Status
Mode -
Execution -
Backend -
Last Snapshot -
Kill Switch -
Calibrator -
Performance Summary
Equity
$0.00
Start: $0.00
Live Edge Effectiveness
Lookback 60m · Horizon 5m · Min edge 0.000
Calibration Curve (Resolved Markets)
Active Markets & Probability Signals
| Market |
State |
Time Left |
P(Model) vs PM |
Edge / Signal |
P(Fund) / P(Cal) |
Vol (Ann) |
Target |
Delta |
Flow |
| Loading... |
Modeled Probability vs UP Bid/Ask
No data for this window yet.
Open Positions
| Outcome | Size | Avg Px | Unrealized PnL | Updated | |
|---|
Closed Trades
| Outcome | Avg Px | Realized PnL | Closed At | |
|---|
Understanding the Probability Model
How it works:
- P(Fund) - Fundamental probability from diffusion model (Student-t distribution)
- P(Cal) - Calibrated probability using isotonic regression on historical data
- P(Model) - Final probability = P(Cal) + Flow Adjustment
- Edge - P(Model) - P(Market). Positive edge = Model thinks UP is underpriced
- Vol (Ann) - Annualized volatility from EWMA estimator
- Flow - Order flow imbalance score [-1, +1]. Positive = buying pressure toward UP
Trading Rules:
- Entry: Buy UP if Edge > +5%, Buy DOWN if Edge < -5%
- Exit: Take profit when Edge < 2%, Stop loss when Edge reverses beyond threshold
- Position size scales linearly with edge magnitude