AAM Metric Intelligence Brief — Complete IP-track Reference Edition

The full AAM metric corpus, in four colors and the new replication cluster.

v1.3.8 unifies the typography lock (Helvetica + Arial, no italic, lowercase prefix in every context), consolidates the prefix grammar to four letters (a · q · e · x), and adds two new Phase-X cross-cutting metrics — aPARITY% and xREPLICATOR — completing the AAM three-operational-laws triad (Turtle · Snowball · Chameleon).
28 metrics
5 phases + cross-cutting
14 independent-novelty
~78% weighted grant
1 Tier 1 · 18 Tier 2 · 9 Tier 3
AAM Foundation
Document ID — AAM·MIB·v1.3.8·IP-TRACK
May 2026
QuantaamLab FZ-LLC
Companion documents:
AAM IP Filing v2.3.0 Addendum (Claims 43, 44)
AAM IP Filing v2.2.1 (Heiken Ashi update)
AAM Metrics Standard v1.3
AAM Naming Standard v1.0
AAM Fonts Standard v2.0
Prefix
a 14
Asset behaviour
Prefix
q 6
Quantity outcome
Prefix
e 4
Economic result
Prefix
x 4
Cross-cutting
Phases
A:1 · B:4 · C:4 · D:9 · E:8 · X:2
Total 28 metrics
The Prefix Grammar — v1.0 convention · extended v1.3.3 · consolidated v1.3.7 · typography-locked v1.3.8

Four letters. Four colors. One accumulation grammar.

Every metric carries a one-letter prefix signalling its measurement domain. The prefix is rendered in its domain color; the rest of the name in bold uppercase. v1.3.7 consolidated the system to four letters: a, q, e for measurement domains, and x for cross-cutting metrics — synthesis aggregations, regime reads, benchmark comparisons, and strategy-replication. v1.3.8 locks the typography to Helvetica & Arial sans-serif only and removes the italic serif rendering used in v1.3.7, because italic serif prefixes are unreadable at small sizes inside data tables and chart labels — confusing visual identification and breaking automated document parsing across the QuantaamLab ecosystem.

a
a · Asset Behavior

What the asset is doing

Signals, indices, scores, rates — anything observed about the asset.
Examples
  • aVOLATILITY
  • aRATE%
  • aMOMENTUM
  • aEFFICIENCY
  • aCONSISTENCY
q
q · Quantity Outcome

How much asset, in unit terms

Quantities, multiples, risk-to-quantity, cycles — anything in units of asset.
Examples
  • qTARGET
  • qMULTIPLE
  • qRISK
  • qSORTINO
  • qCYCLE
e
e · Economic Result

The dollar story, the cost basis

Costs, gaps, values, multiples — anything in USD or derived from execution economics.
Examples
  • eCOST
  • eGAP%
  • eVALUE
  • eMULTIPLE
x
x · Cross-Cutting

Where the pieces come together

Composites, regime reads, benchmark comparisons, replication — anything that operates across phases, assets, or accounts.
Examples
  • xCOMPOSITE
  • xREGIME
  • xHODL
  • xREPLICATORNEW · M-028
A
Phase A · GATEKEEPER

Asset Selection & Qualification

AI evaluates fundamental asset longevity and backtest viability. Asset must qualify before entering the AAM universe.
1 metric
a
M-001 · C-006 · Phase A
aQUALIFY-GATE
Phase-A qualification thresholds
Industry-standard gating triad calibrated for AAM strategy containers. Strategies failing the conjoined threshold are excluded from active deployment.
75% Grant Tier 2
Formula profit factor ≥ 5.0 · win rate ≥ 50% · max drawdown > −25%
◆ Novelty (what we claim)
System-integration claim. Threshold values themselves are industry-standard, but the conjoined application of these specific values as a unified deployment gate, combined with the AAM accumulation framework, is patentably distinct.
◆ Closest prior art
Industry-standard ratios (Sharpe-style filters) — common gating practice but not specifically tuned for asset-quantity accumulation.
◆ §101 anchor
Deployment-authorisation operation: strategy containers failing any one threshold are programmatically excluded from the active pool, a concrete state-machine transition.

Where it surfaces

Strategy onboarding gate AACCUMA backtest validator QuantFai R&D fund admission
Depends onClaim 1
B
Phase B · INTAKE ENGINE

Volatility & Market Regime

Volatility is reframed as the accumulation intake mechanism. Heiken Ashi recursive transform feeds xREGIME state classification.
4 metrics
a
M-002 · C-007 · Phase B
aVOLATILITY
Volatility-as-opportunity index — Heiken Ashi recursive transform
Volatility is reframed as an accumulation opportunity, not a risk. Ingests Heiken Ashi candles at 4-hour primary and higher timeframes.
90% Grant Tier 2 INDEPENDENT
Formula momentum-magnitude + turning-point freq + body-size + persistence (weighted across 4h · 12h · 1d)
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. Three layers of structural distinguisher stack: (1) vs closing-price-only frameworks (Markowitz, Sharpe variance) — system ingests four-component candle data; (2) vs raw OHLC frameworks — system ingests Heiken Ashi (recursively-transformed time series whose terms cannot be reproduced from OHLC in a single non-recursive pass); (3) vs retail Heiken Ashi scalping literature — system operates at higher timeframes (4-hour primary and above) for unit-accumulation purposes.
◆ Closest prior art
Markowitz Modern Portfolio Theory (1952): closing-price one-dimensional time series. Standard OHLC algorithmic trading: non-recursive intraday OHLC ingestion. Heiken Ashi retail literature: recursive smoothing at lower timeframes (1m–1h) for scalping, not for higher-timeframe accumulation.
◆ §101 anchor
Recursive transform is the §101 anchor. A concrete software-machine pre-processing operation that produces a different data structure — not a re-interpretation of the same data. Three-layer distinguisher cascade: closing-price → OHLC → Heiken Ashi → 4h+ for accumulation.

Where it surfaces

Volatility intake engine Bull / Bear / Sideways regime input AACCUMA strategy selection
Depends onClaim 1
a
M-003 · C-008 · Phase B
aMICRO
Micro-opportunity feasibility score
Fuses volatility-opportunity with microstructure feasibility (spread, depth, tolerance) into a single deployment-gating score per (strategy, asset, venue).
80% Grant Tier 2
Formula ƒ ( aVOLATILITY , bid-ask spread , order-book depth , strategy volatility tolerance )
◆ Novelty (what we claim)
Dependent claim extending Claim 7. Novelty is in the fusion of volatility-opportunity with microstructure feasibility into a single deployment-gating score. No prior art combines these two domains into one feasibility metric.
◆ Closest prior art
Bid-ask spread analysis (academic finance, Amihud 2002) — addresses microstructure liquidity but does not route based on volatility-opportunity.
◆ §101 anchor
Per-(strategy, asset, venue) triplet gating produces different deployment routing than either factor alone would; programmatically distinguishable system behaviour.

Where it surfaces

Execution agent feasibility gate DEX routing pre-flight check Venue selection logic
Depends onClaim 1 · Claim 7 (aVOLATILITY)
x
M-004 · C-009 · Phase B
xREGIME
Four-state regime classifier (renamed from aREGIME per v1.3.7 consolidation)
Cross-cutting classifier producing one of four discrete states: accumulation · expansion · distribution · contraction. Requires multi-timeframe coherence before signalling a regime transition.
75% Grant Tier 2 INDEPENDENT
Formula state ∈ { accumulation , expansion , distribution , contraction } · ≥ 3 timeframe coherence
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. The four-state taxonomy specifically tuned for unit-accumulation strategies (rather than the conventional bull/bear/range trichotomy) is the novel element. The multi-timeframe coherence requirement is the second novel element.
◆ Closest prior art
Wyckoff accumulation/distribution phases (early 20th century) — informal taxonomy, not algorithmic, no multi-timeframe coherence gate.
◆ §101 anchor
Multi-timeframe coherence requirement is a concrete software gate: the classifier reads three or more timeframes before emitting a transition signal — different system behaviour than single-timeframe classifiers.

Where it surfaces

Strategy-mix rotation Composite weighting (xCOMPOSITE v2) Chameleon Effect rebinding trigger (xREPLICATOR)
Depends onClaim 1
a
M-005 · C-010 · Phase B
aQUALIFY
Phase-A-and-B composite qualification score
Weighted composite of Phase-A gates, aVOLATILITY, and xREGIME. Threshold-crossing is the deployment-authorisation criterion.
75% Grant Tier 2
Formula weighted_avg ( phaseA_gates , aVOLATILITY , xREGIME ) → threshold check
◆ Novelty (what we claim)
Dependent claim composing Claims 6, 7, and 9 into a single threshold-crossable score. Novelty is in the specific weighting and threshold calibration tuned for AAM accumulation strategies.
◆ Closest prior art
Weighted scoring composites (general portfolio construction) — not specific to volatility-opportunity gating.
◆ §101 anchor
Single threshold-crossing dispatch produces binary deployment authorisation from a continuous score; concrete state-machine operation.

Where it surfaces

Pool management agent admission Strategy R&D Hub qualification ledger
Depends onClaim 1 · Claim 6 (M-001) · Claim 7 (aVOLATILITY) · Claim 9 (xREGIME)
C
Phase C · CONSISTENCY

Consistency / Turtle Effect

Per-strategy accumulation rate and population-level signal-to-noise. aCONSISTENCY operationalises the Turtle Effect IP.
4 metrics
a
M-006 · C-012 · Phase C
aRATE%
Asset-quantity-domain accumulation rate
Percentage change in asset units held over a measurement window, computed independently of price appreciation using equivalent-quantity normalisation.
90% Grant Tier 2 INDEPENDENT
Formula aRATE% = ( ΔQ / Q_initial ) × 100 (with equivalent-quantity normalisation)
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. First metric in autonomous-trading literature to elevate unit accumulation as the primary success measure. The equivalent-quantity normalisation (converts held cash back to asset-units at end-of-window prices) is the second novel element.
◆ Closest prior art
Cumulative return (industry standard) — measures dollar gain, not unit accumulation. AAM is the inversion.
◆ §101 anchor
Computation reads unit-balance state directly (no fiat-pricing-oracle round-trip required), producing measurably different operational behaviour than dollar-return computation on the same position book.

Where it surfaces

Strategy ranking R&D Hub consistency reports AACCUMA performance feed
Depends onClaim 1
a
M-007 · C-013 · Phase C
aANNUAL%
Compound-annualised accumulation rate
Normalises track records of varying duration onto a comparable 365-day basis. Short-track and long-track strategies become directly comparable.
80% Grant Tier 3
Formula aANNUAL% = (( Q_final / Q_initial ) ^ (365 / days)) − 1 × 100
◆ Novelty (what we claim)
Dependent claim extending Claim 12. Compound-annualisation form is standard in finance, but its application to asset-unit accumulation (rather than dollar return) is novel.
◆ Closest prior art
CAGR (Compound Annual Growth Rate) — applied to dollar values, not asset units.
◆ §101 anchor
Uniform formula across heterogeneous strategy durations produces directly comparable rankings — a system property absent from raw-rate comparisons.

Where it surfaces

Cross-strategy leaderboard Capital allocation by ranked aANNUAL%
Depends onClaim 1 · Claim 12 (aRATE%)
a
M-008 · C-014 · Phase C
aEFFICIENCY
Volatility-normalised accumulation efficiency
Skill-vs-luck classifier: distinguishes strategies that produced equal accumulation under different volatility conditions.
80% Grant Tier 3 INDEPENDENT
Formula aEFFICIENCY = aRATE% / aVOLATILITY · time-factor scaling
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. Volatility-adjustment of accumulation rate where the volatility input is the AAM-specific volatility-opportunity index rather than return-variance. This produces a different ranking than Sharpe ratio.
◆ Closest prior art
Sharpe ratio (Sharpe 1966) — uses return / return-variance. AAM uses unit-accumulation / volatility-opportunity. Structurally different inputs and a different denominator semantics.
◆ §101 anchor
Substituting volatility-opportunity for return-variance produces a different ranking under the same dataset; the system reads different metric streams and produces different outputs.

Where it surfaces

Skill-decomposition reports Cohort efficiency ranking
Depends onClaim 1 · Claim 7 (aVOLATILITY) · Claim 12 (aRATE%)
a
M-009 · C-015 · Phase C
aCONSISTENCY
Population signal-to-noise consistency score — Turtle Effect IP
Operationalises the Turtle Effect: small steady accumulations from many strategies converge to reliable compound growth. Cornerstone IP.
85% Grant Tier 2 INDEPENDENT Turtle Effect
Formula aCONSISTENCY = mean( aRATE%_population ) / σ( aRATE%_population )
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. The Turtle Effect framing — that distributed small accumulations across many strategies produce statistically reliable compound growth — is itself a patentable concept when operationalised as a signal-to-noise quantification. Cornerstone IP.
◆ Closest prior art
Coefficient of variation (general statistics) — not previously applied to a multi-strategy accumulation pool.
◆ §101 anchor
Pool-level computation requires population state, not single-strategy state; system reads population data and dispatches on cross-strategy variance — a different operational machinery than single-strategy metrics.

Where it surfaces

Turtle Effect dashboard Pool health monitor Risk-of-divergence early warning
Depends onClaim 1 · Claim 12 (aRATE%)
D
Phase D · MOMENTUM

Compounding / Snowball

Forward projections, dynamic progress, and the cost-basis trajectory that anchors the Snowball Effect.
9 metrics
q
M-010 · C-016 · Phase D
qTARGET
Forward asset-quantity projection
Compound-growth projection presented as unit count, not dollar value — the goal-anchor of the snowball thesis.
85% Grant Tier 2 INDEPENDENT
Formula daily_rate = ( CGR ) ^ ( 1/n ) · qTARGET = Q_now × ( 1 + daily_rate ) ^ 365
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. The compound-growth projection methodology applied specifically to asset units (rather than account dollar value) is the novel framing. The unit-count presentation rather than dollar-value presentation is the second novel element.
◆ Closest prior art
CAGR-projection methods (general financial planning) — applied to dollar values, not asset units.
◆ §101 anchor
Unit-count output is a structurally different presentation surface than dollar-value output; reporting agent serialises different fields, consumer applications display different units.

Where it surfaces

Goal tracker (e.g. "1 BTC by 2027") qTARGET burn-down chart AAM Foundation projection ledger
Depends onClaim 1
a
M-011 · C-017 · Phase D
aPROGRESS%
Dynamic progress to projection
Percentage progress toward qTARGET, with the denominator dynamically recomputed as new execution data arrives.
75% Grant Tier 3
Formula aPROGRESS% = ( Q_current / qTARGET_current ) × 100 (denominator recomputed live)
◆ Novelty (what we claim)
Dependent claim extending Claim 16. The dynamic re-anchoring property — that the denominator updates with new data — is the novel element.
◆ Closest prior art
Progress-to-target visualisations (general goal-tracking software) — typically use static targets.
◆ §101 anchor
Live denominator recomputation means the same input state produces different outputs over time; system performs different arithmetic on each invocation.

Where it surfaces

User-facing goal progress bar Reporting agent narrative anchor
Depends onClaim 1 · Claim 16 (qTARGET)
a
M-012 · C-018 · Phase D
aCONFIDENCE
Tri-component projection reliability score
Banded reliability score (High · Medium · Low) governing the language assertiveness of user-facing communications.
80% Grant Tier 2 INDEPENDENT
Formula aCONFIDENCE = trade-count ( max 40 ) + days-elapsed ( max 35 ) + growth-consistency ( max 25 )
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. Tri-component reliability scoring specific to asset-accumulation projections (rather than statistical confidence intervals which assume distributional assumptions) is the novel framing.
◆ Closest prior art
Statistical confidence intervals (assume distribution) and model-confidence scores in ML (general). AAM's tri-component formulation is specific to projection reliability.
◆ §101 anchor
Banded output (High / Medium / Low) dispatches different downstream language behaviour from the communication agent — a concrete operational difference per band.

Where it surfaces

Communication agent language gating User trust bar AAM Foundation disclosure tier
Depends onClaim 1
a
M-013 · C-019 · Phase D
aMOMENTUM
Acceleration signal — position × velocity
Joint position-velocity signal that inflects before progress percentage plateaus. Early-warning indicator distinct from price-momentum.
70% Grant Tier 3
Formula aMOMENTUM = aPROGRESS% × aRATE%
◆ Novelty (what we claim)
Dependent claim composing Claims 12 and 17. The joint position-velocity formulation as an early-warning signal is the novel element. Distinct from price-momentum metrics (RSI, MACD) which operate in price-domain.
◆ Closest prior art
Price momentum indicators (RSI, MACD) — operate on price, not on accumulation progress. Different domain entirely.
◆ §101 anchor
Operates on accumulation state, not price state; system reads progress and rate metrics rather than price feeds — different data path.

Where it surfaces

Early-warning rebalance trigger Pool management agent alerts
Depends onClaim 1 · Claim 12 (aRATE%) · Claim 17 (aPROGRESS%)
a
M-014 · C-020 · Phase D
aETA
Estimated time-to-target (in days)
Days remaining until current quantity reaches qTARGET at the current accumulation rate, presented with aCONFIDENCE banding.
70% Grant Tier 3
Formula aETA = ( qTARGET − Q_current ) / daily_accumulation_rate (days, banded by aCONFIDENCE)
◆ Novelty (what we claim)
Dependent claim composing Claims 12, 16, and 18. The time-to-target framing in days (rather than as an abstract rate) is the novel framing for goal-driven accumulation programs.
◆ Closest prior art
Time-to-completion estimates (project management software) — not previously applied to asset-quantity targets.
◆ §101 anchor
Day-count output is a structurally different consumer surface than rate output; user interfaces render different units and trigger different goal-cadence behaviour.

Where it surfaces

User goal calendar AAM Wealth journey timeline
Depends onClaim 1 · Claim 12 (aRATE%) · Claim 16 (qTARGET) · Claim 18 (aCONFIDENCE)
e
M-015 · C-021 · Phase D
eCOST
Effective cost basis — Snowball Effect anchor
Per-unit cost that decreases monotonically as additional asset units are accumulated through trading. Single-number expression of the Snowball Effect on cost basis.
90% Grant Tier 2 INDEPENDENT
Formula eCOST = initial_dollar_investment / Q_current (monotonically decreasing under accumulation)
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. Effective cost adjusted by trade-gain unit accumulation — distinct from lot-averaging cost basis (which only adjusts when new lots are purchased). The monotonic descent property under successful accumulation is the second novel element.
◆ Closest prior art
Average cost basis (US tax accounting) — does not capture accumulation effects from non-purchase transactions.
◆ §101 anchor
Computation incorporates non-purchase quantity changes (trading gains converted to additional units), reading from a different state model than tax-cost-basis systems.

Where it surfaces

eCOST trajectory chart BSR resilience input (Claim 41) AAM portfolio cost-basis ledger
Depends onClaim 1
e
M-016 · C-022 · Phase D
eGAP%
Cost-gap resilience score
Forward drawdown buffer — the percentage decline that current price could absorb before the strategy turns underwater.
75% Grant Tier 3
Formula eGAP% = (( market_price − eCOST ) / market_price ) × 100
◆ Novelty (what we claim)
Dependent claim extending Claim 21. The resilience-buffer framing as a price-drawdown-survival quantity is the novel application.
◆ Closest prior art
Mark-to-market profit/loss (general accounting) — does not express resilience as a forward drawdown buffer.
◆ §101 anchor
Output framing as forward-drawdown-buffer drives different risk-display behaviour than P&L framing; communication agent surfaces resilience narrative not realised-loss narrative.

Where it surfaces

User resilience indicator Risk management agent alert thresholds
Depends onClaim 1 · Claim 21 (eCOST)
e
M-017 · C-023 · Phase D
eVALUE
Forward dollar valuation at all-time-high
Asymmetric-upside expression: projected accumulated quantity valued at the asset's all-time-high price.
70% Grant Tier 3
Formula eVALUE = qTARGET × ATH_price
◆ Novelty (what we claim)
Dependent claim extending Claim 16. The ATH-anchored valuation (rather than current-price valuation) is the novel element, expressing the AAM thesis that accumulating units now and valuing at peak is the asymmetric trade.
◆ Closest prior art
Mark-to-ATH valuations (informal investor communication) — not previously formalised as a metric output.
◆ §101 anchor
Anchoring the valuation to ATH price (a system-maintained state) rather than current price (a continuously-streamed feed) reads a different data source — concrete data-path difference.

Where it surfaces

Wealth journey upside projection Investor reporting headline
Depends onClaim 1 · Claim 16 (qTARGET)
e
M-018 · C-024 · Phase D
eMULTIPLE
Forward dollar return multiplier — dollar pair to qMULTIPLE
Dollar-domain analogue of qMULTIPLE. Paired with qMULTIPLE on user-facing headlines as a dual-currency expression.
70% Grant Tier 3
Formula eMULTIPLE = eVALUE / initial_dollar_investment
◆ Novelty (what we claim)
Dependent claim extending Claim 23. The pairing with qMULTIPLE for dual-currency headlines is the novel framing — same multiplier concept, two units, parallel teaching of the prefix grammar.
◆ Closest prior art
Return multiplier (general finance, "MOIC" — Multiple on Invested Capital). AAM's pairing with qMULTIPLE is the novel framing.
◆ §101 anchor
Pairing format on headlines is a structural presentation rule; consumer applications display two metrics side-by-side in the dual-currency format.

Where it surfaces

Dual-currency strategy card AAM headline ribbon (eMULTIPLE × qMULTIPLE)
Depends onClaim 1 · Claim 23 (eVALUE)
E
Phase E · PROTECTION

Risk Synthesis / Composite

Risk-adjusted accumulation, execution diagnostics, the cornerstone qMULTIPLE / qCYCLE claims, and the xCOMPOSITE v2 phase-tensor architecture.
8 metrics
q
M-019 · C-025 · Phase E
qRISK
Asset-quantity-domain risk measure — fiat-oracle-independent VaR replacement
Maximum quantity of asset that could be lost from open positions under specified adverse scenarios. Expressed in asset units, not dollars.
85% Grant Tier 2 INDEPENDENT
Formula qRISK = Σ max_unit_loss_under_adverse_scenarios (no fiat-oracle round-trip)
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim with technical anchoring. The asset-quantity-domain framing is more than a unit re-denomination: it produces a measurable change in the system's technical operation. Specifically, qRISK eliminates the need for a fiat-pricing oracle on every risk-update cycle, which (i) reduces external API-call frequency by at least one order of magnitude on the same position book, (ii) reduces network round-trip latency in the risk loop, and (iii) makes position-sizing decisions deterministic from local state.
◆ Closest prior art
Value-at-Risk (J.P. Morgan, 1989) — operates in dollar domain, requires per-position fiat-pricing oracle queries on every update cycle. AAM operates in unit domain, eliminating those queries and the network/latency overhead they impose.
◆ §101 anchor
Concrete software-machine operational changes — not abstract trading concepts. Order-of-magnitude reduction in external API frequency, deterministic local-state computation, parallel-execution enablement.

Where it surfaces

Risk management agent core loop Position-sizing dispatch (Claim 33) Treasury-wide unit-exposure ledger
Depends onClaim 1
x
M-020 · C-026 · Phase E
xHODL
Benchmark comparison — strategy units vs passive HODL units (renamed from vsHODL per v1.3.7)
Cross-cutting benchmark: strategy's final asset quantity divided by what would have been held under passive buy-and-hold. Required user-facing field.
60% Grant Tier 3
Formula xHODL = Q_strategy_final / Q_hodl_final
◆ Novelty (what we claim)
Benchmarking against passive holding is general (industry practice). The novel element is the asset-quantity framing of the benchmark — strategy units vs. HODL units, rather than strategy dollars vs. HODL dollars.
◆ Closest prior art
Benchmark relative return (industry standard, e.g., S&P 500 alpha). AAM applies in unit-domain.
◆ §101 anchor
Computation in unit-domain reads asset-balance state directly; consumer surfaces display unit-vs-unit framing rather than return-vs-return framing.

Where it surfaces

User-facing strategy report (required field) Cross-asset comparison dashboard
Depends onClaim 1 · Claim 12 (aRATE%)
x
M-021 · C-028 / C-039–42 · Phase E
xCOMPOSITE
Phase-tensor composite — v2 architecture (renamed from aCOMPOSITE per v1.3.7)
Single-number rankable score on [0, 100] used for capital-allocation prioritisation. v2 preserves the 5-element phase score vector as a queryable structured object throughout the pipeline.
85% Grant Tier 2 INDEPENDENT
Formula T = [ T_A , T_B , T_C , T_D , T_E ] → apply w(xREGIME) → × BSR → × TCB → scalar ∈ [0,100]
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY architectural claim. Structural distinguisher from all prior composite-index art (Morningstar RAR, Sharpe, Sortino, Calmar, Omega, multi-factor alpha): preservation of the intermediate phase vector through the computation pipeline. Prior art collapses to scalar at the first weighting step; v2 maintains the vector as a queryable structured object that downstream agents and UI consume independently of the scalar.
◆ Closest prior art
Morningstar Risk-Adjusted Rating, multi-factor alpha models, composite quant indices — all collapse to scalar at first weighting; intermediate structure not preserved or surfaced. The structural-preservation property is the patentable distinction.
◆ §101 anchor
Two strategies producing identical final scalar composites are programmatically distinguishable through their preserved tensor signatures — a software behaviour that single-scalar systems cannot produce. Tensor preservation is the §101 anchor.
v2 architectural extensions
C-040 · Regime-conditional weight w(xREGIME) 80% grant
Real-time weights are a function of runtime classifier state — not static at construction time.
C-041 · Drop-event resilience multiplier (BSR) 80% grant
Ingests eCOST trajectory across drop events; compression boosts BSR, expansion penalises it.
C-042 · Rolling-variance temporal consistency (TCB) 75% grant
Multiplicative penalty integrated INTO the composite — not a separate validation gate.

Where it surfaces

Capital allocation arbiter Narrative Generation Agent input Diagnostic phase-attribution UI
Depends onClaim 1 · Claims 6–32 (all phase metrics)
q
M-022 · C-029 · Phase E
qSORTINO
Downside-statistical risk-adjusted accumulation
Sortino-style adjustment in asset-quantity domain. Penalises only downside accumulation volatility, not symmetric volatility.
75% Grant Tier 2
Formula qSORTINO = ( qMULTIPLE − 1 ) / semi-deviation( downside aRATE%_observations )
◆ Novelty (what we claim)
Dependent claim extending Claim 27. Sortino-style risk-adjustment in asset-quantity domain (rather than return domain) is the novel framing. Different from Claim 31 (qRATIO) which uses max-drawdown rather than semi-deviation as the risk denominator.
◆ Closest prior art
Sortino ratio (Frank Sortino, 1980s) — operates on returns. AAM operates on accumulation.
◆ §101 anchor
Inputs (semi-deviation of unit-domain accumulation rates) and output (unit-domain Sortino) are structurally different from return-domain Sortino computations.

Where it surfaces

Risk-adjusted strategy ranking Institutional translation row (qSORTINO ↔ Sortino)
Depends onClaim 1 · Claim 27 (qMULTIPLE)
a
M-023 · C-030 · Phase E
aEXECUTION
Execution-quality diagnostic — engine vs strategy decomposition
Separates the execution-layer contribution from the strategy-layer contribution. Realised qMULTIPLE divided by theoretical perfect-fills qMULTIPLE.
65% Grant Tier 2
Formula aEXECUTION = qMULTIPLE_realised / qMULTIPLE_theoretical_perfect_fills
◆ Novelty (what we claim)
Dependent claim extending Claim 27. The realised-vs-theoretical decomposition in asset-quantity domain is the novel framing — separates engine quality from strategy quality, allowing engineering and research improvements to be measured independently.
◆ Closest prior art
Implementation shortfall (Perold 1988) — operates in dollar domain. AAM applies the framework in unit domain.
◆ §101 anchor
Decomposition produces two separate output streams (engine quality, strategy quality) consumed by different downstream agents — concrete dispatch difference.

Where it surfaces

Engineering team telemetry R&D Hub strategy-vs-engine attribution
Depends onClaim 1 · Claim 27 (qMULTIPLE)
q
M-024 · C-027 · Phase E
qMULTIPLE
Asset-quantity multiplier — CORNERSTONE IP
The integrity-anchor of the metric family. Primary headline metric on every user-facing surface.
90% Grant Tier 1 INDEPENDENT Cornerstone IP
Formula qMULTIPLE = Q_current / Q_initial
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim — CORNERSTONE. First metric to quantify pure asset-quantity multiplication independent of price and cash timing. The integrity anchor property — strategies with identical aRATE% but different qMULTIPLE differ in actual physical accumulation — is the patentable insight.
◆ Closest prior art
Cumulative return ratio (industry standard) — operates on dollar values. AAM's unit-domain ratio is the differentiator.
◆ §101 anchor
Headline metric position drives different system behaviour: reporting agent emits qMULTIPLE first, communication agent narrates around it. Replacing dollar-multiple with unit-multiple is a primary surface change.

Where it surfaces

Primary headline metric (every UI) Dual-currency pair with eMULTIPLE AAM strategy cards · investor reports
Depends onClaim 1
q
M-025 · C-031 · Phase E
qRATIO
Maximum-drawdown-adjusted accumulation ratio — Calmar-analog
Calmar-style risk-adjustment in asset-quantity domain. Primary capital-allocation arbiter for the risk management agent.
80% Grant Tier 2
Formula qRATIO = qMULTIPLE / ( 1 + | max_drawdown_% | / 100 )
◆ Novelty (what we claim)
Dependent claim extending Claim 27. Calmar-of-accumulation: asset-quantity multiplier risk-adjusted by maximum drawdown. Novelty is in the unit-domain numerator paired with price-domain drawdown denominator.
◆ Closest prior art
Calmar ratio (Terry Young, 1991) — operates on dollar returns. AAM operates on unit accumulation.
◆ §101 anchor
Mixed-domain computation (unit numerator, price denominator) requires the system to maintain both data streams in synchronised state — structurally different from single-domain Calmar.

Where it surfaces

Risk management agent capital-allocation arbiter Calmar-equivalent translation column
Depends onClaim 1 · Claim 27 (qMULTIPLE)
q
M-026 · C-032 · Phase E
qCYCLE
Per-cycle marginal compounding lift — Snowball Effect IP
Operationalises the Snowball Effect as a measurable property. Two consecutive sub-1.0 cycles trigger a strategy-retraining flag.
85% Grant Tier 2 INDEPENDENT Snowball Effect
Formula qCYCLE = marginal_lift_recent_cycle / mean_lift_per_cycle_history (>1 = activation, <1 = decay)
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim. Per-cycle marginal compounding lift detection — operationalises the Snowball Effect as a measurable property. Cornerstone IP for the compounding thesis.
◆ Closest prior art
Compound interest formulas (centuries-old) — cumulative, not per-cycle marginal. AAM's per-cycle differential is the novel measurement.
◆ §101 anchor
Two-consecutive-sub-1.0-cycles dispatch is a deterministic state-machine operation: the system raises a strategy-retraining flag programmatically, a concrete operational consequence.

Where it surfaces

Snowball dashboard Strategy-retraining flag dispatch Compounding decay early warning
Depends onClaim 1 · Claim 27 (qMULTIPLE)
X
Phase X · REPLICATION

Cross-Cutting Replication Cluster

New in v1.3.8: aPARITY% (replication-integrity metric) and xREPLICATOR (registry + Chameleon Effect). Completes the AAM three operational laws triad.
2 metrics
a
M-027 · C-043 · Phase X
aPARITY%
Tracking-parity score — replication-integrity metric
Unit-domain replication integrity metric for the live AAM Strategy Replication architecture. Measures how closely a tracker user's accumulated asset quantity follows the parent strategy's, independent of fiat-price drift.
NEW · v1.3.8 80% Grant Tier 2 INDEPENDENT
Formula aPARITY% = ( accumulated_quantity_tracker / accumulated_quantity_parent_normalised ) × 100
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY metric claim at the system-replication integration boundary. Four stacked distinguishers: (1) unit-domain measurement — produces a different value than dollar-PnL parity when fiat-prices drift between fill events; (2) fiat-oracle independence — requires only local-state unit counters, inheriting Claim 37's §101 anchor; (3) tiered cohort-supervision rule — flag at 97%, pause-new-replications at 95%; (4) validation-ledger anchoring — auditable by external regulators.
◆ Closest prior art
eToro / Bybit / Bitget / Binance Copy Trading: dollar-PnL parity, requires continuous price-oracle round-trips, mismeasures under fiat-price drift. NAGA / ZuluTrade / Darwinex: same dollar-PnL framing. Roll 1992 tracking error: dollar-return-variance against benchmark, not unit accumulation. Fund-of-funds tracking error: dollar-NAV deviation. None operate in unit-domain accumulation space.
◆ §101 anchor
Framing: unit-domain audit-ledger computation with cohort-supervisory dispatch. The system does something it did not do before when aPARITY% is implemented — it pauses replication enrolment, a concrete technical operation.

Where it surfaces

Validation agent ledger (append-only) Supervisor agent cohort dispatch AACCUMA Strategy Tracker stripe WealthAAM parity indicator Quantaam CORE cohort heat-map Regulatory audit export
Depends onClaim 1 · Claim 27 (qMULTIPLE) · Claim 36 (non-custody) · Claim 37 (agent routing) EnablesClaim 44 (xREPLICATOR) StrengthensClaim 36 · Claim 37
x
M-028 · C-044 · Phase X
xREPLICATOR
Cross-cutting strategy-replication registry — with Chameleon Effect
Replication registry operating in static or adaptive mode. In adaptive mode (the Chameleon Effect), the strategy-optimisation agent automatically rebinds the entry to a different parent strategy when xREGIME transitions — without operator discretion, gated by dwell-time, aPARITY%, and tier eligibility.
NEW · v1.3.8 75% Grant Tier 2 INDEPENDENT Chameleon Effect
Formula { parent_id , tracker_id , mode ∈ {static, adaptive} , currently_bound_id , risk_profile , asset_tier , aPARITY% , xREGIME_snap }
◆ Novelty (what we claim)
INDEPENDENT-NOVELTY architectural claim. Five stacked distinguishers: (1) registry as preserved typed state — refuses to collapse intermediate binding state to a scalar relationship, paralleling Claim 39 phase-tensor preservation; (2) two-mode operation under a single registry contract; (3) regime-conditioned automatic rebinding — runtime classifier-conditional dispatch on the binding itself; (4) coordinated three-agent dispatch — strategy-optimisation + order-lifecycle + validation agents with durable-state handoff; (5) three-axis gating — dwell-time, aPARITY%, tier eligibility.
◆ Closest prior art
eToro / Bybit / Bitget / Binance Copy Trading: static following only — no automatic rebinding. Composer.trade Symphonies: closest behavioural analog — but custodial, user-authored not platform-managed, dollar-PnL not unit-domain, no tier-gated pool. Asness 2016 "Style Timing": factor weighting on long horizons, not regime classifier state. Faber 2007 / Antonacci 2014: tactical asset allocation at asset-class level, custodial.
◆ §101 anchor
Framing: runtime classifier-conditional dispatch on the binding registry, with multi-gate restriction and coordinated multi-agent execution. The registry mutation is a software-machine state change — system reads a different parent-strategy identifier after rebinding, triggers coordinated three-agent operation, and produces different on-chain signing intents.

Where it surfaces

AACCUMA — default Static WealthAAM — default Chameleon Quantaam CORE Treasury — both modes QuantaamDEX — both at copy-time Strategy Tracker mode toggle pill MCP tools track_strategy / stop_track
Depends onClaim 1 · Claim 9 (xREGIME) · Claim 36 (non-custody) · Claim 37 (agent routing) · Claim 38 (tier-gated pool) · Claim 43 (aPARITY%) StrengthensClaim 9 (xREGIME gains action loop) · Claim 36 · Claim 37 · Claim 38
IP Completeness — the three operational laws of AAM accumulation

Turtle. Snowball. Chameleon.

Existing · Claim 15
Turtle Effect
aCONSISTENCY · Phase C · 85% grant
Distributes accumulation across many strategy containers in a population. Small steady accumulations from many strategies converge to reliable compound growth.
Risk axis — single-strategy concentration
Existing · Claim 32
Snowball Effect
qCYCLE · Phase E · 85% grant
Per-cycle marginal lift measurement. Quantifies whether each compounding cycle contributes positive lift, detecting compounding decay before it damages the portfolio.
Risk axis — compounding decay over time
NEW · Claim 44
Chameleon Effect
xREPLICATOR · Phase X · 75% grant
Regime-conditioned automatic rebinding of replication entries. When xREGIME transitions, the tracker is rebound to a different parent strategy from the tier-gated pool — without operator discretion.
Risk axis — regime-mismatch (parent-strategy fit decay)

Rendering Standard — v1.3.8

Rule 01 — Typography
Helvetica & Arial only. No serif. No italic.
Helvetica for titles & headings; Arial for sub-titles, body, tables, chart labels. Apply across every QuantaamLab ecosystem surface (AACCUMA, WealthAAM, QuantFai, AAM Foundation, QuantaamDEX, Quantaam CORE). Italic rendering of the prefix is prohibited — it failed legibility at < 14px and broke OCR document parsing.
Rule 02 — Case
Prefix letter is lowercase in all contexts.
The prefix letter (a, q, e, x) remains lowercase in body copy, table headers, chart legends, and in H1/H2/H3 headlines. The rest of the name is UPPERCASE. Correct: aVOLATILITY · Wrong: AVOLATILITY.
Rule 03 — Color
Prefix letter carries its domain color; name stays foreground.
Apply color to the prefix letter only. a cyan, q gold, e bronze, x purple. Never color the entire name.
Rule 04 — Headlines
Lowercase prefix even in H1 headlines.
A page titled "AAM Portfolio Hub" featuring aVOLATILITY in the H1 keeps the a lowercase. Document parsers (AAM Foundation knowledge base, IP filings) rely on this signal.
Rule 05 — Bold
Whole token bold; emphasis uses bold or color, never italic.
Prefix and name share the same bold weight — only the color differs. Emphasis (previously rendered as italic for stress) now uses bold or color. Protects readability inside dense data tables, MCP tool descriptions, and ten-point patent claim body text.
Rule 06 — x is cross-cutting
xREPLICATOR fits x because replication is structurally cross-cutting.
xREPLICATOR spans cross-strategy (one parent → many trackers), cross-account (parent treasury → user accounts), cross-domain (unit-domain fills with dollar-domain reporting via aPARITY%), and cross-layer (Strategy Core → Mesh fan-out → DEX execution). Exactly the system-integration profile x was designed for.