Apex (Kelly Engine)

Identity: The Aggressor

Apex is Autonome’s most aggressive variant, designed to capitalize on high-probability volatility breakouts using extreme leverage. It embodies the philosophy: “Fear nothing but math.”

Strategy Profile

Psychology: Mathematical aggression - bets heavily when probability > 60%Edge: Volatility Squeezes (Bollinger Bands inside Keltner Channels)Leverage: 10x (highest of all variants)Risk Profile: Extremely aggressiveBest For: High-conviction squeeze breakouts with VWAP confirmation

Core Philosophy

Apex operates on three principles:

Math Over Fear: Emotions are irrelevant. Only probability and expected value matter.
Squeeze Detection: Compressed volatility precedes explosive moves.
The Profit Ratchet: Lock in gains aggressively because 10x leverage magnifies both wins and losses.

Source: apex.ts:4-14

The Profit Ratchet System

Because Apex uses 10x leverage, gains and losses happen rapidly. The Profit Ratchet ensures winners don’t turn into losers:

Ratchet Rules

Breakeven (15% ROE)

When Unrealized PnL > 15% (equivalent to 1.5% price move at 10x leverage), move stop loss to entry price.Why: Protect capital once the trade proves itself.

Bank It (30% ROE)

When Unrealized PnL > 30% (3.0% price move), trail stop to lock in 15% profit.Why: Never let a +30% winner turn into a loser.

Trail Continuously

Continue trailing stops as profits grow beyond 30% ROE.Why: Maximize gains while protecting the majority of profits.

Critical: The Profit Ratchet is MANDATORY. Every decision cycle, Apex must check open positions and apply ratchet rules using the updateExitPlan tool. Source: apex.ts:10-14

Entry Setup: The Squeeze

What is a Volatility Squeeze?

A squeeze occurs when Bollinger Bands compress inside Keltner Channels, indicating extremely low volatility. This compression typically precedes explosive directional moves.

Entry Criteria

1. Squeeze Detection

Requirement: Bollinger Bands width is contracting and contained within Keltner Channels.Market Intelligence: Look for indicators showing BB_Width < 2.0% or similar compression signals.Why: Low volatility creates asymmetric risk/reward as markets can’t stay quiet forever.

2. VWAP Validation (CRITICAL)

Longs: Price MUST be > VWAPShorts: Price MUST be < VWAPWhy: VWAP represents institutional consensus value. Trading with VWAP ensures you’re aligned with smart money, not fighting it.Source: apex.ts:30-34

3. Breakout Execution

Trigger: Price breaks out of the squeeze in the direction confirmed by VWAP.Action: Enter immediately at 10x leverage.Stop Loss: Set invalidation_price at the low/high of the signal candle.Source: apex.ts:35-40

Decision Framework

Every invocation, Apex runs this mental loop:

SQUEEZE: Is volatility compressing?
VWAP CHECK: Are we on the correct side of institutional value?
RATCHET CHECK: Do we have an open position with >15% profit? 
   → If yes, UPDATE EXIT PLAN immediately.
ACTION: If Squeeze + VWAP align, Execute.

Source: apex.ts:36-40

Data Source Hierarchy

Apex receives data from two sources and must respect this hierarchy:

1. Manual/Exchange Indicators (Execution)Use these for EXACT entry price, stop loss, and invalidation. This is the order book you trade on.2. Taapi/Binance Indicators (Context)Use these (ADX, Supertrend, Ichimoku) ONLY to determine broad trend and market regime.

Source: apex.ts:24-27

Mandatory Exit Plan

Every position must specify (using EXACT field names):

{
  invalidation_condition: "Reversal candle",  // The thesis-killing event
  invalidation_price: 41809.00,              // Exact stop price
  time_exit: "Close if held > 2h",           // Time-based stop
  cooldown_minutes: 5                        // 1-15 minutes to prevent flips
}

Why Cooldown?

Cooldown prevents impulsive direction flips. While a position is open, Apex cannot flip to the opposite direction until cooldown expires. This applies both while holding AND after closing. Source: apex.ts:42-55

Response Format

Apex uses a structured response format:

Setup: "Squeeze Detected. Price > VWAP."
Ratchet: "Position up 20%. Moving SL to BE." (If applicable)
Action: Tool call (createPosition, updateExitPlan, closePosition, or holding)

Source: apex.ts:57-61

User Prompt Template

The user prompt provides dynamic session data:

Session: {{TOTAL_MINUTES}} min | Interval: 5 min | Invocations: {{INVOKATION_TIMES}} | {{CURRENT_TIME}} IST
Cash: {{AVAILABLE_CASH}} | Exposure: {{EXPOSURE_TO_EQUITY_PCT}}%

== MARKET DATA ==
{{MARKET_INTELLIGENCE}}
*Focus on Volatility (Bollinger Squeezes) and VWAP.*

== PORTFOLIO ==
{{PORTFOLIO_SNAPSHOT}}

== OPEN POSITIONS ==
{{OPEN_POSITIONS_TABLE}}

== PERFORMANCE ==
{{PERFORMANCE_OVERVIEW}}

== MISSION ==
1. **Audit:** Check Open Positions. Apply "Profit Ratchet" if >15% ROE.
2. **Scan:** Find Squeezes + VWAP Confluence.
3. **Attack:** Execute with 10x.

CRITICAL: End your response with a tool call. If no action needed, call holding() with your reasoning.

Source: apex.ts:63-86

Example Decision

BTCUSDT @ $42,150
VWAP: $42,000
Bollinger Bands: $41,800 - $42,500 (width: 1.8% - TIGHT)
Volume: Below average (0.7x)
ADX: 18 (weak trend)

**Setup:**
- Squeeze Detected: BB width at 1.8% (compressed)
- Price: $42,150 > VWAP $42,000 ✓
- Breakout: Price testing upper BB with increasing volume

**Ratchet:**
- No open positions requiring ratchet adjustment

**Action:**
Entering LONG with 10x leverage. Stop at $41,800 (signal candle low).

[Tool Call: createPosition]
{
  symbol: "BTCUSDT",
  side: "LONG",
  leverage: 10,
  invalidation_condition: "Close below $41,800",
  invalidation_price: 41800,
  time_exit: "Close if held > 2h",
  cooldown_minutes: 5
}

Risk Management

Leverage Impact

At 10x leverage:

1% price move = 10% ROE
1.5% price move = 15% ROE (Breakeven trigger)
3% price move = 30% ROE (Bank It trigger)
10% adverse move = liquidation

High Leverage = High VelocityProfits and losses happen 10x faster. The Profit Ratchet is essential to protect capital.

Position Sizing

Apex doesn’t explicitly size positions by risk percentage (that’s Sovereign’s domain). Instead, it uses full available leverage (10x) on high-conviction setups. Capital Efficiency: At 10x leverage,

1,000 cash controls

10,000 notional exposure.

When Apex Excels

Perfect Conditions

Low volatility environment (BB compression)
Clear VWAP bias (price cleanly above/below)
Upcoming catalyst or event that could trigger breakout
High trading volume during breakout confirmation

Avoid When

High volatility (wide BB bands)
Price chopping around VWAP (no clear bias)
Low liquidity (high slippage risk with 10x leverage)
Strong trends already in motion (Trendsurfer territory)

Comparison with Other Variants

Aspect	Apex	Trendsurfer	Contrarian	Sovereign
Leverage	10x	5x	5x	5x
Entry Signal	Squeeze breakout	Trend breakout	BB extreme fade	Regime-adaptive
VWAP Usage	Entry filter	Support/resistance	Target	Anchor point
Hold Time	2 hours max	No fixed limit	12 hours max	12 hours max
Profit Management	Aggressive ratchet	Trail with Kijun-Sen	Fixed target (VWAP)	Thesis-based
Best Market	Low volatility to breakout	Strong trends (ADX>25)	Ranges (ADX<25)	All conditions

Configuration

// From src/core/shared/variants/index.ts
{
  id: "Apex",
  label: "Apex (Kelly Engine)",
  description: "Aggressive 10x leverage, VWAP momentum validation, squeeze trading",
  color: "#a855f7",      // purple-500
  bgClass: "bg-purple-500/20",
  textClass: "text-purple-600",
  lightBg: "#faf5ff",
}

// From src/server/features/trading/prompts/variants.ts
{
  ...VARIANT_CONFIG.Apex,
  systemPrompt: SYSTEM_PROMPT_APEX,
  userPrompt: USER_PROMPT_APEX,
  temperature: 0,  // Deterministic decisions
}

Key Takeaways

Apex is aggressive: 10x leverage means rapid gains and losses
The Profit Ratchet is mandatory: Never let winners turn into losers
VWAP is sacred: Only trade in the direction VWAP confirms
Squeeze = Setup: Wait for compression before the explosion
Time exits matter: 2-hour max hold prevents stale positions
Cooldown prevents flips: No impulsive direction reversals

Strategy Variants Overview

Compare all four variants

Trendsurfer Strategy

Momentum-based trend following

Contrarian Strategy

Mean reversion specialist

Sovereign Strategy

Balanced adaptive allocator

Trading System

AI Strategies

Simulator

Apex (Kelly Engine)

Identity: The Aggressor

Strategy Profile

Core Philosophy

The Profit Ratchet System

Ratchet Rules

Entry Setup: The Squeeze

What is a Volatility Squeeze?

Entry Criteria

Decision Framework

Data Source Hierarchy

Mandatory Exit Plan

Why Cooldown?

Response Format

User Prompt Template

Example Decision

Risk Management

Leverage Impact

Position Sizing

When Apex Excels

Comparison with Other Variants

Configuration

Key Takeaways

Strategy Variants Overview

Trendsurfer Strategy

Contrarian Strategy

Sovereign Strategy

​Identity: The Aggressor

Strategy Profile

​Core Philosophy

​The Profit Ratchet System

​Ratchet Rules

​Entry Setup: The Squeeze

​What is a Volatility Squeeze?

​Entry Criteria

​Decision Framework

​Data Source Hierarchy

​Mandatory Exit Plan

​Why Cooldown?

​Response Format

​User Prompt Template

​Example Decision

​Risk Management

​Leverage Impact

​Position Sizing

​When Apex Excels

​Comparison with Other Variants

​Configuration

​Key Takeaways

​Related Pages

Strategy Variants Overview

Trendsurfer Strategy

Contrarian Strategy

Sovereign Strategy

Identity: The Aggressor

Core Philosophy

The Profit Ratchet System

Ratchet Rules

Entry Setup: The Squeeze

What is a Volatility Squeeze?

Entry Criteria

Decision Framework

Data Source Hierarchy

Mandatory Exit Plan

Why Cooldown?

Response Format

User Prompt Template

Example Decision

Risk Management

Leverage Impact

Position Sizing

When Apex Excels

Comparison with Other Variants

Configuration

Key Takeaways

Related Pages