Finlytic/FinlyticAnalyzer/Project.md

Finlytic Analyzer Service

Finlytic Analyzer is the core quantitative decision engine of the Finlytic ecosystem. It evaluates multi-layered market filters, tracks VIX volatility regimes, evaluates AI win rates, and generates actionable trade proposals.

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Core Features & Architecture

1. 3-Layer Filter Engine (IThreeLayerFilterEngine):

   • Layer 1 (Macro VIX Regime): Evaluates overall volatility conditions via IVixTrackerService.
   • Layer 2 (Asset Technical Analysis & Indicators): Evaluates RSI, MACD, Moving Averages, and Supertrend alignment.
   • Layer 3 (AI Sentiment & Event Context): Evaluates FinBERT news sentiment scores and corporate earnings proximity.

2. VIX Volatility Tracker (IVixTrackerService):

   • Polls external VIX volatility sources and categorizes market regimes (Low, Normal, Elevated, High).

3. Win-Rate Calculator (IWinRateCalculator):

   • Calculates historical probability of success based on trade feedback records.

4. MQTT Signal Publisher (AnalyzerMqttClient):

   • Publishes generated trade proposals to finlytic/trades/proposed/{symbol}.

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Feature Status

Implemented Features

• 3-Layer Quantitative Filter Engine (ThreeLayerFilterEngine).
• VIX Volatility Regime Tracker (VixTrackerService).
• Win-Rate Probability Calculator (WinRateCalculator).
• n8n AI Evaluation Integration (N8nEvaluationService).
• Pure Worker Service Architecture (Host.CreateApplicationBuilder, Kestrel webserver removed).
• Zero-Allocation MQTT Signal Publishing (AnalyzerMqttClient).

Planned Features

• Multi-year historical Backtesting Engine with Monte Carlo simulation.
• Portfolio Risk Allocation & Kelly Criterion Position Sizing Engine.