| Time (EST) | Type | Ticker | Side & Qty | Price | Edge / Gain | Realized PnL |
|---|
| Tau Bucket | Model Brier | Mkt Brier | Skill |
|---|---|---|---|
| 0 – 60s (Pin) | 0.0571 | 0.1389 | +58.9% |
| 1 – 5m (Core) | 0.2024 | 0.2139 | +5.4% |
| 5 – 10m | 0.2488 | 0.2386 | -4.3% (Gated 6c) |
| 10 – 15m | 0.2531 | 0.2503 | -1.1% (Gated 6c) |
Kalshi 15m crypto contracts settle on the CF Benchmarks Real-Time Index (BRTI). Single-exchange bots get wicked by localized spikes. We stream concurrent WebSockets from Coinbase, Kraken, and Bitstamp, taking the real-time median and measuring cross-venue basis dispersion in bps.
Settlement is the 60-second simple average of BRTI before close—an Asian binary option. Before the final 60s, averaging cuts variance by 2W/3. Inside the final 60s, fraction f = (60-τ)/60 is already printed in stone, and remaining variance collapses cubically!
15-minute crypto returns have high kurtosis (jumps & liquidation cascades) where Gaussian Black-Scholes is dangerously overconfident past 1.5σ. We transform unit-variance Student-t (df = 8) via Hill's exact normal approximation.
BTC institutional flow leads ETH, SOL, and XRP by 2–8 seconds. We track 30s multi-venue Signed Order Flow Imbalance (OFI) plus the unpriced 25s BTC Lead-Lag Residual (Δz_lead) and Kalshi orderbook depth imbalance.
Kalshi rounds taker fees ceil(0.07 · C · P · (1-P) · 100)/100 UP to the nearest cent, which secretly destroys 1-lot edges. Our size_order_exact() searches lot sizes after exact ceiling rounding and applies a 0.75x–1.35x Conviction Kelly Multiplier.
Instead of waiting for expiration when a contract bids 98¢ or when spot reverses, exit_signal() sells into the bid via reduce_only=True whenever net proceeds beat holding by ≥2.0¢—and immediately recycles the entry slot.
Autonomous 15m binary options engine across BTC, ETH, SOL, and XRP. Combines 3-venue BRTI composite median, Student-t Asian pin lock, 30s signed OFI, and BTC lead-lag beta.
Polymarket US binary crypto engine (`scratch/polyquant`) with Key ID a04c6b7a-4bf1… pre-wired. Unlocks Cross-Venue Synthetic Arbitrage: buying Kalshi YES + Polymarket NO whenever combined cost < $0.97 for risk-free locked payout.
Switches wide-spread (≥3¢) Kalshi books from IOC Taker (1.75¢ fee) to resting Post-Only Maker limit orders—paying 0¢ maker fee and capturing the bid-ask spread on both entry and exit.
Streams sub-second perpetual futures open-interest wipes and liquidation cascades to detect forced market-order squeezes 3–10 seconds before spot candles print on BRTI constituent exchanges.
Dynamically weights concurrent exposure across BTC, ETH, SOL, and XRP using the real-time 4x4 cross-correlation matrix so simultaneous entries maximize Sharpe ratio without over-stacking directional beta.
Autonomous Solana vault (HmxPrP…35Jkzr) with instant CLI settlement scripts (send-sol.mjs, send-usdc.mjs) and Jupiter V6 atomic SOL ↔ USDC swaps for cross-exchange funding.
| Scaling Tier | Bankroll Range | Max / Market | Max Open Exposure | Back-Office Octane Unlocked | Status |
|---|---|---|---|---|---|
| TIER 1 · IGNITION | $100 – $150 | $18.00 | $55.00 | Kalshi15 v2.3 (4-Series + Asian Pin Lock + OFI + BTC Lead-Lag) | ACTIVE NOW ($114.55) |
| TIER 2 · VELOCITY | $150 – $350 | $35.00 | $110.00 | + Zero-Fee Maker Penny-Jumper + 4x4 Correlation Matrix Sizer | $35.45 AWAY |
| TIER 3 · OVERDRIVE | $350 – $750 | $75.00 | $240.00 | + Perp Liquidation Cascade Oracle + Dual-Leg Bracket Exits | STAGED |
| TIER 4 · SOVEREIGN ($1K+) | $750 – $1,000+ | $150.00 | $480.00 | + Full PolyQuant US (Polymarket ↔ Kalshi Risk-Free Cross-Arb) | STAGED |