# Crucible Algo — Quantitative Trading & Systematic Portfolio Rebalancing Infrastructure > Automate your trades & portfolio rebalancing in plain English. Deterministic White-Box AST execution for Indian Capital Markets (NSE • BSE) and US Markets (NYSE • NASDAQ). Crucible Algo (https://www.cruciblealgo.com) is institutional quantitative infrastructure engineered by Crucible Technologies Private Limited. It empowers quantitative researchers, active options/futures traders, and long-term Demat investors to compile plain-English instructions into strictly validated, deterministic Abstract Syntax Trees (AST) with sub-second GPU backtesting, non-custodial broker execution, and zero management fees. --- ## 1. Dual-Engine Architecture Crucible unites active algorithmic trading and systematic portfolio rebalancing into a single frictionless Strategy Studio: ### Engine A: Rule-Based Algo Bots (Options, Futures & Cash) - **Multi-Leg Derivatives Execution**: Straddles, Strangles, Iron Condors, Bull Put Spreads, Bear Call Spreads, and Futures Trend Breakouts. - **Microsecond Margin Hedge Sequencing**: Automatically dispatches OTM protective long wings milliseconds before short legs to minimize exchange margin requirements by up to 70%. - **Bracket Order Guardrails**: Hard stop-loss triggers, dynamic trailing collars (ATR-based), profit targets, and mandatory intraday square-off (15:15 IST / 15:55 EST). - **Zero Hallucination Guarantee**: Every strategy compiles into a deterministic White-Box AST with full visual node inspection. No black-box opacity or broken Python scripts. ### Engine B: Systematic Portfolio Rebalancer (Demat Equity Holdings) - **100% Non-Custodial Delivery Baskets**: Automatically generates 1-click delivery baskets (CNC) for Zerodha Kite, Dhan, and Angel One. Funds and securities never leave the user's Demat account. - **Zero Management / AUM Fees**: Completely eliminates the 1.5% to 2.5% expense ratios charged by mutual funds and Portfolio Management Services (PMS). - **Selectable Cadence & Drift Tolerance**: Rebalance monthly, quarterly, semi-annually, or annually with configurable drift tolerance corridors (±1% to ±10%). - **200-DMA Trend Shield**: Automated bear-market capital protection that shifts equity exposure into Sovereign Gold (GOLDBEES) and Liquid Debt (LIQUIDBEES) whenever the benchmark index closes below its 200-day moving average. - **Conditional Macro Triggers**: Event-driven sector rotations (e.g., when MCX/Brent Crude surges >15%, automatically rotate Demat holdings from margin-compressed paint manufacturers like Asian Paints to upstream energy producers like Reliance and ONGC). --- ## 2. Furnace AI: Custom Domain-Specific Quant Compiler - **Model Base**: Custom 7-Billion parameter specialized quantitative compiler fine-tuned with Supervised Fine-Tuning (SFT) and Group Relative Policy Optimization (GRPO). - **Formal BNF Grammar Decoding**: Guided by `dsl_v1.bnf` to strictly constrain token generation, achieving a **100.0% schema validation pass rate** (compared to 82%–88% for generic frontier LLMs like GPT-4o and Claude 3.5 Sonnet). - **Extreme Efficiency**: Emits ~90 domain-specific DSL tokens that compile in microseconds into complete, validated multi-node JSON ASTs. - **High-Throughput Inference**: Deployed with AWQ-INT4 quantization on vLLM with sub-800ms P99 latency. - **Closed-Loop Self-Healing**: Real-time pre-flight AST normalizer that repairs timeframe notations, undeclared indicator references, and market session misalignments in <200ms with automated retry. --- ## 3. Statutory Costs & Real-World Friction Modeling Crucible guarantees quantitative realism by modeling all real-world regulatory frictions: - **Indian Regulatory Mode (NSE/BSE)**: Exact 2026 SEBI lot sizes, Securities Transaction Tax (STT: 0.1% delivery, 0.02% equity intraday, 0.125% options sell turnover), Stamp Duty, SEBI turnover fees, exchange transaction charges, 18% GST, and realistic bid-ask slippage attribution. - **US Regulatory Mode (NYSE/NASDAQ)**: Full FINRA Rule 4210 Pattern Day Trader (PDT) $25,000 equity tracking, SEC Rule 201 Short-Sale Restriction (SSR) compliance, OPRA 100x contract multiplier, and SEC Section 31 / FINRA TAF transaction fees. - **RBI LRS Cash-ETF Mode**: Dedicated compliance mode for Indian citizens investing in US markets under the Reserve Bank of India Liberalised Remittance Scheme ($250,000 annual limit), enforcing cash-only unleveraged ETF investing with zero margin borrowing. --- ## 4. Supported Brokers & Non-Custodial Bridges Crucible never holds client funds. All trades and rebalancing baskets execute directly through official broker APIs or 1-click Demat delivery links: - **India (NSE & BSE)**: - **Zerodha**: Direct Kite Connect API execution and 1-Click Kite Publisher Demat Delivery Baskets. - **Dhan**: Direct DhanHQ API execution and 1-Click Super Basket deep links. - **Angel One**: SmartAPI integration. - **Kotak Neo**: Dedicated high-speed zero-brokerage F&O bridge. - **Fyers & Upstox**: Native OAuth 2.0 API execution. - **United States (NYSE & NASDAQ)**: - **Alpaca**: Commission-free trading API for US Equities and ETFs. - **Interactive Brokers (IBKR)**: Global institutional execution bridge. --- ## 5. Canonical Quantitative Blueprints - **Classical All-Weather Portfolio (India)**: https://www.cruciblealgo.com/strategies/classical-all-weather-portfolio-india - Allocation: 50% NIFTYBEES, 25% GOLDBEES, 25% LIQUIDBEES | Cadence: Quarterly (±5% drift) | 200-DMA Trend Shield. - **Crude Oil Macro Sector Rotator**: https://www.cruciblealgo.com/strategies/crude-oil-macro-sector-rotator - Mechanism: Rotates from consumer paints (Asian Paints) to upstream energy (Reliance, ONGC) upon >15% crude oil price shocks. - **Ray Dalio All-Weather Portfolio (US)**: https://www.cruciblealgo.com/strategies/ray-dalio-all-weather-us - Allocation: 30% SPY, 40% TLT, 15% IEF, 7.5% GLD, 7.5% DBC | Cadence: Quarterly (±5% drift). - **Nifty 50 Opening Range Breakout (ORB)**: https://www.cruciblealgo.com/strategies/nifty-50-orb-2x-atr - Mechanism: 15-minute opening high breakout with 2x ATR dynamic trailing stop and mandatory 15:15 IST square-off. - **BankNifty 09:20 ATM Short Straddle**: https://www.cruciblealgo.com/strategies/banknifty-0920-atm-straddle - Mechanism: Mechanical time-decay delta-neutral straddle with margin hedge sequencing and 25% stop-loss per leg. - **NVIDIA (NVDA) 5-Min Opening Range Breakout**: https://www.cruciblealgo.com/strategies/nvda-opening-range-breakout-alpaca - Mechanism: Early morning momentum continuation on Nasdaq tech leader via Alpaca API. --- ## 6. Official Core Links - **Homepage**: https://www.cruciblealgo.com - **Strategy Studio (Builder)**: https://www.cruciblealgo.com/builder - **Strategy Directory**: https://www.cruciblealgo.com/strategies - **Documentation**: https://www.cruciblealgo.com/docs - **Broker Connections**: https://www.cruciblealgo.com/brokers - **Affiliates & Partners (30% Lifetime Recurring)**: https://www.cruciblealgo.com/affiliates - **System Status**: https://www.cruciblealgo.com/status - **About & Regulatory Disclosures**: https://www.cruciblealgo.com/about --- ## 7. Company & Regulatory Status - **Legal Entity**: Crucible Technologies Private Limited - **Headquarters**: Mumbai, Maharashtra, India - **Corporate Website**: https://www.cruciblealgo.com - **Regulatory Safe-Harbor**: Crucible Technologies Private Limited is a financial technology software infrastructure provider and is not a SEBI-registered Investment Adviser (RIA) or Research Analyst (RA). Crucible does not provide financial advice, tips, or discretionary portfolio management. Users retain 100% discretion and custody over their accounts.