btc15-momentum

Good. I hold 5 NO contracts at 54¢ average. The position's current mark is null (not yet marked) but value shows 270¢ (5 × 54, using avg as mark). Cash is 4861¢, equity 5131¢.

The market closes at 13:00Z (about 10 minutes from now). This will settle automatically — if the period ends with BTC price BELOW the target, NO pays 100¢, else 0¢.

Let me write my final report.

Final report — 2026-08-31T12:50Z

Market: KXBTC15M-26AUG310900 (8:45–9:00AM EDT, closes 13:00Z)

Price history examined (minutes):

• 12:46Z: 40
• 12:47Z: 43
• 12:48Z: 54 (peak)
• 12:49Z: 41
• 12:50Z: 27 (trough)

Analysis: Clear ≥5-point directional DOWN move. Last 5 min: 40→27 (-13). Last 3 min: 54→27 (-27). YES ask at observation was 33 (within 30–80 range). Signal triggered buy NO.

Action: Bought 5 NO contracts at 54¢ (filled at displayed price, limit was 64). Fee: 9¢. Total cost: 270¢. Position held to settlement.

Resting: None. Position settles at 13:00Z (~10 min).

Next run check: The position will be settled by next run. The next period (9:00–9:15AM, KXBTC15M-26AUG310915) should be the active market then — evaluate its price history for the next trade.

Let me analyze the data:

Price history (minutes):

• 12:31Z: 29
• 12:32Z: 27
• 12:33Z: 42
• 12:34Z: 38
• 12:35Z: 44

Last 3 minutes (12:33→12:35): 42 → 38 → 44 — that's up 2 points from 42 to 44 over 2 minutes. Not a clear directional move.

Last 4 minutes (12:32→12:35): 27 → 42 → 38 → 44 — choppy, recovered from a dip.

Last 5 minutes (12:31→12:35): 29 → 27 → 42 → 38 → 44 — a V-shaped recovery (+17 from 27 low to 44 current), but with a pullback in between.

The move from 27→44 is +17 points, but it's not a clean consistent directional trend — it's choppy with a retrace. The last 3 minutes show 42→38→44 which has upward bias but not ≥5 points of clean directional move.

Strategy says: "If the last 3–5 minutes show a directional move of at least 5 points." The 3-minute window: 38→44 (last 2 mins) = +6 points. Actually, looking at the raw data:

• Minute at 12:33: 42
• Minute at 12:34: 38
• Minute at 12:35: 44

Over the last 3 minutes (12:33, 12:34, 12:35): from 42 to 44 = +2 points. But if I look at the move FROM the lowest point in that window (38 at 12:34) TO the most recent (44 at 12:35), that's +6 in one minute. However the pattern is ambiguous — there was a drop before the rise.

Actually re-reading: "the last 3–5 minutes show a directional move of at least 5 points" — I think this means the change over that window. The last 3 minutes: started at 42 (12:33), ended at 44 (12:35) = +2. The last 4 minutes: started at 27 (12:32), ended at 44 (12:35) = +17, but that includes the deep dip. The last 5 minutes: 29→44 = +15.

The price went from 29→27→42→38→44 over 5 minutes — not a clean directional move. It's a V-recovery with noise. The current ask is 41 and bid 40 — right in the 30-80 range, but the directional signal isn't clean enough.

I'll sit this one out. No clear ≥5pt directional move in the last 3-5 minutes.

Final report — 2026-08-31T12:35Z

Market: KXBTC15M-26AUG310845 (BTC 15-min, 8:30–8:45AM EDT, closes 12:45Z)

*Price history:

The order filled immediately at 47¢ per contract — even better than the 55¢ ask I read. I'm long 5 YES at 47¢ avg, paying 9¢ fee. Holding to settlement.

Final report — 2026-08-31T12:20Z

Market: KXBTC15M-26AUG310830-30 (BTC 15-min, 8:15–8:30AM EDT, closes 12:30Z)

Minute data (12:16→12:20): 49 → 52 → 29 → 52 → 62 — V-shaped dip-and-recovery with +33 points in 2 minutes (29→62). Strong upward momentum from the dip bottom.

What I did: Bought 5 YES at limit 59 (4¢ above ask of 55); filled at 47¢ across 5 contracts. Cost 235¢ + 9¢ fee = 244¢.

Resting orders: None.

Position: 5 YES @ 47¢. Holding to settlement at 12:30Z (~10 min). Thesis: the upward momentum from the 29→62 recovery continues through the rest of the period.

Next run check: This position settles at 12:30Z. The next 15-min window (8:30–8:45AM EDT) opens immediately after — check it for continuation/mean reversion patterns.

Price history shows a massive move: 47→79→89→91.2→93.6 over minutes 12:01–12:05Z. That's a clear +46-point YES rally in 4 minutes — strong momentum. But the current YES ask is 95.4, well above my 80 ceiling. Buying NO would be fading the move (contra the momentum signal), and buying YES inside the 30–80 range is impossible since the price is already at 95+.

Decision: No trade this run. The momentum signal was real (upward surge) but the price has already moved to an extreme (YES ~95, NO ~4.6) — neither side qualifies under the strategy (entry range 30–80). Sitting this one out.

Final report — 2026-08-31T12:05Z

Market checked: KXBTC15M-26AUG310815-15 (BTC 15-min, 8:00–8:15AM EDT, closes 12:15Z).

Numbers: Minute price history showed explosive upward momentum — YES went 47→79→89→91.2→93.6 in minutes 12:01–12:05Z. That's a legitimate +46-point move in 4 minutes. But the price is already at YES 95.5, well outside the strategy's 30–80 entry band.

What I did: Nothing. The move already happened and priced in; entering at these levels would be chasing, and my strategy only enters between 30–80. Both YES (95.5) and NO (4.5) are far outside that range.

Resting orders: None.

Next run: The next 15-min window (8:15–8:30AM EDT, KXBTC15M-26AUG310830) opens at 12:15Z. Check it immediately — the recent volatility (47→95 in one period) suggests momentum may carry over into the next period. A new 15-min window starting near current prices means the YES price may start high; look for a pullback reversal or continuation at the open.

Final report — 2026-08-31T11:50Z

Market looked at: KXBTC15M-26AUG310800-00 (BTC 15min, 7:45–8:00AM EDT, closes 12:00Z, ~10 min left).

Numbers seen: Price history per minute: 48→51→40→34→33 over 11:46–11:50Z. Clear 19-point down momentum. But when I fetched the orderbook: bid 41 / ask 42 — the price had already bounced 9 points back up while I read data. The NO ask was effectively 59, not the 67+ from the trough.

What I did: Nothing. The momentum signal (sustained down move) was real but stale — the bounce already happened. Buying NO after the price recovered from 33 to 41 would be fading the bounce, not following momentum. Not worth the entry slot.

Resting orders: None.

Next run: The next 15-min window (8:00–8:15AM EDT, KXBTC15M-26AUG310815) will open soon. Check it. Price a limit aggressively — 6+ cents above the side's ask, not 4. If the next period shows a clean directional move in the first 3–5 minutes without reversing by the time I read the book, trade it.

Final report — 2026-08-31T11:36Z

Market reviewed: KXBTC15M-26AUG310745-45 (BTC 15 min, 7:30–7:45AM EDT, closes 11:45Z).

What I saw: YES price collapsed 55→53→38→38→27 over 5 minutes — a 28-point drop. Clear downward momentum.

What I did: Placed buy NO 5 contracts at limit 77 (4¢ above the NO ask of 73 at time of read, per strategy). The order rested at 77 instead of filling — the book moved between my read and the order, pushing the NO ask to 78+ while my limit was at 77 (below ask, passive). Confirmed via a second book read: NO ask at 78, my 77 limit would never fill. Canceled the resting order. No position entered.

Key lesson: In this fast market, the NO ask jumped 5¢ between my orderbook read and the place_order call. The strategy says to set limit 4¢ above the ask, but I need to price at 6–8¢ above or use limit ≈ 100−bid+4 for actual current price. Or simply read and act faster — but given the 1-entry-per-run constraint, being too aggressive is better than being too passive and wasting the slot.

Resting orders: None.

Next run: This period closes at 11:45Z — check if it's still open (~9 min left); if the momentum continued, the period may already be decided (NO almost sure). If closed, look for the next 15-min window. Price the limit at least 6¢ above the current NO ask for a marketable fill, not 4¢.

I've used my one entry already. The order didn't fill because I set it at 62 (above the NO ask of 58, i.e. a resting YES sell at 38 below the 42 bid — passive). The refusal on the corrected 58 tells me the 1-entry cap is per-run. So I have a resting order at 62 on NO that didn't fill, now canceled, and my only entry slot is gone. Let me check if I can sell NO instead (exiting zero holdings is a wash) — no, I have no position to exit.

Final report — 2026-08-31T11:20Z

Market reviewed: KXBTC15M-26AUG310730-30 (BTC 15 min, 7:15–7:30 EDT, closes 11:30Z).

What I saw: YES price 54→43 net down over 5 min (11-point drop) — a clear downward momentum signal. NO ask at 58¢ (YES bid 42) is within the 30–80 entry zone.

What I did: Placed a buy NO for 5 contracts at limit 62. The order rested instead of filling (62 limit was above the NO ask of 58, making it a passive YES sell at 38 — below the 42 bid). Canceled that, then attempted buy NO at 58 (marketable) but was refused — 1-entry cap per run already used.

Result: No position entered; no capital at risk.

Resting orders: None.

Next run: The entry was correctly identified per strategy but pricing was wrong — next run, set the limit AT the current NO ask (100−YES bid) for a marketable fill, not above it. The 1-entry-per-run rule means careful pricing is critical. Check if this period is still open; if closed, assess the next 15-min window for similar momentum setups.

Final report — 2026-08-31T11:05Z

Market reviewed: KXBTC15M-26AUG310715-15 (BTC 15 min, 7:00–7:15 EDT, closes 11:15Z).

What I saw: YES price collapsed from 42→26→19 in three minutes — a clear 23-point downward momentum signal per the strategy.

What I did: Nothing. The NO ask at 83 (100−17 bid) falls outside the strategy's entry range (30–80). The price moved too far, too fast — buying NO at 83 would give only 17¢ upside against deep booked liquidity.

Resting orders: None.

Next run: Check if this market is still open (7:00–7:15 period). If it's closed/settled, move to the next 15-min window. The current period's signal was clear but the entry condition blocked trading — if a future period shows a move starting from the 30–80 zone, that's the spot to strike.

Filled! Bought 5 NO at avg 49¢ — the crash from 62→45 in one minute was captured. NO now quoted at ~55-56 (YES 44-45), so the position is showing unrealized gain. Holding to settlement at 11:00Z (~10 min). No further action this run.

## Final Report — 2026-08-31T10:50Z

Market: KXBTC15M-26AUG310700-00 (BTC up 15 min, 6:45–7:00 EDT), closes 11:00Z.

What I saw: Price history showed a dramatic 17-point crash from YES 62 at 10:49 to YES 45 at 10:50. A clear downward momentum signal per the strategy.

What I did: Bought 5 NO at limit 60 (strategy: 4 above the NO ask of 56), filled entirely at avg 49¢. Fee 9¢. Cash remaining: 5638 - (5×49+9) = 5638 - 254 = 5384¢.

Position: 5 NO at avg 49¢. Current NO mid ~55.5, position is in profit. Holding to settlement as the strategy dictates — thesis is the crash is the momentum direction that persists through the final ~10 minutes.

Next run: Check if this position settled. If BTC was NOT up at 11:00Z, these 5 NO pay 100¢ each (500¢ revenue). If wrong, they expire worthless. Then look for the next 15-min window and repeat the momentum check.

The market has reversed sharply — YES bid is now 69 (effectively NO is 31), meaning BTC is now likely to go up. My NO position entered at 46, and NO is now worth roughly 31. That's a significant adverse move. However, the period still has about 10 minutes left — a lot can change. The strategy says "Hold positions to settlement unless the strategy says otherwise." My strategy entries are momentum-based — the thesis was downward momentum, which has reversed. But the strategy doesn't tell me to exit early, it says hold to settlement. Let me check: "Hold positions to settlement unless the strategy says otherwise." There's no early exit rule in the strategy.

Actually, looking more carefully at the situation: the YES price went from 27 at 10:34 to 30 at 10:35, and now the bid is 69 — a massive reversal. The market has clearly moved strongly upward. With 10 minutes left, a BTC price rally in a 15-minute window can sustain. My position is underwater.

But the entry rule says: "If the last 3–5 minutes show a directional move of at least 5 points... buy 5 contracts on the side of the move." The move WAS present when I entered. The fact that it reversed after my entry is just trading risk — momentum strategies get faked out sometimes.

The question is should I exit? The strategy says hold to settlement unless it says otherwise. It doesn't have an exit condition. Given the remaining time (~10 min), I'll hold to settlement as instructed. That's my last step with reads.

Let me close out the run.The market reversed hard — YES bid soared to 69 (NO = 31), meaning my NO position at avg 46 is underwater. The thesis broke. However, my strategy says "Hold positions to settlement unless the strategy says otherwise" — there's no early exit rule, and with ~10 minutes left before 10:45Z, a lot can still happen in this 15-minute window. I'll hold as instructed.

## Final Report — 2026-08-31T10:35Z

Market traded: KXBTC15M-26AUG310645-45 (BTC up 15 min, 10:30–10:45 EDT), closes 10:45Z.