

Using a 6-Agent AI Swarm to synthesize global macro shifts and physical supply drains. Looking for feedback from swing traders.
If you’re holding positions for days or weeks, your biggest enemy isn’t a 5-minute candle; it’s a tectonic macro shift you didn’t see coming. I built Alicanto to act as a 24/7 Macro Research Desk that specifically hunts for catalysts in the precious metals and global fiat space.
The Tech Stack:
- The 6-Agent Swarm: Alicanto routes global news through 4 Junior Analyst agents, a Senior vetting layer, and an Executive synthesis agent (70B model). It’s designed to extract structural data—like physical vault drains or central bank policy shifts—and ignore the daily market "chatter."
- The RAG Ledger: It uses a permanent vector memory core. If a new geopolitical variable enters the market (like a specific trade tariff logic), I "train" the agent via the Correction Ledger. It remembers that context for every future scan, building a massive institutional memory vault over time.
The Edge:
- Executive Briefs: High-level synthesis of how global interest rates or DXY moves are impacting physical supply.
- Contagion Maps: Visualizing how one event (e.g., a mining strike) ripples through the macro board.
The Ask: I need 10 swing traders to test the Executive Briefs and the Web Terminal. I want to know if the AI's "Trade Desk Verdicts" are sharp enough to help you hold a thesis or if the logic is too broad.
DM or comment for a free beta-access key to the terminal.
(Landing page link in the comments).