The global MetaStacker (
meta-stacker.html) learns ONE optimal blend across all symbols. But different symbols have different dynamics:
- SPY โ large-cap index, smooth dynamics โ multi-horizon ensemble often dominates
- NVDA / TSLA โ high-vol momentum names โ bootstrap divergence carries more info
- Crypto (BTC/ETH) โ 24/7 markets โ k-NN of similar past states may be most predictive
Per-symbol meta-stackers learn each symbol's optimal mix independently. After 30+ resolutions per symbol, the brain switches that symbol's predictions to its own learned blend. Below that threshold, the global blend is used.
Storage: ~28 bytes per symbol (6 weights + bias). 24 symbols = ~700 bytes total. Trivial overhead for genuinely better predictions.