Methodology · Engine · II.2
Weights and the composite
S = Σ over families ( weight_f × score_f ) S ∈ [−1, +1]
Weights per timeframe: intraday tilts toward Momentum (0.35) and Volume (0.20) because over hours, flow is the signal; position tilts toward Trend (0.45) and Structure (0.25) because over months, regime is the signal. Weights always sum to 1.0, are versioned constants, and are the first parameters a future calibration pass will tune — the v1 values are reasoned priors, not measured optima, and this page says so.