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KEK Mix

KEK Mix is the strategy generation and optimization engine within the KEK ecosystem.

It is responsible for producing structured, machine-readable strategy specifications that can be evaluated, tested, and refined before any capital is deployed.

KEK Mix generates strategy hypotheses — not execution instructions.

It creates testable strategy definitions and variants, then hands them off to validation layers for measurement and review.

What this page covers

  • What KEK Mix is designed to do
  • How strategies are constructed and optimized
  • How KEK Mix fits into the broader KEK system
  • Where validation and execution boundaries exist

What KEK Mix is

KEK Mix is a system for building strategies in a structured format so they can be validated systematically.

A machine-readable strategy specification means the strategy is defined in a form that software can reliably interpret, test, and compare (e.g., structured parameters, rules, and constraints).

Role in the KEK system

KEK Mix operates at the beginning of the strategy lifecycle. It focuses on:

  • Translating objectives into structured strategy definitions
  • Exploring parameterized strategy variants
  • Preparing strategies for validation through backtesting and simulation

Strategies produced by KEK Mix must pass backtesting and paper trading before any execution is eligible.

KEK Mix is designed to improve decision quality by ensuring every strategy is:

  • Explainable
  • Testable
  • Comparable
  • Versioned

Core capabilities

Strategy construction

Generate structured strategies based on defined objectives, constraints, and market context.

KEK Mix turns "ideas" into explicit rules such as:

  • Entries / exits
  • Risk controls
  • Position sizing logic
  • Regime filters
  • Execution assumptions (modeled, not executed)

Variant exploration

Create multiple parameterized versions of a strategy to evaluate tradeoffs between:

  • Risk
  • Frequency
  • Return
  • Robustness across conditions

Variants are treated as separate candidates, not silent edits. This supports clean comparison and disciplined iteration.

Optimization support

Prepare strategies for systematic optimization through validation engines such as backtesting and simulation.

Backtesting simulates strategy performance on historical data to evaluate risk and potential behavior before risking real capital.

Composable strategy components

KEK Mix supports reusable building blocks designed for iteration, such as:

  • Indicators and feature sets
  • Filters and regime logic
  • Risk constraints
  • Execution modeling assumptions
  • Standardized evaluation metrics

This makes strategy building modular and scalable across assets and timeframes.

How KEK Mix works

At a high level, KEK Mix operates as follows:

  1. Objectives and constraints are defined (e.g., target behavior, risk limits, asset universe, timeframe)

  2. Market context is incorporated (regimes, volatility state, structure inputs)

  3. Strategy variants are generated as structured specifications (versions + parameter sets)

  4. Strategies are passed into validation layers (including backtesting and paper trading)

  5. Performance feedback informs refinement (leading to re-optimization or versioned improvements)

KEK Mix does not deploy strategies directly.

Standalone and integrated use

KEK Mix can operate as a standalone system.

Within the KEK ecosystem, it is currently surfaced through KEK Terminal as part of the broader workflow for research, validation visibility, and monitoring.

Over time, validated strategies may become eligible for optional execution through KEK DEX — subject to explicit user authorization and execution constraints.

Validation and execution boundaries

Validation boundary (required)

KEK Mix outputs strategy candidates that must be validated through:

  • Backtesting (historical simulation)
  • Paper trading (simulated trading with no real money)

This ensures strategies are measured before any real exposure occurs.

Execution boundary (separate + permissioned)

KEK Mix does not place trades, route orders, or interact with user funds.

Execution — when chosen — occurs downstream through KEK DEX and supported execution rails.

What KEK Mix does not do

KEK Mix does not:

  • Execute trades
  • Allocate capital
  • Custody user funds
  • Bypass validation requirements
  • Guarantee performance outcomes

Its role is strictly: structured strategy generation + refinement support.

Inputs → Outputs

Inputs

  • Objectives and constraints
  • Market context and regime assumptions
  • Parameter ranges and strategy templates

Outputs

  • Versioned strategy specifications (machine-readable)
  • Strategy variants for comparison
  • Validation-ready test bundles and evaluation artifacts

Why this matters

This design ensures that:

  • Strategy ideas are treated as hypotheses, not commands
  • Validation precedes execution by default
  • Risk is surfaced early through measurable artifacts
  • Strategy development remains disciplined, explainable, and iterative
  • Improvements happen through versioned refinement — not impulsive redeployments

KEK Mix exists to improve decision quality — not accelerate deployment.

Where to go next