The Wall Street Algo

A Cycle-Aware Decision Framework for Human and Autonomous Investors

By John Botti, MIT EECS

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Table of Contents

Abstract

The Wall Street Algo is a structured market decision framework designed to generate probabilistic trading signals using price structure, technical signals, long-term cycles, and contextual events. The framework operates through four analytical layers and supports both human and autonomous execution.

1. Introduction

Financial markets are driven by price structure, behavioral cycles, technical signals, and macro events. The Wall Street Algo integrates these elements into a unified decision architecture.

2. Design Principles

• Probabilistic, not predictive
• Multi-layer decision architecture
• Cycle awareness
• Execution neutrality
• Structured signal output

3. Overview of the Four-Layer Framework

1. Structural Price Engine
2. Signal Engine
3. Cycle Intelligence Layer
4. Context and Event Layer

4. Structural Price Engine

Defines support and resistance levels, pivot zones, and volatility bands where price reactions are likely.

5. Signal Engine

Generates buy and sell signals using crossovers, breakouts, options activity, and volume anomalies.

6. Cycle Intelligence Layer

Incorporates annual, weekly, and long-term market cycles, including the 11-year crash cycle.

7. Context and Event Layer

Adjusts signals based on macro events, earnings, geopolitical developments, and alternative data.

8. Signal Confluence and Decision Logic

Signals are strongest when multiple layers align. Signals are ranked into Tier 1, Tier 2, and Tier 3 strength categories.

9. Agentic Execution Model

The Wall Street Algo can be executed by human traders or autonomous agents via dashboards, APIs, and automation platforms such as n8n or MCP-based agents.

10. Implementation: The Algoz.ai Platform

Algoz.ai provides dashboards, watchlists, REST APIs, JSON feeds, and agent integration endpoints.

11. Conclusion

The Wall Street Algo is a cycle-aware, multi-layer decision framework designed for modern agent-driven financial systems.

Primary resources:
TheWallStreetAlgo.com
Algoz.ai