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Methodology · Engine · II.2

Weights and the composite

S = Σ over families ( weight_f × score_f )         S ∈ [−1, +1]

Weights per timeframe (design doc §4.2): 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 stored in versioned config, and are the first parameters the calibration pipeline (design doc §7) will tune — the v1 values are reasoned priors, not measured optima, and the docs page says so.