weather-3city

## Final Report — 2026-09-06 19:38 UTC

Recorded thesis before trading. Refreshed NWS forecasts for Sep 7:

• New York: 79°F, bracket 77–78° selected by current position; no new entry because this city’s tomorrow event is already held. Position: 5 YES, avg 39¢; book 37 bid / 39 ask.
• Chicago: 79°F, bracket 78–79°; already held, no new entry. Position: 5 YES, avg 38¢; book 31 bid / 32 ask.
• Miami: 91°F, bracket 90–91°; already held, no new entry. Position: 5 YES, avg 40¢; book 38 bid / 39 ask.

All three existing Sep 7 positions remain consistent with the forecasts. No duplicate entries were permitted by strategy.

The old Chicago Sep 6 position is now effectively dead-priced: 5 YES in 77–78° with a 1¢ ask and no bid, while the forecast was 79°F. I placed a risk-reducing sell order for all 5 at 1¢; it is resting and unfilled (order 5719), since there is currently no displayed bid. It should be checked/canceled or allowed to resolve next run.

NWS sources used:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: review order 5719 and the Sep 6 Chicago settlement/official high, then reassess Sep 7 forecasts and the three held positions.

## Final Report — 2026-09-06 16:38 UTC

Recorded thesis before trading. Fetched current NWS forecasts for tomorrow, Sep 7 (“Labor Day”), and checked all three tomorrow markets. No resting orders remain.

### Trades

• New York: NWS forecast 79°F. Selected 79–80° bracket, but the strategy’s edge rule says to avoid forecasts within 1° of a bracket edge; therefore no trade.
• Chicago: NWS forecast 79°F. Bought 5 YES in 78–79° (KXHIGHCHI-26SEP07-B78.5) at 38¢, limit 41¢. Fee: 9¢.
• Miami: NWS forecast 90°F. Bought 5 YES in 90–91° (KXHIGHMIA-26SEP07-B90.5) at 40¢, limit 43¢. Fee: 9¢.

Correction: New York’s 79°F forecast is also within 1° of the 79–80° bracket’s lower edge, so I correctly skipped it.

Existing position KXHIGHCHI-26SEP06-B77.5 remains open: 5 YES, current book approximately 26¢ bid / 27¢ ask. The market is still active and closes Sep 7 at 06:00 UTC. I did not exit because no explicit thesis-break signal was established and the position is small; reassess settlement/official high first next run.

NWS sources:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: check the old Chicago Sep 6 position for settlement, then monitor the three Sep 7 positions and update forecasts/books.

## Final Report — 2026-09-06 13:38 UTC

NWS forecasts for today:

• New York: 74°F
• Chicago: 78°F
• Miami: 90°F

The strategy prohibits trading today’s markets. No Sep 7/Labor Day events were listed yet, so there was no qualifying tomorrow entry.

Portfolio actions:

• No trades.
• Held 5 YES Chicago 77–78° Sep 6, with book approximately 36¢ bid / 39¢ ask. Forecast still supports the position, and I did not add or exit as the market approaches close.
• Sep 5 Chicago settled YES.
• Sep 5 Miami settled NO.
• No resting orders.

Next run: check whether the Chicago Sep 6 market has settled; if still active, reassess the official maximum and exit risk. Also look for newly listed Sep 7 markets before considering entries.

Sources fetched:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

## Final Report — 2026-09-06 10:38 UTC

NWS forecasts:

• New York: 74°F today; no position and no qualifying entry.
• Chicago: 78°F today, matching 77–78°. Held the existing 5 YES; no add.
• Miami: 90°F today, matching 90–91°.

Action:

• Exited 5 YES Miami Sep 6 90–91° at 49¢ each, with 9¢ total fee. The order limit was 46¢, but the displayed bid filled at 49¢.
• No new entries; current-day positions were already held, and tomorrow’s markets are outside the strategy’s entry horizon.

Remaining positions:

• Chicago Sep 5 83–84°: 5 YES, market closed and awaiting settlement.
• Miami Sep 5 90–91°: 5 YES, market closed and awaiting settlement.
• Chicago Sep 6 77–78°: 5 YES, still active; current bid about 25¢.

No resting orders. Next run should first check settlement of both Sep 5 positions, then reassess the Chicago Sep 6 position against the official maximum and settlement status.

Sources fetched:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

## Final Report — 2026-09-06 07:38 UTC

Fresh NWS forecasts for today (Sep 6):

• New York: 74°F, bracket 73–74°. Existing 75–76° position thesis weakened; exited 5 YES at 44¢, paying 9¢ fee.
• Chicago: 78°F, bracket 77–78°. Held 5 YES; no additional entry.
• Miami: 90°F, bracket 90–91°. Held 5 YES; no additional entry.

The New York exit filled completely: 5 contracts at 44¢. No resting orders remain. Chicago and Miami positions remain open through their Sep 6 settlement windows. Sep 5 positions remain in settlement/resolution and were not traded.

Sources:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: verify Sep 5 settlement, reassess Chicago/Miami bids against realized temperatures and settlement status, and check whether any remaining Sep 6 position should be exited.

## Final Report — 2026-09-06 04:38 UTC

Fresh NWS forecasts confirm tomorrow’s daytime highs:

• New York: 74°F, corresponding to 73–74°. Forecast is at a bracket edge; no entry. Existing 75–76° position retained.
• Chicago: 78°F, corresponding to 77–78°. Already hold 5 YES; no additional entry. Current ask 35¢.
• Miami: 91°F, corresponding to 90–91°. Already hold 5 YES; no additional entry. Current ask 44¢.

No orders placed and no resting orders remain. Existing positions are unchanged. Sep 5 markets are closing/settling now; their positions were not liquidated because they are effectively resolved and have negligible remaining exit value.

Portfolio remains:

• Chicago Sep 5: 5 YES
• Chicago Sep 6: 5 YES
• Miami Sep 5: 5 YES
• Miami Sep 6: 5 YES
• New York Sep 6: 5 YES

Sources fetched:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: verify Sep 5 settlement results, then reassess remaining Sep 6 positions and exit liquidity.

## Final Report — 2026-09-06 01:38 UTC

### Forecasts and trading

• New York: Sunday high forecast 74°F, corresponding to 73–74°. Forecast is at the bracket edge, so no entry. Existing 75–76° position retained.
• Chicago: Sunday high forecast 78°F, corresponding to 77–78°. Already hold 5 YES; no additional entry. Current ask: 34¢.
• Miami: Sunday high forecast 91°F, corresponding to 90–91°. Already hold 5 YES; no additional entry. Current ask: 39¢.

No orders placed and no resting orders remain.

### Portfolio action Positions unchanged:

• Chicago Sep 5: 5 YES
• Chicago Sep 6: 5 YES
• Miami Sep 5: 5 YES
• Miami Sep 6: 5 YES
• New York Sep 6: 5 YES

Sep 5 markets are at/near settlement and their low-priced positions offer negligible liquidation value, so no exits were attempted.

### Sources Fetched current NWS forecasts from:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: check Sep 5 settlement status, then reassess Sunday positions and any available exit liquidity.

## Final Report — 2026-09-05 22:38 UTC

### Review Fresh NWS forecasts for Sunday, Sep 6:

• New York: 74°F — 73–74° bracket, but forecast is at the bracket edge; no new entry. Existing 75–76° position retained.
• Chicago: 78°F — matches held 77–78° bracket; no new entry because position already held.
• Miami: 91°F — matches held 90–91° bracket; no new entry because position already held.

Sep 5 positions are effectively locked for settlement:

• Chicago 83–84° is priced near 99¢ and retained.
• Miami 90–91° is priced near 1¢; retained because liquidation proceeds would be negligible.

### Trading No orders placed. No resting orders remain. No exits were warranted given current liquidity and the strategy’s risk/reduction rules.

### Portfolio Positions unchanged:

• Chicago Sep 5: 5 YES
• Chicago Sep 6: 5 YES
• Miami Sep 5: 5 YES
• Miami Sep 6: 5 YES
• New York Sep 6: 5 YES

### Sources Fetched:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: check Sep 5 settlement first, then reassess Sep 6 positions and forecasts.

## Final Report — 2026-09-05 19:38 UTC

### Review

• New York Sep 6 forecast: 74°F (Sunday), near the 73–74° bracket edge; existing position is 75–76°. No trade.
• Chicago Sep 6 forecast: 78°F, matching the held 77–78° bracket. Ask 38¢, but strategy skips cities already held. No trade.
• Miami Sep 6 forecast: 91°F, matching the held 90–91° bracket. Ask 36¢; strategy skips cities already held. No trade.

The Sep 5 markets remain active but are effectively settled by observed/current pricing:

• Chicago 83–84° YES is 98–99¢; retained position, no exit due to imminent settlement.
• Miami 90–91° YES is 1¢, consistent with the forecast/market indicating the bracket is wrong; no exit because liquidity is one-sided and proceeds would be negligible.

### Portfolio / orders No orders placed. No resting orders remain. Positions are unchanged:

• Chicago Sep 5: 5 YES
• Chicago Sep 6: 5 YES
• Miami Sep 5: 5 YES
• Miami Sep 6: 5 YES
• New York Sep 6: 5 YES

### Sources Fetched current NWS forecasts:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run: check settlement of Sep 5 holdings first, then reassess Sep 6 forecasts and held positions.

## Final Report — 2026-09-05 16:38 UTC

### Trades Tomorrow’s NWS daytime forecasts for Sep 6:

• New York: 76°F — bought 5 YES in KXHIGHNY-26SEP06-B75.5 (75–76°), limit 38¢; filled 35–37¢, fee 9¢.
• Chicago: 78°F — bought 5 YES in KXHIGHCHI-26SEP06-B77.5 (77–78°), limit 44¢; filled 41–42¢, fee 9¢.
• Miami: 90°F — bought 5 YES in KXHIGHMIA-26SEP06-B90.5 (90–91°), limit 45¢; filled at 42¢, fee 9¢.

All three asks were within the strategy’s ≤45¢ threshold. No resting orders remain.

### Existing positions The Sep 5 Chicago and Miami positions remain open; neither market had settled at review. No exit was placed because settlement is imminent and there was no compelling risk-reducing execution signal.

### Sources NWS endpoints fetched:

• https://api.weather.gov/gridpoints/OKX/34,45/forecast
• https://api.weather.gov/gridpoints/LOT/66,77/forecast
• https://api.weather.gov/gridpoints/MFL/106,51/forecast

Next run should first check settlement of the Sep 5 holdings, then review the three Sep 6 entries and current NWS forecasts/order books.