Automated dollar-cost averaging, recalculated against live market signals.
Tervanock keeps your fixed contribution amount and interval, then narrows each deployment to a smart entry window based on short-term volatility and liquidity signals. No manual timing decisions, no skipped contributions.
Connects to supported exchanges and brokerages via read/execute API access. No custody of funds.
Illustration of how a scheduled contribution date is narrowed to a signal-selected window. Not a record of executed trades.
How smart entry timing works inside a fixed contribution schedule
Standard dollar-cost averaging buys at a fixed clock time regardless of price. Tervanock keeps your amount and interval exactly as set, then decides where inside a narrow window that contribution lands.
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Data ingestion
Price, volatility and order-book liquidity data stream in continuously from connected venues.
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Signal scoring
Short-term price structure is scored against rolling volatility bands to flag favourable conditions.
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Entry window calculation
Your scheduled contribution date is converted into a bounded window, typically hours rather than a single instant.
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Automated execution
Capital is deployed inside that window without manual confirmation, respecting your set contribution size.
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Schedule reweighting
If volatility conditions shift materially, the following cycle's window is adjusted slightly; the interval itself is never skipped.
The contribution interval and amount are fixed by you, not by the model. Tervanock does not decide whether to invest; it decides when, within the boundary you set.
This separates timing risk from commitment risk: you retain control over exposure size and frequency, while short-term entry decisions are handled by consistent, auditable logic rather than discretionary judgement.
Every window decision is logged with the signal inputs that produced it, so the basis for each entry can be reviewed after the fact.
Built for analytical consistency across time zones
Tervanock runs as a continuous service rather than a dashboard you have to watch. Models re-score conditions on every data tick, independent of market hours or your own working schedule.
The platform is designed for people managing capital alongside remote work: schedules are set once, monitored centrally, and reviewed on your own time rather than in response to market movements.
Configuration changes, including pausing a schedule or adjusting contribution size, take effect from the next scheduled cycle and are confirmed back to you with a timestamp and reason code.
A dashboard built for scanning, not storytelling
Representative interface. Figures below illustrate layout and formatting only; they are not live account data or performance claims.
| Asset | Schedule | Last signal | Status |
|---|---|---|---|
| BTC-GBP | Weekly, Mon 09:00 | 08:52 | Executed |
| ETH-GBP | Biweekly, Fri 09:00 | — | Pending window |
| Index tracker A | Monthly, 1st 09:00 | 09:14 | Executed |
| SOL-GBP | Weekly, Wed 09:00 | — | Pending window |
Risk assessment — current cycle
Updated continuouslyThe risk band reflects detected short-term volatility relative to each asset's trailing baseline. It informs the width of the entry window; it does not pause or cancel a scheduled contribution.
Predictive models and risk controls, detailed
Three components work together inside every scheduled cycle: forecasting, boundary setting, and portfolio-level balance.
Short-horizon predictive models
Volatility and momentum models operate on intraday timeframes, scoring conditions relevant to the next scheduled contribution rather than attempting long-range forecasts.
| Model horizon | Intraday, bounded to the entry window |
| Recalculation frequency | Continuous, on each data tick |
Risk management tools
Each asset carries a dynamic risk band derived from trailing volatility. The band widens or narrows the entry window and flags unusual conditions for manual review.
| Risk banding | Low / Moderate / High, per asset |
| Manual override | Schedules can be paused by the account holder at any time |
Portfolio-level reweighting
Where multiple schedules share a portfolio, contribution sizing accounts for existing exposure so a single asset does not absorb disproportionate volatility risk.
| Scope | Across all connected schedules in one portfolio |
| Adjustment basis | Trailing exposure and correlation between held assets |
Scenarios for location-independent investors
Three common setups, each with a different balance of contribution size, frequency and review cadence.
Irregular income, fixed monthly allocation
A consultant invoicing in variable cycles sets a single monthly contribution against two assets, timed to a fixed day after typical invoice clearance.
- Day 0Connect exchange account; define contribution amount and monthly date.
- Week 1First scheduled cycle executes within its entry window; log entry recorded.
- Month 2Review window deviation and adjust contribution size if required.
Steady salary, weekly contributions across time zones
An operations lead working across shifting time zones sets a weekly schedule so entry timing is not dependent on being awake during any particular market session.
- Day 0Set weekly interval and risk band tolerance for each held asset.
- Week 2Confirm execution logs align with the configured schedule.
- Month 1Enable portfolio-level reweighting across a second asset.
Multiple schedules under one portfolio view
An investor running three separate contribution schedules consolidates them under one portfolio so exposure and risk bands are assessed together rather than per asset.
- Day 0Group existing schedules under a single portfolio identifier.
- Week 1Reweighting logic begins adjusting relative contribution sizes.
- Month 3Quarterly review of risk band history and window deviation across assets.
Methodology disclosure and platform requirements
How does smart entry differ from fixed-interval DCA?
Fixed-interval DCA executes at the same clock time every cycle regardless of price. Tervanock keeps the same amount and cycle frequency but selects the exact execution point within a bounded window around that cycle, based on short-term signal scoring.
What data feeds the model?
Price, order-book depth and realised volatility from connected exchanges and brokerages, refreshed continuously. No off-chain sentiment or social data sources are used in entry window calculations.
Can I pause or adjust the schedule?
Yes. Pausing, resizing or cancelling a schedule takes effect from the next cycle. Changes are confirmed with a timestamp, and the current cycle completes under the previous settings if already inside its window.
What happens during extreme volatility?
The entry window widens and the risk band is marked High. The scheduled contribution still executes inside the window; Tervanock does not cancel contributions based on market conditions unless you have set a manual pause rule.
Does Tervanock guarantee investment outcomes?
No. The platform automates the timing mechanics of a schedule you define. Market outcomes depend on asset performance, which Tervanock does not control or predict with certainty.
Platform requirements
- Current version of Chrome, Firefox or Safari for account management
- A connected brokerage or exchange account supporting read and execute API access
- Minimum contribution size set by your connected provider, not by Tervanock
Security overview
Tervanock does not hold custody of funds. API connections are scoped to read market data and execute trade instructions only; withdrawal permissions are never requested during setup.
Connection credentials can be revoked from your provider's dashboard at any time, which immediately halts all scheduled execution under that connection.