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breakAI
From Residuals to Returns — Kalman → Gauntlet → Cascade → Kelly
LLM: probing…
regime: —
api: connecting…
Pipeline
synthetic (offline, planted truth)
live (needs API keys)
TE: auto
TE: binned (fast)
TE: KSG (paper-strict, slow)
▶ Run full pipeline
Validated signals
CCF → Granger ≥60% → effective TE (BH-FDR), |t|>3
Portfolio
fractional Kelly λ=0.5 · ρ̄ circuit breaker · N*∈[5,10]
Risk & margins
Monte-Carlo CIs · DSR · Almgren-Chriss · Shannon bound
Rejected candidates
the gauntlet exists to say no
Data sources
multi-API fusion — keys via .env, graceful degradation
Broker chat
LLM orchestrator — tools only, paper constraints enforced
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