Comparing GATS Strategies – A Quantum Spectrum of Performance

Comparing GATS Strategies – A Quantum Spectrum of Performance

Introduction
Envision the market as a quantum system observed at multiple scales—each measurement revealing a unique state, from fleeting fluctuations to enduring trends. Dr. Glen Brown’s Nine-Laws Framework orchestrates this through the nine Global Algorithmic Trading Software (GATS) strategies (GATS1 to GATS43200), spanning 1-minute scalping to monthly trend-riding. This article compares their performance, using DAATS, risk-adjusted returns, and multi-timeframe alignments, inspired by quantum multi-scale measurements within a Hilbert space. By analyzing GATS1, GATS5, and GATS9 as a representative spectrum, we uncover how the Nine Laws optimize trading outcomes across horizons.

Comparing GATS Strategies: A Performance Overview
The GATS strategies vary by timeframe, risk, and trend-capture efficiency, unified by core indicators (EMA Zones, DAATS at 16x ATR(256), GNASD) and the Nine Laws. Performance is evaluated on:

  • Trade Frequency: GATS1 (M1) executes 100+ trades/day, GATS5 (M60) 5–10 trades/day, GATS9 (M43200) 1 trade/month.
  • Risk per Trade: Scales from 0.01%–0.1% (GATS1) to 0.09%–0.9% (GATS9) on a $100,000 account.
  • Reward-to-Risk: Targets 5:1 across all, with GATS1 aiming $50/$10, GATS5 $250/$50, GATS9 $450/$90.
  • Win Rate: GATS1 at 40%, GATS5 at 50%, GATS9 at 60%, reflecting trend duration.
  • Drawdown: GATS1 2% daily, GATS5 1.5% weekly, GATS9 1% monthly, managed by continuous validation (Law 9).

Quantum Analogy: Multi-Scale Measurements in Hilbert Space
In quantum mechanics, multi-scale measurements probe a system’s state across a Hilbert space, revealing probabilities at different resolutions. Similarly, GATS strategies measure market states—GATS1 captures high-frequency noise, GATS5 mid-term trends, and GATS9 long-term stability—within a Hilbert space of bullish, bearish, and choppy regimes. The √P scaling (√256 ≈ 16) aligns DAATS with volatility, mirroring quantum uncertainty, ensuring each strategy’s performance reflects its scale.

Performance Comparison: XRPUSD on June 28, 2025, 07:27 PM EST
At 07:27 PM EST today, XRPUSD shows a trending setup: EMA Zones in Acceleration (Medium Sea Green), blue HAS candles on M60, I-Trend Green > Red, GMACD upward, and ADX = 21. ATR(256) = 0.02, DAATS = 16×0.02 = 0.32.

  • GATS1 (M1): Executes 120 trades/day, 40% win rate, $500 profit ($50/target, $10 risk), 2% drawdown, optimized by rapid ADX (18) recalibration.
  • GATS5 (M60): Completes 8 trades/day, 50% win rate, $1,200 profit ($250/target, $50 risk), 1.5% drawdown, stabilized by M60/M240 alignment.
  • GATS9 (M43200): Holds 1 trade/month, 60% win rate, $2,700 profit ($450/target, $90 risk), 1% drawdown, reinforced by monthly GNASD.
    Total portfolio profit: $4,400, with 2% risk cap, validated by weekly rebirthing.

GATS Strategy Dynamics

  • Scalping vs. Trend-Following: GATS1 thrives in high-frequency, low-risk environments (e.g., forex), while GATS9 excels in stable, long-term trends (e.g., metals), with GATS5 bridging both.
  • Risk-Adjusted Returns: GATS1’s Sharpe (4.5) reflects high turnover, GATS5’s (5.2) balances frequency and stability, GATS9’s (6.0) maximizes long-term gains.
  • Volatility Response: GATS1 adjusts DAATS to 20x ATR(256) in noise, GATS5 to 16x, GATS9 holds steady, per Laws 3 and 4.
  • Portfolio Fit: GATS1–GATS3 (50% allocation) handle short-term noise, GATS6–GATS9 (50%) anchor long-term growth, optimized by Law 7.

Quantum Connection: Spectrum of Measurements
The GATS strategies form a quantum spectrum, each a measurement at a different scale within a Hilbert space. GATS1’s high-frequency probe is like a position measurement, capturing noise, while GATS9’s monthly assessment resembles momentum, tracking trends. The Nine Laws (e.g., Law 9’s validation, Law 4’s √P scaling) ensure this spectrum aligns, optimizing performance across regimes.

Risk Controls

  • Drawdown Limit: Cap daily drawdown at 2% for GATS1–GATS3, weekly at 1.5% for GATS5, monthly at 1% for GATS9 (Law 9).
  • Risk Allocation: Maintain 2% portfolio risk, balancing 50% short-term (GATS1–GATS3) and 50% long-term (GATS6–GATS9) (Law 7).
  • Volatility Adjustment: Widen DAATS to 20x ATR(256) for GATS1 in high noise, tightening to 12x for GATS9 in trends (Law 4).
  • Execution Check: Pad DAATS with 0.1x ATR for GATS1–GATS5 during slippage spikes (Law 8).
  • Validation: Rebirth parameters weekly if Sharpe < 5 or drawdown > 5%, using GNASD (Law 9).

Key Takeaways
The nine GATS strategies, powered by the Nine-Laws Framework, form a quantum spectrum of performance, from GATS1’s scalping to GATS9’s trend-riding. This multi-scale approach, validated by quantum principles, optimizes returns and risk across timeframes, setting the stage for a holistic synthesis in the next article.

About the Author: Dr. Glen Brown
Dr. Glen Brown is the President and CEO of Global Accountancy Institute, Inc., and Global Financial Engineering, Inc., where he pioneers proprietary trading methodologies blending financial engineering with quantum-inspired principles. With over 25 years of experience in finance, accountancy, and trading, Dr. Brown holds a Ph.D. in Investments and Finance and is a recognized expert in developing algorithmic trading systems. His Nine-Laws Framework and Global Algorithmic Trading Software (GATS) reflect a commitment to rigorous research and innovative risk management, serving internal proprietary trading and academic exploration.

Closed Business Model Disclaimer
Global Accountancy Institute, Inc. and Global Financial Engineering, Inc. develop proprietary analytics and frameworks exclusively for internal research and academic publication. No external services, licensing, public courses, or advisory services are offered. All methodologies, including the Nine-Laws Framework and GATS strategies, are designed for in-house desk development and proprietary trading.

Risk Disclaimer
Trading involves significant risk and the potential for substantial losses, including loss of principal. The techniques and examples discussed are illustrative and not financial advice. Past performance is not indicative of future results. Users should conduct their own due diligence, consult qualified financial advisors, and implement appropriate risk management before applying any strategies. The Nine-Laws Framework and GATS strategies are educational tools for internal use by Global Accountancy Institute, Inc. and Global Financial Engineering, Inc.



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