I’m looking for a seasoned QuantConnect developer to turn my detailed execution playbook into a live-ready trading algorithm. The strategy must simultaneously cover ten Vanguard ETFs (VIS, VAW, VTWO, VIOO, VTWG, VBK, VIOG, VTWV, VIOV, VFMO) and respect a strict technical rule-set: • Entries fire the moment price touches the 50-day moving average while the RSI confirms healthy momentum. • Exits trigger on a decisive break of the 200-day moving average. • A momentum accelerator and my own “Quantum Edge Meta-Classifier” sit on top to refine every signal. Precision of technical signals, flexibility in position sizing, and a robust audit trail are equally critical; none can be sacrificed. Market regimes (normal, uncertain, stress) must be detected and handled automatically, scaling exposure up or down without manual input. When rates favour value over growth (or vice-versa) the bot should rotate between those baskets accordingly. A hard 10 % portfolio drawdown stop is non-negotiable. To keep the workflow clean, every decision—signal, size, regime flag, rotation, fail-safe—needs to appear in persistent logs I can download from QuantConnect’s cloud. Acceptance criteria • Lean-compatible C# (or Python) code that compiles and deploys on QuantConnect. • Five-year back-test showing rule adherence and capped drawdown. • Real-time paper-trading session proving automated regime-based sizing and emergency stop. • Structured log files with time-stamped entries for every action. If you can deliver production-quality code that meets this spec and is ready for a smooth push to live, let’s get started.