Strategy: crypto-arb-tailend
Configuration
Entry Timing
Time window:
< 120s
Dynamic thresholds:
120s→0.90, 90s→0.92, 60s→0.96, 30s→0.94
Min ref quality:
Historical
Market Filters
Max spread:
200 bps
Stale OB:
30s
Sustained:
5s / 2 ticks
Max volatility:
2.000%
Strike distance:
0.1200%
Rejection cooldown:
15s
Post-Entry / Sell
Post-entry exit:
$0.05 drop in 10s
Min sell delay:
15s
Post-only:
No
Composite Price
Min sources:
2
Max source stale:
5s
Max dispersion:
50 bps
Feed stale:
30s
Active Markets (2)
| Market | UP | DOWN | Fee | Net | Time Left |
|---|---|---|---|---|---|
| BTC Up/Down | 0.38 | 0.63 | 0.015 | 0.605 | 5m 1s |
| ETH Up/Down | 0.54 | 0.47 | 0.016 | 0.514 | 5m 1s |
Market Confidence (2)
| Coin | Time Left | Ask | Conf | Quality |
|---|---|---|---|---|
| BTC | 301s | 0.63 | 4.4% | Exact (100%) |
| ETH | 301s | 0.47 | 1.0% | Exact (100%) |
Reference Prices & Predictions
| Coin | Ref Price | Current | Change | Pred |
|---|---|---|---|---|
| BTC | =$67,306.28 | $67,246.29 | -0.08% | DOWN |
| ETH | =$1,969.27 | $1,968.86 | -0.02% | DOWN |
Open Positions (0)
No open positions
Performance Stats
No trades recorded yet