Explore the Global 365 Thought Leadership Series by Dr. Glen Brown—an unprecedented collection of 365 lectures covering structural intelligence, market doctrine, volatility engineering, multi-timeframe identity, Guidex Theory, tokenized assets, valuation models, portfolio architecture, and the Phoenix Doctrine. A full year of high-level financial engineering and institutional-grade trading philosophy.

The Timeframe-Weighted Volatility Framework (TWVF) is Dr. Glen Brown’s signature institutional doctrine, unifying volatility truth, trend structure, risk identity, and multi-timeframe execution across all nine GATS strategies. This white paper introduces the full model, including DS, VWF, DAATS, BE/Post-BE logic, the fractal 1–9% risk curve, and the complete institutional architecture behind TWVF.

This white paper presents the Global Multi-Asset 50-ETF Portfolio engineered for Global Accountancy Institute, Inc. and Global Financial Engineering, Inc. It unifies GATS, the Universal Risk Doctrine (DS = 16 × ATR256), the 1–9% timeframe-indexed risk model, and the Nine-Laws Framework into a single proprietary trading doctrine for cross-asset, multi-timeframe execution.

Discover the Global Multi-Asset ETF Master Portfolio designed by Dr. Glen Brown for GFE & GAI, integrating GATS, DAATS, and the Nine-Laws Framework into a unified, institution-grade ETF universe.

Guidex Theory – White Paper v1.0, authored by Dr. Glen Brown, reframes digital currencies as nodes in a global kinetic energy matrix. The paper introduces the Kinetic Index Score (KIS), a four-dimensional Guidex Matrix, entropy regimes, and a complete integration with GATS, DAATS, and the Nine-Laws Framework to build structurally robust, energy-aware crypto portfolios.

Guidex Theory redefines Bitcoin and digital assets as nodes in a global kinetic energy matrix—transforming computational work and electrical power into digital reserves. Dr. Glen Brown introduces a new valuation and trading framework grounded in thermodynamics, entropy, and adaptive market regimes.

Discover how GATS integrates Fractional Breakevens, Post-BE Dissipation, and DAATS into a quantum-adaptive risk system that minimizes drawdown and maximizes trend survival.

The Global Lottery Structural Analysis Model (GLSAM) v1.1 is the world’s first fully formalized, non-predictive structural entropy framework for high-randomness lottery systems such as Powerball. In this white paper, Dr. Glen Brown introduces GLSAM’s regime architecture, entropy envelopes, Powerball Entropy Index (P-Index), AntiCrowd logic, and the Research Note Series/Long-Term Structural Matrix ecosystem under the Global Entropy & Game Theory Research Division.

This lecture formalizes the GATS axiom that drawdown should cost time, not capital. We map equity drawdown to a temporal budget via ATR-regime geometry and codify how DS (Death-Stop), DAATS (Dynamic Adaptive ATR Trailing Stop), and the 18.75% Law synchronize to convert equity risk into structured time expenditure. We then extend this to portfolio heat, shock handling, and “Exit Only on Death” discipline, with quantitative tables and MT5/GATS implementation blocks.

This lecture develops the Temporal Geometry Model within the Global Algorithmic Trading Software (GATS). Each trade is treated as a temporal organism whose lifespan expands or contracts with volatility, multi-timeframe alignment, and the 18.75% adaptive law. We formalize Temporal Compression (TC), Resonant Duration (Tres), and Chrono-Risk Scaling, and provide MT5/GATS execution patterns that convert volatility into measurable time.