// jays.website / architecture / trading

Trading Intelligence, Under the Hood

A 2,612-symbol market-scanning system that runs itself: nightly data loads, thirteen versioned scanners, a market-regime gate, and a conviction score calibrated against the measured accuracy of over 100,000 historical signals. Everything below runs unattended, every market day.

The Pipeline
Polygon.io nightly bars→ SQLite core DB→ 13 scanners at close→ regime gate→ conviction scoring→ static HTML / JSON→ auto-deploy + alerts

Every stage is a scheduled job with logging and a backed-up crontab. No servers to babysit — the output is static files.

Data Layer

Getting the market into a database

Prices · Fundamentals · Institutions

Price history

  • Polygon.io grouped daily bars for the full 2,612-symbol universe, pulled overnight after each session
  • Loaded into a single central SQLite database — the one source of truth every scanner reads from
  • Stale-price detection flags symbols whose data stops updating, so dead tickers can't pollute signals

Fundamentals

  • SEC EDGAR filings feed a discounted-cash-flow valuation model per company
  • DCF output is capped in the composite score so one optimistic model can't dominate a signal
  • Exchange and sector metadata maintained per symbol for universe hygiene

Institutional flow

  • Quarterly 13F holdings track what large funds are accumulating
  • Quarter-over-quarter position changes distinguish new positions from noise
  • On-balance volume and relative-strength residuals approximate "smart money" between filings
Signal Engine

Thirteen scanners, one referee

Scan · Gate · Weigh

The scanners

  • Breakout, range compression, RSI staircase, ATR momentum, institutional accumulation, confluence, and more — each versioned so accuracy is measured per version, not blended across rewrites
  • Volatility-compression detection looks for coiled setups before the move, not after
  • Cross-scanner enrichment: a signal confirmed by multiple independent scanners outranks any single-scanner hit

The regime gate

  • A daily market-regime model (breadth plus trend) classifies the tape before any signal ships
  • In hostile regimes, signal output is suppressed — the best trade in a bad market is often none
  • Market breadth is tracked as a dual view so a rally on narrow leadership reads differently than a broad one

Conviction scoring

  • Every signal ever emitted is tracked against what the stock actually did next
  • Each scanner's weight in the final conviction score comes from its measured historical hit rate — over 100,000 signals scored to date
  • Weights get recalibrated as the evidence accumulates; underperforming scanners lose influence automatically
2,612
Symbols
13
Scanners
100k+
Signals tracked
Nightly
Recalibration data
Accountability

Every pick gets marked to market

Paper Portfolio · Stops · Public Record

Paper portfolio

  • Top conviction picks enter a public paper portfolio automatically — no cherry-picking after the fact
  • Positions carry hard stop-losses and time-stops, so every entry resolves to a real, closed outcome
  • A parallel crypto signal track runs the same discipline on a separate universe

Lessons the data taught

  • Stacked signals beat single signals — confluence is the edge, not any one indicator
  • Backtests need a full market cycle; results measured only in a bear tape mislead
  • Decay products (VIX ETPs) punished momentum logic — now excluded by design

AI in the loop

  • A Claude-based analyst reviews the nightly top signals and writes a ranked top-25 with reasoning
  • A weekly newsletter is generated automatically from the same pipeline
  • AI ranks and explains — the scoring math stays deterministic and measurable
Delivery

Static-first, alert-driven

Dashboard · JSON · Telegram

Outputs

  • A live dashboard, per-scanner HTML reports, and JSON data files — all pre-built static assets
  • Nightly deploy job commits fresh data and pushes it to the edge automatically
  • Telegram alerts fire for high-conviction setups the moment scoring completes

Why static

  • No app server in the read path — the site can't go down because a process crashed
  • Hosting cost stays near zero regardless of traffic
  • Every day's output is a git commit: the entire history of the system's opinions is versioned

See the output live, or step back to the full systems tour.

Trading Dashboard → ← All architecture