Multi-agent intelligence
Daily council.
Decision on the record.
Five AI seats debate the crypto market every morning and a CIO concludes. Every session can be replayed and every allocation is tracked. You read the reasons and decide for yourself.
75%deployed
Target allocation, sums to 100%CIOThe engine sits in an accumulation regime with oversold positioning, but the phase is a low-conviction transition (0.3) heading into a heavy event week, so we hold close to Macro's default and scale…
Live agents
Six seats, one council.
The Council sits every morning. Four data seats state their views, Risk argues against them, and the disagreements stay in the transcript.
Backtested market-state model: phase, cycle, momentum. Proposes the Stable/Core/Satellite split.
Bottom-up: screener signals, S/R setups and the Selection sleeve, the default satellite book.
What happened and what is scheduled: tiered headlines and the macro calendar, twice a day.
Real strategies with real capital: positions, performance and how each one reacted to the market.
The counter-voice. Listens to every seat, argues the case against and names vetoes.
Concludes each session: bucket split, core-5 weights, satellite names, with reasons, on the record.
How it works
From parallel agents to one prioritized view.
Four data seats speak in parallel: the regime engine, the token universe, market news and the live-money fleet. Each one reads from its own measured brief, so nothing is guessed.
A Risk seat challenges every proposal with pros and cons. The CIO weighs the debate and concludes, and hard-coded rails cap what any decision can do.
Every session is recorded and can be replayed: the allocation, each seat's words, and a paper track record that starts at session one and is never backfilled.
What you get
The output of a research desk, in one tab.
Support and resistance zones updated daily across the tracked universe, anchored to volume, touches and tier, with take-profit and stop-loss walked down the cascade.
Sentiment and impact tagging, deduplicated across feeds. High-impact events are pinned to the token they concern.
Supply schedules, FDV/MC overhang, developer activity and special events: context for every position.
Market-entry and buy-the-dip brackets from the live cascade, sizing hints and volatility context, sized for what you can afford to lose.
Built different
Why one model isn't enough.
A single LLM invents price levels and reads a headline the same way it reads a chart. Six seats with their own data do not.
| Single LLM | Multi-agent xris |
|---|---|
| Hallucinates support/resistance prices. | Every seat reads from its own measured brief: the regime engine, the token universe, the news desk, the live fleet. |
| Treats news headlines and price action with equal weight. | Risk argues the case against; the CIO has to answer it before deciding. |
| One context window, so depth is lost in a single prompt. | Disagreements stay in the transcript. |
| No way to know what was checked vs invented. | You see the trail: which seat said what, in which round, and the decision it led to. |
Stop reading the market alone. Bring the team.
Free during beta, with no signup and no card. Open it and look around.
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