For vibecoders and builders · ebook + digital build package
Build your own Kronos!
Bring a coding agent. We bring the brief.
Kronos is a market-intelligence and paper-trading system: a foundation model scoring crypto and stocks every hour, an institutional overlay, a risk engine, a broker connection, and a log of every decision. Building one by hand is months of work for a developer. This kit is the brief you hand to Claude Code, Codex or Cursor so the agent does the typing and you make the calls: which markets, which rules, how much risk, what counts as a win.
A coding agent is highly encouraged. Not required, but the kit is written for one: two agent briefs, 81 settings explained so you can answer the agent’s questions, and acceptance scenarios so you can tell when it is done.
Educational only. Not financial, investment, legal or tax advice. Trading can lose all committed capital; borrowing, shorting and derivatives can create additional liabilities. No forecast, stop or configuration guarantees protection or profit.
How the build goes
You decide. The agent types. The kit keeps you both honest.
1. Pick your path
New to finance or code: learn what positions, exposure, stop-losses and shorting mean through small worked examples, then take the first-build brief. Already trade or manage risk: define a mandate, risk budget, execution policy and benchmark, then take the mandate brief. Coding experience is not assumed on either path.
2. Hand the agent the brief
Paste the brief into Claude Code, Codex, Cursor or whatever you run. It asks you the questions a senior engineer would ask. The 81-setting reference is there so you can answer them instead of guessing: which universe, which regime rules, how many positions, when to trim, when to stop.
3. Prove it works before it trades
Run the acceptance scenarios and the offline validation tools against the sanitized data. If the build cannot replay a recorded decision, it is not done. Ours could not at first; that case file is in the book so yours gets there faster.
Included on both paths: hardware and VM planning, a model-installation walkthrough, the official research-paper link, a paper-operation runbook and implementation acceptance scenarios. Model weights and upstream source are downloaded separately. The package is a specification and learning resource, not a finished trading application, and your agent’s output is your build, not ours.
Feature note · September 25, 2026
Kronos now has a futures layer. The hosted Kronos at forgemesh.io/kronos turns the same spot signal into a perpetual-futures package: LONG / SHORT / FLAT, stop and target placed on the calibrated 80% range, a leverage cap that keeps liquidation outside twice the stop distance, liquidation price, risk-based sizing and live funding from Kraken Futures and Hyperliquid. A bearish signal becomes a sized short instead of “stay out”. The kit’s build briefs cover the spot and paper-trading system; the futures math (range-based stops, leverage envelope, funding drag) is the natural next module for your own build, and the hosted endpoints show what the finished layer returns. Leverage multiplies losses and adds liquidation risk; nothing here is a trade instruction.
Frozen evidence · September 7, 2026
We show what broke. That is the point of the kit.
Most build guides show the demo that worked. This one ships the log. Our captured forecast outcomes show 49.8% directional accuracy, not a demonstrated profitable edge. The latest captured paper-account value was $94,840.62 versus an initial $100,000: a simple 5.2% difference below the start, not an audited or cash-flow-adjusted strategy return. Every bug that produced those numbers is written up so your agent does not repeat it.
Recorded paper-account observations — not actual investment returns
The raw log records a $40,367.32 peak-to-trough difference, but the lowest value rebounded the following hour. The trough remains unreconciled. It is not established as a war-caused realized loss. Lines break across observation gaps longer than six hours.
Simulated-performance disclosure: The account figures shown are recorded paper-account observations, not actual investment returns. Simulated and retrospective studies have material limitations: execution assumptions, missing liquidity effects, imperfect fees and slippage, hindsight, selection bias, changing parameters and dependence among observations. A successful simulation does not demonstrate that a real account would achieve similar results. Past observations do not predict future results.
The case studies explain the trailing-peak reset bug, rejected broker orders, position deadlocks and a replay that could not reproduce the recorded decisions. Changing your settings changes your build and its outcomes. Copying ours does not promise the same results.
Read before purchasing
A self-service educational purchase.
No support of any kind.
No installation help, debugging, configuration reviews, trading advice, calls, community access, maintenance, updates or response-time promise. You need to work independently or with your own coding agent. Third-party hosting, data and optional APIs may cost extra.
Personal, non-transferable use. No redistribution. Sold as-is, subject to non-excludable rights. No voluntary change-of-mind refund program is offered. Failed delivery, defective or misdescribed files and mandatory consumer remedies remain covered by the purchase policy. Purchase-delivery help: [email protected].
Affiliate disclosure: The guide contains optional DigitalOcean links through which GSD Contracts LLC / ForgeMesh may earn a commission. A non-affiliate alternative is provided. Infrastructure choices are optional and should follow your own requirements. No Alpaca referral relationship is represented.