• Adaptive Break-Even Decision – Clustering Regimes

    • June 28, 2025
    • Posted by: Drglenbrown1
    • Category: Financial Engineering, Market Regime Analysis, Quantum-Inspired Trading Systems
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    Adaptive Break-Even Decision – Clustering Regimes

    Markets shift like quantum states between calm and chaos, requiring smart exit points. Dr. Glen Brown’s Law 6 of the Nine-Laws Framework adapts break-even decisions using regime clustering, inspired by quantum density matrix principles. This article explores how GATS1 to GATS43200 apply this law, adjusting exits across timeframes from minutes to months, ensuring profit protection in dynamic conditions.

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  • Weighted Decay of DAATS – Smoothing Noise with Lindblad Dynamics

    • June 28, 2025
    • Posted by: Drglenbrown1
    • Category: Financial Engineering, Volatility Management, Quantum-Inspired Trading Systems
    No Comments
    Weighted Decay of DAATS – Smoothing Noise with Lindblad Dynamics

    Market noise, like the random fluctuations of quantum particles, can disrupt trading precision. Dr. Glen Brown’s Law 2 of the Nine-Laws Framework refines the Dynamic Adaptive ATR Trailing Stop (DAATS) with a weighted decay mechanism, inspired by quantum decoherence, to smooth volatility. This article explores how GATS1 to GATS43200 apply this law, adjusting DAATS across timeframes from minutes to months, ensuring stability and adaptability in the face of market chaos.

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