The rail keeps growing.

Account structure

Three account lanes, each on its own clock

Run up to three accounts side by side in separate lanes. The lanes are independent in TIME, not just in balance — one can sit at week 42 of year one while another is at week 12, and every metric reads against that lane's own position on its own timeline. No forcing two accounts into a shared calendar to make the maths work.

• Up to three concurrent account lanes
• Independent week/year position per lane
• Lane-scoped metrics, benchmarks and cadence
• Lanes need not run in the same period, or at all

Horizon

A five-year rail, not a one-year one

V1 governs a single year. V2 extends the managed horizon to five, which changes what the system can even ask: compounding across cycles, multi-year gate behaviour, and whether an edge survives conditions a twelve-month window never contains.

• Five-year managed horizon per lane
• Cross-year cycle and gate history
• Long-horizon benchmark continuity

Branch architecture

Eight primitive branches, six composite

Each lane holds up to eight primitive branches. From those, the operator composes up to six composite branches — any combination they choose, or none at all. One composite or six; the structure is the operator's decision rather than a shipped preset.

• Up to 8 primitive branches per lane
• Up to 6 composite branches, operator-composed
• Composites built from any primitive combination
• Operator-defined branch construction, as an optional layer

Branch Construction Matrix

The branch becomes a configurable object

Entry, exit, model, and attached strategy all become fields the operator sets rather than behaviour inherited from a preset. A branch stops being a fixed lane on the rail and becomes something constructed — and therefore something that can be compared against a differently constructed one.

Risk governance

Dynamic risk throttle at the branch level

V1 governs risk through one chain: gate, tier, pool, smart capacity, per-trade risk. V2 adds a second layer underneath it, operating per branch — so a branch that has just taken a loss can step its own risk down without the whole book stepping down with it.

• Max_Risk_%
• ReduceRisk_After1Loss_%
• Reset_On_Win_Y/N
• Max_Consec_Reductions
• Chain: gate cap → throttle pool → branch eligibility → branch multiplier

Exit engineering

Trailing families as modules

V1 centres on ATR trailing for trend branches. V2 treats the trail as an interchangeable module, so a different trailing logic is a configuration change rather than a rebuilt strategy.

• ATR trailing
• Parabolic SAR trailing
• Fractal trailing

Position engineering

Scale-in, scale-out, and time at full scale

Deployment stops being a single decision at entry. Size can be built and reduced through the life of a position, and the time spent fully deployed becomes a measured quantity rather than an impression.

• Scale-in and scale-out ladders
• Time at full scale
• Initial and maximum exposure %
• Adverse excursion after scale
• Marginal EV of added size

Research management

Scenario Registry and A/B comparison

V1 has scenario profiles. V2 turns them into a persistent experiment system: named, stored configurations you can hold constant and vary one rule against — same sample, same trades, different management. That is the only structure in which a management-rule question has a real answer.

• Named, persistent scenarios with run groups
• Lane, risk %, branch weights, trade frequency per scenario
• Scenario Compare A/B on a fixed sample
• Scenario-stamped exports

Simulation

Monte Carlo snapshots

A snapshot store sits alongside the existing 50,000-path Dynamic 7-Tier benchmark rather than replacing it. Frozen distributions mean the rest of the system reads a stable, auditable result instead of re-simulating — and a result you can point at months later is a different kind of evidence from one that moves each time you open the file.

• Run ID, scenario, lane
• EV mean and standard deviation
• P10 / P50 / P90
• Robustness score
• Fat-tail frequency

Deployment visibility

The Branch Deployment Matrix

Every branch activation state across all three lanes, shown as one grid. Each lane carries up to eight primitive and up to six composite branches, so the matrix holds up to forty-two branch cells at full extension. The question it answers is the one that is hardest to hold in your head from a spreadsheet: what is actually live right now, and what is sitting idle.

• 3 lanes × up to 14 branches per lane
• 8 primitive + 6 composite per lane
• Up to 42 branch cells at full extension
• Active / inactive state per cell

Analysis scope

An open-ended grain dimension

Instead of building dedicated columns per pair, per timeframe, per session, analysis takes a grain and a scope value — pair, strategy, timeframe, or tag. One structure that answers the question you have rather than a fixed set of the questions someone anticipated.

• Grain: all · pair · strategy · timeframe · tag
• Scope value set per read

Risk telemetry

Regime expected shortfall by branch style

Not only the expected value of a trend, no-trend, or overflow branch, but its average outcome inside its worst tail of results. Governance needs the shape of the bad side, not the average of everything.

Basic view

Operator reading

What you need at the click. The reading that tells you whether to deploy, hold, or stand down — and nothing that would slow that decision down.

• Expected value
• Probabilities
• Simple guardrails
• Quota status
• Pacing
• Basic risk state
• Straightforward badges

Advanced view

Quant reading

The same workbook, opened up. For the review desk rather than the trigger — where you are interrogating the structure of the edge rather than acting on it.

• Monte Carlo distributions
• Attribution
• Uncertainty
• Skew and kurtosis
• Regime analysis
• Factor tilts
• Tail behaviour
• Advanced risk statistics
• Cross-path comparison

Variance Guild

Read the volatility surface and let it decide the ladder. Break-even triggers, trail widths, and runner permissions all scale with sigma instead of sitting at a fixed number.

• Vol-Regime Switcher — switch ladders when the vol badge flips
• Vol-Conditioned BE — break-even triggers that scale with sigma
• Overflow-Only in High-σ — runners permitted only above a volatility threshold
• Shock-Absorber Trail — the trail widens as volatility spikes
• Sigma Expansion Runner — ride the expansion, accept the flat stretches
• Implied–Realized Carry — harvest the structural gap, stand down in shocks
• Vol-Term Structure Proxy — favour short-horizon dislocations
• Vol-Synced Pyramids — add only into a volatility uptick

Correlation Guild

Stop trading a pair in isolation. Confirm the trade against the wider market — the dollar index, yields, equities, commodities — before the rail authorizes risk.

• DXY Confirmation Overlay — trade EURUSD only when the dollar index agrees
• AUDUSD–Copper Confluence — trend trades only on the commodity confirm
• Cross-Asset Shock Gate — disable entries when the stress index fires
• Basket Mean-Revert — fade tri-pair deviation on a z-score
• Vol Spillover Arb — read the cross-asset volatility lead

Mini-Ecosystem Cluster

Tilt the whole book toward the macro regime. Real-rate differentials, carry, and risk-on/risk-off state bias which branches get deployed and how hard.

• Real-Rate Differential — lean toward the higher real yield
• Dollar Smile Proxy — favor USD length in risk-off regimes
• Yield Curve Overlay — bias the majors by 2s10s shifts
• Carry/Value tilt — structural bias from the spot–forward basis

Execution Guild

The rules that live between the signal and the fill. Session timing, spread conditions, and order tempo — the layer where most edge quietly leaks away.

• Session-gated deployment — risk only inside the liquid windows
• Anti-Chop Gate — disable runners when the chop index is high
• Stall-Then-Burst — wait for the micro volatility stall, then break out
• Trail-efficiency feedback — trail widths tuned by realized giveback
• Gamma-Trail Hybrid — wider trails where shakeouts cluster
• Skew-Adjusted BE — break-even safety scaled to downside skew

Governance Guild

Account-level rules that sit above every individual trade. Tail sleeves, vol-parity sizing, and drawdown-coupled brakes that govern the book as one position.

• Tail-Insurance Split — route 10–15% of risk to no-partial tails only
• Vol-Parity Rebalance — size by volatility targets across pairs
• Drawdown-Vol Coupler — tighten when drawdown × volatility runs hot
• Risk-Parity-Across-Pairs — weight the book to equal risk contribution
• Overflow Sigma Sleeve — reserve risk for the high-σ tail, pay the patience tax
• Shock-Sigma Gate — a crisis brake that protects expectancy
• Kurtosis Regime Bias — tilt toward the fat-tail weeks