• 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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    Lecture 7: The Law of Drawdown in Time — Quantum Implications for Trade Longevity

    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
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    Lecture 6: The Geometry of Time — Trade Lifecycles, Resonant Durations, and Temporal Compression within GATS

    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 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
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    Lecture 4: The 18.75% Law of Adaptive Transition — Symmetry Between Breakeven and Trail

    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
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    Lecture 3: Death-Stop (DS) and DAATS — Converting Drawdown into Time

    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
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    Lecture 2: The Quad-Confirmation Principle — Structural Resonance in Multi-Timeframe Trading

    Explore how GATS achieves structural coherence through multi-timeframe resonance and the Quad-Confirmation Principle, with RI gating and MT5 implementation logic.

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  • The Foundations of GATS: From EMA Zones to Quantum Risk Dynamics

    • October 31, 2025
    • Posted by: DrGlenBrown2
    • Categories: GATS Lecture Series — Algorithmic Risk and Volatility Engineering, Global Algorithmic Trading Software (GATS)
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    Discover the foundational principles of GATS — Dr. Glen Brown’s advanced algorithmic trading framework that fuses EMA Zones, ATR-based risk logic, and quantum-inspired volatility management.

    Discover the foundational principles of GATS — Dr. Glen Brown’s advanced algorithmic trading framework that fuses EMA Zones, ATR-based risk logic, and quantum-inspired volatility management.

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