Cross-venue pricing gap
Why we show our reasoning: because institutional products hide it. You should know what you're paying for.
Market price vs. our posterior · trailing 30 days · 15-min refresh
Cross-venue pricing gap
Order flow + volume regime
Historical base rate + regime
Scenario stress + counterfactual
Aggregation + final call
No explicit invalidation criteria captured on this run. Absence is itself a signal — treat this call with more caution than one accompanied by a documented risk list.
Kelly and payoff derive from the JUDGE posterior against the current market price. Kelly is capped at a quarter-stake for risk hygiene; payoff is the per-$100 expected value on the recommended side.
This is a novel market type. Our committee has no direct historical precedent — the reasoning above is from first principles.
No news impact data for this market yet.
SENTINEL is crawling — check back soon.