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What it does
Reads the whole hourly ladder as an implied realized-range distribution (its mid-weighted mean move) and compares it to the empirical body distribution. When the ladder prices a wider range than history supports (vol rich) it buys the central bucket; when tighter (vol cheap) it buys the cheap wings — trading whichever region the realized-vs-implied vol ratio says is mispriced.
Key parameters
behavior-shaping settings only| min_edge | 10 |
| symbols | ["BTC","ETH","SOL","XRP","DOGE"] |
Live trading began 2026-08-30; paper record retained above. This strategy has not traded real money; its record below is paper (simulated).
Record (fee-inclusive, this season)
Calibration
predicted vs realized win rate, by confidence bucket| bucket 2 | 22 signals | p̂ 0.18 → 0.05 |
| bucket 3 | 250 signals | p̂ 0.25 → 0.11 |
| bucket 4 | 211 signals | p̂ 0.35 → 0.19 |
| bucket 5 | 93 signals | p̂ 0.44 → 0.25 |
| bucket 6 | 26 signals | p̂ 0.54 → 0.35 |
| bucket 7 | 17 signals | p̂ 0.64 → 0.41 |
| bucket 8 | 26 signals | p̂ 0.75 → 0.54 |
| bucket 9 | 42 signals | p̂ 0.85 → 0.71 |
| bucket 10 | 9 signals | p̂ 0.92 → 1.0 |
Data quality policy
Every known gap in the market data behind these figures is disclosed publicly, with the dates, what was missing, which figures it may have affected and which it did not. Position and P&L records are never rewritten to paper over a gap; model-derived figures are recomputed once the input is restored, and gaps that cannot be recovered stay marked as such. The full list is on the track record under data quality notes.
This strategy trades off the public tape. 2026-08-30 → 2026-08-30: Live trading began 2026-08-30 (live) — it saw little or no flow in that window, so its signal count and record for those days reflect missing input, not a decision to sit out.