The Cybernetic Loop
OBSERVE → ANALYZE → ADJUST → EXECUTE
A. OBSERVE
The Journal Already Captures Every trade closes with:
- kant_structure, personality, order_type_used, regime, market_type
- coherence_score, raw_score, conviction
- cascade_phase, calendar_hours_to_event
- pnl_r (R-multiple), hold_time_ms, slippage_expected_usd
This is a fully labeled dataset. ARIA has already done the hard work of feature engineering.
B. ANALYZE
Pattern Mining Engine
Aria would run these queries on the journal every 6 hours:
Per-Structure Performance
# Does TREND actually win more than NORMAL?
Per-Order-Type Slippage
# Does "limit" save fees but cause missed entries in TREND?
Hold-Time Alpha Decay
# When do winners turn into losers?
Calendar Proximity Effect
# Does trading 2h before FOMC produce negative expectancy?