2025 November
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Lecture 7: The Law of Drawdown in Time — Quantum Implications for Trade Longevity
- November 2, 2025
- Posted by: DrGlenBrown2
- Categories: GATS Lecture Series — Algorithmic Risk and Volatility Engineering, GATS Methodology
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This lecture formalizes the GATS axiom that drawdown should cost time, not capital. We map equity drawdown to a temporal budget via ATR-regime geometry and codify how DS (Death-Stop), DAATS (Dynamic Adaptive ATR Trailing Stop), and the 18.75% Law synchronize to convert equity risk into structured time expenditure. We then extend this to portfolio heat, shock handling, and “Exit Only on Death” discipline, with quantitative tables and MT5/GATS implementation blocks.
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Lecture 6: The Geometry of Time — Trade Lifecycles, Resonant Durations, and Temporal Compression within GATS
- November 2, 2025
- Posted by: DrGlenBrown2
- Categories: GATS Lecture Series — Algorithmic Risk and Volatility Engineering, GATS Methodology
This lecture develops the Temporal Geometry Model within the Global Algorithmic Trading Software (GATS). Each trade is treated as a temporal organism whose lifespan expands or contracts with volatility, multi-timeframe alignment, and the 18.75% adaptive law. We formalize Temporal Compression (TC), Resonant Duration (Tres), and Chrono-Risk Scaling, and provide MT5/GATS execution patterns that convert volatility into measurable time.
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Lecture 5: Portfolio-Level Calibration — From FX to Indices and Beyond
- November 2, 2025
- Posted by: DrGlenBrown2
- Categories: Algorithmic Trading, Global Elite Proprietary Trading Program (GEPTP), Global Financial Insights, Trading Psychology, Algorithmic Trading
This lecture extends the foundational GATS risk geometry from individual trade logic to full portfolio orchestration. Through Portfolio-Level Resonance Calibration (PLRC), the system harmonizes volatility, risk, and trail parameters across multiple asset classes—FX, indices, metals, energies, and crypto. Using normalized ATR ratios, DS=DAATS initialization, and the 18.75% Law, GATS achieves coherent risk expression across diverse markets. The result is a unified field of temporal risk symmetry where each instrument breathes proportionally within a portfolio’s collective rhythm.
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Lecture 4: The 18.75% Law of Adaptive Transition — Symmetry Between Breakeven and Trail
- November 2, 2025
- Posted by: DrGlenBrown2
- Categories: GATS Lecture Series — Algorithmic Risk and Volatility Engineering, GATS Methodology
This lecture formalizes the 18.75% Law of Adaptive Transition within the Global Algorithmic Trading Software (GATS). The law defines the universal threshold at which a trade shifts from survival to expansion: the breakeven activation and the ongoing trail amplitude are both set to 3/16 of the Death-Stop (DS). By unifying these thresholds, GATS encodes a structural symmetry that converts drawdown into time and momentum into measured respiration. We provide derivations, tables, and MT5/GATS implementation logic for multi-asset deployment.
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Lecture 3: Death-Stop (DS) and DAATS — Converting Drawdown into Time
- November 2, 2025
- Posted by: DrGlenBrown2
- Category: GATS Lecture Series — Algorithmic Risk and Volatility Engineering
GATS Lecture 3 codifies DS=DAATS initialization and the 18.75% Break-Even law, showing how to convert drawdown into time with constant trail amplitude and MT5-ready logic.
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Lecture 2: The Quad-Confirmation Principle — Structural Resonance in Multi-Timeframe Trading
- November 1, 2025
- Posted by: DrGlenBrown2
- Category: GATS Lecture Series — Algorithmic Risk and Volatility Engineering
Explore how GATS achieves structural coherence through multi-timeframe resonance and the Quad-Confirmation Principle, with RI gating and MT5 implementation logic.