ForgeQuant: Anatomy of a Multi-Gate Signal Protocol
Understand ForgeQuant's six-dimensional protocol, which dimensions the v0.2 scanner actually enforces, and where composite scoring can still let one technical factor offset another.
Understand ForgeQuant's six-dimensional protocol, which dimensions the v0.2 scanner actually enforces, and where composite scoring can still let one technical factor offset another.
- Edition
- Protocol edition 1.0
- Published
- Feb 16, 2026
- Preview updated
- Aug 27, 2026
- Reading time
- 10 minutes
- Full edition
- 2,500 words
- Status
- current
Architecture Dossier
- Research question or engineering problem
- Which ForgeQuant dimensions are independent blockers in the shipped v0.2 scanner, and which remain composite inputs or annotations?
- Principal finding
- The stricter protocol calls for independent qualification, while v0.2 currently combines technical features, annotates flow and persistence, and conditionally applies one fundamental blocker.
- Evidence type
- Protocol design, deterministic report contracts, and hypothetical examples.
- Method summary
- Inspect the shipped scanner source, map every input and calculation to its decision effect, and separate the current v0.2 pipeline from the stricter intended qualification design.
- Scope
- Research-software architecture, not investment performance or financial advice.
- Limitations
- Walkthroughs are hypothetical unless a frozen dataset is named.
- Provider snapshots, revisions, and missing-data behavior bound reproducibility.
- The v0.2 scanner does not enforce six independent blocking gates.
- Numeric-claim method
Method boundaries for numeric claims baseline The shipped v0.2 source and its declared indicator windows and thresholds. comparator The stricter six-dimension protocol design; no investment-performance comparator is claimed. Date Source inspection verified 2026-08-27. environment Local static inspection of the shipped ForgeQuant scanner source; no live provider snapshot was replayed. scope Indicator formulas, threshold labels, and their actual decision effects in v0.2. limitation Thresholds describe implementation behavior, not predictive validity or future returns. - Public source or reproduction note
- ForgeQuant product boundary
- Published
- 2026-02-16
- Last verified
- 2026-08-27
- Status
- current
Who this is for
- Engineers designing auditable scoring and qualification systems.
- Quantitative-research users evaluating multi-factor screeners.
- Builders who need deterministic reports instead of unexplained model opinions.
Not for
- Buyers seeking guaranteed returns, live trade alerts, or independently verified performance claims.
Detailed contents
- 01
Why weighted sums conceal weakness
- 02
The six protocol dimensions
Inputs, calculations, intended failure conditions, and current v0.2 enforcement status.
- 03
Intended qualification versus shipped aggregation
- 04
Deterministic report contract
- 05
Hypothetical ticker walkthrough
- 06
Cadence and risk constraints
- 07
Rejected setups and failure modes
- 08
Data, revision, and missing-value boundaries
Named artifacts
Six-dimension decision matrix
The input, calculation boundary, rationale, and current enforcement status for every dimension.
Current-versus-intended pipeline
Pseudocode showing the shipped v0.2 composite and the stricter qualification design as separate systems.
Sample report anatomy
The evidence and reasoning fields exposed for review.
Signal-boundary checklist
A compact review of data, cadence, revision, and risk assumptions.
Failure mode: one strong factor rescues a weak setup
A weighted sum is useful only after the system decides which dimensions are allowed to compensate for one another. If qualification and aggregation happen in the same step, one unusually strong factor can offset a dimension that should have rejected the setup. The resulting score looks precise while hiding a policy violation.
The stricter ForgeQuant design separates those decisions, but the shipped v0.2 kit does not yet enforce six independent blockers. Trend and momentum features contribute to one technical score. Volatility produces risk outputs. The daily-volume flow proxy and Hurst persistence estimate are annotations. A fundamental check can block technical Buy or Strong Buy results when its provider is configured. That boundary matters because the current composite still permits compensation among technical features.
The walkthroughs in the record are hypothetical unless a frozen provider snapshot is named. Determinism means the same normalized inputs, configuration revision, and missing-data policy produce the same report. It does not mean market behavior is deterministic or independently verified.
Qualification sequence
- Normalize
- Resolve provider fields, units, missing values, and revision identifiers.
- Score technicals
- Trend, moving-average, momentum, RSI, and volume features contribute to one bounded score.
- Annotate
- ATR, a daily-volume imbalance proxy, and Hurst estimate add risk and regime context without independently blocking.
- Apply configured blocker
- The fundamental check can downgrade qualifying technical results when its provider data is available.
- Report
- Inputs, gate outcomes, configuration, and limitations remain inspectable.
Evidence and method
mixed: Architecture dossier comparing the intended six-dimensional qualification design with the shipped v0.2 scanner source. Walkthroughs are hypothetical unless tied to a frozen data snapshot; market-behavior statements are bounded as rationale or hypothesis.
Limitations
- No live performance, return, or independent validation claim is made.
- Provider, snapshot, revision, normalization, and missing-data choices bound every reproducibility claim.
- The record describes research software and is not a source of live trade instructions.
- The current v0.2 scanner does not enforce all six dimensions as independent blocking gates.
Access and updates
Purchase includes lifetime read access to this edition, email-based recovery, and revisions published to the same edition.
Public companion: Review the ForgeQuant product boundary