Strategy Tiers
Overview
Users choose one of three strategy tiers when creating an AI Trading Vault. Each tier has different risk parameters, trading frequency, and performance fee rates. All tiers trade the same markets (BTC, ETH, SOL, DOGE, XRP, BNB) but with different position sizing and leverage limits.
Tier Comparison
| Parameter | Capital Guard | Growth | High Octane |
|---|---|---|---|
| Risk Level | Low | Medium | High |
| Target Return | 1-3% / month | 3-8% / month | 8-15%+ / month |
| Max Leverage | 3x | 5x | 10x |
| Max Position Size | 20% of equity | 40% of equity | 60% of equity |
| Max Drawdown (auto-pause) | 10% | 15% | 25% |
| Daily Loss Limit | 2% | 5% | 10% |
| Trading Frequency | ~10 trades / day | ~30 trades / day | ~100 trades / day |
| Min Deposit | 50 USDC | 100 USDC | 250 USDC |
| Performance Fee | 12% of profits | 15% of profits | 18% of profits |
Capital Guard (Low Risk)
Capital preservation with steady returns. Best for large deposits and risk-averse users.
Behavior by Market Regime:
| Regime | Strategy |
|---|---|
| Trending Up | DCA long with trailing stop |
| Trending Down | DCA short bias with tight stop |
| Ranging | Tight grid (5 levels) |
| Volatile | Cash — no trading |
| Breakout | Wait for confirmation before entry |
Growth (Medium Risk)
Growth-focused with active risk management. The default recommendation for most users.
Behavior by Market Regime:
| Regime | Strategy |
|---|---|
| Trending Up | Momentum (MA crossover) with trailing stop |
| Trending Down | Momentum short with hedging |
| Ranging | Grid + mean reversion |
| Volatile | Small mean reversion positions |
| Breakout | Momentum entry on confirmation |
High Octane (High Risk)
Maximum returns with higher drawdown tolerance. For experienced traders who understand leverage risk.
Behavior by Market Regime:
| Regime | Strategy |
|---|---|
| Trending Up | Leveraged momentum with pyramiding |
| Trending Down | Leveraged short with scale-in |
| Ranging | Wide grid (15 levels) + mean reversion |
| Volatile | Mean reversion with quick scalps |
| Breakout | Early aggressive entry |
AI Technology Stack
Five-Layer Architecture
Layer 1 — Data Pipeline (every 30 seconds)
Aggregates data from five sources into a unified structured JSON payload:
- Market data: OHLCV candles (1m to 1d), tick trades, funding rates, open interest
- Orderbook microstructure: bid/ask spread, order imbalance ratio, whale wall detection (>$100K)
- News and sentiment: crypto news feeds, Twitter/X sentiment, Fear and Greed Index, macro calendar
- On-chain data: funding rates (8h settlement), OI changes, liquidation cascades, whale wallet movements
- Cross-market signals: BTC dominance, ETH/BTC ratio, DXY correlation, S&P 500 futures
Layer 2 — Quant Engine (Deterministic, Rust)
Computes technical indicators and classifies market regimes:
- Indicators: SMA(9,21,50,200), EMA(12,26), RSI(14), MACD(12,26,9), Bollinger Bands(20,2), ATR(14), ADX(14), OBV, VWAP
- Regime detection:
- Trending: ADX > 25 + clear SMA slope
- Ranging: ADX < 20, narrow BB width
- Volatile: High ATR%, low ADX
- Breakout: BB squeeze + volume > 2x average
Layer 3 — LLM Brain (every 2-3 minutes)
The LLM receives structured data from Layers 1-2 plus current vault state. It returns trade actions with confidence scores and reasoning annotations. If confidence < 0.3, the AI holds and logs its reasoning.
Layer 4 — Risk Validator (Deterministic, Rust)
Every LLM output passes through a hard-coded Rust risk validator before execution:
- Leverage within tier maximum
- Position size within equity percentage limit
- Stop-loss present and reasonable (ATR-based)
- Daily loss budget not exceeded
- Drawdown threshold not breached
If any rule is violated, the trade is rejected. This layer cannot be bypassed by the LLM.
Layer 5 — Smart Router
Routes validated orders to the GXCore matching engine for native execution with industry-leading throughput and near-instant finality.
Performance Fee Calculation
Performance fees are calculated using a high-water mark (HWM) model:
- HWM is set at the initial deposit value
- Fees are only charged on profits above the HWM
- If the vault loses money and recovers, no fee is charged until the previous HWM is exceeded
- Fees are deducted at withdrawal or at the end of each calendar month
Example (Growth tier, 15% performance fee):
- Deposit: 10,000 USDC
- Month 1 profit: +800 USDC. Fee: 800 * 15% = 120 USDC
- Month 2 loss: -300 USDC. Fee: 0 USDC. New HWM: 10,800 USDC
- Month 3 profit: +500 USDC (vault at 11,000). Fee on amount above HWM: 200 * 15% = 30 USDC