Data Mining & Machine Learning
Feature engineering, regime detection, win prediction, and SHAP-based explanations — all running on the GenX trade database.
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Feature Engineering
60+ features from OHLC and trade logs: volatility, trend, regime, DNA, and strategy parameters.
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Regime Detection
Five market regimes classified per cycle: strong trend up/down, weak trend, ranging, and high volatility.
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Win Predictor
Random Forest classifiers trained per symbol predict win probability before trade execution.
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SHAP Explanations
Every rejected trade has a SHAP breakdown showing which features drove the decision.
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Surrogate Models
ML surrogates on GA logs predict fitness, cutting optimisation time up to 5×.
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Audit Suite
Every session audited for execution integrity, data quality, and risk constraints.