Signals are cheap.
The veto is the product.
HYV sits between your capital and the exchange. Every strategy intent is checked against exposure, drawdown, data freshness and venue health before it is allowed to become an order. Your funds stay on your exchange account.
HYV Token — presale openMost automation dies from position sizing, not from a bad entry. Survival is an infrastructure problem.
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A strategy proposes. It never executes.
Strategy code emits an intention. A separate engine decides whether that intention is permitted, and records why.
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Paper and live share one decision path.
The same strategy and risk layers run in both modes. Only the execution adapter changes, so simulation results mean something.
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Costs are priced in from the first backtest.
Fees, spread and slippage are part of evaluation. An edge that disappears after execution costs is not an edge.
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Disconnections are expected, not exceptional.
Reconnection, idempotent orders, stale-data detection and a kill switch are part of the engine rather than patches on top of it.
Five stages between capital and the exchange.
Each stage is independently testable: market data can be replayed, risk rules unit-tested, execution mocked. Pick a stage to see what it controls.
Capital
Account state, equity, open exposure and constraints are tracked continuously. HYV never takes custody — it holds the rules that govern how your balance may be used.
- Controls
- Account constraints, exposure limits, fee and slippage model
- Emits
- Capital state: equity, PnL, margin, available risk budget
Backtesting and optimization
Historical simulation with configurable stops, targets and fees. Parameter search runs through Optuna with walk-forward windows to limit overfitting.
Paper and live execution
One workflow, two adapters. Simulated accounts consume real market data so the promotion path from research to production is a switch, not a rewrite.
Strategy orchestration
Ranking, rotation and lifecycle governance across a portfolio of strategies rather than a single bot competing with itself.
Regime detection
Multi-timeframe classification across 15m, 1h and 4h, using open interest, funding and basis alongside price to separate trend, range and stress conditions.
Risk governance
Drawdown limits, exposure caps, order throttling, duplicate-order protection and a kill switch that applies across every running strategy at once.
Analytics and reconciliation
Trade lifecycle logging, equity curves, PnL reconciliation against the venue, and worker health and latency monitoring.
Infrastructure is more useful when it connects.
HYV is building toward integrations with strategy developers, data providers, exchanges and product teams that need a governed path from research to execution.
Tell us what you are building and which layer you would plug into.
From hardened engine to shared infrastructure.
Harden the core
- Risk engine hardening
- Multi-timeframe regime detection
- Strategy-level capital allocation
- Reliability work
Widen the surface
- Multi-exchange integration
- Institutional dashboard
- Enterprise onboarding
Open the engine
- API commercialization
- B2B integrations
- Performance analytics suite
Ship to partners
- White-label deployments
- Partnership and product expansion
- Market data products
Run a strategy against the gate.
The demo runs in sandbox mode with simulated capital and live market data. No exchange keys are needed to look around.