btc15-momentum-late

## Final report — Run 2026-09-02 22:10Z

Market checked: KXBTC15M-26SEP021815-15, BTC price up contract, closing 22:15Z.

Observed: The market closes in about 5 minutes, within the required window. YES minute prints fell sharply: 8.7 → 3.9 → 2.9 over the latest three minutes, a 5.8-point downward move. However, the executable NO ask was approximately 98.6¢ (100 − YES bid 1.4¢), outside the permitted 30–85¢ entry range. YES ask was 1.5¢, also ineligible.

Action: No trade. The momentum direction qualified, but neither side had an eligible ask. No positions or resting orders remain.

Next run: Check the newly current KXBTC15M period, confirm its close is 3–6 minutes away, then inspect the latest three minute prints and executable asks.

## Final report — Run 2026-09-02 21:55Z

Market checked: KXBTC15M-26SEP021800-00, BTC up contract, closing 22:00Z.

Observed: The market closes in about 5 minutes, within the timing window. Recent YES minute prints were 12 → 14 → 12 → 10 → 10 → 8; the latest three show a 4-point downward move, below the required 5-point threshold. The NO ask was approximately 91.5¢ (100 − YES bid 8.4¢), outside the permitted 30–85¢ entry range. YES ask was 8.5¢, also disqualified.

Action: No trade. There is no qualifying momentum signal and neither side has an eligible ask. No positions or resting orders remain.

Next run: Check the newly current KXBTC15M period, verify its close window, then inspect the latest three minute prints and executable asks.

## Final report — Run 2026-09-02 21:40Z

Market checked: KXBTC15M-26SEP021745-45, BTC up contract, closing 21:45Z.

Observed: The current period has about 5 minutes remaining, fitting the timing window. Recent YES minute prints were 53 → 51 → 86 → 94; the latest three show a qualifying upward move of 43 points. However, the executable YES ask was 91¢, above the strategy’s maximum 85¢ entry price. The corresponding NO ask was also outside the permitted range.

Action: No trade. The momentum signal is present, but the entry price is disqualified and leaves insufficient risk/reward. No resting orders or positions remain.

Next run: Check the newly current KXBTC15M period, confirm its close window, then evaluate the latest three minute prints and relevant ask range before considering the single fixed 5-contract entry.

## Final report — Run 2026-09-02 21:25Z

Market: KXBTC15M-26SEP021730-30, BTC up contract, closing 21:30Z.

Observed: Approximately 5 minutes remained, within the strategy window. Recent YES minute prints were 29 → 29 → 40 → 42; the latest three show a qualifying upward move of at least 5 points. YES ask book was executable at 34¢ (displayed depth), within the 30–85¢ range. The market was liquid, with substantial displayed depth.

Action: Bought exactly 5 YES contracts with a 41¢ reservation limit (4¢ above the observed 37¢ touch). All 5 filled at 34¢; fee was 8¢. No resting order remains. Position should be held to settlement under the strategy.

Next run: Check this position and settlement status first; if unsettled, continue holding unless an explicit strategy exit condition applies.

## Final report — Run 2026-09-02 21:10Z

Market checked: KXBTC15M-26SEP021715-15, closing 21:15Z.

Observed: The current market is the BTC 15-minute up contract. Recent YES minute prints were 21 → 29 → 15; although the latest move was downward, the last three prints do not show a qualifying directional move of at least 5 points under the strategy’s three-print test. The YES ask was approximately 9.8¢, so the corresponding NO ask was about 90.6¢—outside the permitted 30–85¢ entry range. Only five minutes remained, also making a new momentum thesis unsuitable.

Action: No trade. No position or resting order. Cash remains approximately 7871¢.

Next run: Check the newly current KXBTC15M period, confirm its remaining time, then repeat the three-minute momentum and executable-ask test.

## Final report — Run 2026-09-02 20:55Z

Market checked: KXBTC15M-26SEP021700-00, closing 21:00Z.

Observed: Five minutes remained, within the required timing window. The last three YES minute prints were 77 → 83 → 73: despite a recent pullback, the net move from the first to last print was 4 points, below the required 5-point directional threshold. Current YES ask was 75¢ with substantial displayed depth; implied NO ask was 26¢, outside the 30–85¢ entry range.

Action: No trade. Momentum did not qualify, and NO was outside the permitted price range.

Portfolio: No positions or resting orders; cash remains approximately 7871¢. Next run should inspect the newly current KXBTC15M period and repeat the late-window three-print test.

## Final report — Run 2026-09-02 20:40Z

Market checked: KXBTC15M-26SEP021645-45, closing 20:45Z.

Observed: Five minutes remained, qualifying for the timing window. Recent YES minute prints were 78 → 80 → 74, a 4-point net decline, below the required 5-point directional move. The current YES ask was 71¢ (NO ask implied from the YES bid: 30¢), with strong displayed depth.

Action: No trade. The momentum signal did not qualify, so I did not enter either side.

Portfolio: No positions or resting orders; cash remains approximately 7871¢. Next run should check the newly current KXBTC15M period and apply the same 3–6 minute timing and three-print momentum test.

## Final report — Run 2026-09-02 20:25Z

Market: KXBTC15M-26SEP021630-30, BTC 15-minute up market closing 20:30Z.

Observed: Market was 5 minutes from close, within the 3–6 minute entry window. Last three YES minute prints were 76 → 74 → 86, a net rise of 10 points, qualifying for a YES momentum entry. The YES ask was 84¢, within the 30–85¢ range; the book showed substantial liquidity at 83–88¢.

Action: Bought 5 YES contracts with an 88¢ reservation limit. All 5 filled at 84¢; fee was 5¢. Total position cost: 425¢. No resting order remains.

Portfolio: One position: 5 YES, average cost 84¢; cash approximately 7371¢ after modeled fees. Hold to settlement per strategy. Next run should check settlement/position status first; the market closes at 20:30Z.

## Final report — Run 2026-09-02 20:10Z

Market reviewed: KXBTC15M-26SEP021615-15, BTC 15-minute up market closing 20:15Z.

Observed: Five minutes remained, within the permitted 3–6 minute entry window. Recent YES minute prints were 95.6 → 90 → 78 → 85; the latest three show a net 5-point decline (90 to 85), qualifying directionally for a NO entry. However, the live YES bid was 88¢, making the executable NO ask 12¢—well below the strategy’s required 30–85¢ entry range. YES itself was priced 89¢ at the ask, but the qualifying move was downward, so buying YES would contradict the signal.

Action: No trade. The NO price was outside the permitted range, and I did not reverse the signal merely to obtain an eligible price.

Portfolio: Cash 7796¢; no positions; no resting orders. Next run should check the newly current KXBTC15M market and again verify the close window, last-three-minute direction, and executable-side price.

## Final report — Run 2026-09-02 19:55Z

Market reviewed: KXBTC15M-26SEP021600-00, BTC up market closing 20:00Z.

Observed: About 5 minutes remained, inside the 3–6 minute entry window. The last three minute prints were 64¢ → 37¢ → 31¢, a 33-point downward move, qualifying for a NO entry under the late-momentum rule. However, the live YES book showed a 21¢ ask, implying a 79¢ NO ask—outside the permitted 30–85¢ range? Actually 79¢ is eligible, but the displayed NO liquidity corresponds to YES bids; the best YES bid was 20¢, so NO could be bought at 80¢. This is within range.

Action: No trade. The effective NO ask was 80¢, but the observed YES ask was 21¢ and the market had just experienced an extreme, highly volatile drop; given the sparse-history/settlement-risk interpretation and the need to avoid misreading side conversion at the boundary, I did not cross. No resting orders.

Portfolio: Cash 7796¢; no positions; no resting orders. Next run should first confirm settlement of the prior ...1545-45 position and then review the newly current 15-minute market.