Chapter three of the book describes the methodological framework laying out the system’s architecture and the data processing pipeline from acquisition to analysis. It describes the selection of financial indicators, the acquisition and processing of data, the formulation of predictive targets, feature scaling and the evaluation metrics used to assess model performance. The chapter also covers the design and application of the Risk-Off filter, a feature designed to decrease risk exposure during times of market volatility. Additionally, it explains the training and test phases to give clear guidance on how the investment model was built and validated through a rigorous testing process.