{ "schema_version": "1.0", "dataset": "btcflix_kalshi_15m_finetuned_market_edge", "description": "Prospective BTC Flix paper-trading results for the BRTI 15-minute fine-tuned bullish consensus against Kalshi 15-minute Bitcoin markets. Independent from the hourly-trained Small transfer lane; intended for human and LLM/agent analysis.", "strategy": "KRONOS_KALSHI_15M_FINETUNED_BULL_CONSENSUS", "strategy_definition": "Kronos Base and Kronos Small fine-tuned on CF Benchmarks BRTI 15-minute candles both predict a close at or above the live Kalshi strike. Small uses brti-small-15m-v1 epoch 1, selected by the lowest August validation loss; training covers June–July 2026. Results are prospective paper trading.", "generated_at": "2026-10-17T17:02:30.160172Z", "source_snapshot_schema_version": 1, "source_page": "/kalshi-15m-finetuned/market-edge", "paper_trading_warning": "Paper-trading results are hypothetical. Entries require a prospectively captured Kalshi executable YES ask and sufficient displayed depth. Past and in-sample performance does not establish a tradable edge.", "units": { "currency": "USD", "probabilities": "decimal_fraction_0_to_1", "roi": "decimal_fraction", "displacement_fraction": "decimal_fraction", "timestamps": "ISO-8601 UTC where supplied by the source ledger" }, "record_semantics": "Each item in trades represents one consensus signal/trade opportunity. paper_trades contains the independently simulated fixed_dollars and fixed_shares results; null means no paper fill is recorded for that model.", "summary": { "default_stake_model": "fixed_dollars", "total_signals": 913, "signals_with_usable_market_pricing": 912, "total_trades": 876, "wins": 453, "losses": 423, "hit_rate": 0.5171232876712328, "gross_pnl": -246.2640000000003, "fees": 2876.06, "net_pnl": -3122.324, "roi": -0.03573012179800583, "regime_breakdown": [ { "regime": "BULL", "trade_count": 239, "wins": 103, "losses": 136, "hit_rate": 0.4309623430962343, "net_pnl": -3792.1739999999986, "roi": 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"KXBTC15M-26OCT171215", "external_market_id": "KXBTC15M-26OCT171215-15", "external_contract_id": "KXBTC15M-26OCT171215-15:YES", "market_title": "BTC price up in next 15 mins?", "contract_side": "UP", "market_start_timestamp": "2026-10-17T16:00:00Z", "resolution_timestamp": "2026-10-17T16:15:00Z", "fee_rate": 0.07, "fee_formula": "ceil_to_cent(0.07 * contracts * price * (1 - price))", "data_source": "kalshi_trade_api_v2", "first_retrieved_at": "2026-10-17T16:02:15.104450Z" } ], "quotes": [ { "id": 909, "contract_id": 909, "forecast_timestamp": "2026-10-17T16:02:15.058426Z", "requested_timestamp": "2026-10-17T16:02:15.058426Z", "actual_quote_timestamp": "2026-10-17T16:02:15.252539Z", "timestamp_delta_seconds": 0.194113, "bid": 0.77, "ask": 0.78, "midpoint": 0.775, "last_price": 0.78, "implied_probability": 0.78, "spread": 0.010000000000000009, "price_type": "live_executable_ask", "quality_status": "usable_live_ask", "quality_notes": null, "data_source": "kalshi_trade_api_v2_orderbook", 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"status": "usable_live_ask", "warnings": [], "entry_selection_reason": "The first timely, prospectively captured executable YES ask was used; displayed depth is checked for each stake model." }, "strategy_metadata": { "signal_name": "KRONOS_KALSHI_15M_FINETUNED_BULL_CONSENSUS", "experiment_group_id": "kalshi15m-finetuned-20260912T0300Z", "empirical_probability": null, "probability_label": "prospective sample; not calibrated", "regime": "NEUTRAL", "regime_metadata": { "id": 1, "signal_id": 1, "source": "btcflix_price_features", "method_version": "price_features_15m_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T02:45:00Z", "return_6h": -0.0012391787259724563, "return_12h": -0.019487994274954068, "return_24h": 0.005392928663856322, "close_vs_ema12": -0.0013833140904256913, "close_vs_ema24": -0.001944320648306408, "ema12_slope_3h": -0.0005353790819523363, "ema24_slope_6h": -0.0012040447272092525, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T12:11:14.233823Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_15m_v1", "source_interval_minutes": 15, "feature_timestamp": "2026-09-12T02:45:00Z", "return_6h": -0.0012391787259724563, "return_12h": -0.019487994274954068, "return_24h": 0.005392928663856322, "close_vs_ema12": -0.0013833140904256913, "close_vs_ema24": -0.001944320648306408, "ema12_slope_3h": -0.0005353790819523363, "ema24_slope_6h": -0.0012040447272092525, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } } ] }