Results for “kpi-alignment”

Compresses long K-line (candlestick) data into a fixed-length sequence using OHLC aggregation rules and applies min-max normalization.

Calculate risk-based position sizes for long stock trades using fixed fractional, ATR-based, or Kelly Criterion methods with portfolio constraints.

Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.