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Building QuantRadar: From First Principles
How a top-down gating stack filters most false signals before pattern recognition runs.
Most retail signals fail because context is wrong, not because the shape on the chart is wrong.
Market regime first, sector relative strength second, stock pattern scoring last.
Each gate can hard-stop a candidate. I would rather miss a trade than force a weak setup into options sizing.
Stack: decision UI + Python scanners/stats + history for auditability.
The hard part is honesty when data is late, incomplete, or regime-shifted.