How It Works

Architecture, engine, and execution flow.

Autonomous Strategy Engine (ASE)

The ASE is the brain of Cortex. It operates in a continuous cycle:

1.
Hypothesis Generation

AI generates new strategy hypotheses based on market conditions and regime analysis.

2.
Backtesting

Each hypothesis is backtested against historical data with walk-forward validation.

3.
Promotion

Strategies meeting quality gates (fitness ≥70, win ≥55%, Sharpe ≥5, PF ≥1.3, DD ≤5%) are promoted to live.

4.
Live Execution

Promoted strategies execute autonomously via Zerodha. The engine runs a 5-second loop.

5.
Demotion

Underperforming strategies are automatically demoted or archived based on live metrics.

AI Personas

Four specialized personas handle different market conditions:

Scalper

High-frequency, small moves. Targets quick in-and-out trades.

Momentum

Rides directional moves. Enters on breakouts and trend confirmations.

Swing

Multi-day positions. Captures larger moves with wider stops.

Maverick

Contrarian and adaptive. Takes unconventional positions based on regime shifts.

Safety Mechanisms

Kill switch — disable execution anytime, engine fails-closed
ATM strike range guard — skips trades >10% from spot
Demotion checks — intraday at 11/13/15 IST + end of day
Credit check before every trade — no credits = no execution
Daily capital fee deduction — automated, no surprise charges