ATR, VWAP, Supertrend, RSI), detects session, range, structure levels

CRON 15m

indicator_snapshots + market_context_outputs

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3. run-strategy

Evaluates all strategy conditions. Gold/Silver: 5 strategies. BTC: 3 crypto strategies

CRON 15m

aurum_strategy_outputs

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4. run-decision

Picks strongest signal, applies confluence scoring (7 dimensions), determines final state

CRON 15m

final_decisions

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5. ai-daily-briefing

GPT-4o analyzes ALL data + engine output. Makes independent trade recommendation with entry/SL/target/leverage

ON DEMAND

ai_briefings

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DASHBOARD

AI Trade Card + Chart + Market Context + Pipeline Audit

AI Decision Architecture

PRIMARYAI (GPT-4o)

The AI is the primary decision maker. It receives ALL available data as context and makes its own independent analysis. It can agree or disagree with the engine. The AI determines:

• Direction: LONG / SHORT / NEUTRAL

• Confidence: 1-10 scale

• Entry, Stop Loss, Target levels

• Leverage recommendation: 1x-5x

• Risk analysis + energy narrative

Gold/Silver prompt: Receives DXY, VIX, macro regime, engine decision, indicators
BTC prompt: Receives funding rate, OI, fear/greed, leverage score, regime, engine decision

SECONDARYEngine (Strategy Pipeline)

The mechanical engine is secondary confirmation. It evaluates rule-based strategies and produces a signal that the AI can use as one of many inputs. When AI and engine agree, conviction is highest.

• Evaluates strategy conditions mechanically

• Applies confidence modifiers (regime, COT, divergence)

• 7-dimension confluence scoring

• R:R penalty for trades below 1.0

• Structure level anchoring for stops/targets

Shown in Market Context panel and Pipeline Audit on dashboard

Gold XAUUSD

Precious metal — trades Mon-Fri, session-based (London/NY/Asia)

Data Inputs

Price Data

•Yahoo Finance: GC=F (futures) 1H candles

•120 bars rolling window

•OHLCV + computed indicators

Technical Indicators

•EMA 8 / EMA 20 crossover & gap

•Supertrend direction & value

•ATR(14) for volatility sizing

•VWAP + distance percentage

•RSI(14) for momentum

•Volume regime (HIGH/NORMAL/LOW)

•Range state & price position

Macro Data

•FRED: Real yields (10Y - breakeven)

•FRED: Fed funds rate, yield curve

•FRED: M2 money supply, debt/GDP

•DXY (dollar index) via Yahoo

•VIX (volatility index) via Yahoo

•CFTC: COT net speculative gold

•GDX miner ETF volume + ratio

•Central bank buying (260t/q est.)

•Moon phase + backtested scores

Structure Levels

•Previous day high / low

•Previous week high / low

•Round numbers ($10 intervals)

•Used for stop/target anchoring

Cross-Signal Correlations

•Gold/DXY correlation (20d + 60d)

•Gold/Real Yield correlation

•Gold/Miners divergence detection

•Gold/Silver ratio analysis

•Structural break detection

•Driver ranking (what moves gold now)

Strategy Engine (5 Strategies)

Breakout ExpansionTREND

Price breaks range high/low with volume confirmation. Needs supertrend + trend alignment.

EMA CrossoverTREND

EMA8/21 gap signals direction. Trend must confirm. VWAP + volume boost confidence.

Supertrend FlipREVERSAL

Supertrend direction matches trend. Price must be near ST value (fresh flip, <3%).

Red Day AccumulationMEAN REVERT

Price below VWAP near range lows. Macro not hostile. Contrarian buy-the-dip.

NY Open Liquidity GrabSESSION

NY session only. Price at range extremes with volume spike. Grabs liquidity then reverses.

Confidence Modifiers (Applied to All Strategies)

Regime Score

•Weighted composite (-100 to +100)

•LONG + regime > 40 → +12 confidence

•LONG + regime < -20 → -15 confidence

•SHORT + regime < -30 → +12 confidence

COT Positioning

•CROWDED_LONG + SHORT → +10 (contrarian)

•CROWDED_SHORT + LONG → +10 (squeeze)

•CROWDED_LONG + LONG → -8 (risky)

Divergence

•Structural break + LONG → +8

•Any divergence active → +4

•Gold defying yields = structural demand

Silver XAGUSD

Precious metal — trades Mon-Fri, higher volatility than gold, industrial demand component

Data Inputs

Price Data

•Yahoo Finance: SI=F (futures) 1H candles

•120 bars rolling window

•OHLCV + computed indicators

Technical Indicators

•Same as Gold: EMA 8/20, Supertrend, ATR(14)

•VWAP, RSI(14), Volume regime

•Range state & price position

•Higher ATR fallback: price * 0.02 (vs gold 0.008)

Macro Data

•Same FRED data as Gold

•DXY + VIX (shared context)

•CFTC: COT net speculative silver (separate)

•SIL miner ETF volume + ratio

•Silver/Gold ratio for relative value

•Margin stress detection (silver-specific)

Strategy Engine

SHAREDSame 5 strategies as Gold

Silver uses the same strategy engine as Gold with silver-specific adjustments: higher ATR fallback (2% vs 0.8%), silver COT data instead of gold, SIL miners instead of GDX, and margin stress filter that blocks trades when silver margin requirements spike.

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Bitcoin BTCUSD

Cryptocurrency — trades 24/7, leverage-driven, unique on-chain & derivatives data

Data Inputs

Price Data

•Yahoo Finance: BTC-USD 1H candles

•120 bars rolling window

•24/7 — no staleness guard (always fresh)

Technical Indicators

•EMA 8 / EMA 20 crossover & gap

•Supertrend direction & value

•ATR(14) — much higher than metals (~$128)

•VWAP + distance percentage

•RSI(14) for momentum

•Volume regime & ratio

Crypto Leverage Data

•Binance: Funding rate (8h)

•Binance: Open Interest + 24h change %

•Binance: Long/Short ratio

•Binance: Taker buy/sell volume ratio

•Alternative.me: Fear & Greed Index (0-100)

•Yahoo: IBIT + FBTC ETF volumes

BTC Regime Classification

•LEVERAGE_FLUSH — OI dropping fast, fear rising

•ACCUMULATION — low fear, stable OI, neutral funding

•EUPHORIA — high greed, extreme funding, OI spiking

•CAPITULATION — extreme fear, massive OI decline

•MACRO_BETA — normal conditions, follows risk assets

BTC Leverage Score

•Composite score (-100 to +100)

•Weights: funding rate, OI trend, fear/greed

•Long/short ratio, taker flow direction

•Positive = bullish setup, Negative = bearish

•Used as confidence modifier in strategies

Strategy Engine (3 BTC-Specific Strategies)

Leverage Flush ReversalCONTRARIAN

Contrarian LONG after leverage wipeout. Requires: Fear/Greed < 30 or CAPITULATION regime, OI declining > -1%, funding < 0.03%. Extreme fear = +15 confidence bonus.

Funding Rate FadeMEAN REVERT

Fade crowded positioning. Extreme funding > 0.05% → SHORT (crowded longs). Funding < -0.02% → LONG (squeeze setup). L/S ratio + fear/greed confirm conviction.

BTC Momentum TrendTREND

Trend following with leverage confirmation. EMA crossover + trend alignment + leverage score. Fear dip-buy bonus, greed caution penalty. OI building confirms trend.

Additional Data Pipelines

ingest-macro-extended

FRED API, CFTC COT, Yahoo miners, moon phases, regime score

HOURLY :07

compute-relationships

Cross-signal correlations, divergence detection, structural breaks

HOURLY :12

ingest-btc-data

Binance derivatives, Fear & Greed, ETF volumes, regime classification

HOURLY :22

ai-daily-briefing

GPT-4o full analysis per instrument with trade setup. Triggered on-demand via Refresh button.

ON DEMAND