One test, one answer

Each daily trigger in nanoHedgeLABS is Boolean: after reading a defined set of inputs, it returns true or false. The useful question is not “does this look bullish?” but “did the observed data satisfy this specific rule?”

A trigger is a measurement of a market property. It is not a forecast.

The public model groups seven Boolean outputs into five pattern families. They measure different properties: contact with an anchor, strength inside one session, the path into a level, compression around a level and volume location.

Why several triggers can activate together

The families are not mutually exclusive. A candle can contact an anchor while the preceding path qualifies as an orderly pullback. A setup can also be compressed while sitting in a low-volume area. Each trigger answers a different question, so several answers can be true at the same time.

  • Contact records where price is relative to an anchor.
  • Session strength measures the move and the closing location inside one daily range.
  • Path describes how price approached the anchor over several sessions.
  • Compression compares recent ranges with an earlier range window.
  • Volume location compares the current price area with the distribution of recent volume.

The score reads the combination

No single trigger becomes the final output. Weekly structure first determines the admissible side. Daily triggers then add setup evidence. The risk map defines invalidation and objective candidates. Only after these stages can the model organize the combined evidence into a comparable rank.

This separation prevents one visually persuasive candle from overriding the rest of the process. The result remains dependent on the data, rules and configuration used to produce it.

How to read a Trigger Lab episode

Every episode should preserve the same order: name the trigger, state the property it measures, inspect the relevant chart inputs, apply the rule and reconnect the Boolean result to the wider system. Keeping that order makes different triggers comparable without treating the code as self-explanatory.

The research note describes the public architecture. Proprietary weights, point allocations and internal ranking constants are intentionally omitted. Educational content only. Not investment advice.