Two automated systems: one reads the macro cycle from my dissertation indicators and outputs a monthly regime call; the other is an ATAS order-flow bot that gives a daily directional bias on BTC and the majors. Framed as signals and engineering — not performance promises.
This bot operationalises the three MBA indicators — Building Permits Cycle, Macro Health Composite and PMI + Sentiment — into a single monthly output: a regime label and a risk-on / risk-off tilt. It’s the engine behind the composite regime score on the front page.
An automated strategy running on Hyperliquid, the on-chain perpetuals exchange that now settles the large majority of decentralised perp volume. Trading on a DEX changes the engineering problem in ways a centralised venue doesn’t: order submission is a signed transaction, fills settle on-chain, and the bot has to reason about block timing and its own position state without the safety net of a familiar REST API.
The parts that took the work: reconciling on-chain fills against intended position, handling partial fills and reconnects without double-submitting, and sizing so that a failed or delayed transaction never leaves the book exposed.
Engineering evidence, not a performance claim. See the bull/bear case on HYPE for my read on the underlying protocol.
An order-flow bot built inside ATAS that reads footprint, delta and swept levels to publish a daily directional bias on BTC and the larger alts — long, short or stand-aside — with the level it’s watching. It also runs live against the Bybit API for execution. The hard engineering was reconciling fills, partial executions and reconnects so the bot’s position always matches the exchange.
Daily bias is a research signal, not a trade recommendation — and not a performance claim. Live P&L depends on regime, fees and slippage.
