# BBLC Trade Strategy: Open Grid

## Executive Summary

Open Grid is a systematic, regime-aware trading engine designed for the BBLC / TradeDNA ecosystem. It combines volatility-normalized momentum signals with dynamic position sizing, multi-layer risk controls, and a clear live execution path.

## Strategy Objective

Generate positive risk-adjusted returns by identifying short-to-medium-term directional edges while limiting drawdowns through adaptive risk management.

## Signal Framework

1. **Regime Classification**: ADX and Hurst exponent separate trending, mean-reverting, and neutral markets.
2. **Momentum Score**: Blends 20-day return, 60-day return, volume-weighted momentum, and a volatility penalty. Normalized by realized volatility.
3. **Confirmation Score**: External evidence layer (volume, breadth, or model output) blended per regime.
4. **Aggregate Score**: Weighted combination used to trigger long or short entries.

## Risk Management

- Position sizing via ATR risk units (1% capital risk per trade).
- Single-position cap of 15% and gross exposure cap of 150%.
- Hard stop, trailing stop, and 10-day time stop.
- Trading halt if drawdown reaches 12%.

## Backtest Results (Synthetic Demo)

- Total Return: +148.8%
- Annualized Return: +18.8%
- Annualized Volatility: 11.2%
- Sharpe Ratio: 1.67
- Max Drawdown: -11.3%

## Implementation

The codebase is modular: data feed, features, signals, risk, backtest, live engine, and reporting. It deploys on a private node or isolated tenant. Broker integration stubs are included for OANDA.

## Disclaimer

This document is for informational and demonstration purposes. Past simulated performance does not guarantee future results. Live deployment requires validation against real tick data, slippage, commissions, and regulatory review.