Architecture

The Quantitative Engine

DumpMoneyRises is not a stock screener. It is a real-time quantitative research system — 46 independent analysis engines running in parallel every 120 seconds, producing probability-weighted conviction scores through peer-reviewed mathematical frameworks.

Design Principles

Every data source fetched at most once per scan — zero redundancy

Analyzers are pure functions — no side effects, deterministic outputs

Missing data lowers confidence, never blocks the pipeline

Probabilistic language only — the system never claims certainty

Predictions persisted and compared to outcomes — continuous calibration

Engine Catalog

Criticality & Phase Detection

Seismic Fault Lines

LPPL — Log-Periodic Power Law with Levenberg-Marquardt nonlinear least squares

Detects structural criticality points — regime transitions before they manifest. Multi-start optimization across rolling lookback windows. Parameter validation (0 < m < 1, 4 ≤ ω ≤ 15), tc stability scoring.

Wyckoff Accumulation Detector

5-phase supply/demand absorption model

Tracks support defense frequency, higher-low convergence, volume climax events. Identifies institutional accumulation through micro-structural price behavior across 5 Wyckoff phases simultaneously.

Pre-Breakout Fit Scorer

6-factor weighted model with 3 penalty functions

Closeness-to-resistance (30%), range compression (25%), volume accumulation (20%), candle microstructure (15%), catalyst alignment (10%) — minus extension, trap, and pump penalties.

Forward Path Estimation

Probability Corridors

Fokker-Planck drift-diffusion equation + 2,000 Monte Carlo simulations

Stochastic forward path estimation over 15-minute horizons. Drift (μ) from order flow and momentum; diffusion (σ²) from realized volatility and ATR. Generates 5-node confidence corridors.

Motion Oracle

Composite probabilistic meta-engine

Orchestrates all sub-engines into a unified forward forecast. Composes technical, structural, flow, sentiment, and event signals into probability-weighted path predictions.

Market Prophecy Engine

4-phase parallel pipeline with 9 synthesis layers

Phase 1: parallel data gather. Phase 2: engine compute. Phase 3: 9 pure-function analyzers on shared context. Phase 4: snapshot persistence for delta comparison and forecast learning.

Structural & Topological Analysis

Topological Integrity

TDA-Lite — persistent homology principles on price/volume manifolds

Structural health scoring. Identifies liquidity voids, cohesion decay, and hidden fragility in market microstructure. Degrades gracefully when data topology is sparse.

Liquidity Flow Engine

8-zone capital rotation graph + rolling snapshot history

"Money rarely disappears — it rotates." Tracks capital movement across 8 market zones using price, volume, breadth, and smart money signals. 5-day rolling window, 200 snapshots.

Micro-Sector Rotation

Cross-sector flow decomposition

Fine-grained sector rotation detection beyond standard GICS. Identifies money flowing from defensive to cyclical, growth to value — at sub-sector granularity.

Conviction & Decision Support

Mastermind Mirror

10-strategy weighted conviction (9 factors × calibrated weights)

Views the market through 10 legendary investment philosophy lenses simultaneously. Conviction score: strategy fit (25%), technical timing (15%), fundamental fit (15%), regime (10%), flow (10%), risk/reward (10%), similar setups (7%), catalysts (5%), cross-agreement (3%).

Explosiveness Scorer

Volatility compression + kinetic energy buildup

Identifies instruments with maximum stored energy — tight range, declining volume, coiling price action — ready to discharge directionally.

Trap Detector

False breakout pattern recognition

Bull traps, bear traps, fakeouts, washouts. Multi-factor scoring of breakout legitimacy vs. manufactured liquidation events.

+ 34 additional engines including Shock Absorber, Similar Setup Finder, Market Regime Detector, Institutional Intent Engine, News Impact Analyzer, Entry Quality Scorer, and more.

Adaptive Learning

Every prediction the system generates is persisted with a timestamp. When the forecast window expires, actual outcomes are compared to predicted paths. Parameter drift is detected, weights are recalibrated, and confidence thresholds are adjusted.

This is not static software. It is a converging system — each cycle refines the next. The longer it runs, the tighter its probability corridors become.

Important Disclaimer

DumpMoneyRises is an analysis tool, not financial advice. All outputs are probabilistic — they represent the system's best estimate given available data, not predictions of future outcomes. Trading involves substantial risk of loss. Past performance does not guarantee future results. AI-generated analysis may be inaccurate.