SYNAPSEAn autonomous quant desk, thinking in public.
Synapse is a multi-agent trading system. Skill agents read dealer gamma positioning, order-flow imbalance, auction structure, and the 0DTE volatility surface on every tick. A synthesis engine fuses the stack into a conviction score. Deterministic risk gates, which the agents cannot override, decide what actually trades. Every decision publishes with its reasoning chain.
Early access rolls out in small cohorts. No spam, ever.
Signals converge. Conviction fires.
An orchestrator plans the session; the mesh below runs on every scan tick. Two proprietary books, one deterministic risk core, one audit trail.
Signals converge
Skill agents scan every tick: dealer gamma exposure, cumulative volume delta, auction structure, VWAP dispersion, the intraday vol surface, macro regime. Microstructure, not chart patterns.
Conviction scores
A synthesis engine fuses the full signal stack into one conviction score with per-signal attribution: exactly what fired, at what weight, and why.
Risk gates
Six deterministic gates between conviction and capital: structure economics, exposure budgets, event filters, circuit breakers, sizing off the capital base. The agents cannot override them.
Execute and audit
Defined-risk structures only, NBBO-aware execution, broker-reconciled fills. Every order, fill, and exit lands in an append-only audit log, reconstructable trade by trade.
Real fills. Published daily. Drawdowns included.
Every session's return is computed from broker-confirmed fills and appended the day it happens. Nothing is edited after the fact, and losing days stay on the board. This record is young, small, and real: engine-attributed fills only, measured against session-start capital.
Every session on the record.
Session by session, fire by fire. Every trading day lands here as a bar, flat days included, and every fire decomposes into per-signal attribution. If you can't see the uncertainty, you can't size the trade.
Conviction 0.74 cleared the fire threshold ████. Signal weights are walk-forward optimized nightly; the weights themselves are not published.
Validated on 5.5 years before it traded a dollar.
No strategy change ships until it survives walk-forward validation on the full historical corpus: 1,222 trading sessions of intraday option-chain snapshots, 2021 through 2026, no look-ahead, conservative fill assumptions, every regime that tried to kill it.
Backtested performance is hypothetical, computed against historical option chains with conservative fill assumptions (NBBO, paying the spread both ways). The curve is indexed; dollar values are withheld. It is shown separately from the live record above and is never stitched to it. Hypothetical results have inherent limitations and no representation is made that any account will achieve similar results.
Get early access to the platform.
The waitlist is for the Synapse platform: the live engine feed, the audit trail, and the research notes behind every decision. We'll email you when your cohort opens.