The Delta Engine

Built by the development team at Markets Unplugged

The Delta Engine is a proprietary market structure signal system developed exclusively for Markets Unplugged. It is not designed to forecast. It does not guess. It evaluates.

Built on layered confirmation logic and strict conditional filtering, the Delta Engine only triggers when multi-factor structure aligns across timeframes, sentiment, and price behaviour. If a condition isn’t met, the Engine stays silent — because silence is also a signal.

What It Is

The Delta Engine is a signal intelligence framework engineered to identify when real market structure forms — whether that be accumulation, exhaustion, or high-conviction reversals.

It is stateless, modular, and deterministic by design. It integrates technical pattern recognition, sentiment conditions, delta volume overlays, and — in future phases — on-chain conviction tracking.

Every version is built under test isolation and released through an internal development cadence. No forced calls. No subjective overlays. No curve-fitting.

Development Roadmap

The Delta Engine has been developed in progressive stages. Each version adds structural clarity, tighter filtering, or new data overlays. This is an ongoing build — with discipline in every release.

v0 – Pre-Alpha Architecture

Release: February 2025
Focus: Core infrastructure

• Stateless evaluation engine
• Layered condition pipeline
• Modular filter schema

Early Filters:

• Price acceleration
• Volume exhaustion
• Raw sentiment indexing

v1.0 – Technical Signal Injection

Release: April 2025
Focus: First actionable TA logic

• Pattern detection (Doji, Hammer, Big Green)
• Directional bias via weekly momentum
• First Top/Bottom confirmations (weekly)
• Weekly execution loop with backtest layer

v14.0 – Dual-Tier Confirmation Logic

Release: May 2025
Focus: Multi-timeframe confidence

• Monthly signal integration
• Weekly + Monthly = Bottom Confirmation (Both)
• Pattern scoring with Boolean logic
• Signal weight layer for dual confluence

v28 – Sentiment & Delta Expansion

Release: June 2025
Focus: Confidence filtration

• Sentiment Quant Engine (funding rates + crowd sentiment inputs)
• Delta Volume Filter Stack
• Exhaustion Typing System with multi-tier flags:
  • Potential Top (Monthly & Weekly)
  • Breakout Setup (Monthly & Weekly)
  • Indecision Zone
  • Bottom Confirmation (Weekly / Monthly / Both)
• Async execution layer and scaled data loaders
• Signal printing tied to confirmation class with no discretionary override

v30+ – On-Chain Intelligence

Release: June 2025 (current version)
Focus: Holder flow + conviction tracking
Planned Modules:

• Entity-Adjusted URPD overlays
• Dormancy volatility maps
• Realised Price Layer Delta (Short-Term vs Long-Term Holders)
• Conviction Decay Model

Infrastructure Notes:

• On-chain filters integrated as callable modules
• Merkle-style hash logging
• Full test isolation for each signal class

Engine Design Philosophy

The Delta Engine is built to evaluate — not speculate.

It issues signals only when structural conditions align. If the setup isn’t complete, it stays silent. Every output is the result of non-discretionary, multi-layer logic. Nothing is forced. Nothing is overruled.

Core capabilities of the Engine include:

• Detection of exhaustion zones
  • Flags dislocation, overheated sentiment, and delta-pressure imbalance
  • Prints Potential Top and Indecision Zone when structure weakens
• Detection of breakout setups
  • Identifies conviction-based acceleration backed by volume and sentiment
  • Prints Breakout Setup across weekly and monthly timeframes
• Top and Bottom Confirmations
  • Confirmed structural reversals printed only when all filters align
  • Active across weekly and monthly layers
• Multi-layer signal filtering
  • Inputs include: candlestick structure, directional momentum, delta volume pressure, sentiment overlays, and on-chain conviction
• Strict logical execution
  • No manual overrides
  • No forecast modelling
  • No discretionary signal output

This is not a chart overlay. It is a market structure engine — designed to detect breakout and exhaustion with precision, and remain silent when the structure isn’t real.

Roadmap Summary

Looking Ahead

The Delta Engine is not static. It’s a system under continuous development — expanding its capacity to detect structural market shifts with precision.

What began as a clean architecture for technical signals is now scaling toward a fully integrated intelligence layer. Each release adds depth: sentiment calibration, delta volume filters, time-framed exhaustion classification. Next comes entity-adjusted on-chain overlays, dormancy analytics, and conviction decay mapping — all treated as native modules, not external add-ons.

Upcoming releases will expand usability without compromising structure. Planned developments include:

• Context-aware signal explanations — each confirmation will come with its structural reasoning visible in-line.
• Cycle state overlays — macro view of where signals are clustering across timeframes.
• User-defined filters — allowing advanced members to isolate signals based on custom confluence criteria.
• Archived signal playback — enabling full-cycle review of past triggers with version-matched conditions.

The long-term objective remains unchanged: to build a structurally honest system that flags conviction without noise — and now, to make that system fully interpretable by those who rely on it.

The Delta Engine will continue to evolve — in depth, visibility, and precision. What it won’t do is compromise on the principle it was built on:

If the structure isn’t there, it says nothing.

And when it speaks — it means it.