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1793837700.0, "strike": 80419.69, "result": "yes", "final_value": 80631.87, "spot_open": 80473.5 }, { "window_id": "KXBTC15M-26NOV041900", "open_ts": 1793835900.0, "close_ts": 1793836800.0, "strike": 80625.72, "result": "no", "final_value": 80419.69, "spot_open": 80614.9 }, { "window_id": "KXBTC15M-26NOV041845", "open_ts": 1793835000.0, "close_ts": 1793835900.0, "strike": 80428.06, "result": "yes", "final_value": 80625.72, "spot_open": 80406.1 }, { "window_id": "KXBTC15M-26NOV041830", "open_ts": 1793834100.0, "close_ts": 1793835000.0, "strike": 80430.04, "result": "no", "final_value": 80428.06, "spot_open": 80441.3 }, { "window_id": "KXBTC15M-26NOV041815", "open_ts": 1793833200.0, "close_ts": 1793834100.0, "strike": 80652.52, "result": "no", "final_value": 80430.04, "spot_open": 80423.28 } ], "trades": [ { "window_id": "KXBTC15M-26NOV051945", "side": "YES", "entry_ts": 1793925076.5116673, "entry_price": 0.47, "contracts": 10, "edge": 0.0489, "status": "settled", "result": "yes", "exit_reason": null, "pnl": 5.12, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV051900", "side": "YES", "entry_ts": 1793922436.111484, "entry_price": 0.6, "contracts": 8, "edge": 0.056, "status": "settled", "result": "yes", "exit_reason": null, "pnl": 3.06, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV051800", "side": "NO", "entry_ts": 1793918895.1623409, "entry_price": 0.77, "contracts": 6, "edge": 0.0948, "status": "settled", "result": "no", "exit_reason": null, "pnl": 1.3, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV051745", "side": "YES", "entry_ts": 1793918062.1741598, "entry_price": 0.36, "contracts": 13, "edge": 0.0424, "status": "settled", "result": "no", "exit_reason": null, "pnl": -4.89, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV042115", "side": "YES", "entry_ts": 1793844078.3107867, "entry_price": 0.41, "contracts": 11, "edge": 0.0618, "status": "settled", "result": "yes", "exit_reason": null, "pnl": 6.3, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV042030", "side": "NO", "entry_ts": 1793841437.5386753, "entry_price": 0.78, "contracts": 6, "edge": 0.0657, "status": "settled", "result": "no", "exit_reason": null, "pnl": 1.24, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV042015", "side": "YES", "entry_ts": 1793841084.2892373, "entry_price": 0.66, "contracts": 7, "edge": 0.0849, "status": "settled", "result": "no", "exit_reason": null, "pnl": -4.73, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV041930", "side": "YES", "entry_ts": 1793837858.9124064, "entry_price": 0.47, "contracts": 31, "edge": 0.0583, "status": "closed", "result": null, "exit_reason": "hard stop: mark 0.17 <= 0.26", "pnl": -10.46, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV041915", "side": "NO", "entry_ts": 1793837230.664315, "entry_price": 0.17, "contracts": 86, "edge": 0.0718, "status": "closed", "result": null, "exit_reason": "model flip: P(yes) 0.83 > 0.70", "pnl": -4.98, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV041915", "side": "NO", "entry_ts": 1793837048.2118213, "entry_price": 0.27, "contracts": 54, "edge": 0.0517, "status": "closed", "result": null, "exit_reason": "model flip: P(yes) 0.71 > 0.70", "pnl": -3.06, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV041900", "side": "YES", "entry_ts": 1793835985.80995, "entry_price": 0.33, "contracts": 45, "edge": 0.0461, "status": "closed", "result": null, "exit_reason": "hard stop: mark 0.11 <= 0.18", "pnl": -11.34, "source": "auto_committee" }, { "window_id": "KXBTC15M-26NOV041800", "side": "YES", "entry_ts": 1793832740.9790087, "entry_price": 0.28, "contracts": 53, "edge": 0.1393, "status": "closed", "result": null, "exit_reason": "model flip: P(yes) 0.25 < 0.30", "pnl": -5.59, "source": "auto_committee" } ], "debate": { "id": "D-KXBTC15M-26NOV052000-1793926216", "window_id": "KXBTC15M-26NOV052000", "ts": 1793926216.613709, "mode": "auto", "features_json": "{\"window_id\": \"KXBTC15M-26NOV052000\", \"ts\": 1793926214.613586, \"market_ticker\": \"KXBTC15M-26NOV052000-00\", \"spot\": 76105.88, \"spot_model\": 76096.96, \"strike\": 76267.68, \"time_left\": 585.3864140510559, \"elapsed\": 314.6135859489441, \"quote_move_60\": -0.13999999999999999, \"ret_1m\": -0.0009770423424691618, \"ret_3m\": -0.0014546110269778186, \"ret_5m\": -0.002047612563978935, \"ret_10m\": -0.0012968246753403017, \"sigma_1m\": 0.0005122312351372952, \"sigma_15m\": 0.001983863043094, \"sigma_rem\": 0.0015999696768951642, \"sigma_fast\": 0.0004977105020196307, \"sigma_slow\": 0.0005299787978366628, \"vol_ratio\": 0.9391139872977011, \"shock_z\": 1.9074243729148646, \"n_ret\": 20, \"dist\": -0.0022409408304144046, \"dist_pct\": -0.002121540867638716, \"dist_sigma\": -1.525475739754649, \"dist_sigma_pure\": -1.4006145633729028, \"p_model\": 0.06357024006003537, \"p_model_pure\": 0.08066468179711339, \"yes_bid\": 0.1, \"yes_ask\": 0.11, \"yes_mid\": 0.10500000000000001, \"spread\": 0.009999999999999995, \"no_ask\": 0.9, \"volume\": 1122533.33, \"oi\": 530522.69, \"volume_rate\": 3413.410373543306, \"ob_imbalance\": 0.032749789761113285, \"yes_depth\": 0.0, \"no_depth\": 9671.21, \"taker_flow\": 0.5411617999380807, \"mean_10m\": 76216.8135, \"z_meanrev\": -0.8992526119087078, \"p_implied\": 0.10500000000000001, \"edge_yes\": -0.046429759939964635, \"edge_no\": 0.03642975993996467, \"last\": 0.11}", "transcript_json": "[{\"round\": 1, \"agent\": \"momentum\", \"label\": \"Momentum desk\", \"stance\": \"NO\", \"p_yes\": 0.28287055171466946, \"confidence\": 0.554, \"text\": \"Spot down over the last minutes: 3m -0.145% (-1.64 sigma), 5m -0.205% (-1.79 sigma).\", \"points\": [\"1m -0.098% / 3m -0.145% / 5m -0.205%\", \"Trend score -1.69 -> P(yes)=0.28\", \"Momentum decays fast in 15m binaries: only actionable early in the window.\"]}, {\"round\": 1, \"agent\": \"meanrev\", \"label\": \"Mean-reversion desk\", \"stance\": \"YES\", \"p_yes\": 0.5998076407341754, \"confidence\": 0.335, \"text\": \"Spot is stretched below its 10-minute mean by -0.146% (-0.90 sigma); reversion favors YES.\", \"points\": [\"10m mean 76216.81 vs spot 76105.88\", \"Stretch z=-0.90 -> P(yes)=0.60\", \"In a trending tape this desk is systematically early - size accordingly.\"]}, {\"round\": 1, \"agent\": \"quant\", \"label\": \"Quant desk\", \"stance\": \"NO\", \"p_yes\": 0.06357024006003537, \"confidence\": 0.553, \"text\": \"Brownian fair value: spot is -1.53 sigma from the 76267.68 strike with 9.8 min left and 0.198% 15m vol.\", \"points\": [\"P(close >= strike) = 0.06 vs market mid 0.11 (raw edge -0.041)\", \"Distance -0.212% of strike; remaining sigma 0.160%\", \"Model is volatility-driven: if realized vol is mis-estimated, fair value is wrong.\"]}, {\"round\": 1, \"agent\": \"micro\", \"label\": \"Microstructure desk\", \"stance\": \"YES\", \"p_yes\": 0.6278654451370329, \"confidence\": 0.392, \"text\": \"Book is bid-heavy (imbalance +0.03) and the 2-minute tape shows net taker buying of YES (+0.54); spread 1.0c.\", \"points\": [\"Book: 0 contracts offered YES / 9671 offered NO\", \"Volume 1,122,533, rate 3,413.4/s, OI 530,523\", \"Flow P(yes)=0.63\"]}, {\"round\": 1, \"agent\": \"risk\", \"label\": \"Risk officer\", \"stance\": \"HOLD\", \"p_yes\": null, \"confidence\": 0.35, \"text\": \"Veto: mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor\", \"points\": [\"mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor\", \"thin offer depth (0/9671 contracts) - size down\"]}, {\"round\": 2, \"agent\": \"momentum\", \"label\": \"Momentum desk\", \"stance\": \"NO\", \"p_yes\": 0.28287055171466946, \"confidence\": 0.554, \"text\": \"Flow is not confirming the move, but price is the primary signal. Standing pat.\", \"points\": []}, {\"round\": 2, \"agent\": \"meanrev\", \"label\": \"Mean-reversion desk\", \"stance\": \"YES\", \"p_yes\": 0.5998076407341754, \"confidence\": 0.201, \"text\": \"Trend score -1.69 with flow confirming. Fading a live trend is a low-probability game - I stand down.\", \"points\": []}, {\"round\": 2, \"agent\": \"quant\", \"label\": \"Quant desk\", \"stance\": \"NO\", \"p_yes\": 0.06357024006003537, \"confidence\": 0.553, \"text\": \"Model and market are broadly aligned; the edge is thin but real.\", \"points\": []}, {\"round\": 2, \"agent\": \"micro\", \"label\": \"Microstructure desk\", \"stance\": \"YES\", \"p_yes\": 0.6278654451370329, \"confidence\": 0.392, \"text\": \"Flow is mixed; no strong conviction from my side.\", \"points\": []}, {\"round\": 2, \"agent\": \"risk\", \"label\": \"Risk officer\", \"stance\": \"HOLD\", \"p_yes\": null, \"confidence\": 0.35, \"text\": \"The veto stands unless the chair documents an exception. I do not have one.\", \"points\": []}, {\"round\": 3, \"agent\": \"chair\", \"label\": \"Chair\", \"stance\": \"HOLD\", \"p_yes\": 0.08672614279721463, \"confidence\": 0.386, \"text\": \"Quant anchor P(yes)=0.06, tilted +0.001 by the discretionary desks, shrunk to 0.09 for model error; 72% weighted agreement, 0.39 confidence. No trade: risk veto: mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor.\", \"points\": [\"risk veto: mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor\"]}]", "verdict_json": "{\"action\": \"HOLD\", \"side\": null, \"price\": 0.0, \"contracts\": 0, \"stake\": 0.0, \"edge\": 0.0, \"edge_gross\": 0.0, \"p_yes\": 0.0867, \"p_yes_raw\": 0.065, \"confidence\": 0.3865, \"agreement\": 0.7214, \"reason\": \"risk veto: mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor\", \"exit_plan\": {}, \"vetoes\": [\"mid 0.11 outside tradeable band [0.15, 0.85] - risk/reward too poor\"]}" }, "n_windows": 32, "n_settled": 31 }