• Understanding FTBᵁ and FTBᴸ as Forward-Staged Structure

    • January 5, 2026
    • Posted by: DrGlenBrown2
    • Category: Quantitative Trading Systems
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    The Forward Transition Boundary (FTBᵁ/FTBᴸ) and Forward Transition Shadow (FTS) extend the GATS EMA Zones by projecting Transition Zone structure forward as a memory band, enabling regime gating, pullback validation, and early structural failure detection.

    A new GATS structural doctrine that projects the Transition Zone forward into a “shadow band” to filter regimes, validate pullbacks, and enforce stand-down rules when structure collapses and inverts.

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  • Global Multi-Asset ETF Portfolio White Paper v1.0 – GAI & GFE

    • November 28, 2025
    • Posted by: DrGlenBrown2
    • Categories: Global Proprietary Trading Research, Research & White Papers
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    Global Multi-Asset ETF Portfolio White Paper v1.0 – GAI & GFE

    This white paper presents the Global Multi-Asset 50-ETF Portfolio engineered for Global Accountancy Institute, Inc. and Global Financial Engineering, Inc. It unifies GATS, the Universal Risk Doctrine (DS = 16 × ATR256), the 1–9% timeframe-indexed risk model, and the Nine-Laws Framework into a single proprietary trading doctrine for cross-asset, multi-timeframe execution.

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  • Global Multi-Asset ETF Master Portfolio for GFE & GAI

    • November 28, 2025
    • Posted by: DrGlenBrown2
    • Category: Global Multi-Asset Portfolios
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    Global Multi-Asset ETF Master Portfolio for GFE & GAI

    Discover the Global Multi-Asset ETF Master Portfolio designed by Dr. Glen Brown for GFE & GAI, integrating GATS, DAATS, and the Nine-Laws Framework into a unified, institution-grade ETF universe.

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  • Guidex Theory – Reframing Digital Currencies as a Global Kinetic Energy Matrix

    • November 25, 2025
    • Posted by: DrGlenBrown2
    • Categories: Digital Asset Research, Quantitative Research, Research & White Papers
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    Guidex Theory by Dr. Glen Brown reframes digital currencies as a global kinetic energy matrix, introducing KIS, tiers, and GATS/DAATS integration for crypto portfoli

    Guidex Theory – White Paper v1.0, authored by Dr. Glen Brown, reframes digital currencies as nodes in a global kinetic energy matrix. The paper introduces the Kinetic Index Score (KIS), a four-dimensional Guidex Matrix, entropy regimes, and a complete integration with GATS, DAATS, and the Nine-Laws Framework to build structurally robust, energy-aware crypto portfolios.

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  • Guidex Theory: Reframing Digital Currencies as a Global Kinetic Energy Matrix

    • November 24, 2025
    • Posted by: DrGlenBrown2
    • Category: Digital Currencies / Macro-Theory / Crypto Valuation Models
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    Discover Guidex Theory — Dr. Glen Brown’s revolutionary framework redefining digital currencies as kinetic energy reserves within a global digital energy matrix. Explore Bitcoin’s true energetic nature, portfolio applications, entropy regimes, and the integration with the GATS/DAATS trading framework

    Guidex Theory redefines Bitcoin and digital assets as nodes in a global kinetic energy matrix—transforming computational work and electrical power into digital reserves. Dr. Glen Brown introduces a new valuation and trading framework grounded in thermodynamics, entropy, and adaptive market regimes.

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  • The Adaptive Quantum Doctrine of Breakevens & DAATS in GATS

    • November 22, 2025
    • Posted by: DrGlenBrown2
    • Categories: Financial Engineering & Algorithmic Trading, Quantitative Risk Management
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    The Adaptive Quantum Doctrine of Breakevens & DAATS in GATS

    Discover how GATS integrates Fractional Breakevens, Post-BE Dissipation, and DAATS into a quantum-adaptive risk system that minimizes drawdown and maximizes trend survival.

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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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    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 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
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    Lecture 5: Portfolio-Level Calibration — From FX to Indices and Beyond

    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
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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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