CortanaROI Brain

Institutional memory for CortanaROI - a solo-operator 0DTE SPY options trading system being rebuilt from MK2 onto the open-source NautilusTrader framework for MK3. Unlisted; if you have the link, you’re trusted. Don’t share the alpha.

By the numbers

Category	Pages
Nautilus framework knowledge	59
Cortana strategy concepts	20
MK3 design writing (dated)	25
Projects · Postmortems · Ideas · Inbox · Archive	7
Total	111

The map

flowchart LR
    ROOT(["CortanaROI Brain"])

    ROOT --> NF["Nautilus Framework"]
    NF --> NF1["Architecture & Kernel - 7 pages"]
    NF --> NF2["Strategies & Actors - 4 pages"]
    NF --> NF3["Orders, Positions, Execution - 3 pages"]
    NF --> NF4["Data & Custom Data - 3 pages"]
    NF --> NF5["Integrations & IBKR - 4 pages"]
    NF --> NF6["Backtesting - 3 pages"]
    NF --> NF7["Developer guide & Rust core - 16 pages"]
    NF --> NF8["Other primitives - 14 pages"]

    ROOT --> MK3["Cortana MK3 Design"]
    MK3 --> MK3a["The Setup Hunter spine"]
    MK3 --> MK3b["Data-foundation constraint"]
    MK3 --> MK3c["Slice designs S0 to S10"]
    MK3 --> MK3d["Architecture map"]
    MK3 --> MK3e["20 Cortana concepts"]

    ROOT --> SE["Strategy Empirics"]
    SE --> SE1["Sweep flag composite - 67.8% hit / 15 fires/day"]
    SE --> SE2["Contrarian aggressor finding"]
    SE --> SE3["GEX regime gate"]
    SE --> SE4["Trail-stop expectancy"]

    ROOT --> HO["History & Operations"]
    HO --> HO1["MK2 postmortems"]
    HO --> HO2["Migration plans"]
    HO --> HO3["Active projects"]

Entry points

Start here

• MK3 architecture spine - the Setup Hunter - the canonical MK3 design doc.
• MK3 data-foundation constraint - what the corpus can/cannot validate, and why impulse went from RED to YELLOW.
• Cortana project page - system state at a glance.

Nautilus framework canon (most referenced)

• Nautilus architecture - single-threaded kernel + message bus + design rationale.
• Nautilus actors - Strategy vs Actor decision tree.
• Nautilus custom data - @customdataclass, ts_event/ts_init, replay determinism.
• Nautilus clocks & timers - self.clock discipline, atomic monotonic time.
• Nautilus orders - order types, lifecycle, contingencies.
• Nautilus IB adapter - IBKR integration footguns and patterns.

Operating principles

• RESOLVER - filing rules for new pages (concept vs writing vs project).
• Schema - page templates (frontmatter, two-layer compiled-truth + timeline).
• Agents - hard rules for any AI agent touching the brain.

How to read this brain

• [[wikilink]] syntax - click any blue link to navigate. Backlinks show at the bottom of each page (every other page linking to this one).
• Top-right node graph - local neighborhood; the cluster of pages this page connects to.
• Cmd-G - global graph: every page, every link, as a force-directed map.
• Cmd-K - full-text search across all 118 pages.