KIMI-ENHANCED ENGINE

S1: 4H MACD — 96% BTC return vs 48% buy-and-hold. MACD cross with histogram confirmation.

S2: Supertrend — 663% portfolio return (2018-2022). ATR-based trend band system.

S3: RSI Cardwell — Positive/negative reversals with trend confirmation.

S4: Q-RSI — Hybrid mean-reversion + momentum. Extreme RSI + SMA cross with time exit.

S5: Volatility Breakout — ATR expansion + volume surge detection.

S6: Funding Rate Contrarian — Fade extreme funding rates (proxy via consecutive candles).

S7: Liquidation Cluster Proxy — Detect leveraged-position liquidation magnets via rapid moves + high volume.

S8: BB Mean Reversion — Bollinger Band extremes with RSI overbought/oversold confirmation.

BTC Module (Momentum)
On-chain 30% | Technical 40% | Institutional 20% | Macro 10%
Slippage: 15bps. Max allocation: 40%.

ETH Module (Momentum)
DeFi 25% | Technical 35% | Gas 20% | Institutional 20%
Slippage: 20bps. Max allocation: 30%.

BNB Module (Mean Reversion)
Exchange 25% | Technical 35% | Regulatory 20% | Burns 20%
Slippage: 25bps. Max allocation: 15%.

AVAX Module (Mean Reversion)
Subnet 25% | Technical 35% | Narrative 25% | NFT/Gaming 15%
Slippage: 30bps. Max allocation: 15%.

Generic (Other Alts)
Technical-only. Slippage: 50bps. Max: 10%/coin.