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PLATFORM

NOVA

Infrastructure for Systematic Strategy Development

NOVA is not a single trading strategy — it is infrastructure for the rapid, systematic development, testing, deployment, and refinement of trading strategies. Competitive advantage lies in the process of strategy creation itself, not in any single strategy.

CORE THESIS

The Meta-Strategy

Durable edge comes not from any particular model, but from the process by which strategies are systematically developed, tested, deployed, and refined.

Markets are non-stationary. Volatility regimes shift, correlations break down, and participant behavior evolves. Strategies calibrated to historical data degrade. NOVA systematizes the development cycle so that strategy turnover is continuous — multiple strategies run concurrently, and the portfolio engine shifts capital toward those performing well in current conditions.

Composable

Modular by Design

Strategies, alpha models, risk models, and portfolio models are independent, reusable components that compose into new configurations.

Auditable

Immutable History

Every state transition is recorded in an accumulate-only database. Any decision can be traced back to the data and model state that produced it.

Adaptive

Regime-Aware

Multiple strategies operate concurrently. The portfolio engine shifts allocation toward strategies performing well in current conditions.

ARCHITECTURE

Event-Driven Signal Flow

Data flows through independent channels — market data, strategy signals, portfolio state, and execution events are decoupled via an internal event bus. Components subscribe to what they need and publish their outputs.

Market Data Feed Server Strategy Signals Portfolio Engine Executor Ledger
STRATEGIES

Multi-Methodology Approach

No single methodology dominates. Different approaches perform better in different markets and regimes. Running them concurrently provides diversification at the strategy level.

Signal Processing

Filters, spectral analysis, wavelet decomposition — strategies built on mathematical transformations of price and volume data.

Machine Learning

Supervised and unsupervised approaches including GRU networks, ensemble methods, and multifractal analysis features.

Rules-Based

Explicit conditional logic derived from market microstructure, technical patterns, or fundamental triggers.

Hybrid Strategies

Signal processing feeding ML models, Bayesian priors constraining outputs, rules-based risk overlays attenuating signals.

VALIDATION

In-Situ Backtesting

NOVA runs strategies against historical data with the full platform stack — realistic portfolio allocation, execution simulation, and accounting. The same portfolio engine, executor, and ledger code that runs in production, with only external integration points swapped for mocks.

Full-stack replay with production-identical code paths
Realistic order execution with stop-loss triggering and market-time threading
Concurrent multi-strategy backtesting with portfolio-level allocation
Immutable audit trail via Datomic — every decision traceable to its inputs
LIFECYCLE

Autopoietic Strategy Development

The system maintains a managed population of strategies at various lifecycle stages. Brier scoring measures each strategy's calibration quality — as believability declines, allocation shrinks proportionally.

CANDIDATE

Hypotheses from parameter search or AI-assisted ideation

ACTIVE

Deployed and contributing to allocation. Continuously monitored.

ATTENUATED

Reduced allocation. Shadow-scored for potential reactivation.

RETIRED

Removed from active pool. Retained for analysis and resurrection.