Canonical source index for the premarket ORB commodity futures trading system.
Every entry records the citation, the key result, and the exact system component that
implements it — from Rockafellar–Uryasev CVaR to the Silver Bullet FVG/CE gates.
I(Q) ∝ Q^½london_levels.pysqrt_bonus +1OFI_t = Σqᵢ·sgn(pᵢ−p_mid)ofi.pyofi_aligned +1EV = π×R:R−(1−π) ≥ 0.25Rev_gate.pyGate 5 floordΠ = ½S²Γ(σ²_real−σ²_impl)gamma_check.pyT1/T2 regimeCE = (fvg_low+fvg_high)/2fvg.pyprice_at_ce +1Z_t = Y_t − β·X_tcointegration.pycointegration entryt½ = ln(2)/θcointegration.py5–20 day gatef* = p − q/b × 0.25portfolio.pyposition sizing