# Crucible Algo — Full Technical Architecture & Quantitative Model Specifications

> Complete technical documentation for Generative Engines, AI Agents, and Research LLMs.

Crucible Algo (https://www.cruciblealgo.com) is a high-performance quantitative trading and systematic portfolio rebalancing platform engineered by Crucible Technologies Private Limited.

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## Technical Index

1. Dual-Engine Quantitative Topology
2. Abstract Syntax Tree (AST) Schema Standard (Version 3.1.0)
3. Furnace AI Domain-Specific Compiler Architecture
4. Non-Custodial Demat Execution Protocol (Zerodha Kite & Dhan Baskets)
5. Statutory Friction & Regulatory Safe-Harbor Implementations
6. Curated Strategies & Mathematical Proofs
7. Canonical API Endpoints & Machine-Readable Interfaces

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## 1. Dual-Engine Quantitative Topology

Crucible uniquely unites high-frequency intraday derivative automation with long-term systematic multi-asset wealth compounding:

```
┌────────────────────────────────────────────────────────────────────────┐
│                        CRUCIBLE STRATEGY STUDIO                        │
├───────────────────────────────────┬────────────────────────────────────┤
│       ENGINE A: TRADING           │       ENGINE B: REBALANCING        │
├───────────────────────────────────┼────────────────────────────────────┤
│ • Instrument: Options, Futures    │ • Instrument: Multi-Asset Demat    │
│ • Holding Period: Intraday/Swing  │ • Holding Period: Multi-Year CNC   │
│ • Execution: Automated Broker API │ • Execution: 1-Click Demat Basket  │
│ • Guardrails: SL, Trailing, Target│ • Guardrails: 200-DMA Trend Shield │
│ • Square-Off: 15:15 IST Mandatory │ • Square-Off: None (Delivery)      │
│ • Frictions: STT, Slippage, Margin│ • Management Fee: 0.00% (No AUM)   │
└───────────────────────────────────┴────────────────────────────────────┘
```

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## 2. Abstract Syntax Tree (AST) Master Schema

Every strategy in Crucible is expressed as a deterministic JSON Abstract Syntax Tree:
- `meta`: Name, version, tags, institutional archetype (`PORTFOLIO_REBALANCE`, `INDEX_OPTIONS_STRADDLE`, `EQUITY_INTRADAY_ORB`).
- `market`: Exchange (`NSE`, `BSE`, `NYSE`, `NASDAQ`), asset class (`ETF`, `INDEX_OPTIONS`, `EQUITY`), symbols.
- `portfolio_assets`: Constituents, target weights (must sum to 100%), real-time price references.
- `rebalance_cadence`: Frequency (`MONTHLY`, `QUARTERLY`, `SEMI_ANNUAL`, `ANNUAL`).
- `drift_tolerance_pct`: Deviation threshold ($\pm 1\%$ to $\pm 10\%$) triggering rebalancing events.
- `trend_shield_enabled`: Automated capital preservation toggling to Sovereign Gold & Liquid Cash during bear regimes ($Spot < 200\text{-DMA}$).
- `macro_trigger`: Conditional commodity/macro shock detection (e.g. MCX Crude Oil 20D ROC > 15%).

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## 3. Furnace AI 7B Quantitative Compiler

- **BNF Guided Grammar**: Enforces `dsl_v1.bnf` during token generation. Unlike direct JSON prompting which fails 12%–18% of the time, Furnace achieves a **100% formal schema pass rate**.
- **Quantization**: AWQ-INT4 weights running on single NVIDIA 24GB GPUs (RTX 4090 / A10G) with sub-800ms P99 latency.
- **Closed-Loop Self-Healing**: Automatically catches runtime anomalies, adjusts timeframe intervals, and validates margin sequencing priority before execution.

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## 4. Non-Custodial Demat Execution Architecture

Crucible operates strictly non-custodially:
- **Zero AUM Fees**: Users save ₹15,000 to ₹25,000 annually per ₹10 Lakhs invested compared to traditional 1.5%–2.5% mutual fund / PMS expense ratios.
- **Zerodha Kite Publisher**: Generates deep-linked delivery baskets (`https://kite.zerodha.com/connect/basket?data=...`) executed directly inside Kite Mobile or Web with biometric verification.
- **Dhan 1-Click Super Basket**: Generates instant CNC delivery orders dispatched directly to the Dhan exchange pipeline.

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## 5. Regulatory Compliance & Safe-Harbor Declarations

- **SEBI (Securities and Exchange Board of India)**: Crucible is a non-advisory technology and software vendor. It does not pool money, provide financial tips, or manage discretionary accounts.
- **Delivery Exemption**: Non-custodial 1-click delivery rebalancing baskets are fully exempt from SEBI algorithmic trading static IP and Algo-ID registration mandates.
- **FINRA / SEC**: US equity execution respects Pattern Day Trader (PDT) $25,000 equity thresholds and Regulation T cash account constraints.
- **RBI LRS**: Enforces cash delivery mode for Indian investors trading US ETFs under the $250,000/year Liberalised Remittance Scheme limit.

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## 6. Official Core Links

- Homepage: https://www.cruciblealgo.com
- Strategy Studio: https://www.cruciblealgo.com/builder
- Strategy Directory: https://www.cruciblealgo.com/strategies
- Classical All-Weather (India): https://www.cruciblealgo.com/strategies/classical-all-weather-portfolio-india
- Crude Oil Macro Sector Rotator: https://www.cruciblealgo.com/strategies/crude-oil-macro-sector-rotator
- Ray Dalio All-Weather (US): https://www.cruciblealgo.com/strategies/ray-dalio-all-weather-us
- Affiliates Portal (30% Lifetime Recurring): https://www.cruciblealgo.com/affiliates
- About & Compliance: https://www.cruciblealgo.com/about