Blueprint Engines Explained

Blueprint's power comes from five specialized analysis engines that work together to produce a complete picture of your trading edge. Each engine focuses on a different aspect of your performance and uses proven statistical methods to generate reliable insights.

Engine 1: Edge Stability

The Edge Stability engine calculates your core risk profile. It determines the optimal risk percentage per trade, whether you should use fixed or compounding risk, and sets daily and weekly loss limits. The formulas were developed through consultation with three independent AI systems (ChatGPT, Gemini, and DeepSeek) and use a hybrid drawdown-aware approach rather than the Kelly Criterion, which all three AIs agreed is dangerous for retail traders.

• Risk per trade percentage (clamped between 0.25% and 2.0%)
• Fixed vs. compounding decision tree based on account type, profit factor, drawdown, and consistency
• Daily loss limit (2R to 5R based on your trading frequency and worst-case scenarios)
• Weekly loss limit (4R to 10R, scaled from daily limit)
• Breakeven tolerance recommendation based on your average fee impact

Engine 2: Interaction Discovery (Bayesian Synergy)

This is the heart of Blueprint. The Interaction Discovery engine groups your trades by core combinations (symbol + direction + timeframe) and calculates cross-dimensional metrics for each combo. It uses Bayesian win rate adjustment with a prior of 10 trades at 50% to reduce small-sample bias -- so a symbol with 3 wins out of 3 trades shows a more realistic 73% Bayesian win rate instead of a misleading 100%.

Each combo is then enriched with the best session, best strategy, optimal SL/TP distances, management style, best days of the week, and best hour window. The result is a graded setup card that tells you exactly how to trade a specific combination.

Engine 3: Behavioral Diagnostics (Markov)

The Behavioral Diagnostics engine detects psychological patterns in your trading. It uses Markov chain analysis to identify sequences like revenge trading (taking a trade immediately after a loss), tilt patterns (increasingly larger positions after losses), and overtrading tendencies. These patterns are surfaced at Tier 5 (200+ trades) because they require sufficient data to be statistically meaningful.

Engine 4: Monte Carlo Risk Simulator

The Monte Carlo engine runs simulations on your trade history to estimate the probability of various drawdown scenarios. It calculates the maximum consecutive losses you should expect and validates the risk profile recommended by Engine 1. This provides a reality check: even your best setups will have losing streaks, and this engine shows you the likely range.

Engine 5: Edge Evolution (Change-Point Detection)

The Edge Evolution engine applies change-point detection to your performance over time. It identifies when your edge improved or deteriorated, helping you understand whether a recent winning streak is a genuine improvement or just variance. Recent trades (last 90 days) are weighted more heavily (70% influence) compared to older trades (30% influence) across all engines.