Markets change inputs. The cage stays the same.
Mentor Sentinel was built and proven first in live crypto-market paper trading. The framework ports across markets where decisions depend on continuous data, explicit theses, and observable invalidation events.
One governance framework. Six surfaces.
Crypto is live today and the strongest proof we hold. Four markets are expansion surfaces where the same architecture applies with the data inputs swapped. AI governance is the cage as a standalone, licensable product.
Crypto
Where we prove it. The full governance pipeline runs autonomously against live crypto markets at production scale: real market data, real exchange pricing, thousands of cycles, every decision logged and auditable.
US Equities
Built in crypto, priced for equities. The same governor at a fraction of the trading cost, reading earnings, analyst actions, filings, and sector flow as named invalidation triggers.
Futures
The cheapest place to run the cage. Micro contracts, near-24-hour markets, and scheduled macro releases the system can wait for, read, and weigh against every open thesis.
Forex
The world's largest market runs on the system's favorite fuel: scheduled, machine-readable macro events. The 24/5 clock is the smallest adaptation of any expansion segment.
Prediction Markets
The purest test of thesis-based trading: positions that are literally arguments about facts. A poll, a ruling, or a data release directly confirms or falsifies the reason for holding.
AI Governance
Not every AI decision is a trade. Every AI decision needs a cage. A domain-neutral oversight layer that watches software, files a report every cycle no matter what it finds, and can never quietly become the actor.
High-level segment positioning is public. Detailed architecture is available under NDA for qualified partners. See the Technology overview for the fail-closed pipeline that every market shares.
What changes per market. What never does.
The pipeline structure, the fail-closed default, the written thesis, and the one-way exit ratchet are identical in every column. Only the inputs move.
| Crypto | Equities | Futures | Forex | Prediction | AI Governance | |
|---|---|---|---|---|---|---|
| Status | Live (paper, production scale) | Expansion | Expansion | Expansion | Expansion | Licensing |
| Clock | 24/7 | Session + gaps | ~24/5 | 24/5 | Continuous | Any cadence |
| Thesis fuel | On-chain, derivatives, news | Earnings, analysts, filings | Macro releases, inventories | Central banks, rate gaps | Polls, rulings, data events | Changelogs + behavior |
| Signal-analysis input | Candlesticks | Candlesticks | Candlesticks | Candlesticks | Probability series | Behavioral signals |
| Porting cost | Reference build | Configuration | Configuration + contract mechanics | Configuration (smallest) | Configuration + new signal inputs | Separate product |
| Patent posture | Filed | Filed, embodied | Filed, embodied | Filed, in scope | In scope, extensible | Separate filing chain |
Why not PE, VC, or real estate?
The framework is strongest where decisions can be continuously monitored against fresh evidence: liquid price signals, frequent feedback, machine-readable events, and observable thesis invalidation.
What those markets lack
Private equity, venture capital, and real estate lack continuous liquid pricing and fast feedback loops. A thesis there cannot be graded against fresh evidence every few minutes, so the monitoring loop that makes the governance framework valuable has nothing to read between decision points.
Ruled out? No. Sequenced.
Illiquid asset classes are future research areas, not first targets. The six segments on this page are the ones where continuous data, explicit theses, and observable invalidation events already exist today, which is exactly the environment the framework was built for.
Detailed architecture available under NDA.
Public pages explain the market fit. Deep system detail stays protected for qualified partners. Start a conversation about expansion segments or licensing.