The protocol

The scheduled cycle

Three times a day — at the Asia, EU and US opens — the agent runs a full pass:

• Read — pull every fresh news item and scheduled event in the window.
• Collate — combine them with the current open portfolio and the latest config snapshot.
• Decide — call the model with a structured prompt. It returns a per-position verdict (hold / trim / close), a target book and a close list.
• React — the executor opens, trims and closes positions in the chosen mode (demo / live).

Intraday reactions

Between scheduled sessions the agent still watches. A "react now" pass fires when:

• A single high-impact headline clears the confidence threshold.
• Multiple headlines hit the same ticker within a short window.
• A scheduled event is imminent (earnings, FOMC, EIA release).

Opposing signals on the same ticker are blocked, and the loop picks by earliest date then highest confidence among unprocessed items.

Auditability

Every order has a traceable parent. Each pass writes a market brief (inputs, target book, close list, verdicts, narrative) and a portfolio-pass run with per-action records. Every signal, trade and brief is stamped with its mode and links back to the news item or event that caused it. Nothing the agent does is opaque.