Since 2017, Quantum Trading has deployed more than 75,000+ live strategies to both institutional and retail clients globally. Our strategies is responsible for more than $1B in notional volume per month. We pool trading data from over 150,000 live trading systems across 30+ different markets. Our real-time data mining infrastructure is tailored to segment order flow and track liquidity precisely, allowing us to capitalise on sentiment inefficiencies. Trades aligned with unfavourable sentiment are blocked or reversed by our ensembled filtering module. Additionally, each transaction across the segments collects more than 300 indicators into a comprehensive dataset for deep learning analysis. We focus on measures of risk-adjusted returns such as the Sharpe Ratio, Sortino Ratio, Calmar Ratio, and Omega Ratio. The system assesses direct and indirect correlation, asset diversification, recovery factors, and risk stability, allowing for precise calibration of trading subsystems into one portfolio, enhancing overall system performance. Our advanced AI-driven processing units analyse and report on vast datasets, refining trading algorithms and risk management parameters. Every trade taken by our portfolios is automatically documented in comprehensive reports with added context and charts in real-time. To keep up with changing market regimes and alpha decay, all subsystems and data sources are reviewed monthly. We re‑score every subsystem and data feed with live forward tests and Monte Carlo to catch drift, seasonality, and clustering. We rank over 250,000 active subsystems, maintaining only the top 100 in our dynamic portfolio. As new strategies rise in rank, we adjust our portfolio to ensure optimal performance.