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"14448469147037678265729107409871879848446537203820691039872246561528672950343", "market_title": "Bitcoin Up or Down - October 17, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-17T16:29:55.525779Z", "retrieved_timestamp": "2026-10-17T16:32:29Z", "quote_offset_seconds": 153.474221, "quote_age_seconds": 153.474221, "bid": null, "ask": null, "midpoint": null, "last_price": 0.235, "spread": null, "selected_entry_price": 0.235, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": null, "settlement_value": null, "actual_btc_close": 81258.79, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "unpriced" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261017T162955.525779Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 253486, "signal_id": 253871, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-17T15:00:00Z", "return_6h": -0.0031259530811732494, "return_12h": -0.002677092264431802, "return_24h": 2.5321702395331158e-05, "close_vs_ema12": -0.002469643057686377, "close_vs_ema24": -0.0033164621473610323, "ema12_slope_3h": -0.0006795189654852374, "ema24_slope_6h": -0.0008464183455115792, "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": "2026-10-17T16:31:03.237208Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-17T15:00:00Z", "return_6h": -0.0031259530811732494, "return_12h": -0.002677092264431802, "return_24h": 2.5321702395331158e-05, "close_vs_ema12": -0.002469643057686377, "close_vs_ema24": -0.0033164621473610323, "ema12_slope_3h": -0.0006795189654852374, "ema24_slope_6h": -0.0008464183455115792, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 252719, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261017T111017.767470Z", "trigger_timestamp": "2026-10-17T11:10:17.767470Z", "market_start_timestamp": "2026-10-17T11:00:00Z", "resolution_timestamp": "2026-10-17T12:00:00Z", "direction": "UP", "base_run_id": 6544, "small_run_id": 6545, "last_observed_close": 81640.0, "actual_close": 81576.33, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-17T11:11:23.481898Z", "market_regime": { "id": 252334, "signal_id": 252719, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-17T10:00:00Z", "return_6h": 0.0012745277918682074, "return_12h": -0.0017263140492713713, "return_24h": -0.007039994006238559, "close_vs_ema12": 2.0142948824686258e-05, "close_vs_ema24": -0.0006200567278519253, "ema12_slope_3h": 0.00012018179303674437, "ema24_slope_6h": -0.000277757454057892, "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": "2026-10-17T11:11:23.484710Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-17T10:00:00Z", "return_6h": 0.0012745277918682074, "return_12h": -0.0017263140492713713, "return_24h": -0.007039994006238559, "close_vs_ema12": 2.0142948824686258e-05, "close_vs_ema24": -0.0006200567278519253, "ema12_slope_3h": 0.00012018179303674437, "ema24_slope_6h": -0.000277757454057892, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "entry_probability": 0.545, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.23253, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6544, 6545 ], "forecast_publication_timestamp": "2026-10-17T11:10:17.767470Z", "requested_quote_timestamp": "2026-10-17T11:10:17.767470Z", "retrieved_quote_timestamp": "2026-10-17T11:10:22Z", "quote_retrieval_timestamp": "2026-10-17T11:11:27.052050Z", "timing_difference_seconds": 4.23253, "selected_quote": { "id": 3135, "contract_id": 9431, "forecast_timestamp": "2026-10-17T11:10:17.767470Z", "requested_timestamp": "2026-10-17T11:10:17.767470Z", "actual_quote_timestamp": "2026-10-17T11:10:22Z", "timestamp_delta_seconds": 4.23253, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-17T11:11:27.052050Z", "raw_json": "{\"request\":{\"start\":1792235417,\"end\":1792235777},\"response\":{\"history\":[{\"t\":1792235422,\"p\":0.545},{\"t\":1792235422,\"p\":0.545}]},\"selected\":{\"t\":1792235422,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1193544", "external_market_id": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "external_contract_id": "27408272922421355104906486730089145816844937486946274503737405753792594789241", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-7am-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-17T11:10:17.767470Z", "id": 9432, "venue": "polymarket", "external_event_id": "1193544", "external_market_id": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "external_contract_id": "31229228294082054583196446267685751000730377858319713474410045942164342899596", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-17T11:00:00Z", "resolution_timestamp": "2026-10-17T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-7am-et", "first_retrieved_at": "2026-10-17T11:11:26.881929Z", "forecast_run_ids": [ 6544, 6545 ] }, { "forecast_timestamp": "2026-10-17T11:10:17.767470Z", "id": 9431, "venue": "polymarket", "external_event_id": "1193544", "external_market_id": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "external_contract_id": "27408272922421355104906486730089145816844937486946274503737405753792594789241", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-17T11:00:00Z", "resolution_timestamp": "2026-10-17T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-7am-et", "first_retrieved_at": "2026-10-17T11:11:26.874611Z", "forecast_run_ids": [ 6544, 6545 ] } ], "quotes": [ { "id": 3135, "contract_id": 9431, "forecast_timestamp": "2026-10-17T11:10:17.767470Z", "requested_timestamp": "2026-10-17T11:10:17.767470Z", "actual_quote_timestamp": "2026-10-17T11:10:22Z", "timestamp_delta_seconds": 4.23253, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-17T11:11:27.052050Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "contract_side": "UP", "external_event_id": "1193544", "external_market_id": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "external_contract_id": "27408272922421355104906486730089145816844937486946274503737405753792594789241", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c": { "DOWN": "31229228294082054583196446267685751000730377858319713474410045942164342899596", "UP": "27408272922421355104906486730089145816844937486946274503737405753792594789241" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 302122, "signal_id": 252719, "quote_id": 3135, "settlement_id": 485, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 96.91331, "trading_fee": 3.08669, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.91331, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T13:16:46.159780Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 302121, "signal_id": 252719, "quote_id": 3135, "settlement_id": 485, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -54.50000000000001, "net_pnl": -56.23583000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T13:16:46.157858Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81640.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1193544", "ticker": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "market_id": "0xa3f316d8686b9f0599e0270c141df4ca815eed60230aaeda780d5450efee802c", "contract_id": "31229228294082054583196446267685751000730377858319713474410045942164342899596", "market_title": "Bitcoin Up or Down - October 17, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-17T11:10:17.767470Z", "retrieved_timestamp": "2026-10-17T11:10:22Z", "quote_offset_seconds": 4.23253, "quote_age_seconds": 4.23253, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81576.33, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261017T111017.767470Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 252334, "signal_id": 252719, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-17T10:00:00Z", "return_6h": 0.0012745277918682074, "return_12h": -0.0017263140492713713, "return_24h": -0.007039994006238559, "close_vs_ema12": 2.0142948824686258e-05, "close_vs_ema24": -0.0006200567278519253, "ema12_slope_3h": 0.00012018179303674437, "ema24_slope_6h": -0.000277757454057892, "score": 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"market_start_timestamp": "2026-10-17T09:00:00Z", "resolution_timestamp": "2026-10-17T10:00:00Z", "direction": "UP", "base_run_id": 6534, "small_run_id": 6535, "last_observed_close": 81723.16, "actual_close": 81610.31, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-17T09:11:24.705212Z", "market_regime": { "id": 251874, "signal_id": 252259, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-17T08:00:00Z", "return_6h": 0.003008787278923508, "return_12h": -5.726322878463197e-05, "return_24h": -0.0063822758680474045, "close_vs_ema12": 0.0009805922699244185, "close_vs_ema24": 0.0002537650983662765, "ema12_slope_3h": 0.0004944062826492956, "ema24_slope_6h": -0.00048728217248206196, "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": "2026-10-17T09:11:24.708025Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-17T08:00:00Z", "return_6h": 0.003008787278923508, "return_12h": -5.726322878463197e-05, "return_24h": -0.0063822758680474045, "close_vs_ema12": 0.0009805922699244185, "close_vs_ema24": 0.0002537650983662765, "ema12_slope_3h": 0.0004944062826492956, "ema24_slope_6h": -0.00048728217248206196, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "entry_probability": 0.545, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.544107, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6534, 6535 ], "forecast_publication_timestamp": "2026-10-17T09:10:18.455893Z", "requested_quote_timestamp": "2026-10-17T09:10:18.455893Z", "retrieved_quote_timestamp": "2026-10-17T09:10:21Z", "quote_retrieval_timestamp": "2026-10-17T09:11:27.958077Z", "timing_difference_seconds": 2.544107, "selected_quote": { "id": 3130, "contract_id": 9419, "forecast_timestamp": "2026-10-17T09:10:18.455893Z", "requested_timestamp": "2026-10-17T09:10:18.455893Z", "actual_quote_timestamp": "2026-10-17T09:10:21Z", "timestamp_delta_seconds": 2.544107, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-17T09:11:27.958077Z", "raw_json": "{\"request\":{\"start\":1792228218,\"end\":1792228578},\"response\":{\"history\":[{\"t\":1792228221,\"p\":0.545},{\"t\":1792228280,\"p\":0.565},{\"t\":1792228280,\"p\":0.565}]},\"selected\":{\"t\":1792228221,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1193130", "external_market_id": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "external_contract_id": "112881744385847587979410686299949426894891448346736649919390467092581960337156", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-5am-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-17T09:10:18.455893Z", "id": 9420, "venue": "polymarket", "external_event_id": "1193130", "external_market_id": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "external_contract_id": "77170070304259034799495856768097016029972386944097141070491053370803457424405", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-17T09:00:00Z", "resolution_timestamp": "2026-10-17T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-5am-et", "first_retrieved_at": "2026-10-17T09:11:27.772111Z", "forecast_run_ids": [ 6534, 6535 ] }, { "forecast_timestamp": "2026-10-17T09:10:18.455893Z", "id": 9419, "venue": "polymarket", "external_event_id": "1193130", "external_market_id": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "external_contract_id": "112881744385847587979410686299949426894891448346736649919390467092581960337156", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-17T09:00:00Z", "resolution_timestamp": "2026-10-17T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-17-2026-5am-et", "first_retrieved_at": "2026-10-17T09:11:27.767638Z", "forecast_run_ids": [ 6534, 6535 ] } ], "quotes": [ { "id": 3130, "contract_id": 9419, "forecast_timestamp": "2026-10-17T09:10:18.455893Z", "requested_timestamp": "2026-10-17T09:10:18.455893Z", "actual_quote_timestamp": "2026-10-17T09:10:21Z", "timestamp_delta_seconds": 2.544107, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-17T09:11:27.958077Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "contract_side": "UP", "external_event_id": "1193130", "external_market_id": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "external_contract_id": "112881744385847587979410686299949426894891448346736649919390467092581960337156", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb": { "DOWN": "77170070304259034799495856768097016029972386944097141070491053370803457424405", "UP": "112881744385847587979410686299949426894891448346736649919390467092581960337156" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 301486, "signal_id": 252259, "quote_id": 3130, "settlement_id": 483, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 96.91331, "trading_fee": 3.08669, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.91331, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T11:11:26.787530Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 301485, "signal_id": 252259, "quote_id": 3130, "settlement_id": 483, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -54.50000000000001, "net_pnl": -56.23583000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T11:11:26.784546Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81723.16, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1193130", "ticker": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "market_id": "0xc2ff53a71532ed53f601a6048826d9dfd5da3a040c873339beec49147425a3cb", "contract_id": "77170070304259034799495856768097016029972386944097141070491053370803457424405", "market_title": "Bitcoin Up or Down - October 17, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-17T09:10:18.455893Z", "retrieved_timestamp": "2026-10-17T09:10:21Z", "quote_offset_seconds": 2.544107, "quote_age_seconds": 2.544107, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81610.31, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261017T091018.455893Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 251874, "signal_id": 252259, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-17T08:00:00Z", "return_6h": 0.003008787278923508, "return_12h": -5.726322878463197e-05, "return_24h": -0.0063822758680474045, "close_vs_ema12": 0.0009805922699244185, "close_vs_ema24": 0.0002537650983662765, "ema12_slope_3h": 0.0004944062826492956, "ema24_slope_6h": -0.00048728217248206196, "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": "2026-10-17T09:11:24.708025Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-17T08:00:00Z", "return_6h": 0.003008787278923508, "return_12h": -5.726322878463197e-05, "return_24h": -0.0063822758680474045, "close_vs_ema12": 0.0009805922699244185, "close_vs_ema24": 0.0002537650983662765, "ema12_slope_3h": 0.0004944062826492956, "ema24_slope_6h": -0.00048728217248206196, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 249749, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T221018.403051Z", "trigger_timestamp": "2026-10-16T22:10:18.403051Z", "market_start_timestamp": "2026-10-16T22:00:00Z", "resolution_timestamp": "2026-10-16T23:00:00Z", "direction": "UP", "base_run_id": 6479, "small_run_id": 6480, "last_observed_close": 81684.0, "actual_close": 81781.18, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T22:11:25.112703Z", "market_regime": { "id": 249364, "signal_id": 249749, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T21:00:00Z", "return_6h": 0.004066960414803811, "return_12h": -0.004071791105265343, "return_24h": -0.008991193216629445, "close_vs_ema12": -0.00020370721927542856, "close_vs_ema24": -0.0017018839239996142, "ema12_slope_3h": -0.00022668835705030865, "ema24_slope_6h": -0.0026399140632150653, "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": "2026-10-16T22:11:25.115871Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T21:00:00Z", "return_6h": 0.004066960414803811, "return_12h": -0.004071791105265343, "return_24h": -0.008991193216629445, "close_vs_ema12": -0.00020370721927542856, "close_vs_ema24": -0.0017018839239996142, "ema12_slope_3h": -0.00022668835705030865, "ema24_slope_6h": -0.0026399140632150653, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "entry_probability": 0.685, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.596949, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 6479, 6480 ], "forecast_publication_timestamp": "2026-10-16T22:10:18.403051Z", "requested_quote_timestamp": "2026-10-16T22:10:18.403051Z", "retrieved_quote_timestamp": "2026-10-16T22:10:21Z", "quote_retrieval_timestamp": "2026-10-16T22:11:28.141536Z", "timing_difference_seconds": 2.596949, "selected_quote": { "id": 3125, "contract_id": 9389, "forecast_timestamp": "2026-10-16T22:10:18.403051Z", "requested_timestamp": "2026-10-16T22:10:18.403051Z", "actual_quote_timestamp": "2026-10-16T22:10:21Z", "timestamp_delta_seconds": 2.596949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T22:11:28.141536Z", "raw_json": "{\"request\":{\"start\":1792188618,\"end\":1792188978},\"response\":{\"history\":[{\"t\":1792188621,\"p\":0.685},{\"t\":1792188621,\"p\":0.685}]},\"selected\":{\"t\":1792188621,\"p\":0.685}}", "venue": "polymarket", "external_event_id": "1190861", "external_market_id": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "external_contract_id": "50813664202208180123762328796321836089016212158666291694727718051914173941621", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6pm-et" }, "selected_entry_price": 0.685, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T22:10:18.403051Z", "id": 9390, "venue": "polymarket", "external_event_id": "1190861", "external_market_id": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "external_contract_id": "1137194209365494850703971462308201929605009675466720217745434584905315954848", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T22:00:00Z", "resolution_timestamp": "2026-10-16T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6pm-et", "first_retrieved_at": "2026-10-16T22:11:27.968452Z", "forecast_run_ids": [ 6479, 6480 ] }, { "forecast_timestamp": "2026-10-16T22:10:18.403051Z", "id": 9389, "venue": "polymarket", "external_event_id": "1190861", "external_market_id": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "external_contract_id": "50813664202208180123762328796321836089016212158666291694727718051914173941621", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T22:00:00Z", "resolution_timestamp": "2026-10-16T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6pm-et", "first_retrieved_at": "2026-10-16T22:11:27.964035Z", "forecast_run_ids": [ 6479, 6480 ] } ], "quotes": [ { "id": 3125, "contract_id": 9389, "forecast_timestamp": "2026-10-16T22:10:18.403051Z", "requested_timestamp": "2026-10-16T22:10:18.403051Z", "actual_quote_timestamp": "2026-10-16T22:10:21Z", "timestamp_delta_seconds": 2.596949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T22:11:28.141536Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "contract_side": "UP", "external_event_id": "1190861", "external_market_id": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "external_contract_id": "50813664202208180123762328796321836089016212158666291694727718051914173941621", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17": { "DOWN": "1137194209365494850703971462308201929605009675466720217745434584905315954848", "UP": "50813664202208180123762328796321836089016212158666291694727718051914173941621" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 298037, "signal_id": 249749, "quote_id": 3125, "settlement_id": 481, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 142.83586861313867, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 97.84257, "trading_fee": 2.15743, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 142.83586861313867, "gross_pnl": 44.99329861313868, "net_pnl": 42.83586861313867, "roi": 0.4283586861313867, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T00:11:31.009313Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 298036, "signal_id": 249749, "quote_id": 3125, "settlement_id": 481, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 68.5, "trading_fee": 1.51042, "total_deployed": 70.01042, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 31.5, "net_pnl": 29.989580000000004, "roi": 0.4283588071604199, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-17T00:11:31.006688Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81684.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1190861", "ticker": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "market_id": "0x3552c25cd88caad0c02f8d2e79ed79812282c761dac9eafc2d4a25b06481ff17", "contract_id": "1137194209365494850703971462308201929605009675466720217745434584905315954848", "market_title": "Bitcoin Up or Down - October 16, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T22:10:18.403051Z", "retrieved_timestamp": "2026-10-16T22:10:21Z", "quote_offset_seconds": 2.596949, "quote_age_seconds": 2.596949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "spread": null, "selected_entry_price": 0.685, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81781.18, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T221018.403051Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 249364, "signal_id": 249749, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T21:00:00Z", "return_6h": 0.004066960414803811, "return_12h": -0.004071791105265343, "return_24h": -0.008991193216629445, "close_vs_ema12": -0.00020370721927542856, "close_vs_ema24": -0.0017018839239996142, "ema12_slope_3h": -0.00022668835705030865, "ema24_slope_6h": -0.0026399140632150653, "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": "2026-10-16T22:11:25.115871Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T21:00:00Z", "return_6h": 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"2026-10-16T15:11:26.648261Z", "market_regime": { "id": 247773, "signal_id": 248158, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T14:00:00Z", "return_6h": -0.0033270073505657916, "return_12h": -0.0008094746934637076, "return_24h": 0.001251955034660801, "close_vs_ema12": -0.0020899128420236446, "close_vs_ema24": -0.0015236883013687308, "ema12_slope_3h": -0.0010354368587204288, "ema24_slope_6h": 0.00036336991957819365, "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": "2026-10-16T15:11:26.651136Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T14:00:00Z", "return_6h": -0.0033270073505657916, "return_12h": -0.0008094746934637076, "return_24h": 0.001251955034660801, "close_vs_ema12": -0.0020899128420236446, "close_vs_ema24": -0.0015236883013687308, "ema12_slope_3h": -0.0010354368587204288, "ema24_slope_6h": 0.00036336991957819365, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "entry_probability": 0.2, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 12.385458, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6444, 6445 ], "forecast_publication_timestamp": "2026-10-16T15:10:18.614542Z", "requested_quote_timestamp": "2026-10-16T15:10:18.614542Z", "retrieved_quote_timestamp": "2026-10-16T15:10:31Z", "quote_retrieval_timestamp": "2026-10-16T15:11:30.021546Z", "timing_difference_seconds": 12.385458, "selected_quote": { "id": 3111, "contract_id": 9358, "forecast_timestamp": "2026-10-16T15:10:18.614542Z", "requested_timestamp": "2026-10-16T15:10:18.614542Z", "actual_quote_timestamp": "2026-10-16T15:10:31Z", "timestamp_delta_seconds": 12.385458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.2, "implied_probability": 0.2, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T15:11:30.021546Z", "raw_json": "{\"request\":{\"start\":1792163418,\"end\":1792163778},\"response\":{\"history\":[{\"t\":1792163431,\"p\":0.2},{\"t\":1792163485,\"p\":0.315},{\"t\":1792163485,\"p\":0.315}]},\"selected\":{\"t\":1792163431,\"p\":0.2}}", "venue": "polymarket", "external_event_id": "1188728", "external_market_id": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "external_contract_id": "40082719776598807274094863292631703855593391646585100229930866058513007037657", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-11am-et" }, "selected_entry_price": 0.2, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T15:10:18.614542Z", "id": 9359, "venue": "polymarket", "external_event_id": "1188728", "external_market_id": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "external_contract_id": "37138983189918831112582279390845806178432443265316678461703147766638257819962", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T15:00:00Z", "resolution_timestamp": "2026-10-16T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-11am-et", "first_retrieved_at": "2026-10-16T15:11:29.828360Z", "forecast_run_ids": [ 6444, 6445 ] }, { "forecast_timestamp": "2026-10-16T15:10:18.614542Z", "id": 9358, "venue": "polymarket", "external_event_id": "1188728", "external_market_id": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "external_contract_id": "40082719776598807274094863292631703855593391646585100229930866058513007037657", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T15:00:00Z", "resolution_timestamp": "2026-10-16T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-11am-et", "first_retrieved_at": "2026-10-16T15:11:29.823618Z", "forecast_run_ids": [ 6444, 6445 ] } ], "quotes": [ { "id": 3111, "contract_id": 9358, "forecast_timestamp": "2026-10-16T15:10:18.614542Z", "requested_timestamp": "2026-10-16T15:10:18.614542Z", "actual_quote_timestamp": "2026-10-16T15:10:31Z", "timestamp_delta_seconds": 12.385458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.2, "implied_probability": 0.2, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T15:11:30.021546Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "contract_side": "UP", "external_event_id": "1188728", "external_market_id": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "external_contract_id": "40082719776598807274094863292631703855593391646585100229930866058513007037657", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523": { "DOWN": "37138983189918831112582279390845806178432443265316678461703147766638257819962", "UP": "40082719776598807274094863292631703855593391646585100229930866058513007037657" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 295849, "signal_id": 248158, "quote_id": 3111, "settlement_id": 479, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 473.48485, "entry_price": 0.2, "entry_price_type": "historical_price_sample", "gross_cost": 94.69697000000001, "trading_fee": 5.30303, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.69697000000001, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T17:11:29.081390Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 295848, "signal_id": 248158, "quote_id": 3111, "settlement_id": 479, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.2, "entry_price_type": "historical_price_sample", "gross_cost": 20.0, "trading_fee": 1.12, "total_deployed": 21.12, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -20.0, "net_pnl": -21.12, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T17:11:29.078860Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81974.45, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1188728", "ticker": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "market_id": "0xe5caff9a37318304bcb723329e5589064c5e83acfa6e10fe45c5d554e3716523", "contract_id": "37138983189918831112582279390845806178432443265316678461703147766638257819962", "market_title": "Bitcoin Up or Down - October 16, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T15:10:18.614542Z", "retrieved_timestamp": "2026-10-16T15:10:31Z", "quote_offset_seconds": 12.385458, "quote_age_seconds": 12.385458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.2, "spread": null, "selected_entry_price": 0.2, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81353.14, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T151018.614542Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 247773, "signal_id": 248158, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T14:00:00Z", "return_6h": -0.0033270073505657916, "return_12h": -0.0008094746934637076, "return_24h": 0.001251955034660801, "close_vs_ema12": -0.0020899128420236446, "close_vs_ema24": -0.0015236883013687308, "ema12_slope_3h": -0.0010354368587204288, "ema24_slope_6h": 0.00036336991957819365, "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": "2026-10-16T15:11:26.651136Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T14:00:00Z", "return_6h": -0.0033270073505657916, "return_12h": -0.0008094746934637076, "return_24h": 0.001251955034660801, "close_vs_ema12": -0.0020899128420236446, "close_vs_ema24": -0.0015236883013687308, "ema12_slope_3h": -0.0010354368587204288, "ema24_slope_6h": 0.00036336991957819365, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 247478, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T121017.433095Z", "trigger_timestamp": "2026-10-16T12:10:17.433095Z", "market_start_timestamp": "2026-10-16T12:00:00Z", "resolution_timestamp": "2026-10-16T13:00:00Z", "direction": "UP", "base_run_id": 6429, "small_run_id": 6430, "last_observed_close": 82640.73, "actual_close": 82052.49, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T12:11:22.837950Z", "market_regime": { "id": 247093, "signal_id": 247478, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-16T11:00:00Z", "return_6h": 0.005816131522198731, "return_12h": 0.00480023753151082, "return_24h": 0.020507777166241414, "close_vs_ema12": 0.0049793277236520606, "close_vs_ema24": 0.006305896243199882, "ema12_slope_3h": 0.0007608601255935099, "ema24_slope_6h": 0.0012421769995385468, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-16T12:11:22.840889Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T11:00:00Z", "return_6h": 0.005816131522198731, "return_12h": 0.00480023753151082, "return_24h": 0.020507777166241414, "close_vs_ema12": 0.0049793277236520606, "close_vs_ema24": 0.006305896243199882, "ema12_slope_3h": 0.0007608601255935099, "ema24_slope_6h": 0.0012421769995385468, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "entry_probability": 0.225, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 5.566905, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6429, 6430 ], "forecast_publication_timestamp": "2026-10-16T12:10:17.433095Z", "requested_quote_timestamp": "2026-10-16T12:10:17.433095Z", "retrieved_quote_timestamp": "2026-10-16T12:10:23Z", "quote_retrieval_timestamp": "2026-10-16T12:11:26.790418Z", "timing_difference_seconds": 5.566905, "selected_quote": { "id": 3106, "contract_id": 9343, "forecast_timestamp": "2026-10-16T12:10:17.433095Z", "requested_timestamp": "2026-10-16T12:10:17.433095Z", "actual_quote_timestamp": "2026-10-16T12:10:23Z", "timestamp_delta_seconds": 5.566905, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "implied_probability": 0.225, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T12:11:26.790418Z", "raw_json": "{\"request\":{\"start\":1792152617,\"end\":1792152977},\"response\":{\"history\":[{\"t\":1792152623,\"p\":0.225},{\"t\":1792152682,\"p\":0.185},{\"t\":1792152682,\"p\":0.185}]},\"selected\":{\"t\":1792152623,\"p\":0.225}}", "venue": "polymarket", "external_event_id": "1187912", "external_market_id": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "external_contract_id": "12223137192396371737574344835835950328397798676747473268855307758119120107863", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-8am-et" }, "selected_entry_price": 0.225, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T12:10:17.433095Z", "id": 9344, "venue": "polymarket", "external_event_id": "1187912", "external_market_id": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "external_contract_id": "71980776770968910146858819099588772553682520072110251080336874441553042495798", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T12:00:00Z", "resolution_timestamp": "2026-10-16T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-8am-et", "first_retrieved_at": "2026-10-16T12:11:26.610116Z", "forecast_run_ids": [ 6429, 6430 ] }, { "forecast_timestamp": "2026-10-16T12:10:17.433095Z", "id": 9343, "venue": "polymarket", "external_event_id": "1187912", "external_market_id": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "external_contract_id": "12223137192396371737574344835835950328397798676747473268855307758119120107863", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T12:00:00Z", "resolution_timestamp": "2026-10-16T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-8am-et", "first_retrieved_at": "2026-10-16T12:11:26.603299Z", "forecast_run_ids": [ 6429, 6430 ] } ], "quotes": [ { "id": 3106, "contract_id": 9343, "forecast_timestamp": "2026-10-16T12:10:17.433095Z", "requested_timestamp": "2026-10-16T12:10:17.433095Z", "actual_quote_timestamp": "2026-10-16T12:10:23Z", "timestamp_delta_seconds": 5.566905, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "implied_probability": 0.225, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T12:11:26.790418Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "contract_side": "UP", "external_event_id": "1187912", "external_market_id": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "external_contract_id": "12223137192396371737574344835835950328397798676747473268855307758119120107863", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304": { "DOWN": "71980776770968910146858819099588772553682520072110251080336874441553042495798", "UP": "12223137192396371737574344835835950328397798676747473268855307758119120107863" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 294913, "signal_id": 247478, "quote_id": 3106, "settlement_id": 477, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 421.5740444444445, "entry_price": 0.225, "entry_price_type": "historical_price_sample", "gross_cost": 94.85416000000001, "trading_fee": 5.14584, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.85416000000001, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T14:11:28.403769Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 294912, "signal_id": 247478, "quote_id": 3106, "settlement_id": 477, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.225, "entry_price_type": "historical_price_sample", "gross_cost": 22.5, "trading_fee": 1.22063, "total_deployed": 23.72063, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -22.5, "net_pnl": -23.72063, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T14:11:28.400897Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82640.73, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1187912", "ticker": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "market_id": "0x372e62b52a166e744e862853bc13318fe796077dd71c0cd875c9f53e52d0c304", "contract_id": "71980776770968910146858819099588772553682520072110251080336874441553042495798", "market_title": "Bitcoin Up or Down - October 16, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T12:10:17.433095Z", "retrieved_timestamp": "2026-10-16T12:10:23Z", "quote_offset_seconds": 5.566905, "quote_age_seconds": 5.566905, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "spread": null, "selected_entry_price": 0.225, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82052.49, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T121017.433095Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 247093, "signal_id": 247478, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-16T11:00:00Z", "return_6h": 0.005816131522198731, "return_12h": 0.00480023753151082, "return_24h": 0.020507777166241414, "close_vs_ema12": 0.0049793277236520606, "close_vs_ema24": 0.006305896243199882, "ema12_slope_3h": 0.0007608601255935099, "ema24_slope_6h": 0.0012421769995385468, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-16T12:11:22.840889Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T11:00:00Z", "return_6h": 0.005816131522198731, "return_12h": 0.00480023753151082, "return_24h": 0.020507777166241414, "close_vs_ema12": 0.0049793277236520606, "close_vs_ema24": 0.006305896243199882, "ema12_slope_3h": 0.0007608601255935099, "ema24_slope_6h": 0.0012421769995385468, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 247251, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T111022.889599Z", "trigger_timestamp": "2026-10-16T11:10:22.889599Z", "market_start_timestamp": "2026-10-16T11:00:00Z", "resolution_timestamp": "2026-10-16T12:00:00Z", "direction": "UP", "base_run_id": 6424, "small_run_id": 6425, "last_observed_close": 82218.82, "actual_close": 82640.73, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T11:11:29.223964Z", "market_regime": { "id": 246866, "signal_id": 247251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T10:00:00Z", "return_6h": 0.00072724776461075, "return_12h": -0.0029249329462849305, "return_24h": 0.014497703527731387, "close_vs_ema12": 0.0007545701498772317, "close_vs_ema24": 0.001717631267940778, "ema12_slope_3h": 3.039299371931925e-05, "ema24_slope_6h": 0.0008436939195259896, "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": "2026-10-16T11:11:29.227861Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T10:00:00Z", "return_6h": 0.00072724776461075, "return_12h": -0.0029249329462849305, "return_24h": 0.014497703527731387, "close_vs_ema12": 0.0007545701498772317, "close_vs_ema24": 0.001717631267940778, "ema12_slope_3h": 3.039299371931925e-05, "ema24_slope_6h": 0.0008436939195259896, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "entry_probability": 0.625, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.110401, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 6424, 6425 ], "forecast_publication_timestamp": "2026-10-16T11:10:22.889599Z", "requested_quote_timestamp": "2026-10-16T11:10:22.889599Z", "retrieved_quote_timestamp": "2026-10-16T11:10:27Z", "quote_retrieval_timestamp": "2026-10-16T11:11:33.429901Z", "timing_difference_seconds": 4.110401, "selected_quote": { "id": 3092, "contract_id": 9324, "forecast_timestamp": "2026-10-16T11:10:22.889599Z", "requested_timestamp": "2026-10-16T11:10:22.889599Z", "actual_quote_timestamp": "2026-10-16T11:10:27Z", "timestamp_delta_seconds": 4.110401, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T11:11:33.429901Z", "raw_json": "{\"request\":{\"start\":1792149022,\"end\":1792149382},\"response\":{\"history\":[{\"t\":1792149027,\"p\":0.625},{\"t\":1792149084,\"p\":0.655},{\"t\":1792149084,\"p\":0.655}]},\"selected\":{\"t\":1792149027,\"p\":0.625}}", "venue": "polymarket", "external_event_id": "1187714", "external_market_id": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "external_contract_id": "79929751435200850701071777896616196465407349752930439461425744836629211997392", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-7am-et" }, "selected_entry_price": 0.625, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T11:10:22.889599Z", "id": 9325, "venue": "polymarket", "external_event_id": "1187714", "external_market_id": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "external_contract_id": "98500912885384531607244505332858670680174797997907660461755848075220058770429", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T11:00:00Z", "resolution_timestamp": "2026-10-16T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-7am-et", "first_retrieved_at": "2026-10-16T11:11:33.259291Z", "forecast_run_ids": [ 6424, 6425 ] }, { "forecast_timestamp": "2026-10-16T11:10:22.889599Z", "id": 9324, "venue": "polymarket", "external_event_id": "1187714", "external_market_id": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "external_contract_id": "79929751435200850701071777896616196465407349752930439461425744836629211997392", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T11:00:00Z", "resolution_timestamp": "2026-10-16T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-7am-et", "first_retrieved_at": "2026-10-16T11:11:33.252236Z", "forecast_run_ids": [ 6424, 6425 ] } ], "quotes": [ { "id": 3092, "contract_id": 9324, "forecast_timestamp": "2026-10-16T11:10:22.889599Z", "requested_timestamp": "2026-10-16T11:10:22.889599Z", "actual_quote_timestamp": "2026-10-16T11:10:27Z", "timestamp_delta_seconds": 4.110401, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T11:11:33.429901Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "contract_side": "UP", "external_event_id": "1187714", "external_market_id": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "external_contract_id": "79929751435200850701071777896616196465407349752930439461425744836629211997392", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580": { "DOWN": "98500912885384531607244505332858670680174797997907660461755848075220058770429", "UP": "79929751435200850701071777896616196465407349752930439461425744836629211997392" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 294601, "signal_id": 247251, "quote_id": 3092, "settlement_id": 476, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 155.907424, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 97.44214, "trading_fee": 2.55786, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 155.907424, "gross_pnl": 58.465284, "net_pnl": 55.90742399999999, "roi": 0.55907424, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T13:11:27.499921Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 294600, "signal_id": 247251, "quote_id": 3092, "settlement_id": 476, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 62.5, "trading_fee": 1.64063, "total_deployed": 64.14063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 37.5, "net_pnl": 35.85937, "roi": 0.5590741780989678, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T13:11:27.497282Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82218.82, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1187714", "ticker": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "market_id": "0x157db8ebe15d8d76ed0de2c1023ab92ff03cd71252a785d2d5e633fa07683580", "contract_id": "98500912885384531607244505332858670680174797997907660461755848075220058770429", "market_title": "Bitcoin Up or Down - October 16, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T11:10:22.889599Z", "retrieved_timestamp": "2026-10-16T11:10:27Z", "quote_offset_seconds": 4.110401, "quote_age_seconds": 4.110401, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "spread": null, "selected_entry_price": 0.625, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82640.73, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T111022.889599Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 246866, "signal_id": 247251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T10:00:00Z", "return_6h": 0.00072724776461075, "return_12h": -0.0029249329462849305, "return_24h": 0.014497703527731387, "close_vs_ema12": 0.0007545701498772317, "close_vs_ema24": 0.001717631267940778, "ema12_slope_3h": 3.039299371931925e-05, "ema24_slope_6h": 0.0008436939195259896, "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": "2026-10-16T11:11:29.227861Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T10:00:00Z", "return_6h": 0.00072724776461075, "return_12h": -0.0029249329462849305, "return_24h": 0.014497703527731387, "close_vs_ema12": 0.0007545701498772317, "close_vs_ema24": 0.001717631267940778, "ema12_slope_3h": 3.039299371931925e-05, "ema24_slope_6h": 0.0008436939195259896, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 247025, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T101020.239790Z", "trigger_timestamp": "2026-10-16T10:10:20.239790Z", "market_start_timestamp": "2026-10-16T10:00:00Z", "resolution_timestamp": "2026-10-16T11:00:00Z", "direction": "UP", "base_run_id": 6419, "small_run_id": 6420, "last_observed_close": 82017.96, "actual_close": 82218.82, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T10:11:25.512942Z", "market_regime": { "id": 246640, "signal_id": 247025, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T09:00:00Z", "return_6h": -0.0013156611407273422, "return_12h": -0.0049395147837248965, "return_24h": 0.0092649926708952, "close_vs_ema12": -0.0015532847682160345, "close_vs_ema24": -0.0005802853024486909, "ema12_slope_3h": 0.0001935076612342712, "ema24_slope_6h": 0.0008538398629358568, "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": "2026-10-16T10:11:25.516209Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T09:00:00Z", "return_6h": -0.0013156611407273422, "return_12h": -0.0049395147837248965, "return_24h": 0.0092649926708952, "close_vs_ema12": -0.0015532847682160345, "close_vs_ema24": -0.0005802853024486909, "ema12_slope_3h": 0.0001935076612342712, "ema24_slope_6h": 0.0008538398629358568, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "entry_probability": 0.265, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.76021, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 6419, 6420 ], "forecast_publication_timestamp": "2026-10-16T10:10:20.239790Z", "requested_quote_timestamp": "2026-10-16T10:10:20.239790Z", "retrieved_quote_timestamp": "2026-10-16T10:10:25Z", "quote_retrieval_timestamp": "2026-10-16T10:11:29.398410Z", "timing_difference_seconds": 4.76021, "selected_quote": { "id": 3087, "contract_id": 9314, "forecast_timestamp": "2026-10-16T10:10:20.239790Z", "requested_timestamp": "2026-10-16T10:10:20.239790Z", "actual_quote_timestamp": "2026-10-16T10:10:25Z", "timestamp_delta_seconds": 4.76021, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "implied_probability": 0.265, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T10:11:29.398410Z", "raw_json": "{\"request\":{\"start\":1792145420,\"end\":1792145780},\"response\":{\"history\":[{\"t\":1792145425,\"p\":0.265},{\"t\":1792145477,\"p\":0.225},{\"t\":1792145477,\"p\":0.225}]},\"selected\":{\"t\":1792145425,\"p\":0.265}}", "venue": "polymarket", "external_event_id": "1187543", "external_market_id": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "external_contract_id": "10610468091404236949876178292101996566003316783570731095775961161272240523969", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6am-et" }, "selected_entry_price": 0.265, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T10:10:20.239790Z", "id": 9315, "venue": "polymarket", "external_event_id": "1187543", "external_market_id": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "external_contract_id": "94426202230639116817184059929462016674058662645359296165773617364588013225734", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T10:00:00Z", "resolution_timestamp": "2026-10-16T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6am-et", "first_retrieved_at": "2026-10-16T10:11:29.221577Z", "forecast_run_ids": [ 6419, 6420 ] }, { "forecast_timestamp": "2026-10-16T10:10:20.239790Z", "id": 9314, "venue": "polymarket", "external_event_id": "1187543", "external_market_id": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "external_contract_id": "10610468091404236949876178292101996566003316783570731095775961161272240523969", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T10:00:00Z", "resolution_timestamp": "2026-10-16T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-6am-et", "first_retrieved_at": "2026-10-16T10:11:29.213269Z", "forecast_run_ids": [ 6419, 6420 ] } ], "quotes": [ { "id": 3087, "contract_id": 9314, "forecast_timestamp": "2026-10-16T10:10:20.239790Z", "requested_timestamp": "2026-10-16T10:10:20.239790Z", "actual_quote_timestamp": "2026-10-16T10:10:25Z", "timestamp_delta_seconds": 4.76021, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "implied_probability": 0.265, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T10:11:29.398410Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "contract_side": "UP", "external_event_id": "1187543", "external_market_id": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "external_contract_id": "10610468091404236949876178292101996566003316783570731095775961161272240523969", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95": { "DOWN": "94426202230639116817184059929462016674058662645359296165773617364588013225734", "UP": "10610468091404236949876178292101996566003316783570731095775961161272240523969" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 294289, "signal_id": 247025, "quote_id": 3087, "settlement_id": 474, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 358.8934339622641, "entry_price": 0.265, "entry_price_type": "historical_price_sample", "gross_cost": 95.10676, "trading_fee": 4.89324, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 358.8934339622641, "gross_pnl": 263.7866739622641, "net_pnl": 258.8934339622641, "roi": 2.588934339622641, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T12:11:26.219854Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 294288, "signal_id": 247025, "quote_id": 3087, "settlement_id": 474, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.265, "entry_price_type": "historical_price_sample", "gross_cost": 26.5, "trading_fee": 1.36343, "total_deployed": 27.86343, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 73.5, "net_pnl": 72.13657, "roi": 2.5889335950383714, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T12:11:26.217771Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82017.96, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1187543", "ticker": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "market_id": "0xef00ed6435b84efd2c8e46ad13894c62d5312d7b83bbc654e17dd4fb33caef95", "contract_id": "94426202230639116817184059929462016674058662645359296165773617364588013225734", "market_title": "Bitcoin Up or Down - October 16, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T10:10:20.239790Z", "retrieved_timestamp": "2026-10-16T10:10:25Z", "quote_offset_seconds": 4.76021, "quote_age_seconds": 4.76021, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "spread": null, "selected_entry_price": 0.265, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82218.82, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T101020.239790Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 246640, "signal_id": 247025, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T09:00:00Z", "return_6h": -0.0013156611407273422, "return_12h": -0.0049395147837248965, "return_24h": 0.0092649926708952, "close_vs_ema12": -0.0015532847682160345, "close_vs_ema24": -0.0005802853024486909, "ema12_slope_3h": 0.0001935076612342712, "ema24_slope_6h": 0.0008538398629358568, "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": "2026-10-16T10:11:25.516209Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T09:00:00Z", "return_6h": -0.0013156611407273422, "return_12h": -0.0049395147837248965, "return_24h": 0.0092649926708952, "close_vs_ema12": -0.0015532847682160345, "close_vs_ema24": -0.0005802853024486909, "ema12_slope_3h": 0.0001935076612342712, "ema24_slope_6h": 0.0008538398629358568, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 246800, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T091017.613605Z", "trigger_timestamp": "2026-10-16T09:10:17.613605Z", "market_start_timestamp": "2026-10-16T09:00:00Z", "resolution_timestamp": "2026-10-16T10:00:00Z", "direction": "UP", "base_run_id": 6414, "small_run_id": 6415, "last_observed_close": 82248.09, "actual_close": 82017.96, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T09:11:23.439022Z", "market_regime": { "id": 246415, "signal_id": 246800, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T08:00:00Z", "return_6h": 0.0025259364662924, "return_12h": 0.0016338275369356392, "return_24h": 0.010663515698948745, "close_vs_ema12": 0.0009655177252871905, "close_vs_ema24": 0.002173366111307473, "ema12_slope_3h": 0.0005875017259360238, "ema24_slope_6h": 0.0010428183763284693, "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": "2026-10-16T09:11:23.442193Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T08:00:00Z", "return_6h": 0.0025259364662924, "return_12h": 0.0016338275369356392, "return_24h": 0.010663515698948745, "close_vs_ema12": 0.0009655177252871905, "close_vs_ema24": 0.002173366111307473, "ema12_slope_3h": 0.0005875017259360238, "ema24_slope_6h": 0.0010428183763284693, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 21.386395, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6414, 6415 ], "forecast_publication_timestamp": "2026-10-16T09:10:17.613605Z", "requested_quote_timestamp": "2026-10-16T09:10:17.613605Z", "retrieved_quote_timestamp": "2026-10-16T09:10:39Z", "quote_retrieval_timestamp": "2026-10-16T09:11:27.575977Z", "timing_difference_seconds": 21.386395, "selected_quote": { "id": 3082, "contract_id": 9304, "forecast_timestamp": "2026-10-16T09:10:17.613605Z", "requested_timestamp": "2026-10-16T09:10:17.613605Z", "actual_quote_timestamp": "2026-10-16T09:10:39Z", "timestamp_delta_seconds": 21.386395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T09:11:27.575977Z", "raw_json": "{\"request\":{\"start\":1792141817,\"end\":1792142177},\"response\":{\"history\":[{\"t\":1792141839,\"p\":0.525},{\"t\":1792141839,\"p\":0.525}]},\"selected\":{\"t\":1792141839,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "1187381", "external_market_id": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "external_contract_id": "21750266123667535249356205118583990391276463052648569743857018409068671270992", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-5am-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T09:10:17.613605Z", "id": 9305, "venue": "polymarket", "external_event_id": "1187381", "external_market_id": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "external_contract_id": "22386687823208537271694130949126182369148628047340297953465456420310817323439", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T09:00:00Z", "resolution_timestamp": "2026-10-16T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-5am-et", "first_retrieved_at": "2026-10-16T09:11:27.395930Z", "forecast_run_ids": [ 6414, 6415 ] }, { "forecast_timestamp": "2026-10-16T09:10:17.613605Z", "id": 9304, "venue": "polymarket", "external_event_id": "1187381", "external_market_id": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "external_contract_id": "21750266123667535249356205118583990391276463052648569743857018409068671270992", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T09:00:00Z", "resolution_timestamp": "2026-10-16T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-5am-et", "first_retrieved_at": "2026-10-16T09:11:27.387765Z", "forecast_run_ids": [ 6414, 6415 ] } ], "quotes": [ { "id": 3082, "contract_id": 9304, "forecast_timestamp": "2026-10-16T09:10:17.613605Z", "requested_timestamp": "2026-10-16T09:10:17.613605Z", "actual_quote_timestamp": "2026-10-16T09:10:39Z", "timestamp_delta_seconds": 21.386395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T09:11:27.575977Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "contract_side": "UP", "external_event_id": "1187381", "external_market_id": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "external_contract_id": "21750266123667535249356205118583990391276463052648569743857018409068671270992", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea": { "DOWN": "22386687823208537271694130949126182369148628047340297953465456420310817323439", "UP": "21750266123667535249356205118583990391276463052648569743857018409068671270992" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 293978, "signal_id": 246800, "quote_id": 3082, "settlement_id": 472, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.782, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T11:11:32.883805Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 293977, "signal_id": 246800, "quote_id": 3082, "settlement_id": 472, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -52.5, "net_pnl": -54.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T11:11:32.880878Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82248.09, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1187381", "ticker": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "market_id": "0x55ef3cadea23e7163887815b26a32ce40d3ab7e19d6aa6591cc55b05b52d87ea", "contract_id": "22386687823208537271694130949126182369148628047340297953465456420310817323439", "market_title": "Bitcoin Up or Down - October 16, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T09:10:17.613605Z", "retrieved_timestamp": "2026-10-16T09:10:39Z", "quote_offset_seconds": 21.386395, "quote_age_seconds": 21.386395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82017.96, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T091017.613605Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 246415, "signal_id": 246800, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T08:00:00Z", "return_6h": 0.0025259364662924, "return_12h": 0.0016338275369356392, "return_24h": 0.010663515698948745, "close_vs_ema12": 0.0009655177252871905, "close_vs_ema24": 0.002173366111307473, "ema12_slope_3h": 0.0005875017259360238, "ema24_slope_6h": 0.0010428183763284693, "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": "2026-10-16T09:11:23.442193Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T08:00:00Z", "return_6h": 0.0025259364662924, "return_12h": 0.0016338275369356392, "return_24h": 0.010663515698948745, "close_vs_ema12": 0.0009655177252871905, "close_vs_ema24": 0.002173366111307473, "ema12_slope_3h": 0.0005875017259360238, "ema24_slope_6h": 0.0010428183763284693, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 246576, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T081019.022867Z", "trigger_timestamp": "2026-10-16T08:10:19.022867Z", "market_start_timestamp": "2026-10-16T08:00:00Z", "resolution_timestamp": "2026-10-16T09:00:00Z", "direction": "UP", "base_run_id": 6409, "small_run_id": 6410, "last_observed_close": 82290.0, "actual_close": 82248.09, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T08:11:25.662750Z", "market_regime": { "id": 246191, "signal_id": 246576, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-16T07:00:00Z", "return_6h": 0.0024118059723474694, "return_12h": -0.001149849007212822, "return_24h": 0.009181355126123725, "close_vs_ema12": 0.0016514041954904801, "close_vs_ema24": 0.0028735608957006775, "ema12_slope_3h": 0.000505664913098558, "ema24_slope_6h": 0.0009137547471025353, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-16T08:11:25.665805Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T07:00:00Z", "return_6h": 0.0024118059723474694, "return_12h": -0.001149849007212822, "return_24h": 0.009181355126123725, "close_vs_ema12": 0.0016514041954904801, "close_vs_ema24": 0.0028735608957006775, "ema12_slope_3h": 0.000505664913098558, "ema24_slope_6h": 0.0009137547471025353, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "entry_probability": 0.505, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.977133, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6409, 6410 ], "forecast_publication_timestamp": "2026-10-16T08:10:19.022867Z", "requested_quote_timestamp": "2026-10-16T08:10:19.022867Z", "retrieved_quote_timestamp": "2026-10-16T08:10:28Z", "quote_retrieval_timestamp": "2026-10-16T08:11:29.385190Z", "timing_difference_seconds": 8.977133, "selected_quote": { "id": 3077, "contract_id": 9294, "forecast_timestamp": "2026-10-16T08:10:19.022867Z", "requested_timestamp": "2026-10-16T08:10:19.022867Z", "actual_quote_timestamp": "2026-10-16T08:10:28Z", "timestamp_delta_seconds": 8.977133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T08:11:29.385190Z", "raw_json": "{\"request\":{\"start\":1792138219,\"end\":1792138579},\"response\":{\"history\":[{\"t\":1792138228,\"p\":0.505},{\"t\":1792138278,\"p\":0.505},{\"t\":1792138278,\"p\":0.505}]},\"selected\":{\"t\":1792138228,\"p\":0.505}}", "venue": "polymarket", "external_event_id": "1187152", "external_market_id": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "external_contract_id": "59851589892933864597875664177692759880530259444984566393404838703324320702177", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-4am-et" }, "selected_entry_price": 0.505, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T08:10:19.022867Z", "id": 9295, "venue": "polymarket", "external_event_id": "1187152", "external_market_id": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "external_contract_id": "65298605789048295838816056293763451729737054183040534643980820994351866534480", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T08:00:00Z", "resolution_timestamp": "2026-10-16T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-4am-et", "first_retrieved_at": "2026-10-16T08:11:29.204822Z", "forecast_run_ids": [ 6409, 6410 ] }, { "forecast_timestamp": "2026-10-16T08:10:19.022867Z", "id": 9294, "venue": "polymarket", "external_event_id": "1187152", "external_market_id": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "external_contract_id": "59851589892933864597875664177692759880530259444984566393404838703324320702177", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T08:00:00Z", "resolution_timestamp": "2026-10-16T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-4am-et", "first_retrieved_at": "2026-10-16T08:11:29.198039Z", "forecast_run_ids": [ 6409, 6410 ] } ], "quotes": [ { "id": 3077, "contract_id": 9294, "forecast_timestamp": "2026-10-16T08:10:19.022867Z", "requested_timestamp": "2026-10-16T08:10:19.022867Z", "actual_quote_timestamp": "2026-10-16T08:10:28Z", "timestamp_delta_seconds": 8.977133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T08:11:29.385190Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "contract_side": "UP", "external_event_id": "1187152", "external_market_id": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "external_contract_id": "59851589892933864597875664177692759880530259444984566393404838703324320702177", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f": { "DOWN": "65298605789048295838816056293763451729737054183040534643980820994351866534480", "UP": "59851589892933864597875664177692759880530259444984566393404838703324320702177" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 293667, "signal_id": 246576, "quote_id": 3077, "settlement_id": 470, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.65104, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T10:11:28.854533Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 293666, "signal_id": 246576, "quote_id": 3077, "settlement_id": 470, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 50.5, "trading_fee": 1.74983, "total_deployed": 52.24983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -50.5, "net_pnl": -52.24983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T10:11:28.850784Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82290.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1187152", "ticker": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "market_id": "0xef369d67e8a0556492eb720a410dfb19bcadcb449022809489cd12a99b428c4f", "contract_id": "65298605789048295838816056293763451729737054183040534643980820994351866534480", "market_title": "Bitcoin Up or Down - October 16, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T08:10:19.022867Z", "retrieved_timestamp": "2026-10-16T08:10:28Z", "quote_offset_seconds": 8.977133, "quote_age_seconds": 8.977133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82248.09, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T081019.022867Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 246191, "signal_id": 246576, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-16T07:00:00Z", "return_6h": 0.0024118059723474694, "return_12h": -0.001149849007212822, "return_24h": 0.009181355126123725, "close_vs_ema12": 0.0016514041954904801, "close_vs_ema24": 0.0028735608957006775, "ema12_slope_3h": 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requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-16T07:11:22.918338Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T06:00:00Z", "return_6h": -0.001991523365393988, "return_12h": -0.0027906810812622362, "return_24h": 0.015910908406952196, "close_vs_ema12": 0.0006130218637376839, "close_vs_ema24": 0.001783426134200905, "ema12_slope_3h": 0.0003077239235120821, "ema24_slope_6h": 0.000783294735414275, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 10.262011, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 6404, 6405 ], "forecast_publication_timestamp": "2026-10-16T07:10:16.737989Z", "requested_quote_timestamp": "2026-10-16T07:10:16.737989Z", "retrieved_quote_timestamp": "2026-10-16T07:10:27Z", "quote_retrieval_timestamp": "2026-10-16T07:11:26.151806Z", "timing_difference_seconds": 10.262011, "selected_quote": { "id": 3064, "contract_id": 9277, "forecast_timestamp": "2026-10-16T07:10:16.737989Z", "requested_timestamp": "2026-10-16T07:10:16.737989Z", "actual_quote_timestamp": "2026-10-16T07:10:27Z", "timestamp_delta_seconds": 10.262011, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T07:11:26.151806Z", "raw_json": "{\"request\":{\"start\":1792134616,\"end\":1792134976},\"response\":{\"history\":[{\"t\":1792134627,\"p\":0.415},{\"t\":1792134683,\"p\":0.465},{\"t\":1792134683,\"p\":0.465}]},\"selected\":{\"t\":1792134627,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "1186953", "external_market_id": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "external_contract_id": "15367971290373934502105085281559317270810591401509016699438056192557461593073", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-3am-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T07:10:16.737989Z", "id": 9278, "venue": "polymarket", "external_event_id": "1186953", "external_market_id": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "external_contract_id": "111504901037187834989671741942866367574129973017085855734239439245077592424991", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T07:00:00Z", "resolution_timestamp": "2026-10-16T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-3am-et", "first_retrieved_at": "2026-10-16T07:11:25.983171Z", "forecast_run_ids": [ 6404, 6405 ] }, { "forecast_timestamp": "2026-10-16T07:10:16.737989Z", "id": 9277, "venue": "polymarket", "external_event_id": "1186953", "external_market_id": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "external_contract_id": "15367971290373934502105085281559317270810591401509016699438056192557461593073", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T07:00:00Z", "resolution_timestamp": "2026-10-16T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-16-2026-3am-et", "first_retrieved_at": "2026-10-16T07:11:25.979642Z", "forecast_run_ids": [ 6404, 6405 ] } ], "quotes": [ { "id": 3064, "contract_id": 9277, "forecast_timestamp": "2026-10-16T07:10:16.737989Z", "requested_timestamp": "2026-10-16T07:10:16.737989Z", "actual_quote_timestamp": "2026-10-16T07:10:27Z", "timestamp_delta_seconds": 10.262011, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T07:11:26.151806Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "contract_side": "UP", "external_event_id": "1186953", "external_market_id": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "external_contract_id": "15367971290373934502105085281559317270810591401509016699438056192557461593073", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12": { "DOWN": "111504901037187834989671741942866367574129973017085855734239439245077592424991", "UP": "15367971290373934502105085281559317270810591401509016699438056192557461593073" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 293358, "signal_id": 246353, "quote_id": 3064, "settlement_id": 468, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48455421686748, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06609, "trading_fee": 3.93391, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 231.48455421686748, "gross_pnl": 135.41846421686748, "net_pnl": 131.48455421686748, "roi": 1.3148455421686749, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T09:11:27.018334Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 293357, "signal_id": 246353, "quote_id": 3064, "settlement_id": 468, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 58.5, "net_pnl": 56.80058, "roi": 1.3148458937643142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T09:11:27.015792Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82180.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1186953", "ticker": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "market_id": "0xf370e19d9fd9d653074041d4236f3a972dcd4088a7acf5f39f11ab600a1e7b12", "contract_id": "111504901037187834989671741942866367574129973017085855734239439245077592424991", "market_title": "Bitcoin Up or Down - October 16, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T07:10:16.737989Z", "retrieved_timestamp": "2026-10-16T07:10:27Z", "quote_offset_seconds": 10.262011, "quote_age_seconds": 10.262011, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82290.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T071016.737989Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 245968, "signal_id": 246353, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T06:00:00Z", "return_6h": -0.001991523365393988, "return_12h": -0.0027906810812622362, "return_24h": 0.015910908406952196, "close_vs_ema12": 0.0006130218637376839, "close_vs_ema24": 0.001783426134200905, "ema12_slope_3h": 0.0003077239235120821, "ema24_slope_6h": 0.000783294735414275, "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": "2026-10-16T07:11:22.918338Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T06:00:00Z", "return_6h": -0.001991523365393988, "return_12h": -0.0027906810812622362, "return_24h": 0.015910908406952196, "close_vs_ema12": 0.0006130218637376839, "close_vs_ema24": 0.001783426134200905, "ema12_slope_3h": 0.0003077239235120821, "ema24_slope_6h": 0.000783294735414275, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 245251, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T021018.532159Z", "trigger_timestamp": "2026-10-16T02:10:18.532159Z", "market_start_timestamp": "2026-10-16T02:00:00Z", "resolution_timestamp": "2026-10-16T03:00:00Z", "direction": "UP", "base_run_id": 6379, "small_run_id": 6380, "last_observed_close": 82092.01, "actual_close": 82040.86, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-16T02:11:35.474314Z", "market_regime": { "id": 244866, "signal_id": 245251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T01:00:00Z", "return_6h": -0.0035530856264262, "return_12h": 0.023477696798945846, "return_24h": 0.005536501036685237, "close_vs_ema12": -0.00023499069489940627, "close_vs_ema24": 0.0013748196022378423, "ema12_slope_3h": 0.0008480774413754943, "ema24_slope_6h": 0.0023492745127657866, "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": "2026-10-16T02:11:35.477811Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T01:00:00Z", "return_6h": -0.0035530856264262, "return_12h": 0.023477696798945846, "return_24h": 0.005536501036685237, "close_vs_ema12": -0.00023499069489940627, "close_vs_ema24": 0.0013748196022378423, "ema12_slope_3h": 0.0008480774413754943, "ema24_slope_6h": 0.0023492745127657866, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 65.467841, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6379, 6380 ], "forecast_publication_timestamp": "2026-10-16T02:10:18.532159Z", "requested_quote_timestamp": "2026-10-16T02:10:18.532159Z", "retrieved_quote_timestamp": "2026-10-16T02:11:24Z", "quote_retrieval_timestamp": "2026-10-16T02:11:38.548062Z", "timing_difference_seconds": 65.467841, "selected_quote": { "id": 3059, "contract_id": 9259, "forecast_timestamp": "2026-10-16T02:10:18.532159Z", "requested_timestamp": "2026-10-16T02:10:18.532159Z", "actual_quote_timestamp": "2026-10-16T02:11:24Z", "timestamp_delta_seconds": 65.467841, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T02:11:38.548062Z", "raw_json": "{\"request\":{\"start\":1792116618,\"end\":1792116978},\"response\":{\"history\":[{\"t\":1792116684,\"p\":0.535},{\"t\":1792116684,\"p\":0.535}]},\"selected\":{\"t\":1792116684,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1185978", "external_market_id": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "external_contract_id": "56925423884727131975046614686913213001429865492892286263715266035528770202460", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-10pm-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-16T02:10:18.532159Z", "id": 9260, "venue": "polymarket", "external_event_id": "1185978", "external_market_id": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "external_contract_id": "18246578750483040607213264212524241837604993678760023651132371083393714447542", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-16T02:00:00Z", "resolution_timestamp": "2026-10-16T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-10pm-et", "first_retrieved_at": "2026-10-16T02:11:38.373836Z", "forecast_run_ids": [ 6379, 6380 ] }, { "forecast_timestamp": "2026-10-16T02:10:18.532159Z", "id": 9259, "venue": "polymarket", "external_event_id": "1185978", "external_market_id": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "external_contract_id": "56925423884727131975046614686913213001429865492892286263715266035528770202460", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-16T02:00:00Z", "resolution_timestamp": "2026-10-16T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-10pm-et", "first_retrieved_at": "2026-10-16T02:11:38.369700Z", "forecast_run_ids": [ 6379, 6380 ] } ], "quotes": [ { "id": 3059, "contract_id": 9259, "forecast_timestamp": "2026-10-16T02:10:18.532159Z", "requested_timestamp": "2026-10-16T02:10:18.532159Z", "actual_quote_timestamp": "2026-10-16T02:11:24Z", "timestamp_delta_seconds": 65.467841, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-16T02:11:38.548062Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "contract_side": "UP", "external_event_id": "1185978", "external_market_id": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "external_contract_id": "56925423884727131975046614686913213001429865492892286263715266035528770202460", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d": { "DOWN": "18246578750483040607213264212524241837604993678760023651132371083393714447542", "UP": "56925423884727131975046614686913213001429865492892286263715266035528770202460" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 291835, "signal_id": 245251, "quote_id": 3059, "settlement_id": 465, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.84761, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T04:11:27.845573Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 291834, "signal_id": 245251, "quote_id": 3059, "settlement_id": 465, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -53.5, "net_pnl": -55.24143, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-16T04:11:27.842759Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82092.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1185978", "ticker": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "market_id": "0x3d65df9c6c732e55d33e6dac07127b6ee069481981bc27778f19a5ddb068bb6d", "contract_id": "18246578750483040607213264212524241837604993678760023651132371083393714447542", "market_title": "Bitcoin Up or Down - October 15, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-16T02:10:18.532159Z", "retrieved_timestamp": "2026-10-16T02:11:24Z", "quote_offset_seconds": 65.467841, "quote_age_seconds": 65.467841, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82040.86, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261016T021018.532159Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 244866, "signal_id": 245251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-16T01:00:00Z", "return_6h": -0.0035530856264262, "return_12h": 0.023477696798945846, "return_24h": 0.005536501036685237, "close_vs_ema12": -0.00023499069489940627, "close_vs_ema24": 0.0013748196022378423, "ema12_slope_3h": 0.0008480774413754943, "ema24_slope_6h": 0.0023492745127657866, "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": "2026-10-16T02:11:35.477811Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-16T01:00:00Z", "return_6h": -0.0035530856264262, "return_12h": 0.023477696798945846, "return_24h": 0.005536501036685237, "close_vs_ema12": -0.00023499069489940627, "close_vs_ema24": 0.0013748196022378423, "ema12_slope_3h": 0.0008480774413754943, "ema24_slope_6h": 0.0023492745127657866, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 243278, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T171017.169582Z", "trigger_timestamp": "2026-10-15T17:10:17.169582Z", "market_start_timestamp": "2026-10-15T17:00:00Z", "resolution_timestamp": "2026-10-15T18:00:00Z", "direction": "UP", "base_run_id": 6334, "small_run_id": 6335, "last_observed_close": 82108.01, "actual_close": 82439.7, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T17:11:23.980814Z", "market_regime": { "id": 242893, "signal_id": 243278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-15T16:00:00Z", "return_6h": 0.013130419364228318, "return_12h": 0.00625866143642928, "return_24h": 0.0011632357511850433, "close_vs_ema12": 0.0078292647863627, "close_vs_ema24": 0.006100345771030913, "ema12_slope_3h": 0.0054139492468578965, "ema24_slope_6h": -0.0012945749387391903, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T17:11:23.984293Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T16:00:00Z", "return_6h": 0.013130419364228318, "return_12h": 0.00625866143642928, "return_24h": 0.0011632357511850433, "close_vs_ema12": 0.0078292647863627, "close_vs_ema24": 0.006100345771030913, "ema12_slope_3h": 0.0054139492468578965, "ema24_slope_6h": -0.0012945749387391903, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "entry_probability": 0.625, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.830418, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 6334, 6335 ], "forecast_publication_timestamp": "2026-10-15T17:10:17.169582Z", "requested_quote_timestamp": "2026-10-15T17:10:17.169582Z", "retrieved_quote_timestamp": "2026-10-15T17:10:20Z", "quote_retrieval_timestamp": "2026-10-15T17:11:27.444760Z", "timing_difference_seconds": 2.830418, "selected_quote": { "id": 3054, "contract_id": 9233, "forecast_timestamp": "2026-10-15T17:10:17.169582Z", "requested_timestamp": "2026-10-15T17:10:17.169582Z", "actual_quote_timestamp": "2026-10-15T17:10:20Z", "timestamp_delta_seconds": 2.830418, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T17:11:27.444760Z", "raw_json": "{\"request\":{\"start\":1792084217,\"end\":1792084577},\"response\":{\"history\":[{\"t\":1792084220,\"p\":0.625},{\"t\":1792084220,\"p\":0.625}]},\"selected\":{\"t\":1792084220,\"p\":0.625}}", "venue": "polymarket", "external_event_id": "1183660", "external_market_id": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "external_contract_id": "36601729361709967441247222076325508468818142559348977073586199659078632349884", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-1pm-et" }, "selected_entry_price": 0.625, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T17:10:17.169582Z", "id": 9234, "venue": "polymarket", "external_event_id": "1183660", "external_market_id": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "external_contract_id": "114903022993899334767559611244628434288958757235279615526148665574713779915023", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T17:00:00Z", "resolution_timestamp": "2026-10-15T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-1pm-et", "first_retrieved_at": "2026-10-15T17:11:27.233342Z", "forecast_run_ids": [ 6334, 6335 ] }, { "forecast_timestamp": "2026-10-15T17:10:17.169582Z", "id": 9233, "venue": "polymarket", "external_event_id": "1183660", "external_market_id": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "external_contract_id": "36601729361709967441247222076325508468818142559348977073586199659078632349884", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T17:00:00Z", "resolution_timestamp": "2026-10-15T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-1pm-et", "first_retrieved_at": "2026-10-15T17:11:27.226243Z", "forecast_run_ids": [ 6334, 6335 ] } ], "quotes": [ { "id": 3054, "contract_id": 9233, "forecast_timestamp": "2026-10-15T17:10:17.169582Z", "requested_timestamp": "2026-10-15T17:10:17.169582Z", "actual_quote_timestamp": "2026-10-15T17:10:20Z", "timestamp_delta_seconds": 2.830418, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T17:11:27.444760Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "contract_side": "UP", "external_event_id": "1183660", "external_market_id": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "external_contract_id": "36601729361709967441247222076325508468818142559348977073586199659078632349884", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4": { "DOWN": "114903022993899334767559611244628434288958757235279615526148665574713779915023", "UP": "36601729361709967441247222076325508468818142559348977073586199659078632349884" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 289113, "signal_id": 243278, "quote_id": 3054, "settlement_id": 463, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 155.907424, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 97.44214, "trading_fee": 2.55786, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 155.907424, "gross_pnl": 58.465284, "net_pnl": 55.90742399999999, "roi": 0.55907424, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T19:11:26.123379Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 289112, "signal_id": 243278, "quote_id": 3054, "settlement_id": 463, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 62.5, "trading_fee": 1.64063, "total_deployed": 64.14063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 37.5, "net_pnl": 35.85937, "roi": 0.5590741780989678, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T19:11:26.120763Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82108.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1183660", "ticker": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "market_id": "0xef7cc1f1197ae36b9ede00dc5b16049e9aa748cb4cb59e9dde7df21c3a7872c4", "contract_id": "114903022993899334767559611244628434288958757235279615526148665574713779915023", "market_title": "Bitcoin Up or Down - October 15, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T17:10:17.169582Z", "retrieved_timestamp": "2026-10-15T17:10:20Z", "quote_offset_seconds": 2.830418, "quote_age_seconds": 2.830418, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "spread": null, "selected_entry_price": 0.625, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82439.7, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T171017.169582Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 242893, "signal_id": 243278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-15T16:00:00Z", "return_6h": 0.013130419364228318, "return_12h": 0.00625866143642928, "return_24h": 0.0011632357511850433, "close_vs_ema12": 0.0078292647863627, "close_vs_ema24": 0.006100345771030913, "ema12_slope_3h": 0.0054139492468578965, "ema24_slope_6h": -0.0012945749387391903, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T17:11:23.984293Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T16:00:00Z", "return_6h": 0.013130419364228318, "return_12h": 0.00625866143642928, "return_24h": 0.0011632357511850433, "close_vs_ema12": 0.0078292647863627, "close_vs_ema24": 0.006100345771030913, "ema12_slope_3h": 0.0054139492468578965, "ema24_slope_6h": -0.0012945749387391903, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 242840, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T151017.820255Z", "trigger_timestamp": "2026-10-15T15:10:17.820255Z", "market_start_timestamp": "2026-10-15T15:00:00Z", "resolution_timestamp": "2026-10-15T16:00:00Z", "direction": "UP", "base_run_id": 6324, "small_run_id": 6325, "last_observed_close": 81871.95, "actual_close": 82418.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T15:11:24.189329Z", "market_regime": { "id": 242455, "signal_id": 242840, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-15T14:00:00Z", "return_6h": 0.006041512017221917, "return_12h": 0.004095513245908178, "return_24h": -0.0012570905763952256, "close_vs_ema12": 0.008762672966442508, "close_vs_ema24": 0.004651854949776935, "ema12_slope_3h": -0.001655667174695341, "ema24_slope_6h": -0.003982255224026288, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T15:11:24.193636Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T14:00:00Z", "return_6h": 0.006041512017221917, "return_12h": 0.004095513245908178, "return_24h": -0.0012570905763952256, "close_vs_ema12": 0.008762672966442508, "close_vs_ema24": 0.004651854949776935, "ema12_slope_3h": -0.001655667174695341, "ema24_slope_6h": -0.003982255224026288, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "entry_probability": 0.725, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.179745, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 6324, 6325 ], "forecast_publication_timestamp": "2026-10-15T15:10:17.820255Z", "requested_quote_timestamp": "2026-10-15T15:10:17.820255Z", "retrieved_quote_timestamp": "2026-10-15T15:10:26Z", "quote_retrieval_timestamp": "2026-10-15T15:11:27.111325Z", "timing_difference_seconds": 8.179745, "selected_quote": { "id": 3040, "contract_id": 9212, "forecast_timestamp": "2026-10-15T15:10:17.820255Z", "requested_timestamp": "2026-10-15T15:10:17.820255Z", "actual_quote_timestamp": "2026-10-15T15:10:26Z", "timestamp_delta_seconds": 8.179745, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T15:11:27.111325Z", "raw_json": "{\"request\":{\"start\":1792077017,\"end\":1792077377},\"response\":{\"history\":[{\"t\":1792077026,\"p\":0.725},{\"t\":1792077026,\"p\":0.725}]},\"selected\":{\"t\":1792077026,\"p\":0.725}}", "venue": "polymarket", "external_event_id": "1183101", "external_market_id": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "external_contract_id": "40099285746595957911015825583131074183516416709374567728304514691294909613875", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-11am-et" }, "selected_entry_price": 0.725, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T15:10:17.820255Z", "id": 9213, "venue": "polymarket", "external_event_id": "1183101", "external_market_id": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "external_contract_id": "96667638551729268282138559755471503333588157812040474014234026235820115039672", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T15:00:00Z", "resolution_timestamp": "2026-10-15T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-11am-et", "first_retrieved_at": "2026-10-15T15:11:26.928692Z", "forecast_run_ids": [ 6324, 6325 ] }, { "forecast_timestamp": "2026-10-15T15:10:17.820255Z", "id": 9212, "venue": "polymarket", "external_event_id": "1183101", "external_market_id": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "external_contract_id": "40099285746595957911015825583131074183516416709374567728304514691294909613875", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T15:00:00Z", "resolution_timestamp": "2026-10-15T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-11am-et", "first_retrieved_at": "2026-10-15T15:11:26.924105Z", "forecast_run_ids": [ 6324, 6325 ] } ], "quotes": [ { "id": 3040, "contract_id": 9212, "forecast_timestamp": "2026-10-15T15:10:17.820255Z", "requested_timestamp": "2026-10-15T15:10:17.820255Z", "actual_quote_timestamp": "2026-10-15T15:10:26Z", "timestamp_delta_seconds": 8.179745, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T15:11:27.111325Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "contract_side": "UP", "external_event_id": "1183101", "external_market_id": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "external_contract_id": "40099285746595957911015825583131074183516416709374567728304514691294909613875", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9": { "DOWN": "96667638551729268282138559755471503333588157812040474014234026235820115039672", "UP": "40099285746595957911015825583131074183516416709374567728304514691294909613875" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 288507, "signal_id": 242840, "quote_id": 3040, "settlement_id": 461, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 135.32601379310344, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 98.11135999999999, "trading_fee": 1.88864, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 135.32601379310344, "gross_pnl": 37.21465379310345, "net_pnl": 35.326013793103456, "roi": 0.3532601379310346, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T17:11:27.138657Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 288506, "signal_id": 242840, "quote_id": 3040, "settlement_id": 461, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 72.5, "trading_fee": 1.39563, "total_deployed": 73.89563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 27.5, "net_pnl": 26.104370000000003, "roi": 0.35325999656542617, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T17:11:27.135097Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81871.95, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1183101", "ticker": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "market_id": "0xff0ccd6ac33791f2e3d034427de71e75221417ee21d064f1b378d6e6ea69a7c9", "contract_id": "96667638551729268282138559755471503333588157812040474014234026235820115039672", "market_title": "Bitcoin Up or Down - October 15, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T15:10:17.820255Z", "retrieved_timestamp": "2026-10-15T15:10:26Z", "quote_offset_seconds": 8.179745, "quote_age_seconds": 8.179745, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "spread": null, "selected_entry_price": 0.725, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82418.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T151017.820255Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 242455, "signal_id": 242840, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-15T14:00:00Z", "return_6h": 0.006041512017221917, "return_12h": 0.004095513245908178, "return_24h": -0.0012570905763952256, "close_vs_ema12": 0.008762672966442508, "close_vs_ema24": 0.004651854949776935, "ema12_slope_3h": -0.001655667174695341, "ema24_slope_6h": -0.003982255224026288, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T15:11:24.193636Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T14:00:00Z", "return_6h": 0.006041512017221917, "return_12h": 0.004095513245908178, "return_24h": -0.0012570905763952256, "close_vs_ema12": 0.008762672966442508, "close_vs_ema24": 0.004651854949776935, "ema12_slope_3h": -0.001655667174695341, "ema24_slope_6h": -0.003982255224026288, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 241970, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T111017.513746Z", "trigger_timestamp": "2026-10-15T11:10:17.513746Z", "market_start_timestamp": "2026-10-15T11:00:00Z", "resolution_timestamp": "2026-10-15T12:00:00Z", "direction": "UP", "base_run_id": 6304, "small_run_id": 6305, "last_observed_close": 81043.87, "actual_close": 80980.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T11:11:22.712787Z", "market_regime": { "id": 241585, "signal_id": 241970, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T10:00:00Z", "return_6h": -0.0067826982552859905, "return_12h": -0.007545186438257856, "return_24h": -0.029065891937222976, "close_vs_ema12": -0.0037961825811771988, "close_vs_ema24": -0.008224554043020693, "ema12_slope_3h": -0.0011326071288361161, "ema24_slope_6h": -0.0045604923201314485, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T11:11:22.717379Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T10:00:00Z", "return_6h": -0.0067826982552859905, "return_12h": -0.007545186438257856, "return_24h": -0.029065891937222976, "close_vs_ema12": -0.0037961825811771988, "close_vs_ema24": -0.008224554043020693, "ema12_slope_3h": -0.0011326071288361161, "ema24_slope_6h": -0.0045604923201314485, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "entry_probability": 0.395, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 9.486254, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6304, 6305 ], "forecast_publication_timestamp": "2026-10-15T11:10:17.513746Z", "requested_quote_timestamp": "2026-10-15T11:10:17.513746Z", "retrieved_quote_timestamp": "2026-10-15T11:10:27Z", "quote_retrieval_timestamp": "2026-10-15T11:11:25.701984Z", "timing_difference_seconds": 9.486254, "selected_quote": { "id": 3026, "contract_id": 9187, "forecast_timestamp": "2026-10-15T11:10:17.513746Z", "requested_timestamp": "2026-10-15T11:10:17.513746Z", "actual_quote_timestamp": "2026-10-15T11:10:27Z", "timestamp_delta_seconds": 9.486254, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T11:11:25.701984Z", "raw_json": "{\"request\":{\"start\":1792062617,\"end\":1792062977},\"response\":{\"history\":[{\"t\":1792062627,\"p\":0.395},{\"t\":1792062627,\"p\":0.395}]},\"selected\":{\"t\":1792062627,\"p\":0.395}}", "venue": "polymarket", "external_event_id": "1182223", "external_market_id": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "external_contract_id": "5968631232441910736108151023360349611342210287572570304129539589693050806022", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-7am-et" }, "selected_entry_price": 0.395, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T11:10:17.513746Z", "id": 9188, "venue": "polymarket", "external_event_id": "1182223", "external_market_id": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "external_contract_id": "19642782285379446133631395552479669541282446961711213267801742734584801676722", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T11:00:00Z", "resolution_timestamp": "2026-10-15T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-7am-et", "first_retrieved_at": "2026-10-15T11:11:25.535250Z", "forecast_run_ids": [ 6304, 6305 ] }, { "forecast_timestamp": "2026-10-15T11:10:17.513746Z", "id": 9187, "venue": "polymarket", "external_event_id": "1182223", "external_market_id": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "external_contract_id": "5968631232441910736108151023360349611342210287572570304129539589693050806022", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T11:00:00Z", "resolution_timestamp": "2026-10-15T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-7am-et", "first_retrieved_at": "2026-10-15T11:11:25.530141Z", "forecast_run_ids": [ 6304, 6305 ] } ], "quotes": [ { "id": 3026, "contract_id": 9187, "forecast_timestamp": "2026-10-15T11:10:17.513746Z", "requested_timestamp": "2026-10-15T11:10:17.513746Z", "actual_quote_timestamp": "2026-10-15T11:10:27Z", "timestamp_delta_seconds": 9.486254, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T11:11:25.701984Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "contract_side": "UP", "external_event_id": "1182223", "external_market_id": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "external_contract_id": "5968631232441910736108151023360349611342210287572570304129539589693050806022", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f": { "DOWN": "19642782285379446133631395552479669541282446961711213267801742734584801676722", "UP": "5968631232441910736108151023360349611342210287572570304129539589693050806022" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 287301, "signal_id": 241970, "quote_id": 3026, "settlement_id": 459, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 242.87865822784812, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 95.93707, "trading_fee": 4.06293, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.93707, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T13:11:25.897375Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 287300, "signal_id": 241970, "quote_id": 3026, "settlement_id": 459, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 39.5, "trading_fee": 1.67283, "total_deployed": 41.17283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -39.5, "net_pnl": -41.17283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T13:11:25.894063Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81043.87, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1182223", "ticker": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "market_id": "0x5af04c3baa40747bf4e7ed56d78f547d062bfaa4f9743d3a1a5c379daac73a6f", "contract_id": "19642782285379446133631395552479669541282446961711213267801742734584801676722", "market_title": "Bitcoin Up or Down - October 15, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T11:10:17.513746Z", "retrieved_timestamp": "2026-10-15T11:10:27Z", "quote_offset_seconds": 9.486254, "quote_age_seconds": 9.486254, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "spread": null, "selected_entry_price": 0.395, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 80980.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T111017.513746Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 241585, "signal_id": 241970, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T10:00:00Z", "return_6h": -0.0067826982552859905, "return_12h": -0.007545186438257856, "return_24h": -0.029065891937222976, "close_vs_ema12": -0.0037961825811771988, "close_vs_ema24": -0.008224554043020693, "ema12_slope_3h": -0.0011326071288361161, "ema24_slope_6h": -0.0045604923201314485, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T11:11:22.717379Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T10:00:00Z", "return_6h": -0.0067826982552859905, "return_12h": -0.007545186438257856, "return_24h": -0.029065891937222976, "close_vs_ema12": -0.0037961825811771988, "close_vs_ema24": -0.008224554043020693, "ema12_slope_3h": -0.0011326071288361161, "ema24_slope_6h": -0.0045604923201314485, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 240888, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T061018.162703Z", "trigger_timestamp": "2026-10-15T06:10:18.162703Z", "market_start_timestamp": "2026-10-15T06:00:00Z", "resolution_timestamp": "2026-10-15T07:00:00Z", "direction": "UP", "base_run_id": 6279, "small_run_id": 6280, "last_observed_close": 80591.73, "actual_close": 80892.93, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T06:11:23.079578Z", "market_regime": { "id": 240503, "signal_id": 240888, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T05:00:00Z", "return_6h": -0.013347859583768829, "return_12h": -0.012200090455476542, "return_24h": -0.03443687995740541, "close_vs_ema12": -0.011442781289744297, "close_vs_ema24": -0.016819507922406274, "ema12_slope_3h": -0.004028410063634524, "ema24_slope_6h": -0.0054187317109897215, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T06:11:23.084923Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T05:00:00Z", "return_6h": -0.013347859583768829, "return_12h": -0.012200090455476542, "return_24h": -0.03443687995740541, "close_vs_ema12": -0.011442781289744297, "close_vs_ema24": -0.016819507922406274, "ema12_slope_3h": -0.004028410063634524, "ema24_slope_6h": -0.0054187317109897215, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "entry_probability": 0.675, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.837297, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 6279, 6280 ], "forecast_publication_timestamp": "2026-10-15T06:10:18.162703Z", "requested_quote_timestamp": "2026-10-15T06:10:18.162703Z", "retrieved_quote_timestamp": "2026-10-15T06:10:27Z", "quote_retrieval_timestamp": "2026-10-15T06:11:26.300578Z", "timing_difference_seconds": 8.837297, "selected_quote": { "id": 3021, "contract_id": 9169, "forecast_timestamp": "2026-10-15T06:10:18.162703Z", "requested_timestamp": "2026-10-15T06:10:18.162703Z", "actual_quote_timestamp": "2026-10-15T06:10:27Z", "timestamp_delta_seconds": 8.837297, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T06:11:26.300578Z", "raw_json": "{\"request\":{\"start\":1792044618,\"end\":1792044978},\"response\":{\"history\":[{\"t\":1792044627,\"p\":0.675},{\"t\":1792044683,\"p\":0.71},{\"t\":1792044683,\"p\":0.71}]},\"selected\":{\"t\":1792044627,\"p\":0.675}}", "venue": "polymarket", "external_event_id": "1181273", "external_market_id": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "external_contract_id": "32263515186246385422986044516187199669967165905571687881237986542436461803040", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-2am-et" }, "selected_entry_price": 0.675, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T06:10:18.162703Z", "id": 9170, "venue": "polymarket", "external_event_id": "1181273", "external_market_id": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "external_contract_id": "63805145631603584016078342915407324094036088233408648974569934869703077996982", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T06:00:00Z", "resolution_timestamp": "2026-10-15T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-2am-et", "first_retrieved_at": "2026-10-15T06:11:26.129018Z", "forecast_run_ids": [ 6279, 6280 ] }, { "forecast_timestamp": "2026-10-15T06:10:18.162703Z", "id": 9169, "venue": "polymarket", "external_event_id": "1181273", "external_market_id": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "external_contract_id": "32263515186246385422986044516187199669967165905571687881237986542436461803040", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T06:00:00Z", "resolution_timestamp": "2026-10-15T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-2am-et", "first_retrieved_at": "2026-10-15T06:11:26.120617Z", "forecast_run_ids": [ 6279, 6280 ] } ], "quotes": [ { "id": 3021, "contract_id": 9169, "forecast_timestamp": "2026-10-15T06:10:18.162703Z", "requested_timestamp": "2026-10-15T06:10:18.162703Z", "actual_quote_timestamp": "2026-10-15T06:10:27Z", "timestamp_delta_seconds": 8.837297, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T06:11:26.300578Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "contract_side": "UP", "external_event_id": "1181273", "external_market_id": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "external_contract_id": "32263515186246385422986044516187199669967165905571687881237986542436461803040", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5": { "DOWN": "63805145631603584016078342915407324094036088233408648974569934869703077996982", "UP": "32263515186246385422986044516187199669967165905571687881237986542436461803040" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 285805, "signal_id": 240888, "quote_id": 3021, "settlement_id": 457, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 144.85274725274724, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 97.77560439560439, "trading_fee": 2.22439, "total_deployed": 99.99999439560439, "settlement_value": 1.0, "settlement_payout": 144.85274725274724, "gross_pnl": 47.077142857142846, "net_pnl": 44.852752857142846, "roi": 0.448527553708687, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T08:11:29.911771Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 285804, "signal_id": 240888, "quote_id": 3021, "settlement_id": 457, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 67.5, "trading_fee": 1.53563, "total_deployed": 69.03563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 32.5, "net_pnl": 30.964370000000002, "roi": 0.4485273763707234, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T08:11:29.909090Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 80591.73, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1181273", "ticker": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "market_id": "0xe782e7ba44209d317563290cd96111261c707980e2f894983599e6ba29e41dd5", "contract_id": "63805145631603584016078342915407324094036088233408648974569934869703077996982", "market_title": "Bitcoin Up or Down - October 15, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T06:10:18.162703Z", "retrieved_timestamp": "2026-10-15T06:10:27Z", "quote_offset_seconds": 8.837297, "quote_age_seconds": 8.837297, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "spread": null, "selected_entry_price": 0.675, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 80892.93, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T061018.162703Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 240503, "signal_id": 240888, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T05:00:00Z", "return_6h": -0.013347859583768829, "return_12h": -0.012200090455476542, "return_24h": -0.03443687995740541, "close_vs_ema12": -0.011442781289744297, "close_vs_ema24": -0.016819507922406274, "ema12_slope_3h": -0.004028410063634524, "ema24_slope_6h": -0.0054187317109897215, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T06:11:23.084923Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T05:00:00Z", "return_6h": -0.013347859583768829, "return_12h": -0.012200090455476542, "return_24h": -0.03443687995740541, "close_vs_ema12": -0.011442781289744297, "close_vs_ema24": -0.016819507922406274, "ema12_slope_3h": -0.004028410063634524, "ema24_slope_6h": -0.0054187317109897215, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 240456, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T041018.979041Z", "trigger_timestamp": "2026-10-15T04:10:18.979041Z", "market_start_timestamp": "2026-10-15T04:00:00Z", "resolution_timestamp": "2026-10-15T05:00:00Z", "direction": "UP", "base_run_id": 6269, "small_run_id": 6270, "last_observed_close": 80928.0, "actual_close": 81597.32, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T04:11:24.511704Z", "market_regime": { "id": 240071, "signal_id": 240456, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T03:00:00Z", "return_6h": -0.01039955998193176, "return_12h": -0.00873869936640026, "return_24h": -0.03311839508740788, "close_vs_ema12": -0.009592577066940167, "close_vs_ema24": -0.014673593361344106, "ema12_slope_3h": -0.0030435739281492458, "ema24_slope_6h": -0.005077254185133495, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T04:11:24.514817Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T03:00:00Z", "return_6h": -0.01039955998193176, "return_12h": -0.00873869936640026, "return_24h": -0.03311839508740788, "close_vs_ema12": -0.009592577066940167, "close_vs_ema24": -0.014673593361344106, "ema12_slope_3h": -0.0030435739281492458, "ema24_slope_6h": -0.005077254185133495, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "entry_probability": 0.595, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.020959, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 6269, 6270 ], "forecast_publication_timestamp": "2026-10-15T04:10:18.979041Z", "requested_quote_timestamp": "2026-10-15T04:10:18.979041Z", "retrieved_quote_timestamp": "2026-10-15T04:11:16Z", "quote_retrieval_timestamp": "2026-10-15T04:11:27.802254Z", "timing_difference_seconds": 57.020959, "selected_quote": { "id": 3017, "contract_id": 9158, "forecast_timestamp": "2026-10-15T04:10:18.979041Z", "requested_timestamp": "2026-10-15T04:10:18.979041Z", "actual_quote_timestamp": "2026-10-15T04:11:16Z", "timestamp_delta_seconds": 57.020959, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "implied_probability": 0.595, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T04:11:27.802254Z", "raw_json": "{\"request\":{\"start\":1792037418,\"end\":1792037778},\"response\":{\"history\":[{\"t\":1792037476,\"p\":0.595},{\"t\":1792037476,\"p\":0.595}]},\"selected\":{\"t\":1792037476,\"p\":0.595}}", "venue": "polymarket", "external_event_id": "1180835", "external_market_id": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "external_contract_id": "62100279340291782914809229999703458562533316127587257025899157929468408708675", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-12am-et" }, "selected_entry_price": 0.595, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T04:10:18.979041Z", "id": 9159, "venue": "polymarket", "external_event_id": "1180835", "external_market_id": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "external_contract_id": "76630044244672342253757755523894491601195673028911523399849588794988164875382", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T04:00:00Z", "resolution_timestamp": "2026-10-15T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-12am-et", "first_retrieved_at": "2026-10-15T04:11:27.611241Z", "forecast_run_ids": [ 6269, 6270 ] }, { "forecast_timestamp": "2026-10-15T04:10:18.979041Z", "id": 9158, "venue": "polymarket", "external_event_id": "1180835", "external_market_id": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "external_contract_id": "62100279340291782914809229999703458562533316127587257025899157929468408708675", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T04:00:00Z", "resolution_timestamp": "2026-10-15T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-15-2026-12am-et", "first_retrieved_at": "2026-10-15T04:11:27.602781Z", "forecast_run_ids": [ 6269, 6270 ] } ], "quotes": [ { "id": 3017, "contract_id": 9158, "forecast_timestamp": "2026-10-15T04:10:18.979041Z", "requested_timestamp": "2026-10-15T04:10:18.979041Z", "actual_quote_timestamp": "2026-10-15T04:11:16Z", "timestamp_delta_seconds": 57.020959, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "implied_probability": 0.595, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T04:11:27.802254Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "contract_side": "UP", "external_event_id": "1180835", "external_market_id": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "external_contract_id": "62100279340291782914809229999703458562533316127587257025899157929468408708675", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465": { "DOWN": "76630044244672342253757755523894491601195673028911523399849588794988164875382", "UP": "62100279340291782914809229999703458562533316127587257025899157929468408708675" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 285207, "signal_id": 240456, "quote_id": 3017, "settlement_id": 456, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 163.4338823529412, "entry_price": 0.595, "entry_price_type": "historical_price_sample", "gross_cost": 97.24316, "trading_fee": 2.75684, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 163.4338823529412, "gross_pnl": 66.1907223529412, "net_pnl": 63.4338823529412, "roi": 0.634338823529412, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T06:11:26.038395Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 285206, "signal_id": 240456, "quote_id": 3017, "settlement_id": 456, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.595, "entry_price_type": "historical_price_sample", "gross_cost": 59.5, "trading_fee": 1.68683, "total_deployed": 61.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 40.5, "net_pnl": 38.81317, "roi": 0.6343386313688746, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T06:11:26.035041Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 80928.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1180835", "ticker": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "market_id": "0x65a372c68a1e072b389018c5cba66439f3d4234bcb84d5154b31268830dd0465", "contract_id": "76630044244672342253757755523894491601195673028911523399849588794988164875382", "market_title": "Bitcoin Up or Down - October 15, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T04:10:18.979041Z", "retrieved_timestamp": "2026-10-15T04:11:16Z", "quote_offset_seconds": 57.020959, "quote_age_seconds": 57.020959, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "spread": null, "selected_entry_price": 0.595, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81597.32, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T041018.979041Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 240071, "signal_id": 240456, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T03:00:00Z", "return_6h": -0.01039955998193176, "return_12h": -0.00873869936640026, "return_24h": -0.03311839508740788, "close_vs_ema12": -0.009592577066940167, "close_vs_ema24": -0.014673593361344106, "ema12_slope_3h": -0.0030435739281492458, "ema24_slope_6h": -0.005077254185133495, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T04:11:24.514817Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T03:00:00Z", "return_6h": -0.01039955998193176, "return_12h": -0.00873869936640026, "return_24h": -0.03311839508740788, "close_vs_ema12": -0.009592577066940167, "close_vs_ema24": -0.014673593361344106, "ema12_slope_3h": -0.0030435739281492458, "ema24_slope_6h": -0.005077254185133495, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 240026, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T021018.003985Z", "trigger_timestamp": "2026-10-15T02:10:18.003985Z", "market_start_timestamp": "2026-10-15T02:00:00Z", "resolution_timestamp": "2026-10-15T03:00:00Z", "direction": "UP", "base_run_id": 6259, "small_run_id": 6260, "last_observed_close": 81640.01, "actual_close": 81538.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T02:11:23.285874Z", "market_regime": { "id": 239641, "signal_id": 240026, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T01:00:00Z", "return_6h": -0.0024501307603946865, "return_12h": -0.008310440094378202, "return_24h": -0.020257294035943008, "close_vs_ema12": -0.0033187591922556603, "close_vs_ema24": -0.008005527098569942, "ema12_slope_3h": -0.0020200253851093697, "ema24_slope_6h": -0.0047576834382054844, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T02:11:23.288650Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T01:00:00Z", "return_6h": -0.0024501307603946865, "return_12h": -0.008310440094378202, "return_24h": -0.020257294035943008, "close_vs_ema12": -0.0033187591922556603, "close_vs_ema24": -0.008005527098569942, "ema12_slope_3h": -0.0020200253851093697, "ema24_slope_6h": -0.0047576834382054844, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "entry_probability": 0.445, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 63.996015, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6259, 6260 ], "forecast_publication_timestamp": "2026-10-15T02:10:18.003985Z", "requested_quote_timestamp": "2026-10-15T02:10:18.003985Z", "retrieved_quote_timestamp": "2026-10-15T02:11:22Z", "quote_retrieval_timestamp": "2026-10-15T02:11:27.319482Z", "timing_difference_seconds": 63.996015, "selected_quote": { "id": 3011, "contract_id": 9144, "forecast_timestamp": "2026-10-15T02:10:18.003985Z", "requested_timestamp": "2026-10-15T02:10:18.003985Z", "actual_quote_timestamp": "2026-10-15T02:11:22Z", "timestamp_delta_seconds": 63.996015, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T02:11:27.319482Z", "raw_json": "{\"request\":{\"start\":1792030218,\"end\":1792030578},\"response\":{\"history\":[{\"t\":1792030282,\"p\":0.445},{\"t\":1792030282,\"p\":0.445}]},\"selected\":{\"t\":1792030282,\"p\":0.445}}", "venue": "polymarket", "external_event_id": "1180457", "external_market_id": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "external_contract_id": "73200324507733573121163170917547658364091934125168564280800881746409068133862", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-10pm-et" }, "selected_entry_price": 0.445, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T02:10:18.003985Z", "id": 9145, "venue": "polymarket", "external_event_id": "1180457", "external_market_id": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "external_contract_id": "101685911615998120711563587792402967634644563317094297442082855316089996823190", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T02:00:00Z", "resolution_timestamp": "2026-10-15T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-10pm-et", "first_retrieved_at": "2026-10-15T02:11:27.108718Z", "forecast_run_ids": [ 6259, 6260 ] }, { "forecast_timestamp": "2026-10-15T02:10:18.003985Z", "id": 9144, "venue": "polymarket", "external_event_id": "1180457", "external_market_id": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "external_contract_id": "73200324507733573121163170917547658364091934125168564280800881746409068133862", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T02:00:00Z", "resolution_timestamp": "2026-10-15T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-10pm-et", "first_retrieved_at": "2026-10-15T02:11:27.100515Z", "forecast_run_ids": [ 6259, 6260 ] } ], "quotes": [ { "id": 3011, "contract_id": 9144, "forecast_timestamp": "2026-10-15T02:10:18.003985Z", "requested_timestamp": "2026-10-15T02:10:18.003985Z", "actual_quote_timestamp": "2026-10-15T02:11:22Z", "timestamp_delta_seconds": 63.996015, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T02:11:27.319482Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "contract_side": "UP", "external_event_id": "1180457", "external_market_id": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "external_contract_id": "73200324507733573121163170917547658364091934125168564280800881746409068133862", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12": { "DOWN": "101685911615998120711563587792402967634644563317094297442082855316089996823190", "UP": "73200324507733573121163170917547658364091934125168564280800881746409068133862" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 284609, "signal_id": 240026, "quote_id": 3011, "settlement_id": 454, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 216.3152584269663, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 96.26029, "trading_fee": 3.73971, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.26029, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T04:11:27.525408Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 284608, "signal_id": 240026, "quote_id": 3011, "settlement_id": 454, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 44.5, "trading_fee": 1.72883, "total_deployed": 46.22883, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -44.5, "net_pnl": -46.22883, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T04:11:27.522021Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81640.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1180457", "ticker": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "market_id": "0x6c67ce086c4a20497a9957a3ddd093a7e5d825d7a1003718769261dfe6f26a12", "contract_id": "101685911615998120711563587792402967634644563317094297442082855316089996823190", "market_title": "Bitcoin Up or Down - October 14, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T02:10:18.003985Z", "retrieved_timestamp": "2026-10-15T02:11:22Z", "quote_offset_seconds": 63.996015, "quote_age_seconds": 63.996015, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "spread": null, "selected_entry_price": 0.445, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81538.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T021018.003985Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 239641, "signal_id": 240026, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T01:00:00Z", "return_6h": -0.0024501307603946865, "return_12h": -0.008310440094378202, "return_24h": -0.020257294035943008, "close_vs_ema12": -0.0033187591922556603, "close_vs_ema24": -0.008005527098569942, "ema12_slope_3h": -0.0020200253851093697, "ema24_slope_6h": -0.0047576834382054844, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T02:11:23.288650Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T01:00:00Z", "return_6h": -0.0024501307603946865, "return_12h": -0.008310440094378202, "return_24h": -0.020257294035943008, "close_vs_ema12": -0.0033187591922556603, "close_vs_ema24": -0.008005527098569942, "ema12_slope_3h": -0.0020200253851093697, "ema24_slope_6h": -0.0047576834382054844, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 239811, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T011018.004698Z", "trigger_timestamp": "2026-10-15T01:10:18.004698Z", "market_start_timestamp": "2026-10-15T01:00:00Z", "resolution_timestamp": "2026-10-15T02:00:00Z", "direction": "UP", "base_run_id": 6254, "small_run_id": 6255, "last_observed_close": 81656.01, "actual_close": 81640.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T01:11:24.343548Z", "market_regime": { "id": 239426, "signal_id": 239811, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T00:00:00Z", "return_6h": -0.0008319465518086266, "return_12h": -0.01314588715159759, "return_24h": -0.021114909414539196, "close_vs_ema12": -0.0037245905770473264, "close_vs_ema24": -0.008501328440586375, "ema12_slope_3h": -0.0023408331285614814, "ema24_slope_6h": -0.0049560956699945535, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T01:11:24.347493Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-15T00:00:00Z", "return_6h": -0.0008319465518086266, "return_12h": -0.01314588715159759, "return_24h": -0.021114909414539196, "close_vs_ema12": -0.0037245905770473264, "close_vs_ema24": -0.008501328440586375, "ema12_slope_3h": -0.0023408331285614814, "ema24_slope_6h": -0.0049560956699945535, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "entry_probability": 0.725, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 5.995302, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "loss", "forecast_ids": [ 6254, 6255 ], "forecast_publication_timestamp": "2026-10-15T01:10:18.004698Z", "requested_quote_timestamp": "2026-10-15T01:10:18.004698Z", "retrieved_quote_timestamp": "2026-10-15T01:10:24Z", "quote_retrieval_timestamp": "2026-10-15T01:11:28.038813Z", "timing_difference_seconds": 5.995302, "selected_quote": { "id": 3006, "contract_id": 9134, "forecast_timestamp": "2026-10-15T01:10:18.004698Z", "requested_timestamp": "2026-10-15T01:10:18.004698Z", "actual_quote_timestamp": "2026-10-15T01:10:24Z", "timestamp_delta_seconds": 5.995302, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T01:11:28.038813Z", "raw_json": "{\"request\":{\"start\":1792026618,\"end\":1792026978},\"response\":{\"history\":[{\"t\":1792026624,\"p\":0.725},{\"t\":1792026624,\"p\":0.725}]},\"selected\":{\"t\":1792026624,\"p\":0.725}}", "venue": "polymarket", "external_event_id": "1180256", "external_market_id": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "external_contract_id": "34869213725836246124401330073714209900214520608106445570778893266740177232948", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9pm-et" }, "selected_entry_price": 0.725, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T01:10:18.004698Z", "id": 9135, "venue": "polymarket", "external_event_id": "1180256", "external_market_id": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "external_contract_id": "52918432209470340441706268339704905722718463934303018022415851279534001673023", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T01:00:00Z", "resolution_timestamp": "2026-10-15T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9pm-et", "first_retrieved_at": "2026-10-15T01:11:27.832456Z", "forecast_run_ids": [ 6254, 6255 ] }, { "forecast_timestamp": "2026-10-15T01:10:18.004698Z", "id": 9134, "venue": "polymarket", "external_event_id": "1180256", "external_market_id": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "external_contract_id": "34869213725836246124401330073714209900214520608106445570778893266740177232948", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T01:00:00Z", "resolution_timestamp": "2026-10-15T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9pm-et", "first_retrieved_at": "2026-10-15T01:11:27.826274Z", "forecast_run_ids": [ 6254, 6255 ] } ], "quotes": [ { "id": 3006, "contract_id": 9134, "forecast_timestamp": "2026-10-15T01:10:18.004698Z", "requested_timestamp": "2026-10-15T01:10:18.004698Z", "actual_quote_timestamp": "2026-10-15T01:10:24Z", "timestamp_delta_seconds": 5.995302, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T01:11:28.038813Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "contract_side": "UP", "external_event_id": "1180256", "external_market_id": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "external_contract_id": "34869213725836246124401330073714209900214520608106445570778893266740177232948", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254": { "DOWN": "52918432209470340441706268339704905722718463934303018022415851279534001673023", "UP": "34869213725836246124401330073714209900214520608106445570778893266740177232948" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 284311, "signal_id": 239811, "quote_id": 3006, "settlement_id": 453, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 135.32601379310344, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 98.11135999999999, "trading_fee": 1.88864, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.11135999999999, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T03:11:28.336199Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 284310, "signal_id": 239811, "quote_id": 3006, "settlement_id": 453, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 72.5, "trading_fee": 1.39563, "total_deployed": 73.89563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -72.5, "net_pnl": -73.89563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T03:11:28.332007Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81656.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1180256", "ticker": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "market_id": "0xf44a3719e9a960a8a518a1e478249d3da79bac37b09fa16977c0ad4228fdf254", "contract_id": "52918432209470340441706268339704905722718463934303018022415851279534001673023", "market_title": "Bitcoin Up or Down - October 14, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T01:10:18.004698Z", "retrieved_timestamp": "2026-10-15T01:10:24Z", "quote_offset_seconds": 5.995302, "quote_age_seconds": 5.995302, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "spread": null, "selected_entry_price": 0.725, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81640.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T011018.004698Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 239426, "signal_id": 239811, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-15T00:00:00Z", "return_6h": -0.0008319465518086266, "return_12h": -0.01314588715159759, "return_24h": -0.021114909414539196, "close_vs_ema12": -0.0037245905770473264, "close_vs_ema24": 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"experiment_group_id": "abc-20261015T001018.182607Z", "trigger_timestamp": "2026-10-15T00:10:18.182607Z", "market_start_timestamp": "2026-10-15T00:00:00Z", "resolution_timestamp": "2026-10-15T01:00:00Z", "direction": "UP", "base_run_id": 6249, "small_run_id": 6250, "last_observed_close": 81682.01, "actual_close": 81656.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-15T00:11:23.497171Z", "market_regime": { "id": 239212, "signal_id": 239597, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T23:00:00Z", "return_6h": 0.0011632966486121443, "return_12h": -0.0213731493349264, "return_24h": -0.017879137659464472, "close_vs_ema12": -0.004081801721374068, "close_vs_ema24": -0.008918279592413092, "ema12_slope_3h": -0.002493368946025365, "ema24_slope_6h": 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0.565, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 67.817393, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6249, 6250 ], "forecast_publication_timestamp": "2026-10-15T00:10:18.182607Z", "requested_quote_timestamp": "2026-10-15T00:10:18.182607Z", "retrieved_quote_timestamp": "2026-10-15T00:11:26Z", "quote_retrieval_timestamp": "2026-10-15T01:11:27.735974Z", "timing_difference_seconds": 67.817393, "selected_quote": { "id": 3005, "contract_id": 9126, "forecast_timestamp": "2026-10-15T00:10:18.182607Z", "requested_timestamp": "2026-10-15T00:10:18.182607Z", "actual_quote_timestamp": "2026-10-15T00:11:26Z", "timestamp_delta_seconds": 67.817393, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T01:11:27.735974Z", "raw_json": "{\"request\":{\"start\":1792023018,\"end\":1792023378},\"response\":{\"history\":[{\"t\":1792023086,\"p\":0.565},{\"t\":1792023163,\"p\":0.685},{\"t\":1792023232,\"p\":0.675},{\"t\":1792023263,\"p\":0.665},{\"t\":1792023325,\"p\":0.675},{\"t\":1792026625,\"p\":0.0005}]},\"selected\":{\"t\":1792023086,\"p\":0.565}}", "venue": "polymarket", "external_event_id": "1180045", "external_market_id": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "external_contract_id": "96658978639051607689647198043513836462511856249727048823978068362909594189687", "market_title": "Bitcoin Up or Down - October 14, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-8pm-et" }, "selected_entry_price": 0.565, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-15T00:10:18.182607Z", "id": 9127, "venue": "polymarket", "external_event_id": "1180045", "external_market_id": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "external_contract_id": "60968057485375821417024841470084265821010379185819741872568851902931293949510", "market_title": "Bitcoin Up or Down - October 14, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-15T00:00:00Z", "resolution_timestamp": "2026-10-15T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-8pm-et", "first_retrieved_at": "2026-10-15T00:11:26.404349Z", "forecast_run_ids": [ 6249, 6250 ] }, { "forecast_timestamp": "2026-10-15T00:10:18.182607Z", "id": 9126, "venue": "polymarket", "external_event_id": "1180045", "external_market_id": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "external_contract_id": "96658978639051607689647198043513836462511856249727048823978068362909594189687", "market_title": "Bitcoin Up or Down - October 14, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-15T00:00:00Z", "resolution_timestamp": "2026-10-15T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-8pm-et", "first_retrieved_at": "2026-10-15T00:11:26.398261Z", "forecast_run_ids": [ 6249, 6250 ] } ], "quotes": [ { "id": 3005, "contract_id": 9126, "forecast_timestamp": "2026-10-15T00:10:18.182607Z", "requested_timestamp": "2026-10-15T00:10:18.182607Z", "actual_quote_timestamp": "2026-10-15T00:11:26Z", "timestamp_delta_seconds": 67.817393, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-15T01:11:27.735974Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 8PM ET", "contract_side": "UP", "external_event_id": "1180045", "external_market_id": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "external_contract_id": "96658978639051607689647198043513836462511856249727048823978068362909594189687", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545": { "DOWN": "60968057485375821417024841470084265821010379185819741872568851902931293949510", "UP": "96658978639051607689647198043513836462511856249727048823978068362909594189687" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 284013, "signal_id": 239597, "quote_id": 3005, "settlement_id": 451, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 171.76102654867256, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 97.04497999999998, "trading_fee": 2.95502, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.04497999999998, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T02:11:26.706826Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 284012, "signal_id": 239597, "quote_id": 3005, "settlement_id": 451, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 56.49999999999999, "trading_fee": 1.72043, "total_deployed": 58.22042999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -56.49999999999999, "net_pnl": -58.22042999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-15T02:11:26.703314Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81682.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1180045", "ticker": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "market_id": "0xc5b31defda97e0d849641b09c2f09759d8380c7e9fe8a84ec4026212e2db4545", "contract_id": "60968057485375821417024841470084265821010379185819741872568851902931293949510", "market_title": "Bitcoin Up or Down - October 14, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-15T00:10:18.182607Z", "retrieved_timestamp": "2026-10-15T00:11:26Z", "quote_offset_seconds": 67.817393, "quote_age_seconds": 67.817393, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "spread": null, "selected_entry_price": 0.565, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81656.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261015T001018.182607Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 239212, "signal_id": 239597, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T23:00:00Z", "return_6h": 0.0011632966486121443, "return_12h": -0.0213731493349264, "return_24h": -0.017879137659464472, "close_vs_ema12": -0.004081801721374068, "close_vs_ema24": -0.008918279592413092, "ema12_slope_3h": -0.002493368946025365, "ema24_slope_6h": -0.005309813553494469, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-15T00:11:23.500011Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T23:00:00Z", "return_6h": 0.0011632966486121443, "return_12h": -0.0213731493349264, "return_24h": -0.017879137659464472, "close_vs_ema12": -0.004081801721374068, "close_vs_ema24": 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"score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 2PM ET", "entry_probability": 0.505, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.483087, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 6219, 6220 ], "forecast_publication_timestamp": "2026-10-14T18:10:21.516913Z", "requested_quote_timestamp": "2026-10-14T18:10:21.516913Z", "retrieved_quote_timestamp": "2026-10-14T18:10:23Z", "quote_retrieval_timestamp": "2026-10-14T18:11:31.332799Z", "timing_difference_seconds": 1.483087, "selected_quote": { "id": 2998, "contract_id": 9106, "forecast_timestamp": "2026-10-14T18:10:21.516913Z", "requested_timestamp": "2026-10-14T18:10:21.516913Z", "actual_quote_timestamp": "2026-10-14T18:10:23Z", "timestamp_delta_seconds": 1.483087, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T18:11:31.332799Z", "raw_json": "{\"request\":{\"start\":1792001421,\"end\":1792001781},\"response\":{\"history\":[{\"t\":1792001423,\"p\":0.505},{\"t\":1792001481,\"p\":0.455},{\"t\":1792001481,\"p\":0.455}]},\"selected\":{\"t\":1792001423,\"p\":0.505}}", "venue": "polymarket", "external_event_id": "1178284", "external_market_id": "0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5", "external_contract_id": "107977381350990224169772640661854636743064839062218036853687628623255309580700", "market_title": "Bitcoin Up or Down - October 14, 2PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-2pm-et" }, "selected_entry_price": 0.505, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T18:10:21.516913Z", "id": 9107, "venue": "polymarket", "external_event_id": "1178284", "external_market_id": "0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5", "external_contract_id": 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"resolution_timestamp": "2026-10-14T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-2pm-et", "first_retrieved_at": "2026-10-14T18:11:31.079408Z", "forecast_run_ids": [ 6219, 6220 ] } ], "quotes": [ { "id": 2998, "contract_id": 9106, "forecast_timestamp": "2026-10-14T18:10:21.516913Z", "requested_timestamp": "2026-10-14T18:10:21.516913Z", "actual_quote_timestamp": "2026-10-14T18:10:23Z", "timestamp_delta_seconds": 1.483087, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T18:11:31.332799Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 2PM ET", "contract_side": "UP", "external_event_id": "1178284", "external_market_id": "0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5", "external_contract_id": "107977381350990224169772640661854636743064839062218036853687628623255309580700", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5": { "DOWN": "113826148739187081277879664365859494379447123994829363609218531786353851149706", "UP": "107977381350990224169772640661854636743064839062218036853687628623255309580700" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 282253, "signal_id": 238329, "quote_id": 2998, "settlement_id": 448, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 191.38819801980196, "gross_pnl": 94.73715801980197, "net_pnl": 91.38819801980196, "roi": 0.9138819801980196, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T20:11:37.280402Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 282252, "signal_id": 238329, "quote_id": 2998, "settlement_id": 448, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 50.5, "trading_fee": 1.74983, "total_deployed": 52.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 49.5, "net_pnl": 47.75017, "roi": 0.9138818250700528, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T20:11:37.276982Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81587.1, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1178284", "ticker": "0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5", "market_id": "0xcdf2c3f9b974c97dbe4ab989cb01af3a9b67fd8bf5b778e5b54f83321f594da5", "contract_id": "113826148739187081277879664365859494379447123994829363609218531786353851149706", "market_title": "Bitcoin Up or Down - October 14, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T18:10:21.516913Z", "retrieved_timestamp": "2026-10-14T18:10:23Z", "quote_offset_seconds": 1.483087, "quote_age_seconds": 1.483087, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81724.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T181021.516913Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 237944, "signal_id": 238329, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T17:00:00Z", "return_6h": -0.02251025987366817, "return_12h": -0.022511430996366766, "return_24h": -0.018157097560071556, "close_vs_ema12": -0.011130080630083583, "close_vs_ema24": -0.015326206468045944, "ema12_slope_3h": -0.005977768871544331, "ema24_slope_6h": -0.006672708105366909, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T18:11:28.129974Z", "features": { "regime": "BEAR", "source": 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"direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T16:11:25.580469Z", "market_regime": { "id": 237522, "signal_id": 237907, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T15:00:00Z", "return_6h": -0.019343481019393982, "return_12h": -0.024594620717488525, "return_24h": -0.021491451325272082, "close_vs_ema12": -0.013900653765561266, "close_vs_ema24": -0.01696551960521364, "ema12_slope_3h": -0.00663497134721025, "ema24_slope_6h": -0.004235883601766188, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T16:11:25.585965Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T15:00:00Z", "return_6h": -0.019343481019393982, "return_12h": -0.024594620717488525, "return_24h": -0.021491451325272082, "close_vs_ema12": -0.013900653765561266, "close_vs_ema24": -0.01696551960521364, "ema12_slope_3h": -0.00663497134721025, "ema24_slope_6h": -0.004235883601766188, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "entry_probability": 0.675, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.946667, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 6209, 6210 ], "forecast_publication_timestamp": "2026-10-14T16:10:20.053333Z", "requested_quote_timestamp": "2026-10-14T16:10:20.053333Z", "retrieved_quote_timestamp": "2026-10-14T16:10:21Z", "quote_retrieval_timestamp": "2026-10-14T16:11:28.563883Z", "timing_difference_seconds": 0.946667, "selected_quote": { "id": 2993, "contract_id": 9094, "forecast_timestamp": "2026-10-14T16:10:20.053333Z", "requested_timestamp": "2026-10-14T16:10:20.053333Z", "actual_quote_timestamp": "2026-10-14T16:10:21Z", "timestamp_delta_seconds": 0.946667, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T16:11:28.563883Z", "raw_json": "{\"request\":{\"start\":1791994220,\"end\":1791994580},\"response\":{\"history\":[{\"t\":1791994221,\"p\":0.675},{\"t\":1791994281,\"p\":0.595},{\"t\":1791994281,\"p\":0.595}]},\"selected\":{\"t\":1791994221,\"p\":0.675}}", "venue": "polymarket", "external_event_id": "1177742", "external_market_id": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "external_contract_id": "109523387469375825829540703211695145726880329006302686449160741655075354369828", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12pm-et" }, "selected_entry_price": 0.675, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T16:10:20.053333Z", "id": 9095, "venue": "polymarket", "external_event_id": "1177742", "external_market_id": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "external_contract_id": "76309299277456637176628010038545079893295807932220319467332812775745281158927", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T16:00:00Z", "resolution_timestamp": "2026-10-14T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12pm-et", "first_retrieved_at": "2026-10-14T16:11:28.359453Z", "forecast_run_ids": [ 6209, 6210 ] }, { "forecast_timestamp": "2026-10-14T16:10:20.053333Z", "id": 9094, "venue": "polymarket", "external_event_id": "1177742", "external_market_id": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "external_contract_id": "109523387469375825829540703211695145726880329006302686449160741655075354369828", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T16:00:00Z", "resolution_timestamp": "2026-10-14T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12pm-et", "first_retrieved_at": "2026-10-14T16:11:28.354637Z", "forecast_run_ids": [ 6209, 6210 ] } ], "quotes": [ { "id": 2993, "contract_id": 9094, "forecast_timestamp": "2026-10-14T16:10:20.053333Z", "requested_timestamp": "2026-10-14T16:10:20.053333Z", "actual_quote_timestamp": "2026-10-14T16:10:21Z", "timestamp_delta_seconds": 0.946667, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T16:11:28.563883Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "contract_side": "UP", "external_event_id": "1177742", "external_market_id": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "external_contract_id": "109523387469375825829540703211695145726880329006302686449160741655075354369828", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0": { "DOWN": "76309299277456637176628010038545079893295807932220319467332812775745281158927", "UP": "109523387469375825829540703211695145726880329006302686449160741655075354369828" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 281667, "signal_id": 237907, "quote_id": 2993, "settlement_id": 446, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 144.85274725274724, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 97.77560439560439, "trading_fee": 2.22439, "total_deployed": 99.99999439560439, "settlement_value": 1.0, "settlement_payout": 144.85274725274724, "gross_pnl": 47.077142857142846, "net_pnl": 44.852752857142846, "roi": 0.448527553708687, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T18:11:30.967398Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 281666, "signal_id": 237907, "quote_id": 2993, "settlement_id": 446, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 67.5, "trading_fee": 1.53563, "total_deployed": 69.03563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 32.5, "net_pnl": 30.964370000000002, "roi": 0.4485273763707234, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T18:11:30.963435Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81641.44, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1177742", "ticker": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "market_id": "0x3296c2be81a94f460ab5424f74dc6be151db8fc5c52f24457dd175e10794dec0", "contract_id": "76309299277456637176628010038545079893295807932220319467332812775745281158927", "market_title": "Bitcoin Up or Down - October 14, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T16:10:20.053333Z", "retrieved_timestamp": "2026-10-14T16:10:21Z", "quote_offset_seconds": 0.946667, "quote_age_seconds": 0.946667, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "spread": null, "selected_entry_price": 0.675, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82012.61, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T161020.053333Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 237522, "signal_id": 237907, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T15:00:00Z", "return_6h": -0.019343481019393982, "return_12h": -0.024594620717488525, "return_24h": -0.021491451325272082, "close_vs_ema12": -0.013900653765561266, "close_vs_ema24": -0.01696551960521364, "ema12_slope_3h": 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"trigger_timestamp": "2026-10-14T13:10:20.664164Z", "market_start_timestamp": "2026-10-14T13:00:00Z", "resolution_timestamp": "2026-10-14T14:00:00Z", "direction": "UP", "base_run_id": 6194, "small_run_id": 6195, "last_observed_close": 82743.75, "actual_close": 82324.16, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T13:11:33.102995Z", "market_regime": { "id": 236893, "signal_id": 237278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-14T12:00:00Z", "return_6h": -0.008333622965731924, "return_12h": -0.008075177636885145, "return_24h": -0.007392634357005767, "close_vs_ema12": -0.007217574040846331, "close_vs_ema24": -0.007392532824482934, "ema12_slope_3h": -0.0012482459231860643, "ema24_slope_6h": -0.0004929731723503084, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T13:11:33.108095Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T12:00:00Z", "return_6h": -0.008333622965731924, "return_12h": -0.008075177636885145, "return_24h": -0.007392634357005767, "close_vs_ema12": -0.007217574040846331, "close_vs_ema24": -0.007392532824482934, "ema12_slope_3h": -0.0012482459231860643, "ema24_slope_6h": -0.0004929731723503084, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.335836, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6194, 6195 ], "forecast_publication_timestamp": "2026-10-14T13:10:20.664164Z", "requested_quote_timestamp": "2026-10-14T13:10:20.664164Z", "retrieved_quote_timestamp": "2026-10-14T13:10:23Z", "quote_retrieval_timestamp": "2026-10-14T13:11:36.129743Z", "timing_difference_seconds": 2.335836, "selected_quote": { "id": 2988, "contract_id": 9080, "forecast_timestamp": "2026-10-14T13:10:20.664164Z", "requested_timestamp": "2026-10-14T13:10:20.664164Z", "actual_quote_timestamp": "2026-10-14T13:10:23Z", "timestamp_delta_seconds": 2.335836, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T13:11:36.129743Z", "raw_json": "{\"request\":{\"start\":1791983420,\"end\":1791983780},\"response\":{\"history\":[{\"t\":1791983423,\"p\":0.525},{\"t\":1791983482,\"p\":0.535},{\"t\":1791983482,\"p\":0.535}]},\"selected\":{\"t\":1791983423,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "1176999", "external_market_id": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "external_contract_id": "67723269746120351136821459384185923517252830499856710883744132417123581124507", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9am-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T13:10:20.664164Z", "id": 9081, "venue": "polymarket", "external_event_id": "1176999", "external_market_id": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "external_contract_id": "79925761192039297027623700240268474520843940545224170350447745838003519615183", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T13:00:00Z", "resolution_timestamp": "2026-10-14T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9am-et", "first_retrieved_at": "2026-10-14T13:11:35.950590Z", "forecast_run_ids": [ 6194, 6195 ] }, { "forecast_timestamp": "2026-10-14T13:10:20.664164Z", "id": 9080, "venue": "polymarket", "external_event_id": "1176999", "external_market_id": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "external_contract_id": "67723269746120351136821459384185923517252830499856710883744132417123581124507", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T13:00:00Z", "resolution_timestamp": "2026-10-14T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-9am-et", "first_retrieved_at": "2026-10-14T13:11:35.946953Z", "forecast_run_ids": [ 6194, 6195 ] } ], "quotes": [ { "id": 2988, "contract_id": 9080, "forecast_timestamp": "2026-10-14T13:10:20.664164Z", "requested_timestamp": "2026-10-14T13:10:20.664164Z", "actual_quote_timestamp": "2026-10-14T13:10:23Z", "timestamp_delta_seconds": 2.335836, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T13:11:36.129743Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "contract_side": "UP", "external_event_id": "1176999", "external_market_id": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "external_contract_id": "67723269746120351136821459384185923517252830499856710883744132417123581124507", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134": { "DOWN": "79925761192039297027623700240268474520843940545224170350447745838003519615183", "UP": "67723269746120351136821459384185923517252830499856710883744132417123581124507" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 280797, "signal_id": 237278, "quote_id": 2988, "settlement_id": 444, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.782, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T15:11:26.029899Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 280796, "signal_id": 237278, "quote_id": 2988, "settlement_id": 444, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -52.5, "net_pnl": -54.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T15:11:26.027839Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82743.75, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1176999", "ticker": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "market_id": "0x8bd1e3d85f36f52a6a22cedf7ccac1a1c47b557159462da3a6424a37c1a8c134", "contract_id": "79925761192039297027623700240268474520843940545224170350447745838003519615183", "market_title": "Bitcoin Up or Down - October 14, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T13:10:20.664164Z", "retrieved_timestamp": "2026-10-14T13:10:23Z", "quote_offset_seconds": 2.335836, "quote_age_seconds": 2.335836, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82324.16, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T131020.664164Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 236893, "signal_id": 237278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", 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close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 5AM ET", "entry_probability": 0.605, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.087899, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 6174, 6175 ], "forecast_publication_timestamp": "2026-10-14T09:10:17.912101Z", "requested_quote_timestamp": "2026-10-14T09:10:17.912101Z", "retrieved_quote_timestamp": "2026-10-14T09:10:18Z", "quote_retrieval_timestamp": "2026-10-14T09:11:26.789618Z", "timing_difference_seconds": 0.087899, "selected_quote": { "id": 2983, "contract_id": 9064, "forecast_timestamp": "2026-10-14T09:10:17.912101Z", "requested_timestamp": "2026-10-14T09:10:17.912101Z", "actual_quote_timestamp": "2026-10-14T09:10:18Z", "timestamp_delta_seconds": 0.087899, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T09:11:26.789618Z", "raw_json": "{\"request\":{\"start\":1791969017,\"end\":1791969377},\"response\":{\"history\":[{\"t\":1791969018,\"p\":0.605},{\"t\":1791969080,\"p\":0.655},{\"t\":1791969080,\"p\":0.655}]},\"selected\":{\"t\":1791969018,\"p\":0.605}}", "venue": "polymarket", "external_event_id": "1176144", "external_market_id": "0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449", "external_contract_id": "14399367091112771817609112744504995987875326586840854026932619765169077918272", "market_title": "Bitcoin Up or Down - October 14, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-5am-et" }, "selected_entry_price": 0.605, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T09:10:17.912101Z", "id": 9065, "venue": "polymarket", "external_event_id": "1176144", "external_market_id": "0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449", "external_contract_id": "62122980293908679020181907285900731578314135064679299481196688184628887574997", "market_title": "Bitcoin Up or Down - October 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"https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-5am-et", "first_retrieved_at": "2026-10-14T09:11:26.601686Z", "forecast_run_ids": [ 6174, 6175 ] } ], "quotes": [ { "id": 2983, "contract_id": 9064, "forecast_timestamp": "2026-10-14T09:10:17.912101Z", "requested_timestamp": "2026-10-14T09:10:17.912101Z", "actual_quote_timestamp": "2026-10-14T09:10:18Z", "timestamp_delta_seconds": 0.087899, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T09:11:26.789618Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 5AM ET", "contract_side": "UP", "external_event_id": "1176144", "external_market_id": "0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449", "external_contract_id": "14399367091112771817609112744504995987875326586840854026932619765169077918272", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449": { "DOWN": "62122980293908679020181907285900731578314135064679299481196688184628887574997", "UP": "14399367091112771817609112744504995987875326586840854026932619765169077918272" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 279645, "signal_id": 236444, "quote_id": 2983, "settlement_id": 442, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 160.84198347107437, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 97.3094, "trading_fee": 2.6906, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.3094, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T11:11:26.344560Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 279644, "signal_id": 236444, "quote_id": 2983, "settlement_id": 442, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 60.5, "trading_fee": 1.67283, "total_deployed": 62.17283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -60.5, "net_pnl": -62.17283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T11:11:26.341899Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83432.24, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1176144", "ticker": "0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449", "market_id": "0xa2d1e2f1b40f6d09ad1165d759118b411e29da7c7f777c972d5574cc253b5449", "contract_id": "62122980293908679020181907285900731578314135064679299481196688184628887574997", "market_title": "Bitcoin Up or Down - October 14, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T09:10:17.912101Z", "retrieved_timestamp": "2026-10-14T09:10:18Z", "quote_offset_seconds": 0.087899, "quote_age_seconds": 0.087899, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "spread": null, "selected_entry_price": 0.605, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83251.82, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T091017.912101Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 236059, "signal_id": 236444, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-14T08:00:00Z", "return_6h": -0.002603346969115572, "return_12h": 0.00020284043746388036, "return_24h": -0.0018531558801987424, "close_vs_ema12": -0.0006367823883144386, "close_vs_ema24": 0.0001835225711570576, "ema12_slope_3h": -1.3199730872548443e-05, "ema24_slope_6h": 0.0010205791870558922, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T09:11:23.144682Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T08:00:00Z", "return_6h": -0.002603346969115572, "return_12h": 0.00020284043746388036, "return_24h": -0.0018531558801987424, "close_vs_ema12": -0.0006367823883144386, "close_vs_ema24": 0.0001835225711570576, "ema12_slope_3h": -1.3199730872548443e-05, "ema24_slope_6h": 0.0010205791870558922, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 236028, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T071016.355530Z", "trigger_timestamp": "2026-10-14T07:10:16.355530Z", "market_start_timestamp": "2026-10-14T07:00:00Z", "resolution_timestamp": "2026-10-14T08:00:00Z", "direction": "UP", "base_run_id": 6164, "small_run_id": 6165, "last_observed_close": 83439.1, "actual_close": 83582.28, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T07:11:22.275523Z", "market_regime": { "id": 235643, "signal_id": 236028, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-14T06:00:00Z", "return_6h": 0.0002606172144503649, "return_12h": 0.0032338529188480347, "return_24h": -0.004005982713157885, "close_vs_ema12": -0.00048049214150347463, "close_vs_ema24": 0.00045555773566507973, "ema12_slope_3h": 0.00041880997587928626, "ema24_slope_6h": 0.00118788465926567, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T07:11:22.278430Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T06:00:00Z", "return_6h": 0.0002606172144503649, "return_12h": 0.0032338529188480347, "return_24h": -0.004005982713157885, "close_vs_ema12": 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"quote_retrieval_timestamp": "2026-10-14T07:11:25.221295Z", "timing_difference_seconds": 3.64447, "selected_quote": { "id": 2969, "contract_id": 9043, "forecast_timestamp": "2026-10-14T07:10:16.355530Z", "requested_timestamp": "2026-10-14T07:10:16.355530Z", "actual_quote_timestamp": "2026-10-14T07:10:20Z", "timestamp_delta_seconds": 3.64447, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T07:11:25.221295Z", "raw_json": "{\"request\":{\"start\":1791961816,\"end\":1791962176},\"response\":{\"history\":[{\"t\":1791961820,\"p\":0.645},{\"t\":1791961883,\"p\":0.665},{\"t\":1791961883,\"p\":0.665}]},\"selected\":{\"t\":1791961820,\"p\":0.645}}", "venue": "polymarket", "external_event_id": "1175731", "external_market_id": "0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0", "external_contract_id": "62226286961286378800056255980376668271393979280225524848606411064853147501062", "market_title": "Bitcoin Up or Down - October 14, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-3am-et" }, "selected_entry_price": 0.645, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T07:10:16.355530Z", "id": 9044, "venue": "polymarket", "external_event_id": "1175731", "external_market_id": "0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0", "external_contract_id": "4570519431745039974914928456222409330671315803915267095442212361081512405030", "market_title": "Bitcoin Up or Down - October 14, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T07:00:00Z", "resolution_timestamp": "2026-10-14T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-3am-et", "first_retrieved_at": "2026-10-14T07:11:25.048972Z", "forecast_run_ids": [ 6164, 6165 ] }, { "forecast_timestamp": "2026-10-14T07:10:16.355530Z", "id": 9043, "venue": "polymarket", "external_event_id": "1175731", "external_market_id": 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"historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T07:11:25.221295Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 3AM ET", "contract_side": "UP", "external_event_id": "1175731", "external_market_id": "0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0", "external_contract_id": "62226286961286378800056255980376668271393979280225524848606411064853147501062", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0": { "DOWN": "4570519431745039974914928456222409330671315803915267095442212361081512405030", "UP": "62226286961286378800056255980376668271393979280225524848606411064853147501062" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 279069, "signal_id": 236028, "quote_id": 2969, "settlement_id": 440, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 151.27945970396016, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 97.5752515090543, "trading_fee": 2.42474, "total_deployed": 99.9999915090543, "settlement_value": 1.0, "settlement_payout": 151.27945970396016, "gross_pnl": 53.70420819490586, "net_pnl": 51.27946819490586, "roi": 0.5127947254901803, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T09:11:26.510995Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 279068, "signal_id": 236028, "quote_id": 2969, "settlement_id": 440, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 64.5, "trading_fee": 1.60283, "total_deployed": 66.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 35.5, "net_pnl": 33.89717, "roi": 0.5127945354230674, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T09:11:26.507579Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83439.1, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1175731", "ticker": "0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0", "market_id": "0x3d47e3b4a3c0a5d1764ed1be0d05ac9199934e636298925a81de2fcb20f396d0", "contract_id": "4570519431745039974914928456222409330671315803915267095442212361081512405030", "market_title": "Bitcoin Up or Down - October 14, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T07:10:16.355530Z", "retrieved_timestamp": "2026-10-14T07:10:20Z", "quote_offset_seconds": 3.64447, "quote_age_seconds": 3.64447, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "spread": null, "selected_entry_price": 0.645, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83582.28, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T071016.355530Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 235643, "signal_id": 236028, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-14T06:00:00Z", "return_6h": 0.0002606172144503649, "return_12h": 0.0032338529188480347, "return_24h": -0.004005982713157885, "close_vs_ema12": -0.00048049214150347463, "close_vs_ema24": 0.00045555773566507973, "ema12_slope_3h": 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"trigger_timestamp": "2026-10-14T04:10:17.690901Z", "market_start_timestamp": "2026-10-14T04:00:00Z", "resolution_timestamp": "2026-10-14T05:00:00Z", "direction": "UP", "base_run_id": 6149, "small_run_id": 6150, "last_observed_close": 83700.01, "actual_close": 83743.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T04:11:23.055972Z", "market_regime": { "id": 235023, "signal_id": 235408, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-14T03:00:00Z", "return_6h": 0.0019988497964398277, "return_12h": 0.0031814150896922744, "return_24h": 0.004426194904019631, "close_vs_ema12": 0.0030648743665391276, "close_vs_ema24": 0.004062742335493308, "ema12_slope_3h": 0.0010559278243644776, "ema24_slope_6h": 0.0009353296591747551, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T04:11:23.058728Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T03:00:00Z", "return_6h": 0.0019988497964398277, "return_12h": 0.0031814150896922744, "return_24h": 0.004426194904019631, "close_vs_ema12": 0.0030648743665391276, "close_vs_ema24": 0.004062742335493308, "ema12_slope_3h": 0.0010559278243644776, "ema24_slope_6h": 0.0009353296591747551, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 7.309099, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 6149, 6150 ], "forecast_publication_timestamp": "2026-10-14T04:10:17.690901Z", "requested_quote_timestamp": "2026-10-14T04:10:17.690901Z", "retrieved_quote_timestamp": "2026-10-14T04:10:25Z", "quote_retrieval_timestamp": "2026-10-14T04:11:26.298477Z", "timing_difference_seconds": 7.309099, "selected_quote": { "id": 2963, "contract_id": 9027, "forecast_timestamp": "2026-10-14T04:10:17.690901Z", "requested_timestamp": "2026-10-14T04:10:17.690901Z", "actual_quote_timestamp": "2026-10-14T04:10:25Z", "timestamp_delta_seconds": 7.309099, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T04:11:26.298477Z", "raw_json": "{\"request\":{\"start\":1791951017,\"end\":1791951377},\"response\":{\"history\":[{\"t\":1791951025,\"p\":0.535},{\"t\":1791951078,\"p\":0.59},{\"t\":1791951078,\"p\":0.59}]},\"selected\":{\"t\":1791951025,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1174952", "external_market_id": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "external_contract_id": "104915488399319601905855142346997760932674064854526577759640963997136716753991", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12am-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T04:10:17.690901Z", "id": 9028, "venue": "polymarket", "external_event_id": "1174952", "external_market_id": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "external_contract_id": "28726919695977814125938569981954677589722308529067920929183562360405249535412", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T04:00:00Z", "resolution_timestamp": "2026-10-14T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12am-et", "first_retrieved_at": "2026-10-14T04:11:26.128222Z", "forecast_run_ids": [ 6149, 6150 ] }, { "forecast_timestamp": "2026-10-14T04:10:17.690901Z", "id": 9027, "venue": "polymarket", "external_event_id": "1174952", "external_market_id": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "external_contract_id": "104915488399319601905855142346997760932674064854526577759640963997136716753991", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T04:00:00Z", "resolution_timestamp": "2026-10-14T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-14-2026-12am-et", "first_retrieved_at": "2026-10-14T04:11:26.119956Z", "forecast_run_ids": [ 6149, 6150 ] } ], "quotes": [ { "id": 2963, "contract_id": 9027, "forecast_timestamp": "2026-10-14T04:10:17.690901Z", "requested_timestamp": "2026-10-14T04:10:17.690901Z", "actual_quote_timestamp": "2026-10-14T04:10:25Z", "timestamp_delta_seconds": 7.309099, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T04:11:26.298477Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "contract_side": "UP", "external_event_id": "1174952", "external_market_id": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "external_contract_id": "104915488399319601905855142346997760932674064854526577759640963997136716753991", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6": { "DOWN": "28726919695977814125938569981954677589722308529067920929183562360405249535412", "UP": "104915488399319601905855142346997760932674064854526577759640963997136716753991" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 278208, "signal_id": 235408, "quote_id": 2963, "settlement_id": 438, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 181.02357009345795, "gross_pnl": 84.17596009345795, "net_pnl": 81.02357009345795, "roi": 0.8102357009345795, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T06:11:29.091386Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 278207, "signal_id": 235408, "quote_id": 2963, "settlement_id": 438, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 46.5, "net_pnl": 44.75857, "roi": 0.8102355424180728, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T06:11:29.088575Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83700.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1174952", "ticker": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "market_id": "0xdfa9d9f4def46c97dabfda0feba2c40e7afeabb9a9615c9e832f862ff4c0abd6", "contract_id": "28726919695977814125938569981954677589722308529067920929183562360405249535412", "market_title": "Bitcoin Up or Down - October 14, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T04:10:17.690901Z", "retrieved_timestamp": "2026-10-14T04:10:25Z", "quote_offset_seconds": 7.309099, "quote_age_seconds": 7.309099, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83743.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T041017.690901Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 235023, "signal_id": 235408, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-14T03:00:00Z", "return_6h": 0.0019988497964398277, "return_12h": 0.0031814150896922744, "return_24h": 0.004426194904019631, "close_vs_ema12": 0.0030648743665391276, "close_vs_ema24": 0.004062742335493308, "ema12_slope_3h": 0.0010559278243644776, "ema24_slope_6h": 0.0009353296591747551, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T04:11:23.058728Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T03:00:00Z", "return_6h": 0.0019988497964398277, "return_12h": 0.0031814150896922744, "return_24h": 0.004426194904019631, "close_vs_ema12": 0.0030648743665391276, "close_vs_ema24": 0.004062742335493308, "ema12_slope_3h": 0.0010559278243644776, "ema24_slope_6h": 0.0009353296591747551, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 235201, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T031017.750867Z", "trigger_timestamp": "2026-10-14T03:10:17.750867Z", "market_start_timestamp": "2026-10-14T03:00:00Z", "resolution_timestamp": "2026-10-14T04:00:00Z", "direction": "UP", "base_run_id": 6144, "small_run_id": 6145, "last_observed_close": 83650.01, "actual_close": 83700.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T03:11:23.035099Z", "market_regime": { "id": 234816, "signal_id": 235201, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-14T02:00:00Z", "return_6h": 0.0028135119543986065, "return_12h": 0.0014366094293536413, "return_24h": 0.008682141565175439, "close_vs_ema12": 0.003024607351141073, "close_vs_ema24": 0.0038175744976427506, "ema12_slope_3h": 0.0006314774818618751, "ema24_slope_6h": 0.0008425483018383861, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T03:11:23.038099Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T02:00:00Z", "return_6h": 0.0028135119543986065, "return_12h": 0.0014366094293536413, "return_24h": 0.008682141565175439, "close_vs_ema12": 0.003024607351141073, "close_vs_ema24": 0.0038175744976427506, "ema12_slope_3h": 0.0006314774818618751, "ema24_slope_6h": 0.0008425483018383861, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "entry_probability": 0.55, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.249133, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 6144, 6145 ], "forecast_publication_timestamp": "2026-10-14T03:10:17.750867Z", "requested_quote_timestamp": "2026-10-14T03:10:17.750867Z", "retrieved_quote_timestamp": "2026-10-14T03:10:20Z", "quote_retrieval_timestamp": "2026-10-14T03:11:26.213672Z", "timing_difference_seconds": 2.249133, "selected_quote": { "id": 2950, "contract_id": 9010, "forecast_timestamp": "2026-10-14T03:10:17.750867Z", "requested_timestamp": "2026-10-14T03:10:17.750867Z", "actual_quote_timestamp": "2026-10-14T03:10:20Z", "timestamp_delta_seconds": 2.249133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.55, "implied_probability": 0.55, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T03:11:26.213672Z", "raw_json": "{\"request\":{\"start\":1791947417,\"end\":1791947777},\"response\":{\"history\":[{\"t\":1791947420,\"p\":0.55},{\"t\":1791947478,\"p\":0.5},{\"t\":1791947478,\"p\":0.5}]},\"selected\":{\"t\":1791947420,\"p\":0.55}}", "venue": "polymarket", "external_event_id": "1174781", "external_market_id": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "external_contract_id": "44477944051572004658273000315877298891952447602954052619219126348088326893674", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-11pm-et" }, "selected_entry_price": 0.55, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T03:10:17.750867Z", "id": 9011, "venue": "polymarket", "external_event_id": "1174781", "external_market_id": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "external_contract_id": "84742764366960700500122735241703978426953938849353736963954017740982896667060", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T03:00:00Z", "resolution_timestamp": "2026-10-14T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-11pm-et", "first_retrieved_at": "2026-10-14T03:11:25.998437Z", "forecast_run_ids": [ 6144, 6145 ] }, { "forecast_timestamp": "2026-10-14T03:10:17.750867Z", "id": 9010, "venue": "polymarket", "external_event_id": "1174781", "external_market_id": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "external_contract_id": "44477944051572004658273000315877298891952447602954052619219126348088326893674", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T03:00:00Z", "resolution_timestamp": "2026-10-14T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-11pm-et", "first_retrieved_at": "2026-10-14T03:11:25.989158Z", "forecast_run_ids": [ 6144, 6145 ] } ], "quotes": [ { "id": 2950, "contract_id": 9010, "forecast_timestamp": "2026-10-14T03:10:17.750867Z", "requested_timestamp": "2026-10-14T03:10:17.750867Z", "actual_quote_timestamp": "2026-10-14T03:10:20Z", "timestamp_delta_seconds": 2.249133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.55, "implied_probability": 0.55, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T03:11:26.213672Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "contract_side": "UP", "external_event_id": "1174781", "external_market_id": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "external_contract_id": "44477944051572004658273000315877298891952447602954052619219126348088326893674", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6": { "DOWN": "84742764366960700500122735241703978426953938849353736963954017740982896667060", "UP": "44477944051572004658273000315877298891952447602954052619219126348088326893674" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 277921, "signal_id": 235201, "quote_id": 2950, "settlement_id": 437, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 176.26580086580083, "entry_price": 0.55, "entry_price_type": "historical_price_sample", "gross_cost": 96.94619047619047, "trading_fee": 3.0538, "total_deployed": 99.99999047619046, "settlement_value": 1.0, "settlement_payout": 176.26580086580083, "gross_pnl": 79.31961038961036, "net_pnl": 76.26581038961037, "roi": 0.7626581765302158, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T05:11:26.551019Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 277920, "signal_id": 235201, "quote_id": 2950, "settlement_id": 437, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.55, "entry_price_type": "historical_price_sample", "gross_cost": 55.00000000000001, "trading_fee": 1.7325, "total_deployed": 56.73250000000001, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 44.99999999999999, "net_pnl": 43.26749999999999, "roi": 0.7626580883973029, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T05:11:26.547807Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83650.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1174781", "ticker": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "market_id": "0xc02f394e90c71215d1294e8cfa377b55620d42614b469a3e6d3f628d8bfdb0c6", "contract_id": "84742764366960700500122735241703978426953938849353736963954017740982896667060", "market_title": "Bitcoin Up or Down - October 13, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T03:10:17.750867Z", "retrieved_timestamp": "2026-10-14T03:10:20Z", "quote_offset_seconds": 2.249133, "quote_age_seconds": 2.249133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.55, "spread": null, "selected_entry_price": 0.55, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83700.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T031017.750867Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 234816, "signal_id": 235201, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-14T02:00:00Z", "return_6h": 0.0028135119543986065, "return_12h": 0.0014366094293536413, "return_24h": 0.008682141565175439, "close_vs_ema12": 0.003024607351141073, "close_vs_ema24": 0.0038175744976427506, "ema12_slope_3h": 0.0006314774818618751, "ema24_slope_6h": 0.0008425483018383861, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-14T03:11:23.038099Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": 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calibrated)", "created_at": "2026-10-14T01:11:27.982706Z", "market_regime": { "id": 234406, "signal_id": 234791, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-14T00:00:00Z", "return_6h": 0.0029724610298840215, "return_12h": 0.0006880998080613931, "return_24h": 0.024247764313891862, "close_vs_ema12": 0.0007331707880546823, "close_vs_ema24": 0.0013830058953820945, "ema12_slope_3h": 7.377893355831056e-05, "ema24_slope_6h": 0.0006993534859807138, "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": "2026-10-14T01:11:27.985958Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T00:00:00Z", "return_6h": 0.0029724610298840215, "return_12h": 0.0006880998080613931, "return_24h": 0.024247764313891862, "close_vs_ema12": 0.0007331707880546823, "close_vs_ema24": 0.0013830058953820945, "ema12_slope_3h": 7.377893355831056e-05, "ema24_slope_6h": 0.0006993534859807138, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "entry_probability": 0.355, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.026497, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6134, 6135 ], "forecast_publication_timestamp": "2026-10-14T01:10:20.973503Z", "requested_quote_timestamp": "2026-10-14T01:10:20.973503Z", "retrieved_quote_timestamp": "2026-10-14T01:10:21Z", "quote_retrieval_timestamp": "2026-10-14T01:11:31.481493Z", "timing_difference_seconds": 0.026497, "selected_quote": { "id": 2944, "contract_id": 8996, "forecast_timestamp": "2026-10-14T01:10:20.973503Z", "requested_timestamp": "2026-10-14T01:10:20.973503Z", "actual_quote_timestamp": "2026-10-14T01:10:21Z", "timestamp_delta_seconds": 0.026497, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T01:11:31.481493Z", "raw_json": "{\"request\":{\"start\":1791940220,\"end\":1791940580},\"response\":{\"history\":[{\"t\":1791940221,\"p\":0.355},{\"t\":1791940281,\"p\":0.295},{\"t\":1791940281,\"p\":0.295}]},\"selected\":{\"t\":1791940221,\"p\":0.355}}", "venue": "polymarket", "external_event_id": "1174362", "external_market_id": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "external_contract_id": "8249513283719434375057110521609669983064755848139462993890401237868422736059", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-9pm-et" }, "selected_entry_price": 0.355, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T01:10:20.973503Z", "id": 8997, "venue": "polymarket", "external_event_id": "1174362", "external_market_id": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "external_contract_id": "65684617241651807082165243719236989270358120543700482505859110596462963623373", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T01:00:00Z", "resolution_timestamp": "2026-10-14T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-9pm-et", "first_retrieved_at": "2026-10-14T01:11:31.300735Z", "forecast_run_ids": [ 6134, 6135 ] }, { "forecast_timestamp": "2026-10-14T01:10:20.973503Z", "id": 8996, "venue": "polymarket", "external_event_id": "1174362", "external_market_id": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "external_contract_id": "8249513283719434375057110521609669983064755848139462993890401237868422736059", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T01:00:00Z", "resolution_timestamp": "2026-10-14T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-9pm-et", "first_retrieved_at": "2026-10-14T01:11:31.292864Z", "forecast_run_ids": [ 6134, 6135 ] } ], "quotes": [ { "id": 2944, "contract_id": 8996, "forecast_timestamp": "2026-10-14T01:10:20.973503Z", "requested_timestamp": "2026-10-14T01:10:20.973503Z", "actual_quote_timestamp": "2026-10-14T01:10:21Z", "timestamp_delta_seconds": 0.026497, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T01:11:31.481493Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "contract_side": "UP", "external_event_id": "1174362", "external_market_id": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "external_contract_id": "8249513283719434375057110521609669983064755848139462993890401237868422736059", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b": { "DOWN": "65684617241651807082165243719236989270358120543700482505859110596462963623373", "UP": "8249513283719434375057110521609669983064755848139462993890401237868422736059" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 277351, "signal_id": 234791, "quote_id": 2944, "settlement_id": 434, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 269.5212676056338, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 95.68005, "trading_fee": 4.31995, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.68005, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T03:11:25.902793Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 277350, "signal_id": 234791, "quote_id": 2944, "settlement_id": 434, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 35.5, "trading_fee": 1.60283, "total_deployed": 37.10283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -35.5, "net_pnl": -37.10283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T03:11:25.899345Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83417.36, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1174362", "ticker": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "market_id": "0x29853b7069a3fb6409e3ef278725cd47aba209e310136097f300bfe160f1b74b", "contract_id": "65684617241651807082165243719236989270358120543700482505859110596462963623373", "market_title": "Bitcoin Up or Down - October 13, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T01:10:20.973503Z", "retrieved_timestamp": "2026-10-14T01:10:21Z", "quote_offset_seconds": 0.026497, "quote_age_seconds": 0.026497, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "spread": null, "selected_entry_price": 0.355, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83328.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T011020.973503Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 234406, "signal_id": 234791, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-14T00:00:00Z", "return_6h": 0.0029724610298840215, "return_12h": 0.0006880998080613931, "return_24h": 0.024247764313891862, "close_vs_ema12": 0.0007331707880546823, "close_vs_ema24": 0.0013830058953820945, "ema12_slope_3h": 7.377893355831056e-05, "ema24_slope_6h": 0.0006993534859807138, "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": "2026-10-14T01:11:27.985958Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-14T00:00:00Z", "return_6h": 0.0029724610298840215, "return_12h": 0.0006880998080613931, "return_24h": 0.024247764313891862, "close_vs_ema12": 0.0007331707880546823, "close_vs_ema24": 0.0013830058953820945, "ema12_slope_3h": 7.377893355831056e-05, "ema24_slope_6h": 0.0006993534859807138, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 234586, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T001020.340211Z", "trigger_timestamp": "2026-10-14T00:10:20.340211Z", "market_start_timestamp": "2026-10-14T00:00:00Z", "resolution_timestamp": "2026-10-14T01:00:00Z", "direction": "UP", "base_run_id": 6129, "small_run_id": 6130, "last_observed_close": 83169.0, "actual_close": 83417.36, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-14T00:11:26.266292Z", "market_regime": { "id": 234201, "signal_id": 234586, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T23:00:00Z", "return_6h": 0.0008799473571974303, "return_12h": -0.002291386481359514, "return_24h": 0.016114844227244962, "close_vs_ema12": -0.002113307937557818, "close_vs_ema24": -0.001478346069379688, "ema12_slope_3h": 0.00033967080523367166, "ema24_slope_6h": 0.000501882409671861, "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": "2026-10-14T00:11:26.269506Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T23:00:00Z", "return_6h": 0.0008799473571974303, "return_12h": -0.002291386481359514, "return_24h": 0.016114844227244962, "close_vs_ema12": -0.002113307937557818, "close_vs_ema24": -0.001478346069379688, "ema12_slope_3h": 0.00033967080523367166, "ema24_slope_6h": 0.000501882409671861, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "entry_probability": 0.845, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.659789, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 6129, 6130 ], "forecast_publication_timestamp": "2026-10-14T00:10:20.340211Z", "requested_quote_timestamp": "2026-10-14T00:10:20.340211Z", "retrieved_quote_timestamp": "2026-10-14T00:10:22Z", "quote_retrieval_timestamp": "2026-10-14T00:11:29.037722Z", "timing_difference_seconds": 1.659789, "selected_quote": { "id": 2940, "contract_id": 8988, "forecast_timestamp": "2026-10-14T00:10:20.340211Z", "requested_timestamp": "2026-10-14T00:10:20.340211Z", "actual_quote_timestamp": "2026-10-14T00:10:22Z", "timestamp_delta_seconds": 1.659789, "bid": null, "ask": null, "midpoint": null, "last_price": 0.845, "implied_probability": 0.845, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T00:11:29.037722Z", "raw_json": "{\"request\":{\"start\":1791936620,\"end\":1791936980},\"response\":{\"history\":[{\"t\":1791936622,\"p\":0.845},{\"t\":1791936681,\"p\":0.885},{\"t\":1791936681,\"p\":0.885}]},\"selected\":{\"t\":1791936622,\"p\":0.845}}", "venue": "polymarket", "external_event_id": "1174150", "external_market_id": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "external_contract_id": "36510057169773522644182721653676567618040480865050420979616845940803841603644", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8pm-et" }, "selected_entry_price": 0.845, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-14T00:10:20.340211Z", "id": 8989, "venue": "polymarket", "external_event_id": "1174150", "external_market_id": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "external_contract_id": "75992559694740463310501437772475899763231238417301920565028052425717612789253", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-14T00:00:00Z", "resolution_timestamp": "2026-10-14T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8pm-et", "first_retrieved_at": "2026-10-14T00:11:28.834573Z", "forecast_run_ids": [ 6129, 6130 ] }, { "forecast_timestamp": "2026-10-14T00:10:20.340211Z", "id": 8988, "venue": "polymarket", "external_event_id": "1174150", "external_market_id": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "external_contract_id": "36510057169773522644182721653676567618040480865050420979616845940803841603644", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-14T00:00:00Z", "resolution_timestamp": "2026-10-14T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8pm-et", "first_retrieved_at": "2026-10-14T00:11:28.830050Z", "forecast_run_ids": [ 6129, 6130 ] } ], "quotes": [ { "id": 2940, "contract_id": 8988, "forecast_timestamp": "2026-10-14T00:10:20.340211Z", "requested_timestamp": "2026-10-14T00:10:20.340211Z", "actual_quote_timestamp": "2026-10-14T00:10:22Z", "timestamp_delta_seconds": 1.659789, "bid": null, "ask": null, "midpoint": null, "last_price": 0.845, "implied_probability": 0.845, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-14T00:11:29.037722Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "contract_side": "UP", "external_event_id": "1174150", "external_market_id": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "external_contract_id": "36510057169773522644182721653676567618040480865050420979616845940803841603644", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2": { "DOWN": "75992559694740463310501437772475899763231238417301920565028052425717612789253", "UP": "36510057169773522644182721653676567618040480865050420979616845940803841603644" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 277068, "signal_id": 234586, "quote_id": 2940, "settlement_id": 433, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 117.07295857988166, "entry_price": 0.845, "entry_price_type": "historical_price_sample", "gross_cost": 98.92665, "trading_fee": 1.07335, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 117.07295857988166, "gross_pnl": 18.146308579881662, "net_pnl": 17.072958579881657, "roi": 0.17072958579881659, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T02:11:28.626947Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 277067, "signal_id": 234586, "quote_id": 2940, "settlement_id": 433, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.845, "entry_price_type": "historical_price_sample", "gross_cost": 84.5, "trading_fee": 0.91683, "total_deployed": 85.41683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 15.5, "net_pnl": 14.583169999999996, "roi": 0.17072946865389402, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-14T02:11:28.623122Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83169.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1174150", "ticker": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "market_id": "0xb1ba7caac95ef7edcf1a48dfcf8306bbc917c9dcd9c3c19d638ef49a3ef69dd2", "contract_id": "75992559694740463310501437772475899763231238417301920565028052425717612789253", "market_title": "Bitcoin Up or Down - October 13, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-14T00:10:20.340211Z", "retrieved_timestamp": "2026-10-14T00:10:22Z", "quote_offset_seconds": 1.659789, "quote_age_seconds": 1.659789, "bid": null, "ask": null, "midpoint": null, "last_price": 0.845, "spread": null, "selected_entry_price": 0.845, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83417.36, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261014T001020.340211Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 234201, "signal_id": 234586, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T23:00:00Z", "return_6h": 0.0008799473571974303, "return_12h": -0.002291386481359514, "return_24h": 0.016114844227244962, "close_vs_ema12": -0.002113307937557818, "close_vs_ema24": -0.001478346069379688, "ema12_slope_3h": 0.00033967080523367166, "ema24_slope_6h": 0.000501882409671861, "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": "2026-10-14T00:11:26.269506Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T23:00:00Z", "return_6h": 0.0008799473571974303, "return_12h": -0.002291386481359514, "return_24h": 0.016114844227244962, "close_vs_ema12": -0.002113307937557818, "close_vs_ema24": -0.001478346069379688, "ema12_slope_3h": 0.00033967080523367166, "ema24_slope_6h": 0.000501882409671861, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 233372, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T181019.296141Z", "trigger_timestamp": "2026-10-13T18:10:19.296141Z", "market_start_timestamp": "2026-10-13T18:00:00Z", "resolution_timestamp": "2026-10-13T19:00:00Z", "direction": "UP", "base_run_id": 6099, "small_run_id": 6100, "last_observed_close": 83095.88, "actual_close": 83170.14, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-13T18:11:28.690139Z", "market_regime": { "id": 232987, "signal_id": 233372, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T17:00:00Z", "return_6h": -0.003168545685155122, "return_12h": -0.007002592078785841, "return_24h": 0.007173955202172122, "close_vs_ema12": -0.002716567626877997, "close_vs_ema24": -0.0018555202126856463, "ema12_slope_3h": -0.0002868645600203612, "ema24_slope_6h": 0.0006878159644712056, "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": "2026-10-13T18:11:28.700198Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T17:00:00Z", "return_6h": -0.003168545685155122, "return_12h": -0.007002592078785841, "return_24h": 0.007173955202172122, "close_vs_ema12": -0.002716567626877997, "close_vs_ema24": -0.0018555202126856463, "ema12_slope_3h": -0.0002868645600203612, "ema24_slope_6h": 0.0006878159644712056, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "entry_probability": 0.715, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.703859, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 6099, 6100 ], "forecast_publication_timestamp": "2026-10-13T18:10:19.296141Z", "requested_quote_timestamp": "2026-10-13T18:10:19.296141Z", "retrieved_quote_timestamp": "2026-10-13T18:10:22Z", "quote_retrieval_timestamp": "2026-10-13T20:11:27.412903Z", "timing_difference_seconds": 2.703859, "selected_quote": { "id": 2938, "contract_id": 8968, "forecast_timestamp": "2026-10-13T18:10:19.296141Z", "requested_timestamp": "2026-10-13T18:10:19.296141Z", "actual_quote_timestamp": "2026-10-13T18:10:22Z", "timestamp_delta_seconds": 2.703859, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T20:11:27.412903Z", "raw_json": "{\"request\":{\"start\":1791915019,\"end\":1791915379},\"response\":{\"history\":[{\"t\":1791915022,\"p\":0.715},{\"t\":1791915080,\"p\":0.715},{\"t\":1791915141,\"p\":0.77},{\"t\":1791915201,\"p\":0.725},{\"t\":1791915260,\"p\":0.705},{\"t\":1791915322,\"p\":0.615}]},\"selected\":{\"t\":1791915022,\"p\":0.715}}", "venue": "polymarket", "external_event_id": "1172090", "external_market_id": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "external_contract_id": "80722940656734778129094564300705051941044625815897802677897490319440062938230", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-2pm-et" }, "selected_entry_price": 0.715, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-13T18:10:19.296141Z", "id": 8969, "venue": "polymarket", "external_event_id": "1172090", "external_market_id": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "external_contract_id": "21854444303867675060972533468915187689727408542014795499539820729823499414337", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-13T18:00:00Z", "resolution_timestamp": "2026-10-13T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-2pm-et", "first_retrieved_at": "2026-10-13T18:11:31.672458Z", "forecast_run_ids": [ 6099, 6100 ] }, { "forecast_timestamp": "2026-10-13T18:10:19.296141Z", "id": 8968, "venue": "polymarket", "external_event_id": "1172090", "external_market_id": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "external_contract_id": "80722940656734778129094564300705051941044625815897802677897490319440062938230", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-13T18:00:00Z", "resolution_timestamp": "2026-10-13T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-2pm-et", "first_retrieved_at": "2026-10-13T18:11:31.668422Z", "forecast_run_ids": [ 6099, 6100 ] } ], "quotes": [ { "id": 2938, "contract_id": 8968, "forecast_timestamp": "2026-10-13T18:10:19.296141Z", "requested_timestamp": "2026-10-13T18:10:19.296141Z", "actual_quote_timestamp": "2026-10-13T18:10:22Z", "timestamp_delta_seconds": 2.703859, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T20:11:27.412903Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "contract_side": "UP", "external_event_id": "1172090", "external_market_id": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "external_contract_id": "80722940656734778129094564300705051941044625815897802677897490319440062938230", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf": { "DOWN": "21854444303867675060972533468915187689727408542014795499539820729823499414337", "UP": "80722940656734778129094564300705051941044625815897802677897490319440062938230" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 275398, "signal_id": 233372, "quote_id": 2938, "settlement_id": 430, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 137.1245034965035, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 98.04402, "trading_fee": 1.95598, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 137.1245034965035, "gross_pnl": 39.080483496503504, "net_pnl": 37.12450349650351, "roi": 0.3712450349650351, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T20:11:27.424815Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 275397, "signal_id": 233372, "quote_id": 2938, "settlement_id": 430, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 71.5, "trading_fee": 1.42643, "total_deployed": 72.92643, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 28.5, "net_pnl": 27.073570000000004, "roi": 0.37124496564551435, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T20:11:27.422540Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83095.88, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1172090", "ticker": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "market_id": "0xfeedc09267d7e335104cf684c690496754ee6606d63714b5d4dab18168be21bf", "contract_id": "21854444303867675060972533468915187689727408542014795499539820729823499414337", "market_title": "Bitcoin Up or Down - October 13, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-13T18:10:19.296141Z", "retrieved_timestamp": "2026-10-13T18:10:22Z", "quote_offset_seconds": 2.703859, "quote_age_seconds": 2.703859, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "spread": null, "selected_entry_price": 0.715, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83170.14, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T181019.296141Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 232987, "signal_id": 233372, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T17:00:00Z", "return_6h": -0.003168545685155122, "return_12h": -0.007002592078785841, "return_24h": 0.007173955202172122, "close_vs_ema12": -0.002716567626877997, "close_vs_ema24": -0.0018555202126856463, "ema12_slope_3h": -0.0002868645600203612, "ema24_slope_6h": 0.0006878159644712056, "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": "2026-10-13T18:11:28.700198Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T17:00:00Z", "return_6h": -0.003168545685155122, "return_12h": -0.007002592078785841, "return_24h": 0.007173955202172122, "close_vs_ema12": -0.002716567626877997, "close_vs_ema24": -0.0018555202126856463, "ema12_slope_3h": -0.0002868645600203612, "ema24_slope_6h": 0.0006878159644712056, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 232164, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T121020.821154Z", "trigger_timestamp": "2026-10-13T12:10:20.821154Z", "market_start_timestamp": "2026-10-13T12:00:00Z", "resolution_timestamp": "2026-10-13T13:00:00Z", "direction": "UP", "base_run_id": 6069, "small_run_id": 6070, "last_observed_close": 83360.01, "actual_close": 83360.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-13T12:11:26.160458Z", "market_regime": { "id": 231779, "signal_id": 232164, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T11:00:00Z", "return_6h": -0.0038462333597468756, "return_12h": 0.018448503359804524, "return_24h": -0.000438746903351106, "close_vs_ema12": 0.0005814802839869682, "close_vs_ema24": 0.00200592103294972, "ema12_slope_3h": 0.0009073595087640829, "ema24_slope_6h": 0.0029324221844124754, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-13T12:11:26.163212Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T11:00:00Z", "return_6h": -0.0038462333597468756, "return_12h": 0.018448503359804524, "return_24h": -0.000438746903351106, "close_vs_ema12": 0.0005814802839869682, "close_vs_ema24": 0.00200592103294972, "ema12_slope_3h": 0.0009073595087640829, "ema24_slope_6h": 0.0029324221844124754, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 19.178846, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 6069, 6070 ], "forecast_publication_timestamp": "2026-10-13T12:10:20.821154Z", "requested_quote_timestamp": "2026-10-13T12:10:20.821154Z", "retrieved_quote_timestamp": "2026-10-13T12:10:40Z", "quote_retrieval_timestamp": "2026-10-13T12:11:29.152727Z", "timing_difference_seconds": 19.178846, "selected_quote": { "id": 2932, "contract_id": 8948, "forecast_timestamp": "2026-10-13T12:10:20.821154Z", "requested_timestamp": "2026-10-13T12:10:20.821154Z", "actual_quote_timestamp": "2026-10-13T12:10:40Z", "timestamp_delta_seconds": 19.178846, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T12:11:29.152727Z", "raw_json": "{\"request\":{\"start\":1791893420,\"end\":1791893780},\"response\":{\"history\":[{\"t\":1791893440,\"p\":0.495},{\"t\":1791893483,\"p\":0.455},{\"t\":1791893483,\"p\":0.455}]},\"selected\":{\"t\":1791893440,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1170504", "external_market_id": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "external_contract_id": "51349126357659065254483784568678205037776470445847411395027015496854539998067", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8am-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-13T12:10:20.821154Z", "id": 8949, "venue": "polymarket", "external_event_id": "1170504", "external_market_id": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "external_contract_id": "102334935025386912823682715848020518626027889061931868245719195171803429332460", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-13T12:00:00Z", "resolution_timestamp": "2026-10-13T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8am-et", "first_retrieved_at": "2026-10-13T12:11:28.973366Z", "forecast_run_ids": [ 6069, 6070 ] }, { "forecast_timestamp": "2026-10-13T12:10:20.821154Z", "id": 8948, "venue": "polymarket", "external_event_id": "1170504", "external_market_id": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "external_contract_id": "51349126357659065254483784568678205037776470445847411395027015496854539998067", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-13T12:00:00Z", "resolution_timestamp": "2026-10-13T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-8am-et", "first_retrieved_at": "2026-10-13T12:11:28.967322Z", "forecast_run_ids": [ 6069, 6070 ] } ], "quotes": [ { "id": 2932, "contract_id": 8948, "forecast_timestamp": "2026-10-13T12:10:20.821154Z", "requested_timestamp": "2026-10-13T12:10:20.821154Z", "actual_quote_timestamp": "2026-10-13T12:10:40Z", "timestamp_delta_seconds": 19.178846, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T12:11:29.152727Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "contract_side": "UP", "external_event_id": "1170504", "external_market_id": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "external_contract_id": "51349126357659065254483784568678205037776470445847411395027015496854539998067", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469": { "DOWN": "102334935025386912823682715848020518626027889061931868245719195171803429332460", "UP": "51349126357659065254483784568678205037776470445847411395027015496854539998067" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 273742, "signal_id": 232164, "quote_id": 2932, "settlement_id": 428, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.5857, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T14:11:34.465140Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 273741, "signal_id": 232164, "quote_id": 2932, "settlement_id": 428, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -49.5, "net_pnl": -51.24983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T14:11:34.462250Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83360.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1170504", "ticker": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "market_id": "0x0cc14dc70d18c0dec002e287a7e151764e6ba76a5939e69d44326c931ed73469", "contract_id": "102334935025386912823682715848020518626027889061931868245719195171803429332460", "market_title": "Bitcoin Up or Down - October 13, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-13T12:10:20.821154Z", "retrieved_timestamp": "2026-10-13T12:10:40Z", "quote_offset_seconds": 19.178846, "quote_age_seconds": 19.178846, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83360.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T121020.821154Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 231779, "signal_id": 232164, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-13T11:00:00Z", "return_6h": -0.0038462333597468756, "return_12h": 0.018448503359804524, "return_24h": -0.000438746903351106, "close_vs_ema12": 0.0005814802839869682, "close_vs_ema24": 0.00200592103294972, "ema12_slope_3h": 0.0009073595087640829, "ema24_slope_6h": 0.0029324221844124754, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-13T12:11:26.163212Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T11:00:00Z", "return_6h": -0.0038462333597468756, "return_12h": 0.018448503359804524, "return_24h": -0.000438746903351106, "close_vs_ema12": 0.0005814802839869682, "close_vs_ema24": 0.00200592103294972, "ema12_slope_3h": 0.0009073595087640829, "ema24_slope_6h": 0.0029324221844124754, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 231562, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T091017.814927Z", "trigger_timestamp": "2026-10-13T09:10:17.814927Z", "market_start_timestamp": "2026-10-13T09:00:00Z", "resolution_timestamp": "2026-10-13T10:00:00Z", "direction": "UP", "base_run_id": 6054, "small_run_id": 6055, "last_observed_close": 83587.14, "actual_close": 83624.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-13T09:11:23.560087Z", "market_regime": { "id": 231177, "signal_id": 231562, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-13T08:00:00Z", "return_6h": 0.007924032316411367, "return_12h": 0.00590312890020428, "return_24h": 0.0009716667065839957, "close_vs_ema12": 0.004218113238522392, "close_vs_ema24": 0.00556559304701798, "ema12_slope_3h": 0.0039018408044653174, "ema24_slope_6h": 0.0039931438087339455, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-13T09:11:23.563172Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-13T08:00:00Z", "return_6h": 0.007924032316411367, "return_12h": 0.00590312890020428, "return_24h": 0.0009716667065839957, "close_vs_ema12": 0.004218113238522392, "close_vs_ema24": 0.00556559304701798, "ema12_slope_3h": 0.0039018408044653174, "ema24_slope_6h": 0.0039931438087339455, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "entry_probability": 0.455, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 65.185073, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 6054, 6055 ], "forecast_publication_timestamp": "2026-10-13T09:10:17.814927Z", "requested_quote_timestamp": "2026-10-13T09:10:17.814927Z", "retrieved_quote_timestamp": "2026-10-13T09:11:23Z", "quote_retrieval_timestamp": "2026-10-13T09:11:26.531202Z", "timing_difference_seconds": 65.185073, "selected_quote": { "id": 2927, "contract_id": 8934, "forecast_timestamp": "2026-10-13T09:10:17.814927Z", "requested_timestamp": "2026-10-13T09:10:17.814927Z", "actual_quote_timestamp": "2026-10-13T09:11:23Z", "timestamp_delta_seconds": 65.185073, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T09:11:26.531202Z", "raw_json": "{\"request\":{\"start\":1791882617,\"end\":1791882977},\"response\":{\"history\":[{\"t\":1791882683,\"p\":0.455},{\"t\":1791882683,\"p\":0.455}]},\"selected\":{\"t\":1791882683,\"p\":0.455}}", "venue": "polymarket", "external_event_id": "1169796", "external_market_id": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "external_contract_id": "46720032669385268898569822548634839986746829411701825471290669250307166673805", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-5am-et" }, "selected_entry_price": 0.455, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-13T09:10:17.814927Z", "id": 8935, "venue": "polymarket", "external_event_id": "1169796", "external_market_id": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "external_contract_id": "54639620570154106471640529997103325557367837148332978378485792246584244952402", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-13T09:00:00Z", "resolution_timestamp": "2026-10-13T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-5am-et", "first_retrieved_at": "2026-10-13T09:11:26.331681Z", "forecast_run_ids": [ 6054, 6055 ] }, { "forecast_timestamp": "2026-10-13T09:10:17.814927Z", "id": 8934, "venue": "polymarket", "external_event_id": "1169796", "external_market_id": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "external_contract_id": "46720032669385268898569822548634839986746829411701825471290669250307166673805", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-13T09:00:00Z", "resolution_timestamp": "2026-10-13T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-13-2026-5am-et", "first_retrieved_at": "2026-10-13T09:11:26.326668Z", "forecast_run_ids": [ 6054, 6055 ] } ], "quotes": [ { "id": 2927, "contract_id": 8934, "forecast_timestamp": "2026-10-13T09:10:17.814927Z", "requested_timestamp": "2026-10-13T09:10:17.814927Z", "actual_quote_timestamp": "2026-10-13T09:11:23Z", "timestamp_delta_seconds": 65.185073, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-13T09:11:26.531202Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "contract_side": "UP", "external_event_id": "1169796", "external_market_id": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "external_contract_id": "46720032669385268898569822548634839986746829411701825471290669250307166673805", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3": { "DOWN": "54639620570154106471640529997103325557367837148332978378485792246584244952402", "UP": "46720032669385268898569822548634839986746829411701825471290669250307166673805" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 272917, "signal_id": 231562, "quote_id": 2927, "settlement_id": 426, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 211.70371428571428, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 96.32519, "trading_fee": 3.67481, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 211.70371428571428, "gross_pnl": 115.37852428571428, "net_pnl": 111.70371428571428, "roi": 1.1170371428571428, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T11:11:26.873066Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 272916, "signal_id": 231562, "quote_id": 2927, "settlement_id": 426, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 45.5, "trading_fee": 1.73582, "total_deployed": 47.23582, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 54.5, "net_pnl": 52.76418, "roi": 1.1170374516627426, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T11:11:26.870382Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83587.14, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1169796", "ticker": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "market_id": "0x2b45ea9762b8fe1fcb96d9c7c80ad9326cd7f5790213bb4189053f2e30979cd3", "contract_id": "54639620570154106471640529997103325557367837148332978378485792246584244952402", "market_title": "Bitcoin Up or Down - October 13, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-13T09:10:17.814927Z", "retrieved_timestamp": "2026-10-13T09:11:23Z", "quote_offset_seconds": 65.185073, "quote_age_seconds": 65.185073, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "spread": null, "selected_entry_price": 0.455, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83624.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261013T091017.814927Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 231177, "signal_id": 231562, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-13T08:00:00Z", "return_6h": 0.007924032316411367, "return_12h": 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slope; otherwise NEUTRAL" } } } }, { "id": 229570, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T231020.794103Z", "trigger_timestamp": "2026-10-12T23:10:20.794103Z", "market_start_timestamp": "2026-10-12T23:00:00Z", "resolution_timestamp": "2026-10-13T00:00:00Z", "direction": "UP", "base_run_id": 6004, "small_run_id": 6005, "last_observed_close": 82157.66, "actual_close": 81850.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T23:11:26.612077Z", "market_regime": { "id": 229185, "signal_id": 229570, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T22:00:00Z", "return_6h": -0.0042773903325620255, "return_12h": -0.016084412206265997, "return_24h": -0.017863886354912317, "close_vs_ema12": -0.007509040271150846, "close_vs_ema24": 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"market_title": "Bitcoin Up or Down - October 12, 7PM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 13.205897, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 6004, 6005 ], "forecast_publication_timestamp": "2026-10-12T23:10:20.794103Z", "requested_quote_timestamp": "2026-10-12T23:10:20.794103Z", "retrieved_quote_timestamp": "2026-10-12T23:10:34Z", "quote_retrieval_timestamp": "2026-10-12T23:11:29.595408Z", "timing_difference_seconds": 13.205897, "selected_quote": { "id": 2913, "contract_id": 8897, "forecast_timestamp": "2026-10-12T23:10:20.794103Z", "requested_timestamp": "2026-10-12T23:10:20.794103Z", "actual_quote_timestamp": "2026-10-12T23:10:34Z", "timestamp_delta_seconds": 13.205897, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T23:11:29.595408Z", "raw_json": "{\"request\":{\"start\":1791846620,\"end\":1791846980},\"response\":{\"history\":[{\"t\":1791846634,\"p\":0.535},{\"t\":1791846679,\"p\":0.435},{\"t\":1791846679,\"p\":0.435}]},\"selected\":{\"t\":1791846634,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1167409", "external_market_id": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "external_contract_id": "32979365490020677673266736319514475286321376713178240507609118717033385405560", "market_title": "Bitcoin Up or Down - October 12, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-7pm-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T23:10:20.794103Z", "id": 8898, "venue": "polymarket", "external_event_id": "1167409", "external_market_id": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "external_contract_id": "46855021515292691036607104624140344859028096030639533583343314023725493903396", "market_title": "Bitcoin Up or Down - October 12, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T23:00:00Z", "resolution_timestamp": "2026-10-13T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-7pm-et", "first_retrieved_at": "2026-10-12T23:11:29.429323Z", "forecast_run_ids": [ 6004, 6005 ] }, { "forecast_timestamp": "2026-10-12T23:10:20.794103Z", "id": 8897, "venue": "polymarket", "external_event_id": "1167409", "external_market_id": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "external_contract_id": "32979365490020677673266736319514475286321376713178240507609118717033385405560", "market_title": "Bitcoin Up or Down - October 12, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T23:00:00Z", "resolution_timestamp": "2026-10-13T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-7pm-et", "first_retrieved_at": "2026-10-12T23:11:29.424911Z", "forecast_run_ids": [ 6004, 6005 ] } ], "quotes": [ { "id": 2913, "contract_id": 8897, "forecast_timestamp": "2026-10-12T23:10:20.794103Z", "requested_timestamp": "2026-10-12T23:10:20.794103Z", "actual_quote_timestamp": "2026-10-12T23:10:34Z", "timestamp_delta_seconds": 13.205897, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T23:11:29.595408Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 7PM ET", "contract_side": "UP", "external_event_id": "1167409", "external_market_id": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "external_contract_id": "32979365490020677673266736319514475286321376713178240507609118717033385405560", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1": { "DOWN": "46855021515292691036607104624140344859028096030639533583343314023725493903396", "UP": "32979365490020677673266736319514475286321376713178240507609118717033385405560" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 270201, "signal_id": 229570, "quote_id": 2913, "settlement_id": 424, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.84761, "net_pnl": 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"historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -53.5, "net_pnl": -55.24143, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-13T01:11:28.098805Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82157.66, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1167409", "ticker": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "market_id": "0xbdb6408b2ec78b0ceb84125664bae9aff1a85783c228d3473937d1f2803a46a1", "contract_id": "46855021515292691036607104624140344859028096030639533583343314023725493903396", "market_title": "Bitcoin Up or Down - October 12, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T23:10:20.794103Z", "retrieved_timestamp": "2026-10-12T23:10:34Z", "quote_offset_seconds": 13.205897, "quote_age_seconds": 13.205897, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81850.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T231020.794103Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 229185, "signal_id": 229570, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T22:00:00Z", "return_6h": -0.0042773903325620255, "return_12h": -0.016084412206265997, "return_24h": -0.017863886354912317, "close_vs_ema12": -0.007509040271150846, "close_vs_ema24": -0.0104423258657248, "ema12_slope_3h": -0.0017391204370871272, "ema24_slope_6h": -0.0033315511657470154, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T23:11:26.615158Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T22:00:00Z", "return_6h": -0.0042773903325620255, "return_12h": -0.016084412206265997, "return_24h": -0.017863886354912317, "close_vs_ema12": -0.007509040271150846, "close_vs_ema24": -0.0104423258657248, "ema12_slope_3h": 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"BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 5.372387, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5984, 5985 ], "forecast_publication_timestamp": "2026-10-12T19:10:20.627613Z", "requested_quote_timestamp": "2026-10-12T19:10:20.627613Z", "retrieved_quote_timestamp": "2026-10-12T19:10:26Z", "quote_retrieval_timestamp": "2026-10-12T19:11:28.978841Z", "timing_difference_seconds": 5.372387, "selected_quote": { "id": 2899, "contract_id": 8872, "forecast_timestamp": "2026-10-12T19:10:20.627613Z", "requested_timestamp": "2026-10-12T19:10:20.627613Z", "actual_quote_timestamp": "2026-10-12T19:10:26Z", "timestamp_delta_seconds": 5.372387, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T19:11:28.978841Z", "raw_json": "{\"request\":{\"start\":1791832220,\"end\":1791832580},\"response\":{\"history\":[{\"t\":1791832226,\"p\":0.415},{\"t\":1791832282,\"p\":0.525},{\"t\":1791832282,\"p\":0.525}]},\"selected\":{\"t\":1791832226,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "1166127", "external_market_id": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "external_contract_id": "98698381746479820042836251263963613825452186968110847415318294777542316126544", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-3pm-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T19:10:20.627613Z", "id": 8873, "venue": "polymarket", "external_event_id": "1166127", "external_market_id": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "external_contract_id": "88166093128882071397415388037081373210090516871247017071359528244022485074030", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T19:00:00Z", "resolution_timestamp": "2026-10-12T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-3pm-et", "first_retrieved_at": "2026-10-12T19:11:28.803344Z", "forecast_run_ids": [ 5984, 5985 ] }, { "forecast_timestamp": "2026-10-12T19:10:20.627613Z", "id": 8872, "venue": "polymarket", "external_event_id": "1166127", "external_market_id": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "external_contract_id": "98698381746479820042836251263963613825452186968110847415318294777542316126544", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T19:00:00Z", "resolution_timestamp": "2026-10-12T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-3pm-et", "first_retrieved_at": "2026-10-12T19:11:28.798408Z", "forecast_run_ids": [ 5984, 5985 ] } ], "quotes": [ { "id": 2899, "contract_id": 8872, "forecast_timestamp": "2026-10-12T19:10:20.627613Z", "requested_timestamp": "2026-10-12T19:10:20.627613Z", "actual_quote_timestamp": "2026-10-12T19:10:26Z", "timestamp_delta_seconds": 5.372387, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T19:11:28.978841Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "contract_side": "UP", "external_event_id": "1166127", "external_market_id": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "external_contract_id": "98698381746479820042836251263963613825452186968110847415318294777542316126544", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8": { "DOWN": "88166093128882071397415388037081373210090516871247017071359528244022485074030", "UP": "98698381746479820042836251263963613825452186968110847415318294777542316126544" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 269119, "signal_id": 228776, "quote_id": 2899, "settlement_id": 422, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48455421686748, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06609, "trading_fee": 3.93391, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 231.48455421686748, "gross_pnl": 135.41846421686748, "net_pnl": 131.48455421686748, "roi": 1.3148455421686749, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T21:11:28.398614Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 269118, "signal_id": 228776, "quote_id": 2899, "settlement_id": 422, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 58.5, "net_pnl": 56.80058, "roi": 1.3148458937643142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T21:11:28.396533Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82448.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1166127", "ticker": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "market_id": "0x9981f9599f6baf39810878a506e847ebef6bd673cf17e54ed3b5e1721d5793a8", "contract_id": "88166093128882071397415388037081373210090516871247017071359528244022485074030", "market_title": "Bitcoin Up or Down - October 12, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T19:10:20.627613Z", "retrieved_timestamp": "2026-10-12T19:10:26Z", "quote_offset_seconds": 5.372387, "quote_age_seconds": 5.372387, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82861.8, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T191020.627613Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 228391, "signal_id": 228776, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T18:00:00Z", "return_6h": -0.0037581402003069586, "return_12h": -0.021086742367170563, "return_24h": -0.014699321840947133, "close_vs_ema12": -0.005868217750590321, "close_vs_ema24": -0.00874154784117287, "ema12_slope_3h": -0.0035233241682131045, "ema24_slope_6h": -0.004432642295730815, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T19:11:26.144094Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T18:00:00Z", "return_6h": -0.0037581402003069586, "return_12h": -0.021086742367170563, "return_24h": -0.014699321840947133, "close_vs_ema12": -0.005868217750590321, "close_vs_ema24": -0.00874154784117287, "ema12_slope_3h": -0.0035233241682131045, "ema24_slope_6h": -0.004432642295730815, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 228183, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T161020.148233Z", "trigger_timestamp": "2026-10-12T16:10:20.148233Z", "market_start_timestamp": "2026-10-12T16:00:00Z", "resolution_timestamp": "2026-10-12T17:00:00Z", "direction": "UP", "base_run_id": 5969, "small_run_id": 5970, "last_observed_close": 82730.5, "actual_close": 82510.59, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T16:11:25.812703Z", "market_regime": { "id": 227798, "signal_id": 228183, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T15:00:00Z", "return_6h": -0.009879720202053632, "return_12h": -0.010555288850808697, "return_24h": -0.014043684763318853, "close_vs_ema12": -0.005976572545392189, "close_vs_ema24": -0.007682377910032789, "ema12_slope_3h": -0.0037121373334223495, "ema24_slope_6h": -0.0032657371405585556, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T16:11:25.815519Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T15:00:00Z", "return_6h": -0.009879720202053632, "return_12h": -0.010555288850808697, "return_24h": -0.014043684763318853, "close_vs_ema12": -0.005976572545392189, "close_vs_ema24": -0.007682377910032789, "ema12_slope_3h": -0.0037121373334223495, "ema24_slope_6h": -0.0032657371405585556, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "entry_probability": 0.815, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.851767, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "loss", "forecast_ids": [ 5969, 5970 ], "forecast_publication_timestamp": "2026-10-12T16:10:20.148233Z", "requested_quote_timestamp": "2026-10-12T16:10:20.148233Z", "retrieved_quote_timestamp": "2026-10-12T16:10:21Z", "quote_retrieval_timestamp": "2026-10-12T16:11:29.774007Z", "timing_difference_seconds": 0.851767, "selected_quote": { "id": 2893, "contract_id": 8856, "forecast_timestamp": "2026-10-12T16:10:20.148233Z", "requested_timestamp": "2026-10-12T16:10:20.148233Z", "actual_quote_timestamp": "2026-10-12T16:10:21Z", "timestamp_delta_seconds": 0.851767, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T16:11:29.774007Z", "raw_json": "{\"request\":{\"start\":1791821420,\"end\":1791821780},\"response\":{\"history\":[{\"t\":1791821421,\"p\":0.815},{\"t\":1791821481,\"p\":0.805},{\"t\":1791821481,\"p\":0.805}]},\"selected\":{\"t\":1791821421,\"p\":0.815}}", "venue": "polymarket", "external_event_id": "1165147", "external_market_id": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "external_contract_id": "31379772039674087888555056013305914821268373963996855687455700060091776591041", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12pm-et" }, "selected_entry_price": 0.815, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T16:10:20.148233Z", "id": 8857, "venue": "polymarket", "external_event_id": "1165147", "external_market_id": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "external_contract_id": "6009278014468867129306290228110792714654479711655812732731310136445281529921", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T16:00:00Z", "resolution_timestamp": "2026-10-12T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12pm-et", "first_retrieved_at": "2026-10-12T16:11:29.593566Z", "forecast_run_ids": [ 5969, 5970 ] }, { "forecast_timestamp": "2026-10-12T16:10:20.148233Z", "id": 8856, "venue": "polymarket", "external_event_id": "1165147", "external_market_id": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "external_contract_id": "31379772039674087888555056013305914821268373963996855687455700060091776591041", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T16:00:00Z", "resolution_timestamp": "2026-10-12T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12pm-et", "first_retrieved_at": "2026-10-12T16:11:29.584972Z", "forecast_run_ids": [ 5969, 5970 ] } ], "quotes": [ { "id": 2893, "contract_id": 8856, "forecast_timestamp": "2026-10-12T16:10:20.148233Z", "requested_timestamp": "2026-10-12T16:10:20.148233Z", "actual_quote_timestamp": "2026-10-12T16:10:21Z", "timestamp_delta_seconds": 0.851767, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T16:11:29.774007Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "contract_side": "UP", "external_event_id": "1165147", "external_market_id": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "external_contract_id": "31379772039674087888555056013305914821268373963996855687455700060091776591041", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929": { "DOWN": "6009278014468867129306290228110792714654479711655812732731310136445281529921", "UP": "31379772039674087888555056013305914821268373963996855687455700060091776591041" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 268312, "signal_id": 228183, "quote_id": 2893, "settlement_id": 420, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 121.13074846625767, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 98.72156, "trading_fee": 1.27844, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.72156, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T18:11:25.874123Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 268311, "signal_id": 228183, "quote_id": 2893, "settlement_id": 420, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 81.5, "trading_fee": 1.05543, "total_deployed": 82.55543, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -81.5, "net_pnl": -82.55543, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T18:11:25.871405Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82730.5, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1165147", "ticker": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "market_id": "0xc5da140665bc62afe8752e7e3416fcc7798c01a4de301aff8f01237291dc9929", "contract_id": "6009278014468867129306290228110792714654479711655812732731310136445281529921", "market_title": "Bitcoin Up or Down - October 12, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T16:10:20.148233Z", "retrieved_timestamp": "2026-10-12T16:10:21Z", "quote_offset_seconds": 0.851767, "quote_age_seconds": 0.851767, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "spread": null, "selected_entry_price": 0.815, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82510.59, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T161020.148233Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 227798, "signal_id": 228183, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T15:00:00Z", "return_6h": -0.009879720202053632, "return_12h": -0.010555288850808697, "return_24h": -0.014043684763318853, "close_vs_ema12": -0.005976572545392189, "close_vs_ema24": -0.007682377910032789, "ema12_slope_3h": -0.0037121373334223495, "ema24_slope_6h": -0.0032657371405585556, "score": -3, 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close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T15:11:25.171094Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T14:00:00Z", "return_6h": -0.010945201542404193, "return_12h": -0.01483849243302493, "return_24h": -0.006470714755890561, "close_vs_ema12": -0.008717733897983693, "close_vs_ema24": -0.010004856618799685, "ema12_slope_3h": -0.004317677884529192, "ema24_slope_6h": -0.0026912668389482697, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "entry_probability": 0.565, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 15.312384, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 5964, 5965 ], "forecast_publication_timestamp": "2026-10-12T15:10:19.687616Z", "requested_quote_timestamp": "2026-10-12T15:10:19.687616Z", "retrieved_quote_timestamp": "2026-10-12T15:10:35Z", "quote_retrieval_timestamp": "2026-10-12T15:11:29.292086Z", "timing_difference_seconds": 15.312384, "selected_quote": { "id": 2879, "contract_id": 8837, "forecast_timestamp": "2026-10-12T15:10:19.687616Z", "requested_timestamp": "2026-10-12T15:10:19.687616Z", "actual_quote_timestamp": "2026-10-12T15:10:35Z", "timestamp_delta_seconds": 15.312384, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T15:11:29.292086Z", "raw_json": "{\"request\":{\"start\":1791817819,\"end\":1791818179},\"response\":{\"history\":[{\"t\":1791817835,\"p\":0.565},{\"t\":1791817883,\"p\":0.675},{\"t\":1791817883,\"p\":0.675}]},\"selected\":{\"t\":1791817835,\"p\":0.565}}", "venue": "polymarket", "external_event_id": "1164938", "external_market_id": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "external_contract_id": "25252193019933769968322621431043065161138402882749528349674323445865221686037", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-11am-et" }, "selected_entry_price": 0.565, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T15:10:19.687616Z", "id": 8838, "venue": "polymarket", "external_event_id": "1164938", "external_market_id": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "external_contract_id": "97554335449954760741219673821166604881786453750308026538186246813350021943513", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T15:00:00Z", "resolution_timestamp": "2026-10-12T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-11am-et", "first_retrieved_at": "2026-10-12T15:11:28.858856Z", "forecast_run_ids": [ 5964, 5965 ] }, { "forecast_timestamp": "2026-10-12T15:10:19.687616Z", "id": 8837, "venue": "polymarket", "external_event_id": "1164938", "external_market_id": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "external_contract_id": "25252193019933769968322621431043065161138402882749528349674323445865221686037", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T15:00:00Z", "resolution_timestamp": "2026-10-12T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-11am-et", "first_retrieved_at": "2026-10-12T15:11:28.851305Z", "forecast_run_ids": [ 5964, 5965 ] } ], "quotes": [ { "id": 2879, "contract_id": 8837, "forecast_timestamp": "2026-10-12T15:10:19.687616Z", "requested_timestamp": "2026-10-12T15:10:19.687616Z", "actual_quote_timestamp": "2026-10-12T15:10:35Z", "timestamp_delta_seconds": 15.312384, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T15:11:29.292086Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "contract_side": "UP", "external_event_id": "1164938", "external_market_id": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "external_contract_id": "25252193019933769968322621431043065161138402882749528349674323445865221686037", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01": { "DOWN": "97554335449954760741219673821166604881786453750308026538186246813350021943513", "UP": "25252193019933769968322621431043065161138402882749528349674323445865221686037" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 268043, "signal_id": 227985, "quote_id": 2879, "settlement_id": 419, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 171.76102654867256, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 97.04497999999998, "trading_fee": 2.95502, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 171.76102654867256, "gross_pnl": 74.71604654867258, "net_pnl": 71.76102654867258, "roi": 0.7176102654867259, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T17:11:26.937671Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 268042, "signal_id": 227985, "quote_id": 2879, "settlement_id": 419, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 56.49999999999999, "trading_fee": 1.72043, "total_deployed": 58.22042999999999, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 43.50000000000001, "net_pnl": 41.77957000000001, "roi": 0.7176101241437072, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T17:11:26.933629Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82592.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1164938", "ticker": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "market_id": "0xadb44e83c07e47ecad86bb6b38972485289fe57a8fdd8ec497738d3eed6f2a01", "contract_id": "97554335449954760741219673821166604881786453750308026538186246813350021943513", "market_title": "Bitcoin Up or Down - October 12, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T15:10:19.687616Z", "retrieved_timestamp": "2026-10-12T15:10:35Z", "quote_offset_seconds": 15.312384, "quote_age_seconds": 15.312384, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "spread": null, "selected_entry_price": 0.565, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82730.5, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T151019.687616Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 227600, "signal_id": 227985, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T14:00:00Z", "return_6h": -0.010945201542404193, "return_12h": -0.01483849243302493, "return_24h": -0.006470714755890561, "close_vs_ema12": -0.008717733897983693, "close_vs_ema24": -0.010004856618799685, "ema12_slope_3h": -0.004317677884529192, "ema24_slope_6h": -0.0026912668389482697, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T15:11:25.171094Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T14:00:00Z", "return_6h": -0.010945201542404193, "return_12h": -0.01483849243302493, "return_24h": -0.006470714755890561, "close_vs_ema12": -0.008717733897983693, "close_vs_ema24": -0.010004856618799685, "ema12_slope_3h": -0.004317677884529192, "ema24_slope_6h": -0.0026912668389482697, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 227788, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T141019.741092Z", "trigger_timestamp": "2026-10-12T14:10:19.741092Z", "market_start_timestamp": "2026-10-12T14:00:00Z", "resolution_timestamp": "2026-10-12T15:00:00Z", "direction": "UP", "base_run_id": 5959, "small_run_id": 5960, "last_observed_close": 82968.61, "actual_close": 82592.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T14:11:24.962739Z", "market_regime": { "id": 227403, "signal_id": 227788, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T13:00:00Z", "return_6h": -0.012178611862079802, "return_12h": -0.00835887277307279, "return_24h": -0.0013780179121867242, "close_vs_ema12": -0.005773612699204178, "close_vs_ema24": -0.006355171901222145, "ema12_slope_3h": -0.0033524446662668295, "ema24_slope_6h": -0.00197489303132814, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T14:11:24.965273Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T13:00:00Z", "return_6h": -0.012178611862079802, "return_12h": -0.00835887277307279, "return_24h": -0.0013780179121867242, "close_vs_ema12": -0.005773612699204178, "close_vs_ema24": -0.006355171901222145, "ema12_slope_3h": -0.0033524446662668295, "ema24_slope_6h": -0.00197489303132814, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "entry_probability": 0.675, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 61.258908, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 5959, 5960 ], "forecast_publication_timestamp": "2026-10-12T14:10:19.741092Z", "requested_quote_timestamp": "2026-10-12T14:10:19.741092Z", "retrieved_quote_timestamp": "2026-10-12T14:11:21Z", "quote_retrieval_timestamp": "2026-10-12T14:11:28.324474Z", "timing_difference_seconds": 61.258908, "selected_quote": { "id": 2874, "contract_id": 8827, "forecast_timestamp": "2026-10-12T14:10:19.741092Z", "requested_timestamp": "2026-10-12T14:10:19.741092Z", "actual_quote_timestamp": "2026-10-12T14:11:21Z", "timestamp_delta_seconds": 61.258908, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T14:11:28.324474Z", "raw_json": "{\"request\":{\"start\":1791814219,\"end\":1791814579},\"response\":{\"history\":[{\"t\":1791814281,\"p\":0.675},{\"t\":1791814281,\"p\":0.675}]},\"selected\":{\"t\":1791814281,\"p\":0.675}}", "venue": "polymarket", "external_event_id": "1164726", "external_market_id": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "external_contract_id": "110141242648841945162285293170257817692279560372402846899892901266051892925675", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-10am-et" }, "selected_entry_price": 0.675, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T14:10:19.741092Z", "id": 8828, "venue": "polymarket", "external_event_id": "1164726", "external_market_id": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "external_contract_id": "517802018374897890382385010445295006913068996733576598986747067274398197131", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T14:00:00Z", "resolution_timestamp": "2026-10-12T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-10am-et", "first_retrieved_at": "2026-10-12T14:11:28.115973Z", "forecast_run_ids": [ 5959, 5960 ] }, { "forecast_timestamp": "2026-10-12T14:10:19.741092Z", "id": 8827, "venue": "polymarket", "external_event_id": "1164726", "external_market_id": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "external_contract_id": "110141242648841945162285293170257817692279560372402846899892901266051892925675", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T14:00:00Z", "resolution_timestamp": "2026-10-12T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-10am-et", "first_retrieved_at": "2026-10-12T14:11:28.108255Z", "forecast_run_ids": [ 5959, 5960 ] } ], "quotes": [ { "id": 2874, "contract_id": 8827, "forecast_timestamp": "2026-10-12T14:10:19.741092Z", "requested_timestamp": "2026-10-12T14:10:19.741092Z", "actual_quote_timestamp": "2026-10-12T14:11:21Z", "timestamp_delta_seconds": 61.258908, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T14:11:28.324474Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "contract_side": "UP", "external_event_id": "1164726", "external_market_id": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "external_contract_id": "110141242648841945162285293170257817692279560372402846899892901266051892925675", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c": { "DOWN": "517802018374897890382385010445295006913068996733576598986747067274398197131", "UP": "110141242648841945162285293170257817692279560372402846899892901266051892925675" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 267774, "signal_id": 227788, "quote_id": 2874, "settlement_id": 417, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 144.85274725274724, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 97.77560439560439, "trading_fee": 2.22439, "total_deployed": 99.99999439560439, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.77560439560439, "net_pnl": -99.99999439560439, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T16:11:29.023655Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 267773, "signal_id": 227788, "quote_id": 2874, "settlement_id": 417, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 67.5, "trading_fee": 1.53563, "total_deployed": 69.03563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -67.5, "net_pnl": -69.03563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T16:11:29.020007Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82968.61, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1164726", "ticker": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "market_id": "0x0c4dd96111b9d0469bb9c1e4c1e6360901e60d4d0566f21bdc77d89e231da25c", "contract_id": "517802018374897890382385010445295006913068996733576598986747067274398197131", "market_title": "Bitcoin Up or Down - October 12, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T14:10:19.741092Z", "retrieved_timestamp": "2026-10-12T14:11:21Z", "quote_offset_seconds": 61.258908, "quote_age_seconds": 61.258908, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "spread": null, "selected_entry_price": 0.675, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82592.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T141019.741092Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 227403, "signal_id": 227788, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T13:00:00Z", "return_6h": -0.012178611862079802, "return_12h": -0.00835887277307279, "return_24h": -0.0013780179121867242, "close_vs_ema12": -0.005773612699204178, "close_vs_ema24": -0.006355171901222145, "ema12_slope_3h": -0.0033524446662668295, "ema24_slope_6h": -0.00197489303132814, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T14:11:24.965273Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T13:00:00Z", "return_6h": 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"2026-10-12T13:11:24.580039Z", "market_regime": { "id": 227207, "signal_id": 227592, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T12:00:00Z", "return_6h": -0.01739397114908192, "return_12h": -0.014335420054581438, "return_24h": -0.004247159947160406, "close_vs_ema12": -0.009325122594002644, "close_vs_ema24": -0.009412675937739867, "ema12_slope_3h": -0.002805124889279087, "ema24_slope_6h": -0.001083842165247928, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T13:11:24.583432Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T12:00:00Z", "return_6h": -0.01739397114908192, "return_12h": -0.014335420054581438, "return_24h": -0.004247159947160406, "close_vs_ema12": -0.009325122594002644, "close_vs_ema24": -0.009412675937739867, "ema12_slope_3h": -0.002805124889279087, "ema24_slope_6h": -0.001083842165247928, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "entry_probability": 0.455, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 61.468327, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5954, 5955 ], "forecast_publication_timestamp": "2026-10-12T13:10:18.531673Z", "requested_quote_timestamp": "2026-10-12T13:10:18.531673Z", "retrieved_quote_timestamp": "2026-10-12T13:11:20Z", "quote_retrieval_timestamp": "2026-10-12T13:11:27.472526Z", "timing_difference_seconds": 61.468327, "selected_quote": { "id": 2870, "contract_id": 8819, "forecast_timestamp": "2026-10-12T13:10:18.531673Z", "requested_timestamp": "2026-10-12T13:10:18.531673Z", "actual_quote_timestamp": "2026-10-12T13:11:20Z", "timestamp_delta_seconds": 61.468327, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T13:11:27.472526Z", "raw_json": "{\"request\":{\"start\":1791810618,\"end\":1791810978},\"response\":{\"history\":[{\"t\":1791810680,\"p\":0.455},{\"t\":1791810680,\"p\":0.455}]},\"selected\":{\"t\":1791810680,\"p\":0.455}}", "venue": "polymarket", "external_event_id": "1164471", "external_market_id": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "external_contract_id": "69008671241408452175891212847672790636840461025130845311021427945781786143083", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-9am-et" }, "selected_entry_price": 0.455, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T13:10:18.531673Z", "id": 8820, "venue": "polymarket", "external_event_id": "1164471", "external_market_id": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "external_contract_id": "95614592056734468830241109807589245772296116432564632623674086147996628312910", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T13:00:00Z", "resolution_timestamp": "2026-10-12T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-9am-et", "first_retrieved_at": "2026-10-12T13:11:27.289289Z", "forecast_run_ids": [ 5954, 5955 ] }, { "forecast_timestamp": "2026-10-12T13:10:18.531673Z", "id": 8819, "venue": "polymarket", "external_event_id": "1164471", "external_market_id": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "external_contract_id": "69008671241408452175891212847672790636840461025130845311021427945781786143083", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T13:00:00Z", "resolution_timestamp": "2026-10-12T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-9am-et", "first_retrieved_at": "2026-10-12T13:11:27.285052Z", "forecast_run_ids": [ 5954, 5955 ] } ], "quotes": [ { "id": 2870, "contract_id": 8819, "forecast_timestamp": "2026-10-12T13:10:18.531673Z", "requested_timestamp": "2026-10-12T13:10:18.531673Z", "actual_quote_timestamp": "2026-10-12T13:11:20Z", "timestamp_delta_seconds": 61.468327, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T13:11:27.472526Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "contract_side": "UP", "external_event_id": "1164471", "external_market_id": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "external_contract_id": "69008671241408452175891212847672790636840461025130845311021427945781786143083", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc": { "DOWN": "95614592056734468830241109807589245772296116432564632623674086147996628312910", "UP": "69008671241408452175891212847672790636840461025130845311021427945781786143083" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 267505, "signal_id": 227592, "quote_id": 2870, "settlement_id": 415, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 211.70371428571428, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 96.32519, "trading_fee": 3.67481, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 211.70371428571428, "gross_pnl": 115.37852428571428, "net_pnl": 111.70371428571428, "roi": 1.1170371428571428, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T15:11:28.433646Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 267504, "signal_id": 227592, "quote_id": 2870, "settlement_id": 415, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 45.5, "trading_fee": 1.73582, "total_deployed": 47.23582, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 54.5, "net_pnl": 52.76418, "roi": 1.1170374516627426, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T15:11:28.431312Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82759.02, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1164471", "ticker": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "market_id": "0xfff2ef16391f4e37d6a22f0e99d82d56b303c07d62f0c0e530d8115575764fbc", "contract_id": "95614592056734468830241109807589245772296116432564632623674086147996628312910", "market_title": "Bitcoin Up or Down - October 12, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T13:10:18.531673Z", "retrieved_timestamp": "2026-10-12T13:11:20Z", "quote_offset_seconds": 61.468327, "quote_age_seconds": 61.468327, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "spread": null, "selected_entry_price": 0.455, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82968.61, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T131018.531673Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 227207, "signal_id": 227592, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-12T12:00:00Z", "return_6h": -0.01739397114908192, "return_12h": -0.014335420054581438, "return_24h": -0.004247159947160406, "close_vs_ema12": -0.009325122594002644, "close_vs_ema24": -0.009412675937739867, "ema12_slope_3h": -0.002805124889279087, "ema24_slope_6h": -0.001083842165247928, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T13:11:24.583432Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T12:00:00Z", "return_6h": -0.01739397114908192, "return_12h": -0.014335420054581438, "return_24h": -0.004247159947160406, "close_vs_ema12": -0.009325122594002644, "close_vs_ema24": -0.009412675937739867, "ema12_slope_3h": -0.002805124889279087, "ema24_slope_6h": -0.001083842165247928, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 226239, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T061016.990774Z", "trigger_timestamp": "2026-10-12T06:10:16.990774Z", "market_start_timestamp": "2026-10-12T06:00:00Z", "resolution_timestamp": "2026-10-12T07:00:00Z", "direction": "UP", "base_run_id": 5919, "small_run_id": 5920, "last_observed_close": 84022.0, "actual_close": 84224.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T06:11:22.389515Z", "market_regime": { "id": 225854, "signal_id": 226239, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T05:00:00Z", "return_6h": 0.002970881351918253, "return_12h": 0.002362092002290428, "return_24h": 0.011647028595385134, "close_vs_ema12": 0.0029244025309100863, "close_vs_ema24": 0.005229082547476782, "ema12_slope_3h": 0.001342270402186374, "ema24_slope_6h": 0.0023473483397833395, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T06:11:22.393113Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T05:00:00Z", "return_6h": 0.002970881351918253, "return_12h": 0.002362092002290428, "return_24h": 0.011647028595385134, "close_vs_ema12": 0.0029244025309100863, "close_vs_ema24": 0.005229082547476782, "ema12_slope_3h": 0.001342270402186374, "ema24_slope_6h": 0.0023473483397833395, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "entry_probability": 0.225, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 5.009226, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5919, 5920 ], "forecast_publication_timestamp": "2026-10-12T06:10:16.990774Z", "requested_quote_timestamp": "2026-10-12T06:10:16.990774Z", "retrieved_quote_timestamp": "2026-10-12T06:10:22Z", "quote_retrieval_timestamp": "2026-10-12T06:11:25.807221Z", "timing_difference_seconds": 5.009226, "selected_quote": { "id": 2865, "contract_id": 8797, "forecast_timestamp": "2026-10-12T06:10:16.990774Z", "requested_timestamp": "2026-10-12T06:10:16.990774Z", "actual_quote_timestamp": "2026-10-12T06:10:22Z", "timestamp_delta_seconds": 5.009226, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "implied_probability": 0.225, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T06:11:25.807221Z", "raw_json": "{\"request\":{\"start\":1791785416,\"end\":1791785776},\"response\":{\"history\":[{\"t\":1791785422,\"p\":0.225},{\"t\":1791785422,\"p\":0.225}]},\"selected\":{\"t\":1791785422,\"p\":0.225}}", "venue": "polymarket", "external_event_id": "1163119", "external_market_id": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "external_contract_id": "78673235218077313742346825343333542657567217924841489935295152181451108685780", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-2am-et" }, "selected_entry_price": 0.225, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T06:10:16.990774Z", "id": 8798, "venue": "polymarket", "external_event_id": "1163119", "external_market_id": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "external_contract_id": "54375921416895784196082172115553263835832215565958209914281985812305210876793", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T06:00:00Z", "resolution_timestamp": "2026-10-12T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-2am-et", "first_retrieved_at": "2026-10-12T06:11:25.594259Z", "forecast_run_ids": [ 5919, 5920 ] }, { "forecast_timestamp": "2026-10-12T06:10:16.990774Z", "id": 8797, "venue": "polymarket", "external_event_id": "1163119", "external_market_id": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "external_contract_id": "78673235218077313742346825343333542657567217924841489935295152181451108685780", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T06:00:00Z", "resolution_timestamp": "2026-10-12T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-2am-et", "first_retrieved_at": "2026-10-12T06:11:25.585921Z", "forecast_run_ids": [ 5919, 5920 ] } ], "quotes": [ { "id": 2865, "contract_id": 8797, "forecast_timestamp": "2026-10-12T06:10:16.990774Z", "requested_timestamp": "2026-10-12T06:10:16.990774Z", "actual_quote_timestamp": "2026-10-12T06:10:22Z", "timestamp_delta_seconds": 5.009226, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "implied_probability": 0.225, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T06:11:25.807221Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "contract_side": "UP", "external_event_id": "1163119", "external_market_id": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "external_contract_id": "78673235218077313742346825343333542657567217924841489935295152181451108685780", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3": { "DOWN": "54375921416895784196082172115553263835832215565958209914281985812305210876793", "UP": "78673235218077313742346825343333542657567217924841489935295152181451108685780" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 265670, "signal_id": 226239, "quote_id": 2865, "settlement_id": 412, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 421.5740444444445, "entry_price": 0.225, "entry_price_type": "historical_price_sample", "gross_cost": 94.85416000000001, "trading_fee": 5.14584, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 421.5740444444445, "gross_pnl": 326.71988444444446, "net_pnl": 321.5740444444445, "roi": 3.215740444444445, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T08:11:29.731201Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 265669, "signal_id": 226239, "quote_id": 2865, "settlement_id": 412, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.225, "entry_price_type": "historical_price_sample", "gross_cost": 22.5, "trading_fee": 1.22063, "total_deployed": 23.72063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 77.5, "net_pnl": 76.27937, "roi": 3.2157396325477023, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T08:11:29.727814Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84022.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1163119", "ticker": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "market_id": "0x93b604357fd2ac2a123786a3ddc9a97233c4ebe0809e44a18585945fc03987d3", "contract_id": "54375921416895784196082172115553263835832215565958209914281985812305210876793", "market_title": "Bitcoin Up or Down - October 12, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T06:10:16.990774Z", "retrieved_timestamp": "2026-10-12T06:10:22Z", "quote_offset_seconds": 5.009226, "quote_age_seconds": 5.009226, "bid": null, "ask": null, "midpoint": null, "last_price": 0.225, "spread": null, "selected_entry_price": 0.225, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84224.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T061016.990774Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 225854, "signal_id": 226239, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T05:00:00Z", "return_6h": 0.002970881351918253, "return_12h": 0.002362092002290428, "return_24h": 0.011647028595385134, "close_vs_ema12": 0.0029244025309100863, "close_vs_ema24": 0.005229082547476782, "ema12_slope_3h": 0.001342270402186374, "ema24_slope_6h": 0.0023473483397833395, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T06:11:22.393113Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T05:00:00Z", "return_6h": 0.002970881351918253, "return_12h": 0.002362092002290428, "return_24h": 0.011647028595385134, "close_vs_ema12": 0.0029244025309100863, "close_vs_ema24": 0.005229082547476782, "ema12_slope_3h": 0.001342270402186374, "ema24_slope_6h": 0.0023473483397833395, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 225853, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T041016.453765Z", "trigger_timestamp": "2026-10-12T04:10:16.453765Z", "market_start_timestamp": "2026-10-12T04:00:00Z", "resolution_timestamp": "2026-10-12T05:00:00Z", "direction": "UP", "base_run_id": 5909, "small_run_id": 5910, "last_observed_close": 83613.06, "actual_close": 84148.81, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T04:11:24.556411Z", "market_regime": { "id": 225468, "signal_id": 225853, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-12T03:00:00Z", "return_6h": 0.0010007246544243564, "return_12h": -0.0035256097417091237, "return_24h": 0.009575584451148922, "close_vs_ema12": -0.0005223343462203989, "close_vs_ema24": 0.0014189776152331302, "ema12_slope_3h": 0.0003522921802923129, "ema24_slope_6h": 0.00197458533386774, "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": "2026-10-12T04:11:24.560755Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T03:00:00Z", "return_6h": 0.0010007246544243564, "return_12h": -0.0035256097417091237, "return_24h": 0.009575584451148922, "close_vs_ema12": -0.0005223343462203989, "close_vs_ema24": 0.0014189776152331302, "ema12_slope_3h": 0.0003522921802923129, "ema24_slope_6h": 0.00197458533386774, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "entry_probability": 0.445, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.546235, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5909, 5910 ], "forecast_publication_timestamp": "2026-10-12T04:10:16.453765Z", "requested_quote_timestamp": "2026-10-12T04:10:16.453765Z", "retrieved_quote_timestamp": "2026-10-12T04:10:21Z", "quote_retrieval_timestamp": "2026-10-12T04:11:28.097815Z", "timing_difference_seconds": 4.546235, "selected_quote": { "id": 2859, "contract_id": 8783, "forecast_timestamp": "2026-10-12T04:10:16.453765Z", "requested_timestamp": "2026-10-12T04:10:16.453765Z", "actual_quote_timestamp": "2026-10-12T04:10:21Z", "timestamp_delta_seconds": 4.546235, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T04:11:28.097815Z", "raw_json": "{\"request\":{\"start\":1791778216,\"end\":1791778576},\"response\":{\"history\":[{\"t\":1791778221,\"p\":0.445},{\"t\":1791778281,\"p\":0.415},{\"t\":1791778281,\"p\":0.415}]},\"selected\":{\"t\":1791778221,\"p\":0.445}}", "venue": "polymarket", "external_event_id": "1162656", "external_market_id": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "external_contract_id": "68776612061769891422219812826702304798218584226246325632927877803533499241013", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12am-et" }, "selected_entry_price": 0.445, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T04:10:16.453765Z", "id": 8784, "venue": "polymarket", "external_event_id": "1162656", "external_market_id": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "external_contract_id": "60584557181966352259510582997257736882038783301505337013127844838380304985824", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T04:00:00Z", "resolution_timestamp": "2026-10-12T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12am-et", "first_retrieved_at": "2026-10-12T04:11:27.898183Z", "forecast_run_ids": [ 5909, 5910 ] }, { "forecast_timestamp": "2026-10-12T04:10:16.453765Z", "id": 8783, "venue": "polymarket", "external_event_id": "1162656", "external_market_id": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "external_contract_id": "68776612061769891422219812826702304798218584226246325632927877803533499241013", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T04:00:00Z", "resolution_timestamp": "2026-10-12T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-12-2026-12am-et", "first_retrieved_at": "2026-10-12T04:11:27.893461Z", "forecast_run_ids": [ 5909, 5910 ] } ], "quotes": [ { "id": 2859, "contract_id": 8783, "forecast_timestamp": "2026-10-12T04:10:16.453765Z", "requested_timestamp": "2026-10-12T04:10:16.453765Z", "actual_quote_timestamp": "2026-10-12T04:10:21Z", "timestamp_delta_seconds": 4.546235, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T04:11:28.097815Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "contract_side": "UP", "external_event_id": "1162656", "external_market_id": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "external_contract_id": "68776612061769891422219812826702304798218584226246325632927877803533499241013", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15": { "DOWN": "60584557181966352259510582997257736882038783301505337013127844838380304985824", "UP": "68776612061769891422219812826702304798218584226246325632927877803533499241013" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 265146, "signal_id": 225853, "quote_id": 2859, "settlement_id": 410, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 216.3152584269663, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 96.26029, "trading_fee": 3.73971, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 216.3152584269663, "gross_pnl": 120.0549684269663, "net_pnl": 116.3152584269663, "roi": 1.163152584269663, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T06:11:25.500125Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 265145, "signal_id": 225853, "quote_id": 2859, "settlement_id": 410, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 44.5, "trading_fee": 1.72883, "total_deployed": 46.22883, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 55.5, "net_pnl": 53.77117, "roi": 1.1631523012803915, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T06:11:25.497823Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83613.06, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1162656", "ticker": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "market_id": "0x945cc34d6901c85884d8b1f1c5f9e3247179cbb6ac33feb79fd1e814d16c9f15", "contract_id": "60584557181966352259510582997257736882038783301505337013127844838380304985824", "market_title": "Bitcoin Up or Down - October 12, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T04:10:16.453765Z", "retrieved_timestamp": "2026-10-12T04:10:21Z", "quote_offset_seconds": 4.546235, "quote_age_seconds": 4.546235, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "spread": null, "selected_entry_price": 0.445, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84148.81, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T041016.453765Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 225468, "signal_id": 225853, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-12T03:00:00Z", "return_6h": 0.0010007246544243564, "return_12h": -0.0035256097417091237, "return_24h": 0.009575584451148922, "close_vs_ema12": -0.0005223343462203989, "close_vs_ema24": 0.0014189776152331302, "ema12_slope_3h": 0.0003522921802923129, "ema24_slope_6h": 0.00197458533386774, "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": "2026-10-12T04:11:24.560755Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T03:00:00Z", "return_6h": 0.0010007246544243564, "return_12h": -0.0035256097417091237, "return_24h": 0.009575584451148922, "close_vs_ema12": -0.0005223343462203989, "close_vs_ema24": 0.0014189776152331302, "ema12_slope_3h": 0.0003522921802923129, "ema24_slope_6h": 0.00197458533386774, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 225660, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T031017.050368Z", "trigger_timestamp": "2026-10-12T03:10:17.050368Z", "market_start_timestamp": "2026-10-12T03:00:00Z", "resolution_timestamp": "2026-10-12T04:00:00Z", "direction": "UP", "base_run_id": 5904, "small_run_id": 5905, "last_observed_close": 83836.01, "actual_close": 83613.06, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T03:11:22.160658Z", "market_regime": { "id": 225275, "signal_id": 225660, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T02:00:00Z", "return_6h": 0.001879689364273185, "return_12h": 0.00849381305792174, "return_24h": 0.008888606489325213, "close_vs_ema12": 0.00204755801387968, "close_vs_ema24": 0.004213119935077003, "ema12_slope_3h": 0.0011772861113845678, "ema24_slope_6h": 0.0020594892088798833, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T03:11:22.163771Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T02:00:00Z", "return_6h": 0.001879689364273185, "return_12h": 0.00849381305792174, "return_24h": 0.008888606489325213, "close_vs_ema12": 0.00204755801387968, "close_vs_ema24": 0.004213119935077003, "ema12_slope_3h": 0.0011772861113845678, "ema24_slope_6h": 0.0020594892088798833, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "entry_probability": 0.245, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.949632, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5904, 5905 ], "forecast_publication_timestamp": "2026-10-12T03:10:17.050368Z", "requested_quote_timestamp": "2026-10-12T03:10:17.050368Z", "retrieved_quote_timestamp": "2026-10-12T03:10:19Z", "quote_retrieval_timestamp": "2026-10-12T03:11:25.575374Z", "timing_difference_seconds": 1.949632, "selected_quote": { "id": 2846, "contract_id": 8766, "forecast_timestamp": "2026-10-12T03:10:17.050368Z", "requested_timestamp": "2026-10-12T03:10:17.050368Z", "actual_quote_timestamp": "2026-10-12T03:10:19Z", "timestamp_delta_seconds": 1.949632, "bid": null, "ask": null, "midpoint": null, "last_price": 0.245, "implied_probability": 0.245, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T03:11:25.575374Z", "raw_json": "{\"request\":{\"start\":1791774617,\"end\":1791774977},\"response\":{\"history\":[{\"t\":1791774619,\"p\":0.245},{\"t\":1791774678,\"p\":0.235},{\"t\":1791774678,\"p\":0.235}]},\"selected\":{\"t\":1791774619,\"p\":0.245}}", "venue": "polymarket", "external_event_id": "1162483", "external_market_id": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "external_contract_id": "54441749674436363605230211764596095412067718920857831037803866079962661836227", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-11pm-et" }, "selected_entry_price": 0.245, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T03:10:17.050368Z", "id": 8767, "venue": "polymarket", "external_event_id": "1162483", "external_market_id": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "external_contract_id": "13197592903007400780847306902792216442685459808010191273536810642556807880852", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T03:00:00Z", "resolution_timestamp": "2026-10-12T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-11pm-et", "first_retrieved_at": "2026-10-12T03:11:25.397701Z", "forecast_run_ids": [ 5904, 5905 ] }, { "forecast_timestamp": "2026-10-12T03:10:17.050368Z", "id": 8766, "venue": "polymarket", "external_event_id": "1162483", "external_market_id": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "external_contract_id": "54441749674436363605230211764596095412067718920857831037803866079962661836227", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T03:00:00Z", "resolution_timestamp": "2026-10-12T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-11pm-et", "first_retrieved_at": "2026-10-12T03:11:25.389590Z", "forecast_run_ids": [ 5904, 5905 ] } ], "quotes": [ { "id": 2846, "contract_id": 8766, "forecast_timestamp": "2026-10-12T03:10:17.050368Z", "requested_timestamp": "2026-10-12T03:10:17.050368Z", "actual_quote_timestamp": "2026-10-12T03:10:19Z", "timestamp_delta_seconds": 1.949632, "bid": null, "ask": null, "midpoint": null, "last_price": 0.245, "implied_probability": 0.245, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T03:11:25.575374Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "contract_side": "UP", "external_event_id": "1162483", "external_market_id": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "external_contract_id": "54441749674436363605230211764596095412067718920857831037803866079962661836227", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75": { "DOWN": "13197592903007400780847306902792216442685459808010191273536810642556807880852", "UP": "54441749674436363605230211764596095412067718920857831037803866079962661836227" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 264885, "signal_id": 225660, "quote_id": 2846, "settlement_id": 409, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 387.6746530612245, "entry_price": 0.245, "entry_price_type": "historical_price_sample", "gross_cost": 94.98029, "trading_fee": 5.01971, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.98029, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T05:11:25.786302Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 264884, "signal_id": 225660, "quote_id": 2846, "settlement_id": 409, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.245, "entry_price_type": "historical_price_sample", "gross_cost": 24.5, "trading_fee": 1.29483, "total_deployed": 25.79483, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -24.5, "net_pnl": -25.79483, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T05:11:25.782877Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83836.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1162483", "ticker": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "market_id": "0xbb6597f85768878f59c0bbc4c2e91bbb1b090b673ee96c6fc058f8a01636ff75", "contract_id": "13197592903007400780847306902792216442685459808010191273536810642556807880852", "market_title": "Bitcoin Up or Down - October 11, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T03:10:17.050368Z", "retrieved_timestamp": "2026-10-12T03:10:19Z", "quote_offset_seconds": 1.949632, "quote_age_seconds": 1.949632, "bid": null, "ask": null, "midpoint": null, "last_price": 0.245, "spread": null, "selected_entry_price": 0.245, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83613.06, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T031017.050368Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 225275, "signal_id": 225660, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T02:00:00Z", "return_6h": 0.001879689364273185, "return_12h": 0.00849381305792174, "return_24h": 0.008888606489325213, "close_vs_ema12": 0.00204755801387968, "close_vs_ema24": 0.004213119935077003, "ema12_slope_3h": 0.0011772861113845678, "ema24_slope_6h": 0.0020594892088798833, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T03:11:22.163771Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T02:00:00Z", "return_6h": 0.001879689364273185, "return_12h": 0.00849381305792174, "return_24h": 0.008888606489325213, "close_vs_ema12": 0.00204755801387968, "close_vs_ema24": 0.004213119935077003, "ema12_slope_3h": 0.0011772861113845678, "ema24_slope_6h": 0.0020594892088798833, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 225278, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T011018.459114Z", "trigger_timestamp": "2026-10-12T01:10:18.459114Z", "market_start_timestamp": "2026-10-12T01:00:00Z", "resolution_timestamp": "2026-10-12T02:00:00Z", "direction": "UP", "base_run_id": 5894, "small_run_id": 5895, "last_observed_close": 83962.66, "actual_close": 83667.98, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-12T01:11:24.136059Z", "market_regime": { "id": 224893, "signal_id": 225278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T00:00:00Z", "return_6h": 0.003401730036362016, "return_12h": 0.010234982886348387, "return_24h": 0.011987989592137094, "close_vs_ema12": 0.0040102270758413106, "close_vs_ema24": 0.00632345514114574, "ema12_slope_3h": 0.0014488922591571196, "ema24_slope_6h": 0.002257871461051053, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T01:11:24.139799Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T00:00:00Z", "return_6h": 0.003401730036362016, "return_12h": 0.010234982886348387, "return_24h": 0.011987989592137094, "close_vs_ema12": 0.0040102270758413106, "close_vs_ema24": 0.00632345514114574, "ema12_slope_3h": 0.0014488922591571196, "ema24_slope_6h": 0.002257871461051053, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "entry_probability": 0.205, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.540886, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5894, 5895 ], "forecast_publication_timestamp": "2026-10-12T01:10:18.459114Z", "requested_quote_timestamp": "2026-10-12T01:10:18.459114Z", "retrieved_quote_timestamp": "2026-10-12T01:11:18Z", "quote_retrieval_timestamp": "2026-10-12T01:11:28.299749Z", "timing_difference_seconds": 59.540886, "selected_quote": { "id": 2841, "contract_id": 8754, "forecast_timestamp": "2026-10-12T01:10:18.459114Z", "requested_timestamp": "2026-10-12T01:10:18.459114Z", "actual_quote_timestamp": "2026-10-12T01:11:18Z", "timestamp_delta_seconds": 59.540886, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T01:11:28.299749Z", "raw_json": "{\"request\":{\"start\":1791767418,\"end\":1791767778},\"response\":{\"history\":[{\"t\":1791767478,\"p\":0.205},{\"t\":1791767478,\"p\":0.205}]},\"selected\":{\"t\":1791767478,\"p\":0.205}}", "venue": "polymarket", "external_event_id": "1162125", "external_market_id": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "external_contract_id": "22014245098209192462884165221169673568593758185506650868235337094130558227290", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-9pm-et" }, "selected_entry_price": 0.205, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-12T01:10:18.459114Z", "id": 8755, "venue": "polymarket", "external_event_id": "1162125", "external_market_id": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "external_contract_id": "37354031709606629285606959604375858774251603472822027506485828314183897110553", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-12T01:00:00Z", "resolution_timestamp": "2026-10-12T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-9pm-et", "first_retrieved_at": "2026-10-12T01:11:28.123980Z", "forecast_run_ids": [ 5894, 5895 ] }, { "forecast_timestamp": "2026-10-12T01:10:18.459114Z", "id": 8754, "venue": "polymarket", "external_event_id": "1162125", "external_market_id": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "external_contract_id": "22014245098209192462884165221169673568593758185506650868235337094130558227290", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-12T01:00:00Z", "resolution_timestamp": "2026-10-12T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-9pm-et", "first_retrieved_at": "2026-10-12T01:11:28.122281Z", "forecast_run_ids": [ 5894, 5895 ] } ], "quotes": [ { "id": 2841, "contract_id": 8754, "forecast_timestamp": "2026-10-12T01:10:18.459114Z", "requested_timestamp": "2026-10-12T01:10:18.459114Z", "actual_quote_timestamp": "2026-10-12T01:11:18Z", "timestamp_delta_seconds": 59.540886, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-12T01:11:28.299749Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "contract_side": "UP", "external_event_id": "1162125", "external_market_id": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "external_contract_id": "22014245098209192462884165221169673568593758185506650868235337094130558227290", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4": { "DOWN": "37354031709606629285606959604375858774251603472822027506485828314183897110553", "UP": "22014245098209192462884165221169673568593758185506650868235337094130558227290" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 264367, "signal_id": 225278, "quote_id": 2841, "settlement_id": 406, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 462.08960975609756, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 94.72837, "trading_fee": 5.27163, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.72837, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T03:11:25.305206Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 264366, "signal_id": 225278, "quote_id": 2841, "settlement_id": 406, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 20.5, "trading_fee": 1.14083, "total_deployed": 21.64083, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -20.5, "net_pnl": -21.64083, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-12T03:11:25.302225Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83962.66, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1162125", "ticker": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "market_id": "0x0904be0c61c680048adeb2da852f650980c2b5579b3851886a864bbe602164d4", "contract_id": "37354031709606629285606959604375858774251603472822027506485828314183897110553", "market_title": "Bitcoin Up or Down - October 11, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-12T01:10:18.459114Z", "retrieved_timestamp": "2026-10-12T01:11:18Z", "quote_offset_seconds": 59.540886, "quote_age_seconds": 59.540886, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "spread": null, "selected_entry_price": 0.205, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83667.98, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261012T011018.459114Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 224893, "signal_id": 225278, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-12T00:00:00Z", "return_6h": 0.003401730036362016, "return_12h": 0.010234982886348387, "return_24h": 0.011987989592137094, "close_vs_ema12": 0.0040102270758413106, "close_vs_ema24": 0.00632345514114574, "ema12_slope_3h": 0.0014488922591571196, "ema24_slope_6h": 0.002257871461051053, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-12T01:11:24.139799Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-12T00:00:00Z", "return_6h": 0.003401730036362016, "return_12h": 0.010234982886348387, "return_24h": 0.011987989592137094, "close_vs_ema12": 0.0040102270758413106, "close_vs_ema24": 0.00632345514114574, "ema12_slope_3h": 0.0014488922591571196, "ema24_slope_6h": 0.002257871461051053, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 223764, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261011T171016.608786Z", "trigger_timestamp": "2026-10-11T17:10:16.608786Z", "market_start_timestamp": "2026-10-11T17:00:00Z", "resolution_timestamp": "2026-10-11T18:00:00Z", "direction": "UP", "base_run_id": 5854, "small_run_id": 5855, "last_observed_close": 83916.01, "actual_close": 83824.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-11T17:11:22.879555Z", "market_regime": { "id": 223379, "signal_id": 223764, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-11T16:00:00Z", "return_6h": 0.01113725696217105, "return_12h": 0.010693116481657272, "return_24h": 0.010893887354901377, "close_vs_ema12": 0.007270410447546505, "close_vs_ema24": 0.009137055966307317, "ema12_slope_3h": 0.003005472078797977, "ema24_slope_6h": 0.0021410433332187395, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-11T17:11:22.882450Z", "features": { 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"probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5854, 5855 ], "forecast_publication_timestamp": "2026-10-11T17:10:16.608786Z", "requested_quote_timestamp": "2026-10-11T17:10:16.608786Z", "retrieved_quote_timestamp": "2026-10-11T17:10:25Z", "quote_retrieval_timestamp": "2026-10-11T17:11:25.714635Z", "timing_difference_seconds": 8.391214, "selected_quote": { "id": 2836, "contract_id": 8730, "forecast_timestamp": "2026-10-11T17:10:16.608786Z", "requested_timestamp": "2026-10-11T17:10:16.608786Z", "actual_quote_timestamp": "2026-10-11T17:10:25Z", "timestamp_delta_seconds": 8.391214, "bid": null, "ask": null, "midpoint": null, "last_price": 0.275, "implied_probability": 0.275, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-11T17:11:25.714635Z", "raw_json": "{\"request\":{\"start\":1791738616,\"end\":1791738976},\"response\":{\"history\":[{\"t\":1791738625,\"p\":0.275},{\"t\":1791738625,\"p\":0.275}]},\"selected\":{\"t\":1791738625,\"p\":0.275}}", "venue": "polymarket", "external_event_id": "1160173", "external_market_id": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "external_contract_id": "50770384388153187825156738705197471780393585149695235638053642315870862162266", "market_title": "Bitcoin Up or Down - October 11, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-1pm-et" }, "selected_entry_price": 0.275, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-11T17:10:16.608786Z", "id": 8731, "venue": "polymarket", "external_event_id": "1160173", "external_market_id": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "external_contract_id": "50987701121425124135969995795315220804919559213044487143630203416201046922884", "market_title": "Bitcoin Up or Down - October 11, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-11T17:00:00Z", "resolution_timestamp": "2026-10-11T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-1pm-et", "first_retrieved_at": "2026-10-11T17:11:25.537314Z", "forecast_run_ids": [ 5854, 5855 ] }, { "forecast_timestamp": "2026-10-11T17:10:16.608786Z", "id": 8730, "venue": "polymarket", "external_event_id": "1160173", "external_market_id": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "external_contract_id": "50770384388153187825156738705197471780393585149695235638053642315870862162266", "market_title": "Bitcoin Up or Down - October 11, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-11T17:00:00Z", "resolution_timestamp": "2026-10-11T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-1pm-et", "first_retrieved_at": "2026-10-11T17:11:25.532467Z", "forecast_run_ids": [ 5854, 5855 ] } ], "quotes": [ { "id": 2836, "contract_id": 8730, "forecast_timestamp": "2026-10-11T17:10:16.608786Z", "requested_timestamp": "2026-10-11T17:10:16.608786Z", "actual_quote_timestamp": "2026-10-11T17:10:25Z", "timestamp_delta_seconds": 8.391214, "bid": null, "ask": null, "midpoint": null, "last_price": 0.275, "implied_probability": 0.275, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-11T17:11:25.714635Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 1PM ET", "contract_side": "UP", "external_event_id": "1160173", "external_market_id": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "external_contract_id": "50770384388153187825156738705197471780393585149695235638053642315870862162266", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f": { "DOWN": "50987701121425124135969995795315220804919559213044487143630203416201046922884", "UP": 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"assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 262330, "signal_id": 223764, "quote_id": 2836, "settlement_id": 404, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.275, "entry_price_type": "historical_price_sample", "gross_cost": 27.500000000000004, "trading_fee": 1.39563, "total_deployed": 28.895630000000004, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -27.500000000000004, "net_pnl": -28.895630000000004, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-11T19:11:23.853070Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83916.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1160173", "ticker": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "market_id": "0x7801e5bc55f260c93055128064f633f9551867f23d585aa914034c2e5ea2d18f", "contract_id": "50987701121425124135969995795315220804919559213044487143630203416201046922884", "market_title": "Bitcoin Up or Down - October 11, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-11T17:10:16.608786Z", "retrieved_timestamp": "2026-10-11T17:10:25Z", "quote_offset_seconds": 8.391214, "quote_age_seconds": 8.391214, "bid": null, "ask": null, "midpoint": null, "last_price": 0.275, "spread": null, "selected_entry_price": 0.275, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83824.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261011T171016.608786Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 223379, "signal_id": 223764, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-11T16:00:00Z", "return_6h": 0.01113725696217105, "return_12h": 0.010693116481657272, "return_24h": 0.010893887354901377, "close_vs_ema12": 0.007270410447546505, "close_vs_ema24": 0.009137055966307317, 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"classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-11T04:11:24.537841Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-11T03:00:00Z", "return_6h": -0.002649205202312155, "return_12h": -0.002754285886301777, "return_24h": 0.00270204074417868, "close_vs_ema12": -0.0019758407956945723, "close_vs_ema24": -0.001251701149099338, "ema12_slope_3h": -9.050507628305393e-05, "ema24_slope_6h": 0.0005430927913760986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 12AM ET", "entry_probability": 0.695, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 7.760023, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 5789, 5790 ], "forecast_publication_timestamp": "2026-10-11T04:10:17.239977Z", "requested_quote_timestamp": "2026-10-11T04:10:17.239977Z", "retrieved_quote_timestamp": "2026-10-11T04:10:25Z", "quote_retrieval_timestamp": "2026-10-11T04:11:27.145004Z", "timing_difference_seconds": 7.760023, "selected_quote": { "id": 2831, "contract_id": 8696, "forecast_timestamp": "2026-10-11T04:10:17.239977Z", "requested_timestamp": "2026-10-11T04:10:17.239977Z", "actual_quote_timestamp": "2026-10-11T04:10:25Z", "timestamp_delta_seconds": 7.760023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-11T04:11:27.145004Z", "raw_json": "{\"request\":{\"start\":1791691817,\"end\":1791692177},\"response\":{\"history\":[{\"t\":1791691825,\"p\":0.695},{\"t\":1791691825,\"p\":0.695}]},\"selected\":{\"t\":1791691825,\"p\":0.695}}", "venue": "polymarket", "external_event_id": "1157190", "external_market_id": "0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30", "external_contract_id": "4211033638708288775533873161897822956083899211988003820793850972952866636375", "market_title": "Bitcoin Up or Down - October 11, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": 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"https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-12am-et", "first_retrieved_at": "2026-10-11T04:11:26.970130Z", "forecast_run_ids": [ 5789, 5790 ] }, { "forecast_timestamp": "2026-10-11T04:10:17.239977Z", "id": 8696, "venue": "polymarket", "external_event_id": "1157190", "external_market_id": "0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30", "external_contract_id": "4211033638708288775533873161897822956083899211988003820793850972952866636375", "market_title": "Bitcoin Up or Down - October 11, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-11T04:00:00Z", "resolution_timestamp": "2026-10-11T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-11-2026-12am-et", "first_retrieved_at": "2026-10-11T04:11:26.966034Z", "forecast_run_ids": [ 5789, 5790 ] } ], "quotes": [ { "id": 2831, "contract_id": 8696, "forecast_timestamp": "2026-10-11T04:10:17.239977Z", "requested_timestamp": "2026-10-11T04:10:17.239977Z", "actual_quote_timestamp": "2026-10-11T04:10:25Z", "timestamp_delta_seconds": 7.760023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-11T04:11:27.145004Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 11, 12AM ET", "contract_side": "UP", "external_event_id": "1157190", "external_market_id": "0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30", "external_contract_id": "4211033638708288775533873161897822956083899211988003820793850972952866636375", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30": { "DOWN": "36016994270026170817555671915419291299034054755250695937836419241131611274227", "UP": "4211033638708288775533873161897822956083899211988003820793850972952866636375" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 259049, "signal_id": 221318, "quote_id": 2831, "settlement_id": 402, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 140.87716546762593, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 97.90963, "trading_fee": 2.09037, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 140.87716546762593, "gross_pnl": 42.96753546762592, "net_pnl": 40.87716546762593, "roi": 0.4087716546762593, "fee_rate": 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"trading_fee": 1.48383, "total_deployed": 70.98383, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 30.5, "net_pnl": 29.016170000000002, "roi": 0.40877154698471474, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-11T06:11:26.506239Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82820.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1157190", "ticker": "0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30", "market_id": "0x4a9c04fc127c83e1e56994580609854c418533f93394cd6cbe2ac424caec0c30", "contract_id": "36016994270026170817555671915419291299034054755250695937836419241131611274227", "market_title": "Bitcoin Up or Down - October 11, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-11T04:10:17.239977Z", "retrieved_timestamp": "2026-10-11T04:10:25Z", "quote_offset_seconds": 7.760023, "quote_age_seconds": 7.760023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "spread": null, "selected_entry_price": 0.695, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83028.18, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261011T041017.239977Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 220933, "signal_id": 221318, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-11T03:00:00Z", "return_6h": -0.002649205202312155, "return_12h": -0.002754285886301777, "return_24h": 0.00270204074417868, "close_vs_ema12": -0.0019758407956945723, "close_vs_ema24": -0.001251701149099338, "ema12_slope_3h": -9.050507628305393e-05, "ema24_slope_6h": 0.0005430927913760986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-11T04:11:24.537841Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-11T03:00:00Z", "return_6h": -0.002649205202312155, "return_12h": -0.002754285886301777, "return_24h": 0.00270204074417868, "close_vs_ema12": -0.0019758407956945723, "close_vs_ema24": -0.001251701149099338, "ema12_slope_3h": -9.050507628305393e-05, "ema24_slope_6h": 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votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 6.736381, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 5629, 5630 ], "forecast_publication_timestamp": "2026-10-09T20:10:18.263619Z", "requested_quote_timestamp": "2026-10-09T20:10:18.263619Z", "retrieved_quote_timestamp": "2026-10-09T20:10:25Z", "quote_retrieval_timestamp": "2026-10-09T20:11:26.339899Z", "timing_difference_seconds": 6.736381, "selected_quote": { "id": 2826, "contract_id": 8624, "forecast_timestamp": "2026-10-09T20:10:18.263619Z", "requested_timestamp": "2026-10-09T20:10:18.263619Z", "actual_quote_timestamp": "2026-10-09T20:10:25Z", "timestamp_delta_seconds": 6.736381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-09T20:11:26.339899Z", "raw_json": "{\"request\":{\"start\":1791576618,\"end\":1791576978},\"response\":{\"history\":[{\"t\":1791576625,\"p\":0.585},{\"t\":1791576682,\"p\":0.585},{\"t\":1791576682,\"p\":0.585}]},\"selected\":{\"t\":1791576625,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1150174", "external_market_id": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "external_contract_id": "58927956818376297083851505022646499645823398208609850736444611285322485465082", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-9-2026-4pm-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-09T20:10:18.263619Z", "id": 8625, "venue": "polymarket", "external_event_id": "1150174", "external_market_id": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "external_contract_id": "100967812140785945439042480570593575587794941068935220563853887146844779516276", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-09T20:00:00Z", "resolution_timestamp": "2026-10-09T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-9-2026-4pm-et", "first_retrieved_at": "2026-10-09T20:11:26.022894Z", "forecast_run_ids": [ 5629, 5630 ] }, { "forecast_timestamp": "2026-10-09T20:10:18.263619Z", "id": 8624, "venue": "polymarket", "external_event_id": "1150174", "external_market_id": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "external_contract_id": "58927956818376297083851505022646499645823398208609850736444611285322485465082", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-09T20:00:00Z", "resolution_timestamp": "2026-10-09T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-9-2026-4pm-et", "first_retrieved_at": "2026-10-09T20:11:26.017927Z", "forecast_run_ids": [ 5629, 5630 ] } ], "quotes": [ { "id": 2826, "contract_id": 8624, "forecast_timestamp": "2026-10-09T20:10:18.263619Z", "requested_timestamp": "2026-10-09T20:10:18.263619Z", "actual_quote_timestamp": "2026-10-09T20:10:25Z", "timestamp_delta_seconds": 6.736381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-09T20:11:26.339899Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "contract_side": "UP", "external_event_id": "1150174", "external_market_id": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "external_contract_id": "58927956818376297083851505022646499645823398208609850736444611285322485465082", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb": { "DOWN": "100967812140785945439042480570593575587794941068935220563853887146844779516276", "UP": "58927956818376297083851505022646499645823398208609850736444611285322485465082" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 251043, "signal_id": 215332, "quote_id": 2826, "settlement_id": 400, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", 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"id": 251042, "signal_id": 215332, "quote_id": 2826, "settlement_id": 400, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 41.5, "net_pnl": 39.80057, "roi": 0.6611452965584558, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-09T22:11:27.330898Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82337.03, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1150174", "ticker": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "market_id": "0xb688c91c6f8ea521b8427cea6364c9de0b18c04b872a57a60502d3ce3b84f2bb", "contract_id": "100967812140785945439042480570593575587794941068935220563853887146844779516276", "market_title": "Bitcoin Up or Down - October 9, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-09T20:10:18.263619Z", "retrieved_timestamp": "2026-10-09T20:10:25Z", "quote_offset_seconds": 6.736381, "quote_age_seconds": 6.736381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 82514.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261009T201018.263619Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 214947, "signal_id": 215332, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-09T19:00:00Z", "return_6h": -0.003516621564707223, "return_12h": -0.003955530345067904, "return_24h": 0.006866480335435243, "close_vs_ema12": -0.003438876532856683, "close_vs_ema24": -0.0026934225901972253, "ema12_slope_3h": -0.00108174250359383, "ema24_slope_6h": 0.0008218756545652628, "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": "2026-10-09T20:11:23.597226Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-09T19:00:00Z", "return_6h": 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"quote_retrieval_timestamp": "2026-10-08T16:11:27.560023Z", "timing_difference_seconds": 8.553533, "selected_quote": { "id": 2822, "contract_id": 8561, "forecast_timestamp": "2026-10-08T16:10:17.446467Z", "requested_timestamp": "2026-10-08T16:10:17.446467Z", "actual_quote_timestamp": "2026-10-08T16:10:26Z", "timestamp_delta_seconds": 8.553533, "bid": null, "ask": null, "midpoint": null, "last_price": 0.63, "implied_probability": 0.63, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T16:11:27.560023Z", "raw_json": "{\"request\":{\"start\":1791475817,\"end\":1791476177},\"response\":{\"history\":[{\"t\":1791475826,\"p\":0.63},{\"t\":1791475826,\"p\":0.63}]},\"selected\":{\"t\":1791475826,\"p\":0.63}}", "venue": "polymarket", "external_event_id": "1143490", "external_market_id": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", "external_contract_id": "66288926033920771469940861598454223351541482259726106261596288531791497753900", "market_title": "Bitcoin Up or Down - October 8, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-8-2026-12pm-et" }, "selected_entry_price": 0.63, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-08T16:10:17.446467Z", "id": 8562, "venue": "polymarket", "external_event_id": "1143490", "external_market_id": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", "external_contract_id": "14217906139650141974238577043313886580947517639333108941008739126918427909621", "market_title": "Bitcoin Up or Down - October 8, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-08T16:00:00Z", "resolution_timestamp": "2026-10-08T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-8-2026-12pm-et", "first_retrieved_at": "2026-10-08T16:11:27.343688Z", "forecast_run_ids": [ 5489, 5490 ] }, { "forecast_timestamp": "2026-10-08T16:10:17.446467Z", "id": 8561, "venue": "polymarket", "external_event_id": "1143490", "external_market_id": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", 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"quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T16:11:27.560023Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 8, 12PM ET", "contract_side": "UP", "external_event_id": "1143490", "external_market_id": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", "external_contract_id": "66288926033920771469940861598454223351541482259726106261596288531791497753900", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29": { "DOWN": "14217906139650141974238577043313886580947517639333108941008739126918427909621", "UP": "66288926033920771469940861598454223351541482259726106261596288531791497753900" } }, "data_quality_warnings": [ "First prices-history sample at/after 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at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 244040, "signal_id": 210122, "quote_id": 2822, "settlement_id": 399, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.63, "entry_price_type": "historical_price_sample", "gross_cost": 63.0, "trading_fee": 1.6317, "total_deployed": 64.6317, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -63.0, "net_pnl": -64.6317, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-08T18:11:26.150178Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81037.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1143490", "ticker": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", "market_id": "0x9be8b52c9e57d940bcd485e1cdf8e12815c50f0332991d8cb0594d20f327db29", "contract_id": "14217906139650141974238577043313886580947517639333108941008739126918427909621", "market_title": "Bitcoin Up or Down - October 8, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-08T16:10:17.446467Z", "retrieved_timestamp": "2026-10-08T16:10:26Z", "quote_offset_seconds": 8.553533, "quote_age_seconds": 8.553533, "bid": null, "ask": null, "midpoint": null, "last_price": 0.63, "spread": null, "selected_entry_price": 0.63, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 80953.84, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261008T161017.446467Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 209737, "signal_id": 210122, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-08T15:00:00Z", "return_6h": -0.02504214415200856, "return_12h": -0.020771777613978193, "return_24h": -0.028952992681977596, "close_vs_ema12": -0.017254776207759615, "close_vs_ema24": -0.022193861627886502, "ema12_slope_3h": -0.004343937238503126, "ema24_slope_6h": -0.005367262960095598, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, 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"usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 5429, 5430 ], "forecast_publication_timestamp": "2026-10-08T04:10:17.450890Z", "requested_quote_timestamp": "2026-10-08T04:10:17.450890Z", "retrieved_quote_timestamp": "2026-10-08T04:10:39Z", "quote_retrieval_timestamp": "2026-10-08T04:11:27.058243Z", "timing_difference_seconds": 21.54911, "selected_quote": { "id": 2817, "contract_id": 8529, "forecast_timestamp": "2026-10-08T04:10:17.450890Z", "requested_timestamp": "2026-10-08T04:10:17.450890Z", "actual_quote_timestamp": "2026-10-08T04:10:39Z", "timestamp_delta_seconds": 21.54911, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T04:11:27.058243Z", "raw_json": "{\"request\":{\"start\":1791432617,\"end\":1791432977},\"response\":{\"history\":[{\"t\":1791432639,\"p\":0.545},{\"t\":1791432683,\"p\":0.575},{\"t\":1791432683,\"p\":0.575}]},\"selected\":{\"t\":1791432639,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1140911", "external_market_id": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "external_contract_id": "96433606316708794674050007534818814156623700143645814012307770984953280158386", "market_title": "Bitcoin Up or Down - October 8, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-8-2026-12am-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-08T04:10:17.450890Z", "id": 8530, "venue": "polymarket", "external_event_id": "1140911", "external_market_id": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "external_contract_id": "32094675151296460022376877169682631182843447092634555067766606176230479372130", "market_title": "Bitcoin Up or Down - October 8, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-08T04:00:00Z", "resolution_timestamp": "2026-10-08T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-8-2026-12am-et", "first_retrieved_at": "2026-10-08T04:11:26.434624Z", "forecast_run_ids": [ 5429, 5430 ] }, { "forecast_timestamp": "2026-10-08T04:10:17.450890Z", "id": 8529, "venue": "polymarket", "external_event_id": "1140911", "external_market_id": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "external_contract_id": "96433606316708794674050007534818814156623700143645814012307770984953280158386", "market_title": "Bitcoin Up or Down - October 8, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-08T04:00:00Z", "resolution_timestamp": "2026-10-08T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-8-2026-12am-et", "first_retrieved_at": "2026-10-08T04:11:26.429124Z", "forecast_run_ids": [ 5429, 5430 ] } ], "quotes": [ { "id": 2817, "contract_id": 8529, "forecast_timestamp": "2026-10-08T04:10:17.450890Z", "requested_timestamp": "2026-10-08T04:10:17.450890Z", "actual_quote_timestamp": "2026-10-08T04:10:39Z", "timestamp_delta_seconds": 21.54911, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T04:11:27.058243Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 8, 12AM ET", "contract_side": "UP", "external_event_id": "1140911", "external_market_id": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "external_contract_id": "96433606316708794674050007534818814156623700143645814012307770984953280158386", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300": { "DOWN": "32094675151296460022376877169682631182843447092634555067766606176230479372130", "UP": "96433606316708794674050007534818814156623700143645814012307770984953280158386" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 241059, "signal_id": 207900, "quote_id": 2817, "settlement_id": 397, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 96.91331, "trading_fee": 3.08669, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.91331, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-08T06:11:26.294778Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 241058, "signal_id": 207900, "quote_id": 2817, "settlement_id": 397, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -54.50000000000001, "net_pnl": -56.23583000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-08T06:11:26.291885Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82757.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1140911", "ticker": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "market_id": "0x004288eb959e948b2aac566b7d5dcde5c00b309e94f2f8fc39df2e1a0f7b5300", "contract_id": "32094675151296460022376877169682631182843447092634555067766606176230479372130", "market_title": "Bitcoin Up or Down - October 8, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-08T04:10:17.450890Z", "retrieved_timestamp": "2026-10-08T04:10:39Z", "quote_offset_seconds": 21.54911, "quote_age_seconds": 21.54911, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 82652.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261008T041017.450890Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 207515, "signal_id": 207900, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-08T03:00:00Z", "return_6h": -0.004836626033364322, "return_12h": -0.008354758248352745, "return_24h": -0.01655833086453906, "close_vs_ema12": -0.005917731567796181, "close_vs_ema24": -0.010176559896318382, "ema12_slope_3h": -0.0020378929530253664, "ema24_slope_6h": -0.0036601556285454917, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-08T04:11:23.507929Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-08T03:00:00Z", "return_6h": -0.004836626033364322, "return_12h": -0.008354758248352745, "return_24h": -0.01655833086453906, "close_vs_ema12": -0.005917731567796181, "close_vs_ema24": -0.010176559896318382, "ema12_slope_3h": -0.0020378929530253664, "ema24_slope_6h": -0.0036601556285454917, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 207530, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261008T021019.831162Z", "trigger_timestamp": "2026-10-08T02:10:19.831162Z", "market_start_timestamp": "2026-10-08T02:00:00Z", "resolution_timestamp": "2026-10-08T03:00:00Z", "direction": "UP", "base_run_id": 5419, "small_run_id": 5420, "last_observed_close": 83099.21, "actual_close": 83168.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-08T02:11:25.545519Z", "market_regime": { "id": 207145, "signal_id": 207530, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-08T01:00:00Z", "return_6h": -0.004020750124528405, "return_12h": -0.0011154917401321462, "return_24h": -0.015313735164985576, "close_vs_ema12": -0.0032522475995193645, "close_vs_ema24": -0.007492202953373717, "ema12_slope_3h": -0.0009321980308244493, "ema24_slope_6h": -0.0035929241846452964, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-08T02:11:25.548445Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-08T01:00:00Z", "return_6h": -0.004020750124528405, "return_12h": -0.0011154917401321462, "return_24h": -0.015313735164985576, "close_vs_ema12": -0.0032522475995193645, "close_vs_ema24": -0.007492202953373717, "ema12_slope_3h": -0.0009321980308244493, "ema24_slope_6h": -0.0035929241846452964, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "entry_probability": 0.365, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.168838, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5419, 5420 ], "forecast_publication_timestamp": "2026-10-08T02:10:19.831162Z", "requested_quote_timestamp": "2026-10-08T02:10:19.831162Z", "retrieved_quote_timestamp": "2026-10-08T02:10:28Z", "quote_retrieval_timestamp": "2026-10-08T02:11:28.797242Z", "timing_difference_seconds": 8.168838, "selected_quote": { "id": 2812, "contract_id": 8517, "forecast_timestamp": "2026-10-08T02:10:19.831162Z", "requested_timestamp": "2026-10-08T02:10:19.831162Z", "actual_quote_timestamp": "2026-10-08T02:10:28Z", "timestamp_delta_seconds": 8.168838, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T02:11:28.797242Z", "raw_json": "{\"request\":{\"start\":1791425419,\"end\":1791425779},\"response\":{\"history\":[{\"t\":1791425428,\"p\":0.365},{\"t\":1791425428,\"p\":0.365}]},\"selected\":{\"t\":1791425428,\"p\":0.365}}", "venue": "polymarket", "external_event_id": "1140468", "external_market_id": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "external_contract_id": "68078544104032570768110688358201767731079528235107137382859727853475814075087", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-10pm-et" }, "selected_entry_price": 0.365, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-08T02:10:19.831162Z", "id": 8518, "venue": "polymarket", "external_event_id": "1140468", "external_market_id": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "external_contract_id": "81126508317709574400356214446628088088958347622323327331410882225923035152225", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-08T02:00:00Z", "resolution_timestamp": "2026-10-08T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-10pm-et", "first_retrieved_at": "2026-10-08T02:11:28.414147Z", "forecast_run_ids": [ 5419, 5420 ] }, { "forecast_timestamp": "2026-10-08T02:10:19.831162Z", "id": 8517, "venue": "polymarket", "external_event_id": "1140468", "external_market_id": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "external_contract_id": "68078544104032570768110688358201767731079528235107137382859727853475814075087", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-08T02:00:00Z", "resolution_timestamp": "2026-10-08T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-10pm-et", "first_retrieved_at": "2026-10-08T02:11:28.409741Z", "forecast_run_ids": [ 5419, 5420 ] } ], "quotes": [ { "id": 2812, "contract_id": 8517, "forecast_timestamp": "2026-10-08T02:10:19.831162Z", "requested_timestamp": "2026-10-08T02:10:19.831162Z", "actual_quote_timestamp": "2026-10-08T02:10:28Z", "timestamp_delta_seconds": 8.168838, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-08T02:11:28.797242Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "contract_side": "UP", "external_event_id": "1140468", "external_market_id": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "external_contract_id": "68078544104032570768110688358201767731079528235107137382859727853475814075087", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325": { "DOWN": "81126508317709574400356214446628088088958347622323327331410882225923035152225", "UP": "68078544104032570768110688358201767731079528235107137382859727853475814075087" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 240561, "signal_id": 207530, "quote_id": 2812, "settlement_id": 395, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 262.3127945205479, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 95.74417, "trading_fee": 4.25583, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 262.3127945205479, "gross_pnl": 166.56862452054793, "net_pnl": 162.31279452054793, "roi": 1.6231279452054792, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-08T04:11:26.345076Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 240560, "signal_id": 207530, "quote_id": 2812, "settlement_id": 395, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 36.5, "trading_fee": 1.62243, "total_deployed": 38.12243, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 63.5, "net_pnl": 61.87757, "roi": 1.6231276442766107, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-08T04:11:26.342366Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83099.21, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1140468", "ticker": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "market_id": "0x63028b659ae7ec229bb1c3b56cde9de6e0674537d9c6fb3d1153b7c7047e2325", "contract_id": "81126508317709574400356214446628088088958347622323327331410882225923035152225", "market_title": "Bitcoin Up or Down - October 7, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-08T02:10:19.831162Z", "retrieved_timestamp": "2026-10-08T02:10:28Z", "quote_offset_seconds": 8.168838, "quote_age_seconds": 8.168838, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "spread": null, "selected_entry_price": 0.365, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83168.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261008T021019.831162Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 207145, "signal_id": 207530, "source": "btcflix_price_features", "method_version": 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two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 11AM ET", "entry_probability": 0.465, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.326672, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5364, 5365 ], "forecast_publication_timestamp": "2026-10-07T15:10:17.673328Z", "requested_quote_timestamp": "2026-10-07T15:10:17.673328Z", "retrieved_quote_timestamp": "2026-10-07T15:10:22Z", "quote_retrieval_timestamp": "2026-10-07T15:11:26.147343Z", "timing_difference_seconds": 4.326672, "selected_quote": { "id": 2798, "contract_id": 8478, "forecast_timestamp": "2026-10-07T15:10:17.673328Z", "requested_timestamp": 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October 7, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T15:00:00Z", "resolution_timestamp": "2026-10-07T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-11am-et", "first_retrieved_at": "2026-10-07T15:11:25.697780Z", "forecast_run_ids": [ 5364, 5365 ] }, { "forecast_timestamp": "2026-10-07T15:10:17.673328Z", "id": 8478, "venue": "polymarket", "external_event_id": "1137578", "external_market_id": "0x714b4bba5e9d6c9e0ba200c5cbaf7c7557aaf3e57028f7bcad2418f8cf6d2906", "external_contract_id": "113246286072311140341675543657015523949885251113717883159370788622621017403211", "market_title": "Bitcoin Up or Down - October 7, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T15:00:00Z", "resolution_timestamp": "2026-10-07T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", 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"id": 237861, "signal_id": 205515, "quote_id": 2798, "settlement_id": 393, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.465, "entry_price_type": "historical_price_sample", "gross_cost": 46.5, "trading_fee": 1.74143, "total_deployed": 48.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 53.5, "net_pnl": 51.75857, "roi": 1.072907042763865, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T17:11:27.400855Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83010.45, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1137578", "ticker": "0x714b4bba5e9d6c9e0ba200c5cbaf7c7557aaf3e57028f7bcad2418f8cf6d2906", "market_id": "0x714b4bba5e9d6c9e0ba200c5cbaf7c7557aaf3e57028f7bcad2418f8cf6d2906", "contract_id": "67770753362275927045040543243096833842737749057520723866565033033752213803703", "market_title": "Bitcoin Up or Down - October 7, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T15:10:17.673328Z", "retrieved_timestamp": "2026-10-07T15:10:22Z", "quote_offset_seconds": 4.326672, "quote_age_seconds": 4.326672, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "spread": null, "selected_entry_price": 0.465, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83454.24, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T151017.673328Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 205130, "signal_id": 205515, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T14:00:00Z", "return_6h": -0.011220284060900254, "return_12h": -0.010229835047546598, "return_24h": -0.04140117495563578, "close_vs_ema12": -0.009734030238418567, "close_vs_ema24": -0.016092673093087817, "ema12_slope_3h": -0.004800371050159513, "ema24_slope_6h": -0.006968198946271098, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T15:11:22.925571Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T14:00:00Z", "return_6h": 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"quote_retrieval_timestamp": "2026-10-07T10:11:26.885337Z", "timing_difference_seconds": 241.671962, "selected_quote": { "id": 2795, "contract_id": 8458, "forecast_timestamp": "2026-10-07T09:10:17.328038Z", "requested_timestamp": "2026-10-07T09:10:17.328038Z", "actual_quote_timestamp": "2026-10-07T09:14:19Z", "timestamp_delta_seconds": 241.671962, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T10:11:26.885337Z", "raw_json": "{\"request\":{\"start\":1791364217,\"end\":1791364577},\"response\":{\"history\":[{\"t\":1791364459,\"p\":0.435},{\"t\":1791364502,\"p\":0.475},{\"t\":1791364525,\"p\":0.505},{\"t\":1791367883,\"p\":0.0005}]},\"selected\":{\"t\":1791364459,\"p\":0.435}}", "venue": "polymarket", "external_event_id": "1136105", "external_market_id": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "external_contract_id": "47934816913893727779682419452893267978391206481882079031701130444065305121441", "market_title": "Bitcoin Up or Down - October 7, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-5am-et" }, "selected_entry_price": 0.435, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-07T09:10:17.328038Z", "id": 8459, "venue": "polymarket", "external_event_id": "1136105", "external_market_id": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "external_contract_id": "60766512494910833644635712950914475678119419081581985455313308054174799411981", "market_title": "Bitcoin Up or Down - October 7, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T09:00:00Z", "resolution_timestamp": "2026-10-07T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-5am-et", "first_retrieved_at": "2026-10-07T09:11:30.362133Z", "forecast_run_ids": [ 5334, 5335 ] }, { "forecast_timestamp": "2026-10-07T09:10:17.328038Z", "id": 8458, "venue": "polymarket", "external_event_id": "1136105", "external_market_id": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "external_contract_id": "47934816913893727779682419452893267978391206481882079031701130444065305121441", "market_title": "Bitcoin Up or Down - October 7, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T09:00:00Z", "resolution_timestamp": "2026-10-07T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-5am-et", "first_retrieved_at": "2026-10-07T09:11:30.357103Z", "forecast_run_ids": [ 5334, 5335 ] } ], "quotes": [ { "id": 2795, "contract_id": 8458, "forecast_timestamp": "2026-10-07T09:10:17.328038Z", "requested_timestamp": "2026-10-07T09:10:17.328038Z", "actual_quote_timestamp": "2026-10-07T09:14:19Z", "timestamp_delta_seconds": 241.671962, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T10:11:26.885337Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 5AM ET", "contract_side": "UP", "external_event_id": "1136105", "external_market_id": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "external_contract_id": "47934816913893727779682419452893267978391206481882079031701130444065305121441", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583": { "DOWN": "60766512494910833644635712950914475678119419081581985455313308054174799411981", "UP": "47934816913893727779682419452893267978391206481882079031701130444065305121441" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 236398, "signal_id": 204421, "quote_id": 2795, "settlement_id": 391, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 221.13901149425288, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 96.19547, "trading_fee": 3.80453, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.19547, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T11:11:25.351547Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 236397, "signal_id": 204421, "quote_id": 2795, "settlement_id": 391, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 43.5, "trading_fee": 1.72043, "total_deployed": 45.22043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.5, "net_pnl": -45.22043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T11:11:25.348480Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83952.42, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1136105", "ticker": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "market_id": "0xdddf01f10344d704703d054bf2021dc472bd80ea2428027b875169750fad6583", "contract_id": "60766512494910833644635712950914475678119419081581985455313308054174799411981", "market_title": "Bitcoin Up or Down - October 7, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T09:10:17.328038Z", "retrieved_timestamp": "2026-10-07T09:14:19Z", "quote_offset_seconds": 241.671962, "quote_age_seconds": 241.671962, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "spread": null, "selected_entry_price": 0.435, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83804.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T091017.328038Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 204036, "signal_id": 204421, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T08:00:00Z", "return_6h": 0.0010016882399463967, "return_12h": -0.019378141301492513, "return_24h": -0.02411420429123967, "close_vs_ema12": -0.006913578183732283, "close_vs_ema24": -0.011861540888942756, "ema12_slope_3h": -0.003400409195931098, "ema24_slope_6h": -0.006191890695958824, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T09:11:27.556472Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T08:00:00Z", "return_6h": 0.0010016882399463967, "return_12h": -0.019378141301492513, "return_24h": -0.02411420429123967, "close_vs_ema12": -0.006913578183732283, "close_vs_ema24": -0.011861540888942756, "ema12_slope_3h": -0.003400409195931098, "ema24_slope_6h": -0.006191890695958824, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 203695, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T051017.189970Z", "trigger_timestamp": "2026-10-07T05:10:17.189970Z", "market_start_timestamp": "2026-10-07T05:00:00Z", "resolution_timestamp": "2026-10-07T06:00:00Z", "direction": "UP", "base_run_id": 5314, "small_run_id": 5315, "last_observed_close": 84103.06, "actual_close": 84332.85, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-07T05:11:22.165097Z", "market_regime": { "id": 203310, "signal_id": 203695, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T04:00:00Z", "return_6h": -0.01673558035567624, "return_12h": -0.017340906738178896, "return_24h": -0.017763125086059373, "close_vs_ema12": -0.009560068348368977, "close_vs_ema24": -0.01380139503021538, "ema12_slope_3h": -0.006559498958533694, "ema24_slope_6h": -0.005751007048814261, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T05:11:22.169415Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T04:00:00Z", "return_6h": -0.01673558035567624, "return_12h": -0.017340906738178896, "return_24h": -0.017763125086059373, "close_vs_ema12": -0.009560068348368977, "close_vs_ema24": -0.01380139503021538, "ema12_slope_3h": -0.006559498958533694, "ema24_slope_6h": -0.005751007048814261, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "entry_probability": 0.715, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 5.81003, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 5314, 5315 ], "forecast_publication_timestamp": "2026-10-07T05:10:17.189970Z", "requested_quote_timestamp": "2026-10-07T05:10:17.189970Z", "retrieved_quote_timestamp": "2026-10-07T05:10:23Z", "quote_retrieval_timestamp": "2026-10-07T05:11:25.992562Z", "timing_difference_seconds": 5.81003, "selected_quote": { "id": 2788, "contract_id": 8440, "forecast_timestamp": "2026-10-07T05:10:17.189970Z", "requested_timestamp": "2026-10-07T05:10:17.189970Z", "actual_quote_timestamp": "2026-10-07T05:10:23Z", "timestamp_delta_seconds": 5.81003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T05:11:25.992562Z", "raw_json": "{\"request\":{\"start\":1791349817,\"end\":1791350177},\"response\":{\"history\":[{\"t\":1791349823,\"p\":0.715},{\"t\":1791349823,\"p\":0.715}]},\"selected\":{\"t\":1791349823,\"p\":0.715}}", "venue": "polymarket", "external_event_id": "1135252", "external_market_id": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "external_contract_id": "78365664197291960952106019559073785803929812461428903298044415890378198170342", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-1am-et" }, "selected_entry_price": 0.715, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-07T05:10:17.189970Z", "id": 8441, "venue": "polymarket", "external_event_id": "1135252", "external_market_id": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "external_contract_id": "103692553890515381181038757955890295516937887692225476441674789652125757724543", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T05:00:00Z", "resolution_timestamp": "2026-10-07T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-1am-et", "first_retrieved_at": "2026-10-07T05:11:25.822751Z", "forecast_run_ids": [ 5314, 5315 ] }, { "forecast_timestamp": "2026-10-07T05:10:17.189970Z", "id": 8440, "venue": "polymarket", "external_event_id": "1135252", "external_market_id": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "external_contract_id": "78365664197291960952106019559073785803929812461428903298044415890378198170342", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T05:00:00Z", "resolution_timestamp": "2026-10-07T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-1am-et", "first_retrieved_at": "2026-10-07T05:11:25.814247Z", "forecast_run_ids": [ 5314, 5315 ] } ], "quotes": [ { "id": 2788, "contract_id": 8440, "forecast_timestamp": "2026-10-07T05:10:17.189970Z", "requested_timestamp": "2026-10-07T05:10:17.189970Z", "actual_quote_timestamp": "2026-10-07T05:10:23Z", "timestamp_delta_seconds": 5.81003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T05:11:25.992562Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "contract_side": "UP", "external_event_id": "1135252", "external_market_id": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "external_contract_id": "78365664197291960952106019559073785803929812461428903298044415890378198170342", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79": { "DOWN": "103692553890515381181038757955890295516937887692225476441674789652125757724543", "UP": "78365664197291960952106019559073785803929812461428903298044415890378198170342" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 235428, "signal_id": 203695, "quote_id": 2788, "settlement_id": 389, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 137.1245034965035, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 98.04402, "trading_fee": 1.95598, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 137.1245034965035, "gross_pnl": 39.080483496503504, "net_pnl": 37.12450349650351, "roi": 0.3712450349650351, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T07:11:24.816549Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 235427, "signal_id": 203695, "quote_id": 2788, "settlement_id": 389, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 71.5, "trading_fee": 1.42643, "total_deployed": 72.92643, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 28.5, "net_pnl": 27.073570000000004, "roi": 0.37124496564551435, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T07:11:24.813753Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84103.06, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1135252", "ticker": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "market_id": "0x65213ccac82fc807e65187322e84f9bf7a247fcd20b40ab18acca23f26108a79", "contract_id": "103692553890515381181038757955890295516937887692225476441674789652125757724543", "market_title": "Bitcoin Up or Down - October 7, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T05:10:17.189970Z", "retrieved_timestamp": "2026-10-07T05:10:23Z", "quote_offset_seconds": 5.81003, "quote_age_seconds": 5.81003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "spread": null, "selected_entry_price": 0.715, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84332.85, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T051017.189970Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 203310, "signal_id": 203695, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T04:00:00Z", "return_6h": -0.01673558035567624, "return_12h": -0.017340906738178896, "return_24h": -0.017763125086059373, "close_vs_ema12": -0.009560068348368977, "close_vs_ema24": -0.01380139503021538, "ema12_slope_3h": -0.006559498958533694, "ema24_slope_6h": -0.005751007048814261, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T05:11:22.169415Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T04:00:00Z", "return_6h": -0.01673558035567624, "return_12h": -0.017340906738178896, "return_24h": -0.017763125086059373, "close_vs_ema12": -0.009560068348368977, "close_vs_ema24": -0.01380139503021538, "ema12_slope_3h": -0.006559498958533694, "ema24_slope_6h": -0.005751007048814261, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 203513, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T041017.163928Z", "trigger_timestamp": "2026-10-07T04:10:17.163928Z", "market_start_timestamp": "2026-10-07T04:00:00Z", "resolution_timestamp": "2026-10-07T05:00:00Z", "direction": "UP", "base_run_id": 5309, "small_run_id": 5310, "last_observed_close": 84150.39, "actual_close": 84103.06, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-07T04:11:28.698804Z", "market_regime": { "id": 203128, "signal_id": 203513, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T03:00:00Z", "return_6h": -0.01704952692442474, "return_12h": -0.018318339863265143, "return_24h": -0.01597216529673251, "close_vs_ema12": -0.010722243368615603, "close_vs_ema24": -0.014429204515387095, "ema12_slope_3h": -0.007122034403443722, "ema24_slope_6h": -0.004798716564264116, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T04:11:28.701992Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T03:00:00Z", "return_6h": -0.01704952692442474, "return_12h": -0.018318339863265143, "return_24h": -0.01597216529673251, "close_vs_ema12": -0.010722243368615603, "close_vs_ema24": -0.014429204515387095, "ema12_slope_3h": -0.007122034403443722, "ema24_slope_6h": -0.004798716564264116, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "entry_probability": 0.485, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 60.836072, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5309, 5310 ], "forecast_publication_timestamp": "2026-10-07T04:10:17.163928Z", "requested_quote_timestamp": "2026-10-07T04:10:17.163928Z", "retrieved_quote_timestamp": "2026-10-07T04:11:18Z", "quote_retrieval_timestamp": "2026-10-07T04:11:32.497977Z", "timing_difference_seconds": 60.836072, "selected_quote": { "id": 2783, "contract_id": 8430, "forecast_timestamp": "2026-10-07T04:10:17.163928Z", "requested_timestamp": "2026-10-07T04:10:17.163928Z", "actual_quote_timestamp": "2026-10-07T04:11:18Z", "timestamp_delta_seconds": 60.836072, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T04:11:32.497977Z", "raw_json": "{\"request\":{\"start\":1791346217,\"end\":1791346577},\"response\":{\"history\":[{\"t\":1791346278,\"p\":0.485},{\"t\":1791346278,\"p\":0.485}]},\"selected\":{\"t\":1791346278,\"p\":0.485}}", "venue": "polymarket", "external_event_id": "1134899", "external_market_id": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "external_contract_id": "60524670176619302875164704224990255725777778389373310379578288047375324392537", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-12am-et" }, "selected_entry_price": 0.485, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-07T04:10:17.163928Z", "id": 8431, "venue": "polymarket", "external_event_id": "1134899", "external_market_id": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "external_contract_id": "39513242769476064028869182930057382900634699791040421475732740279232780471781", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T04:00:00Z", "resolution_timestamp": "2026-10-07T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-12am-et", "first_retrieved_at": "2026-10-07T04:11:32.294599Z", "forecast_run_ids": [ 5309, 5310 ] }, { "forecast_timestamp": "2026-10-07T04:10:17.163928Z", "id": 8430, "venue": "polymarket", "external_event_id": "1134899", "external_market_id": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "external_contract_id": "60524670176619302875164704224990255725777778389373310379578288047375324392537", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T04:00:00Z", "resolution_timestamp": "2026-10-07T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-7-2026-12am-et", "first_retrieved_at": "2026-10-07T04:11:32.287010Z", "forecast_run_ids": [ 5309, 5310 ] } ], "quotes": [ { "id": 2783, "contract_id": 8430, "forecast_timestamp": "2026-10-07T04:10:17.163928Z", "requested_timestamp": "2026-10-07T04:10:17.163928Z", "actual_quote_timestamp": "2026-10-07T04:11:18Z", "timestamp_delta_seconds": 60.836072, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T04:11:32.497977Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "contract_side": "UP", "external_event_id": "1134899", "external_market_id": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "external_contract_id": "60524670176619302875164704224990255725777778389373310379578288047375324392537", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975": { "DOWN": "39513242769476064028869182930057382900634699791040421475732740279232780471781", "UP": "60524670176619302875164704224990255725777778389373310379578288047375324392537" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 235185, "signal_id": 203513, "quote_id": 2783, "settlement_id": 388, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 199.01121649484534, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 96.52044, "trading_fee": 3.47956, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.52044, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T06:11:25.728605Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 235184, "signal_id": 203513, "quote_id": 2783, "settlement_id": 388, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 48.5, "trading_fee": 1.74843, "total_deployed": 50.24843, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -48.5, "net_pnl": -50.24843, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T06:11:25.725700Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84150.39, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1134899", "ticker": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "market_id": "0xedbb0cbc33a667fa3d9a27af06fa946542d7b13263fd85e99d71fa0825007975", "contract_id": "39513242769476064028869182930057382900634699791040421475732740279232780471781", "market_title": "Bitcoin Up or Down - October 7, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T04:10:17.163928Z", "retrieved_timestamp": "2026-10-07T04:11:18Z", "quote_offset_seconds": 60.836072, "quote_age_seconds": 60.836072, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "spread": null, "selected_entry_price": 0.485, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84103.06, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T041017.163928Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 203128, "signal_id": 203513, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T03:00:00Z", "return_6h": -0.01704952692442474, "return_12h": -0.018318339863265143, "return_24h": -0.01597216529673251, "close_vs_ema12": -0.010722243368615603, "close_vs_ema24": -0.014429204515387095, "ema12_slope_3h": -0.007122034403443722, "ema24_slope_6h": -0.004798716564264116, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T04:11:28.701992Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T03:00:00Z", "return_6h": -0.01704952692442474, "return_12h": -0.018318339863265143, "return_24h": -0.01597216529673251, "close_vs_ema12": -0.010722243368615603, "close_vs_ema24": -0.014429204515387095, "ema12_slope_3h": -0.007122034403443722, "ema24_slope_6h": -0.004798716564264116, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 203332, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T031016.974399Z", "trigger_timestamp": "2026-10-07T03:10:16.974399Z", "market_start_timestamp": "2026-10-07T03:00:00Z", "resolution_timestamp": "2026-10-07T04:00:00Z", "direction": "UP", "base_run_id": 5304, "small_run_id": 5305, "last_observed_close": 83868.41, "actual_close": 84150.39, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-07T03:11:23.809981Z", "market_regime": { "id": 202947, "signal_id": 203332, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T02:00:00Z", "return_6h": -0.020359435734091935, "return_12h": -0.03149351335477624, "return_24h": -0.019517891068909332, "close_vs_ema12": -0.015955612935456442, "close_vs_ema24": -0.018962679766857504, "ema12_slope_3h": -0.005466298867289998, "ema24_slope_6h": -0.003735912837709243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T03:11:23.813683Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T02:00:00Z", "return_6h": -0.020359435734091935, "return_12h": -0.03149351335477624, "return_24h": -0.019517891068909332, "close_vs_ema12": -0.015955612935456442, "close_vs_ema24": -0.018962679766857504, "ema12_slope_3h": -0.005466298867289998, "ema24_slope_6h": -0.003735912837709243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "entry_probability": 0.785, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 7.025601, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 5304, 5305 ], "forecast_publication_timestamp": "2026-10-07T03:10:16.974399Z", "requested_quote_timestamp": "2026-10-07T03:10:16.974399Z", "retrieved_quote_timestamp": "2026-10-07T03:10:24Z", "quote_retrieval_timestamp": "2026-10-07T03:11:27.215484Z", "timing_difference_seconds": 7.025601, "selected_quote": { "id": 2769, "contract_id": 8411, "forecast_timestamp": "2026-10-07T03:10:16.974399Z", "requested_timestamp": "2026-10-07T03:10:16.974399Z", "actual_quote_timestamp": "2026-10-07T03:10:24Z", "timestamp_delta_seconds": 7.025601, "bid": null, "ask": null, "midpoint": null, "last_price": 0.785, "implied_probability": 0.785, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T03:11:27.215484Z", "raw_json": "{\"request\":{\"start\":1791342616,\"end\":1791342976},\"response\":{\"history\":[{\"t\":1791342624,\"p\":0.785},{\"t\":1791342681,\"p\":0.775},{\"t\":1791342681,\"p\":0.775}]},\"selected\":{\"t\":1791342624,\"p\":0.785}}", "venue": "polymarket", "external_event_id": "1134733", "external_market_id": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "external_contract_id": "104144343168370140756801347853721323839905932282207583175805614889451706654545", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-11pm-et" }, "selected_entry_price": 0.785, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-07T03:10:16.974399Z", "id": 8412, "venue": "polymarket", "external_event_id": "1134733", "external_market_id": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "external_contract_id": "41890517610149801094970895340731275396615989376604271376825223398433885362755", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T03:00:00Z", "resolution_timestamp": "2026-10-07T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-11pm-et", "first_retrieved_at": "2026-10-07T03:11:26.951011Z", "forecast_run_ids": [ 5304, 5305 ] }, { "forecast_timestamp": "2026-10-07T03:10:16.974399Z", "id": 8411, "venue": "polymarket", "external_event_id": "1134733", "external_market_id": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "external_contract_id": "104144343168370140756801347853721323839905932282207583175805614889451706654545", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T03:00:00Z", "resolution_timestamp": "2026-10-07T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-11pm-et", "first_retrieved_at": "2026-10-07T03:11:26.943606Z", "forecast_run_ids": [ 5304, 5305 ] } ], "quotes": [ { "id": 2769, "contract_id": 8411, "forecast_timestamp": "2026-10-07T03:10:16.974399Z", "requested_timestamp": "2026-10-07T03:10:16.974399Z", "actual_quote_timestamp": "2026-10-07T03:10:24Z", "timestamp_delta_seconds": 7.025601, "bid": null, "ask": null, "midpoint": null, "last_price": 0.785, "implied_probability": 0.785, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T03:11:27.215484Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "contract_side": "UP", "external_event_id": "1134733", "external_market_id": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "external_contract_id": "104144343168370140756801347853721323839905932282207583175805614889451706654545", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372": { "DOWN": "41890517610149801094970895340731275396615989376604271376825223398433885362755", "UP": "104144343168370140756801347853721323839905932282207583175805614889451706654545" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 234942, "signal_id": 203332, "quote_id": 2769, "settlement_id": 386, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 125.49975796178343, "entry_price": 0.785, "entry_price_type": "historical_price_sample", "gross_cost": 98.51731, "trading_fee": 1.48269, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 125.49975796178343, "gross_pnl": 26.982447961783436, "net_pnl": 25.49975796178343, "roi": 0.2549975796178343, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T05:11:25.422242Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 234941, "signal_id": 203332, "quote_id": 2769, "settlement_id": 386, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.785, "entry_price_type": "historical_price_sample", "gross_cost": 78.5, "trading_fee": 1.18142, "total_deployed": 79.68142, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 21.5, "net_pnl": 20.318579999999997, "roi": 0.2549977146491616, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T05:11:25.418948Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83868.41, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1134733", "ticker": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "market_id": "0xb1a5d856a543d6fd3a81555d32b5ef0702e6469833943514c14f995e49019372", "contract_id": "41890517610149801094970895340731275396615989376604271376825223398433885362755", "market_title": "Bitcoin Up or Down - October 6, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T03:10:16.974399Z", "retrieved_timestamp": "2026-10-07T03:10:24Z", "quote_offset_seconds": 7.025601, "quote_age_seconds": 7.025601, "bid": null, "ask": null, "midpoint": null, "last_price": 0.785, "spread": null, "selected_entry_price": 0.785, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84150.39, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T031016.974399Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 202947, "signal_id": 203332, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T02:00:00Z", "return_6h": -0.020359435734091935, "return_12h": -0.03149351335477624, "return_24h": -0.019517891068909332, "close_vs_ema12": -0.015955612935456442, "close_vs_ema24": -0.018962679766857504, "ema12_slope_3h": -0.005466298867289998, "ema24_slope_6h": -0.003735912837709243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T03:11:23.813683Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": 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calibrated)", "created_at": "2026-10-07T02:11:24.198868Z", "market_regime": { "id": 202767, "signal_id": 203152, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T01:00:00Z", "return_6h": -0.014278505851846646, "return_12h": -0.022386008249616784, "return_24h": -0.014910424924231558, "close_vs_ema12": -0.012681622992241182, "close_vs_ema24": -0.014468287764296539, "ema12_slope_3h": -0.0028916792080663223, "ema24_slope_6h": -0.0022940264682768108, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T02:11:24.201689Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T01:00:00Z", "return_6h": -0.014278505851846646, "return_12h": -0.022386008249616784, "return_24h": -0.014910424924231558, "close_vs_ema12": -0.012681622992241182, "close_vs_ema24": -0.014468287764296539, "ema12_slope_3h": -0.0028916792080663223, "ema24_slope_6h": -0.0022940264682768108, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "entry_probability": 0.355, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 60.178349, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5299, 5300 ], "forecast_publication_timestamp": "2026-10-07T02:10:18.821651Z", "requested_quote_timestamp": "2026-10-07T02:10:18.821651Z", "retrieved_quote_timestamp": "2026-10-07T02:11:19Z", "quote_retrieval_timestamp": "2026-10-07T02:11:27.313140Z", "timing_difference_seconds": 60.178349, "selected_quote": { "id": 2765, "contract_id": 8403, "forecast_timestamp": "2026-10-07T02:10:18.821651Z", "requested_timestamp": "2026-10-07T02:10:18.821651Z", "actual_quote_timestamp": "2026-10-07T02:11:19Z", "timestamp_delta_seconds": 60.178349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T02:11:27.313140Z", "raw_json": "{\"request\":{\"start\":1791339018,\"end\":1791339378},\"response\":{\"history\":[{\"t\":1791339079,\"p\":0.355},{\"t\":1791339079,\"p\":0.355}]},\"selected\":{\"t\":1791339079,\"p\":0.355}}", "venue": "polymarket", "external_event_id": "1134528", "external_market_id": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "external_contract_id": "12853263299522774155825813562287970423162936525434223292052651191198707379795", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-10pm-et" }, "selected_entry_price": 0.355, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-07T02:10:18.821651Z", "id": 8404, "venue": "polymarket", "external_event_id": "1134528", "external_market_id": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "external_contract_id": "94132242068125167585193504108067161667910430922800639332785672324601647706234", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-07T02:00:00Z", "resolution_timestamp": "2026-10-07T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-10pm-et", "first_retrieved_at": "2026-10-07T02:11:27.107046Z", "forecast_run_ids": [ 5299, 5300 ] }, { "forecast_timestamp": "2026-10-07T02:10:18.821651Z", "id": 8403, "venue": "polymarket", "external_event_id": "1134528", "external_market_id": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "external_contract_id": "12853263299522774155825813562287970423162936525434223292052651191198707379795", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-07T02:00:00Z", "resolution_timestamp": "2026-10-07T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-10pm-et", "first_retrieved_at": "2026-10-07T02:11:27.102613Z", "forecast_run_ids": [ 5299, 5300 ] } ], "quotes": [ { "id": 2765, "contract_id": 8403, "forecast_timestamp": "2026-10-07T02:10:18.821651Z", "requested_timestamp": "2026-10-07T02:10:18.821651Z", "actual_quote_timestamp": "2026-10-07T02:11:19Z", "timestamp_delta_seconds": 60.178349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-07T02:11:27.313140Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "contract_side": "UP", "external_event_id": "1134528", "external_market_id": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "external_contract_id": "12853263299522774155825813562287970423162936525434223292052651191198707379795", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784": { "DOWN": "94132242068125167585193504108067161667910430922800639332785672324601647706234", "UP": "12853263299522774155825813562287970423162936525434223292052651191198707379795" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 234699, "signal_id": 203152, "quote_id": 2765, "settlement_id": 384, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 269.5212676056338, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 95.68005, "trading_fee": 4.31995, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.68005, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T04:11:31.872891Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 234698, "signal_id": 203152, "quote_id": 2765, "settlement_id": 384, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 35.5, "trading_fee": 1.60283, "total_deployed": 37.10283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -35.5, "net_pnl": -37.10283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T04:11:31.870503Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84391.56, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1134528", "ticker": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "market_id": "0xefb97a8308fd2fb90d0fb05e1698aa19c472e0ce08e85e73bdd58d7089fe0784", "contract_id": "94132242068125167585193504108067161667910430922800639332785672324601647706234", "market_title": "Bitcoin Up or Down - October 6, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-07T02:10:18.821651Z", "retrieved_timestamp": "2026-10-07T02:11:19Z", "quote_offset_seconds": 60.178349, "quote_age_seconds": 60.178349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "spread": null, "selected_entry_price": 0.355, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83868.41, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261007T021018.821651Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 202767, "signal_id": 203152, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-07T01:00:00Z", "return_6h": -0.014278505851846646, "return_12h": -0.022386008249616784, "return_24h": -0.014910424924231558, "close_vs_ema12": -0.012681622992241182, "close_vs_ema24": -0.014468287764296539, "ema12_slope_3h": -0.0028916792080663223, "ema24_slope_6h": -0.0022940264682768108, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-07T02:11:24.201689Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-07T01:00:00Z", "return_6h": -0.014278505851846646, "return_12h": -0.022386008249616784, "return_24h": -0.014910424924231558, "close_vs_ema12": -0.012681622992241182, "close_vs_ema24": -0.014468287764296539, "ema12_slope_3h": -0.0028916792080663223, "ema24_slope_6h": -0.0022940264682768108, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 202619, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T231017.844757Z", "trigger_timestamp": "2026-10-06T23:10:17.844757Z", "market_start_timestamp": "2026-10-06T23:00:00Z", "resolution_timestamp": "2026-10-07T00:00:00Z", "direction": "UP", "base_run_id": 5284, "small_run_id": 5285, "last_observed_close": 85534.53, "actual_close": 85549.93, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-06T23:11:24.903791Z", "market_regime": { "id": 202234, "signal_id": 202619, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-06T22:00:00Z", "return_6h": -0.000615629296056186, "return_12h": -0.007226562159959982, "return_24h": -0.004579182038545904, "close_vs_ema12": -0.002203400809658196, "close_vs_ema24": -0.002784042368014661, "ema12_slope_3h": -0.0010802134880614211, "ema24_slope_6h": -0.0013463218394652587, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-06T23:11:24.906557Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-06T22:00:00Z", "return_6h": -0.000615629296056186, "return_12h": -0.007226562159959982, "return_24h": -0.004579182038545904, "close_vs_ema12": -0.002203400809658196, "close_vs_ema24": -0.002784042368014661, "ema12_slope_3h": -0.0010802134880614211, "ema24_slope_6h": -0.0013463218394652587, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "entry_probability": 0.475, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 7.155243, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5284, 5285 ], "forecast_publication_timestamp": "2026-10-06T23:10:17.844757Z", "requested_quote_timestamp": "2026-10-06T23:10:17.844757Z", "retrieved_quote_timestamp": "2026-10-06T23:10:25Z", "quote_retrieval_timestamp": "2026-10-06T23:11:28.442787Z", "timing_difference_seconds": 7.155243, "selected_quote": { "id": 2751, "contract_id": 8380, "forecast_timestamp": "2026-10-06T23:10:17.844757Z", "requested_timestamp": "2026-10-06T23:10:17.844757Z", "actual_quote_timestamp": "2026-10-06T23:10:25Z", "timestamp_delta_seconds": 7.155243, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T23:11:28.442787Z", "raw_json": "{\"request\":{\"start\":1791328217,\"end\":1791328577},\"response\":{\"history\":[{\"t\":1791328225,\"p\":0.475},{\"t\":1791328225,\"p\":0.475}]},\"selected\":{\"t\":1791328225,\"p\":0.475}}", "venue": "polymarket", "external_event_id": "1133935", "external_market_id": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "external_contract_id": "2483254320513221075776752694959697308890457845024128620441244794624214453616", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-7pm-et" }, "selected_entry_price": 0.475, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-06T23:10:17.844757Z", "id": 8381, "venue": "polymarket", "external_event_id": "1133935", "external_market_id": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "external_contract_id": "103919195800900976554515093676607989249552852367194255672298386952551209045353", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-06T23:00:00Z", "resolution_timestamp": "2026-10-07T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-7pm-et", "first_retrieved_at": "2026-10-06T23:11:28.150438Z", "forecast_run_ids": [ 5284, 5285 ] }, { "forecast_timestamp": "2026-10-06T23:10:17.844757Z", "id": 8380, "venue": "polymarket", "external_event_id": "1133935", "external_market_id": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "external_contract_id": "2483254320513221075776752694959697308890457845024128620441244794624214453616", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-06T23:00:00Z", "resolution_timestamp": "2026-10-07T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-7pm-et", "first_retrieved_at": "2026-10-06T23:11:28.145994Z", "forecast_run_ids": [ 5284, 5285 ] } ], "quotes": [ { "id": 2751, "contract_id": 8380, "forecast_timestamp": "2026-10-06T23:10:17.844757Z", "requested_timestamp": "2026-10-06T23:10:17.844757Z", "actual_quote_timestamp": "2026-10-06T23:10:25Z", "timestamp_delta_seconds": 7.155243, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T23:11:28.442787Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "contract_side": "UP", "external_event_id": "1133935", "external_market_id": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "external_contract_id": "2483254320513221075776752694959697308890457845024128620441244794624214453616", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7": { "DOWN": "103919195800900976554515093676607989249552852367194255672298386952551209045353", "UP": "2483254320513221075776752694959697308890457845024128620441244794624214453616" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 233984, "signal_id": 202619, "quote_id": 2751, "settlement_id": 381, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 203.0637263157895, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 96.45527, "trading_fee": 3.54473, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 203.0637263157895, "gross_pnl": 106.6084563157895, "net_pnl": 103.0637263157895, "roi": 1.030637263157895, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T01:11:26.236432Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 233983, "signal_id": 202619, "quote_id": 2751, "settlement_id": 381, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 47.5, "trading_fee": 1.74563, "total_deployed": 49.24563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 52.5, "net_pnl": 50.75437, "roi": 1.0306370331743142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-07T01:11:26.232808Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85534.53, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1133935", "ticker": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "market_id": "0xfaa974c69a86119f5890a84d1a94f303c899b7e8650d7a833e7d6400ba456ec7", "contract_id": "103919195800900976554515093676607989249552852367194255672298386952551209045353", "market_title": "Bitcoin Up or Down - October 6, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-06T23:10:17.844757Z", "retrieved_timestamp": "2026-10-06T23:10:25Z", "quote_offset_seconds": 7.155243, "quote_age_seconds": 7.155243, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "spread": null, "selected_entry_price": 0.475, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85549.93, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T231017.844757Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 202234, "signal_id": 202619, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-06T22:00:00Z", "return_6h": -0.000615629296056186, "return_12h": -0.007226562159959982, "return_24h": -0.004579182038545904, "close_vs_ema12": -0.002203400809658196, "close_vs_ema24": 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"kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1131489", "ticker": "0xbb7e62a105a54d1206b361d862d88da9acb15552f3a06bfa81785ed490bb7343", "market_id": "0xbb7e62a105a54d1206b361d862d88da9acb15552f3a06bfa81785ed490bb7343", "contract_id": "25543823101362020620826577888307998957968725717396571076221078059780689646920", "market_title": "Bitcoin Up or Down - October 6, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-06T16:10:18.275437Z", "retrieved_timestamp": "2026-10-06T16:11:17Z", "quote_offset_seconds": 58.724563, "quote_age_seconds": 58.724563, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "spread": 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"data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-6-2026-12am-et", "first_retrieved_at": "2026-10-06T04:11:29.753625Z", "forecast_run_ids": [ 5189, 5190 ] } ], "quotes": [ { "id": 2740, "contract_id": 8324, "forecast_timestamp": "2026-10-06T04:10:17.777125Z", "requested_timestamp": "2026-10-06T04:10:17.777125Z", "actual_quote_timestamp": "2026-10-06T04:10:21Z", "timestamp_delta_seconds": 3.222875, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T04:11:30.016206Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 6, 12AM ET", "contract_side": "UP", "external_event_id": "1128420", "external_market_id": "0x54a2d3ecd5eab782568c919581ebaf447f93fa67875dffa5d42d3dc67ba99e9d", "external_contract_id": "106282669863663017034716235998357174439317353584732046034292649024733768492661", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x54a2d3ecd5eab782568c919581ebaf447f93fa67875dffa5d42d3dc67ba99e9d": { "DOWN": "115418922262249599754922022694846351793676174294145813736470566054963211081558", "UP": "106282669863663017034716235998357174439317353584732046034292649024733768492661" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 229511, "signal_id": 199283, "quote_id": 2740, "settlement_id": 377, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 140.87716546762593, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 97.90963, "trading_fee": 2.09037, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 140.87716546762593, "gross_pnl": 42.96753546762592, "net_pnl": 40.87716546762593, "roi": 0.4087716546762593, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T06:11:25.215260Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 229510, "signal_id": 199283, "quote_id": 2740, "settlement_id": 377, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 69.5, "trading_fee": 1.48383, "total_deployed": 70.98383, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 30.5, "net_pnl": 29.016170000000002, "roi": 0.40877154698471474, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T06:11:25.211710Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85516.27, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1128420", "ticker": "0x54a2d3ecd5eab782568c919581ebaf447f93fa67875dffa5d42d3dc67ba99e9d", "market_id": "0x54a2d3ecd5eab782568c919581ebaf447f93fa67875dffa5d42d3dc67ba99e9d", "contract_id": "115418922262249599754922022694846351793676174294145813736470566054963211081558", "market_title": "Bitcoin Up or Down - October 6, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-06T04:10:17.777125Z", "retrieved_timestamp": "2026-10-06T04:10:21Z", "quote_offset_seconds": 3.222875, "quote_age_seconds": 3.222875, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "spread": null, "selected_entry_price": 0.695, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85624.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T041017.777125Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 198898, "signal_id": 199283, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-06T03:00:00Z", "return_6h": -0.005034614135663529, "return_12h": 0.0028907075871429377, "return_24h": -0.006606955936473424, "close_vs_ema12": -0.002333933264926036, "close_vs_ema24": -0.002740891605988671, "ema12_slope_3h": -0.0011391547563593951, "ema24_slope_6h": -0.000393884807388889, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-06T04:11:26.291284Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-06T03:00:00Z", "return_6h": -0.005034614135663529, "return_12h": 0.0028907075871429377, "return_24h": -0.006606955936473424, "close_vs_ema12": -0.002333933264926036, "close_vs_ema24": -0.002740891605988671, "ema12_slope_3h": -0.0011391547563593951, "ema24_slope_6h": -0.000393884807388889, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 199107, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T031017.585832Z", "trigger_timestamp": "2026-10-06T03:10:17.585832Z", "market_start_timestamp": "2026-10-06T03:00:00Z", "resolution_timestamp": "2026-10-06T04:00:00Z", "direction": "UP", "base_run_id": 5184, "small_run_id": 5185, "last_observed_close": 85537.93, "actual_close": 85516.27, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-06T03:11:23.638938Z", "market_regime": { "id": 198722, "signal_id": 199107, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-06T02:00:00Z", "return_6h": -0.0028677862080013217, "return_12h": -0.0012531925292771362, "return_24h": -0.0113736390744551, "close_vs_ema12": -0.002504527982931437, "close_vs_ema24": -0.0027259893905612342, "ema12_slope_3h": -0.0005290875608222612, "ema24_slope_6h": 1.0495035361213212e-05, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-06T03:11:23.641791Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-06T02:00:00Z", "return_6h": -0.0028677862080013217, "return_12h": -0.0012531925292771362, "return_24h": -0.0113736390744551, "close_vs_ema12": -0.002504527982931437, "close_vs_ema24": -0.0027259893905612342, "ema12_slope_3h": -0.0005290875608222612, "ema24_slope_6h": 1.0495035361213212e-05, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "entry_probability": 0.545, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 62.414168, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 5184, 5185 ], "forecast_publication_timestamp": "2026-10-06T03:10:17.585832Z", "requested_quote_timestamp": "2026-10-06T03:10:17.585832Z", "retrieved_quote_timestamp": "2026-10-06T03:11:20Z", "quote_retrieval_timestamp": "2026-10-06T03:11:26.638377Z", "timing_difference_seconds": 62.414168, "selected_quote": { "id": 2727, "contract_id": 8307, "forecast_timestamp": "2026-10-06T03:10:17.585832Z", "requested_timestamp": "2026-10-06T03:10:17.585832Z", "actual_quote_timestamp": "2026-10-06T03:11:20Z", "timestamp_delta_seconds": 62.414168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T03:11:26.638377Z", "raw_json": "{\"request\":{\"start\":1791256217,\"end\":1791256577},\"response\":{\"history\":[{\"t\":1791256280,\"p\":0.545},{\"t\":1791256280,\"p\":0.545}]},\"selected\":{\"t\":1791256280,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1128336", "external_market_id": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "external_contract_id": "36814238315451964145953938628076772847045369613435448605565904002189457138487", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11pm-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-06T03:10:17.585832Z", "id": 8308, "venue": "polymarket", "external_event_id": "1128336", "external_market_id": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "external_contract_id": "54807489450017992006226848193121969365413337923115036786544740484109838164189", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-06T03:00:00Z", "resolution_timestamp": "2026-10-06T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11pm-et", "first_retrieved_at": "2026-10-06T03:11:26.448409Z", "forecast_run_ids": [ 5184, 5185 ] }, { "forecast_timestamp": "2026-10-06T03:10:17.585832Z", "id": 8307, "venue": "polymarket", "external_event_id": "1128336", "external_market_id": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "external_contract_id": "36814238315451964145953938628076772847045369613435448605565904002189457138487", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-06T03:00:00Z", "resolution_timestamp": "2026-10-06T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11pm-et", "first_retrieved_at": "2026-10-06T03:11:26.442316Z", "forecast_run_ids": [ 5184, 5185 ] } ], "quotes": [ { "id": 2727, "contract_id": 8307, "forecast_timestamp": "2026-10-06T03:10:17.585832Z", "requested_timestamp": "2026-10-06T03:10:17.585832Z", "actual_quote_timestamp": "2026-10-06T03:11:20Z", "timestamp_delta_seconds": 62.414168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T03:11:26.638377Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "contract_side": "UP", "external_event_id": "1128336", "external_market_id": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "external_contract_id": "36814238315451964145953938628076772847045369613435448605565904002189457138487", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9": { "DOWN": "54807489450017992006226848193121969365413337923115036786544740484109838164189", "UP": "36814238315451964145953938628076772847045369613435448605565904002189457138487" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 229274, "signal_id": 199107, "quote_id": 2727, "settlement_id": 376, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 96.91331, "trading_fee": 3.08669, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.91331, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T05:11:25.501366Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 229273, "signal_id": 199107, "quote_id": 2727, "settlement_id": 376, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -54.50000000000001, "net_pnl": -56.23583000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T05:11:25.498510Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85537.93, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1128336", "ticker": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "market_id": "0x373403f99a684f81e7d8a5df26b84d2ba6df960e0a94c136909cf7c0b76bf4f9", "contract_id": "54807489450017992006226848193121969365413337923115036786544740484109838164189", "market_title": "Bitcoin Up or Down - October 5, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-06T03:10:17.585832Z", "retrieved_timestamp": "2026-10-06T03:11:20Z", "quote_offset_seconds": 62.414168, "quote_age_seconds": 62.414168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85516.27, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T031017.585832Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 198722, "signal_id": 199107, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-06T02:00:00Z", "return_6h": -0.0028677862080013217, "return_12h": -0.0012531925292771362, "return_24h": -0.0113736390744551, "close_vs_ema12": -0.002504527982931437, "close_vs_ema24": -0.0027259893905612342, "ema12_slope_3h": -0.0005290875608222612, "ema24_slope_6h": 1.0495035361213212e-05, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-06T03:11:23.641791Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-06T02:00:00Z", "return_6h": -0.0028677862080013217, "return_12h": -0.0012531925292771362, "return_24h": -0.0113736390744551, "close_vs_ema12": -0.002504527982931437, "close_vs_ema24": -0.0027259893905612342, "ema12_slope_3h": -0.0005290875608222612, "ema24_slope_6h": 1.0495035361213212e-05, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 198586, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T001016.944219Z", "trigger_timestamp": "2026-10-06T00:10:16.944219Z", "market_start_timestamp": "2026-10-06T00:00:00Z", "resolution_timestamp": "2026-10-06T01:00:00Z", "direction": "UP", "base_run_id": 5169, "small_run_id": 5170, "last_observed_close": 85766.87, "actual_close": 85902.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-06T00:11:23.062477Z", "market_regime": { "id": 198201, "signal_id": 198586, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-05T23:00:00Z", "return_6h": 0.003952159705505887, "return_12h": -0.005209357891806654, "return_24h": -0.008819253438113961, "close_vs_ema12": -0.00036393280781210624, "close_vs_ema24": -0.00031802984470974405, "ema12_slope_3h": 0.0005530199002425906, "ema24_slope_6h": 0.00011246397949227216, "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": "2026-10-06T00:11:23.065280Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T23:00:00Z", "return_6h": 0.003952159705505887, "return_12h": -0.005209357891806654, "return_24h": -0.008819253438113961, "close_vs_ema12": -0.00036393280781210624, "close_vs_ema24": -0.00031802984470974405, "ema12_slope_3h": 0.0005530199002425906, "ema24_slope_6h": 0.00011246397949227216, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "entry_probability": 0.645, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.055781, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 5169, 5170 ], "forecast_publication_timestamp": "2026-10-06T00:10:16.944219Z", "requested_quote_timestamp": "2026-10-06T00:10:16.944219Z", "retrieved_quote_timestamp": "2026-10-06T00:10:21Z", "quote_retrieval_timestamp": "2026-10-06T00:11:26.066643Z", "timing_difference_seconds": 4.055781, "selected_quote": { "id": 2722, "contract_id": 8293, "forecast_timestamp": "2026-10-06T00:10:16.944219Z", "requested_timestamp": "2026-10-06T00:10:16.944219Z", "actual_quote_timestamp": "2026-10-06T00:10:21Z", "timestamp_delta_seconds": 4.055781, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T00:11:26.066643Z", "raw_json": "{\"request\":{\"start\":1791245416,\"end\":1791245776},\"response\":{\"history\":[{\"t\":1791245421,\"p\":0.645},{\"t\":1791245480,\"p\":0.705},{\"t\":1791245480,\"p\":0.705}]},\"selected\":{\"t\":1791245421,\"p\":0.645}}", "venue": "polymarket", "external_event_id": "1127721", "external_market_id": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "external_contract_id": "15462670737752088829858476543852120242617848978678221409274280372604160731928", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-8pm-et" }, "selected_entry_price": 0.645, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-06T00:10:16.944219Z", "id": 8294, "venue": "polymarket", "external_event_id": "1127721", "external_market_id": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "external_contract_id": "114068042550747088823504764194497403019702249337648324638945984827653414559354", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-06T00:00:00Z", "resolution_timestamp": "2026-10-06T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-8pm-et", "first_retrieved_at": "2026-10-06T00:11:25.731846Z", "forecast_run_ids": [ 5169, 5170 ] }, { "forecast_timestamp": "2026-10-06T00:10:16.944219Z", "id": 8293, "venue": "polymarket", "external_event_id": "1127721", "external_market_id": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "external_contract_id": "15462670737752088829858476543852120242617848978678221409274280372604160731928", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-06T00:00:00Z", "resolution_timestamp": "2026-10-06T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-8pm-et", "first_retrieved_at": "2026-10-06T00:11:25.727720Z", "forecast_run_ids": [ 5169, 5170 ] } ], "quotes": [ { "id": 2722, "contract_id": 8293, "forecast_timestamp": "2026-10-06T00:10:16.944219Z", "requested_timestamp": "2026-10-06T00:10:16.944219Z", "actual_quote_timestamp": "2026-10-06T00:10:21Z", "timestamp_delta_seconds": 4.055781, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-06T00:11:26.066643Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "contract_side": "UP", "external_event_id": "1127721", "external_market_id": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "external_contract_id": "15462670737752088829858476543852120242617848978678221409274280372604160731928", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10": { "DOWN": "114068042550747088823504764194497403019702249337648324638945984827653414559354", "UP": "15462670737752088829858476543852120242617848978678221409274280372604160731928" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 228573, "signal_id": 198586, "quote_id": 2722, "settlement_id": 373, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 151.27945970396016, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 97.5752515090543, "trading_fee": 2.42474, "total_deployed": 99.9999915090543, "settlement_value": 1.0, "settlement_payout": 151.27945970396016, "gross_pnl": 53.70420819490586, "net_pnl": 51.27946819490586, "roi": 0.5127947254901803, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T02:11:26.165671Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 228572, "signal_id": 198586, "quote_id": 2722, "settlement_id": 373, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 64.5, "trading_fee": 1.60283, "total_deployed": 66.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 35.5, "net_pnl": 33.89717, "roi": 0.5127945354230674, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-06T02:11:26.162285Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85766.87, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1127721", "ticker": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "market_id": "0xcc7e7b587a49c48b75c31670747d70fe3104c825223a82505971164dc789aa10", "contract_id": "114068042550747088823504764194497403019702249337648324638945984827653414559354", "market_title": "Bitcoin Up or Down - October 5, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-06T00:10:16.944219Z", "retrieved_timestamp": "2026-10-06T00:10:21Z", "quote_offset_seconds": 4.055781, "quote_age_seconds": 4.055781, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "spread": null, "selected_entry_price": 0.645, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85902.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261006T001016.944219Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 198201, "signal_id": 198586, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-05T23:00:00Z", "return_6h": 0.003952159705505887, "return_12h": -0.005209357891806654, "return_24h": -0.008819253438113961, "close_vs_ema12": -0.00036393280781210624, "close_vs_ema24": -0.00031802984470974405, "ema12_slope_3h": 0.0005530199002425906, "ema24_slope_6h": 0.00011246397949227216, "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": "2026-10-06T00:11:23.065280Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T23:00:00Z", "return_6h": 0.003952159705505887, "return_12h": -0.005209357891806654, "return_24h": -0.008819253438113961, "close_vs_ema12": -0.00036393280781210624, "close_vs_ema24": -0.00031802984470974405, "ema12_slope_3h": 0.0005530199002425906, "ema24_slope_6h": 0.00011246397949227216, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 197036, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T151017.363889Z", "trigger_timestamp": "2026-10-05T15:10:17.363889Z", "market_start_timestamp": "2026-10-05T15:00:00Z", "resolution_timestamp": "2026-10-05T16:00:00Z", "direction": "UP", "base_run_id": 5124, "small_run_id": 5125, "last_observed_close": 85645.26, "actual_close": 85269.78, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-05T15:11:23.275370Z", "market_regime": { "id": 196651, "signal_id": 197036, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-05T14:00:00Z", "return_6h": -0.006562271635870198, "return_12h": -0.01013314532720011, "return_24h": 0.004301438909998678, "close_vs_ema12": -0.004617486821759664, "close_vs_ema24": -0.003099700137912609, "ema12_slope_3h": -0.0004925343756191358, "ema24_slope_6h": 0.0009678735057045973, "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": "2026-10-05T15:11:23.278178Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T14:00:00Z", "return_6h": -0.006562271635870198, "return_12h": -0.01013314532720011, "return_24h": 0.004301438909998678, "close_vs_ema12": -0.004617486821759664, "close_vs_ema24": -0.003099700137912609, "ema12_slope_3h": -0.0004925343756191358, "ema24_slope_6h": 0.0009678735057045973, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "entry_probability": 0.43, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 60.636111, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5124, 5125 ], "forecast_publication_timestamp": "2026-10-05T15:10:17.363889Z", "requested_quote_timestamp": "2026-10-05T15:10:17.363889Z", "retrieved_quote_timestamp": "2026-10-05T15:11:18Z", "quote_retrieval_timestamp": "2026-10-05T15:11:25.927587Z", "timing_difference_seconds": 60.636111, "selected_quote": { "id": 2708, "contract_id": 8258, "forecast_timestamp": "2026-10-05T15:10:17.363889Z", "requested_timestamp": "2026-10-05T15:10:17.363889Z", "actual_quote_timestamp": "2026-10-05T15:11:18Z", "timestamp_delta_seconds": 60.636111, "bid": null, "ask": null, "midpoint": null, "last_price": 0.43, "implied_probability": 0.43, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T15:11:25.927587Z", "raw_json": "{\"request\":{\"start\":1791213017,\"end\":1791213377},\"response\":{\"history\":[{\"t\":1791213078,\"p\":0.43},{\"t\":1791213078,\"p\":0.43}]},\"selected\":{\"t\":1791213078,\"p\":0.43}}", "venue": "polymarket", "external_event_id": "1124737", "external_market_id": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "external_contract_id": "91014371719392394513014845538708354374633818772804918820714456807985785079792", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11am-et" }, "selected_entry_price": 0.43, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-05T15:10:17.363889Z", "id": 8259, "venue": "polymarket", "external_event_id": "1124737", "external_market_id": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "external_contract_id": "13664109760442441337630161857660160663423722572417130468894120090631945707757", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-05T15:00:00Z", "resolution_timestamp": "2026-10-05T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11am-et", "first_retrieved_at": "2026-10-05T15:11:25.756802Z", "forecast_run_ids": [ 5124, 5125 ] }, { "forecast_timestamp": "2026-10-05T15:10:17.363889Z", "id": 8258, "venue": "polymarket", "external_event_id": "1124737", "external_market_id": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "external_contract_id": "91014371719392394513014845538708354374633818772804918820714456807985785079792", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-05T15:00:00Z", "resolution_timestamp": "2026-10-05T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-5-2026-11am-et", "first_retrieved_at": "2026-10-05T15:11:25.751645Z", "forecast_run_ids": [ 5124, 5125 ] } ], "quotes": [ { "id": 2708, "contract_id": 8258, "forecast_timestamp": "2026-10-05T15:10:17.363889Z", "requested_timestamp": "2026-10-05T15:10:17.363889Z", "actual_quote_timestamp": "2026-10-05T15:11:18Z", "timestamp_delta_seconds": 60.636111, "bid": null, "ask": null, "midpoint": null, "last_price": 0.43, "implied_probability": 0.43, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T15:11:25.927587Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "contract_side": "UP", "external_event_id": "1124737", "external_market_id": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "external_contract_id": "91014371719392394513014845538708354374633818772804918820714456807985785079792", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03": { "DOWN": "13664109760442441337630161857660160663423722572417130468894120090631945707757", "UP": "91014371719392394513014845538708354374633818772804918820714456807985785079792" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 226506, "signal_id": 197036, "quote_id": 2708, "settlement_id": 371, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 223.63509302325582, "entry_price": 0.43, "entry_price_type": "historical_price_sample", "gross_cost": 96.16309, "trading_fee": 3.83691, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.16309, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T17:11:40.648880Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 226505, "signal_id": 197036, "quote_id": 2708, "settlement_id": 371, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.43, "entry_price_type": "historical_price_sample", "gross_cost": 43.0, "trading_fee": 1.7157, "total_deployed": 44.7157, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.0, "net_pnl": -44.7157, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T17:11:40.646304Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85645.26, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1124737", "ticker": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "market_id": "0x0ef295b9cd55daec8b76c0673a6dfc99b7c89bcc731d6d429e7c1546656aac03", "contract_id": "13664109760442441337630161857660160663423722572417130468894120090631945707757", "market_title": "Bitcoin Up or Down - October 5, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-05T15:10:17.363889Z", "retrieved_timestamp": "2026-10-05T15:11:18Z", "quote_offset_seconds": 60.636111, "quote_age_seconds": 60.636111, "bid": null, "ask": null, "midpoint": null, "last_price": 0.43, "spread": null, "selected_entry_price": 0.43, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85269.78, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T151017.363889Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 196651, "signal_id": 197036, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-05T14:00:00Z", "return_6h": -0.006562271635870198, "return_12h": -0.01013314532720011, "return_24h": 0.004301438909998678, "close_vs_ema12": -0.004617486821759664, "close_vs_ema24": -0.003099700137912609, "ema12_slope_3h": -0.0004925343756191358, "ema24_slope_6h": 0.0009678735057045973, "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": "2026-10-05T15:11:23.278178Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T14:00:00Z", "return_6h": -0.006562271635870198, "return_12h": -0.01013314532720011, "return_24h": 0.004301438909998678, "close_vs_ema12": -0.004617486821759664, "close_vs_ema24": -0.003099700137912609, "ema12_slope_3h": -0.0004925343756191358, "ema24_slope_6h": 0.0009678735057045973, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 194982, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T031017.275298Z", "trigger_timestamp": "2026-10-05T03:10:17.275298Z", "market_start_timestamp": "2026-10-05T03:00:00Z", "resolution_timestamp": "2026-10-05T04:00:00Z", "direction": "UP", "base_run_id": 5064, "small_run_id": 5065, "last_observed_close": 86522.0, "actual_close": 86085.03, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-05T03:11:22.597002Z", "market_regime": { "id": 194597, "signal_id": 194982, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-05T02:00:00Z", "return_6h": 0.008127754751443783, "return_12h": 0.014582349301886843, "return_24h": 0.020280495180724722, "close_vs_ema12": 0.005308257628715118, "close_vs_ema24": 0.00971246115154445, "ema12_slope_3h": 0.003978089107512295, "ema24_slope_6h": 0.005881531210284674, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T03:11:22.599713Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T02:00:00Z", "return_6h": 0.008127754751443783, "return_12h": 0.014582349301886843, "return_24h": 0.020280495180724722, "close_vs_ema12": 0.005308257628715118, "close_vs_ema24": 0.00971246115154445, "ema12_slope_3h": 0.003978089107512295, "ema24_slope_6h": 0.005881531210284674, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.724702, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5064, 5065 ], "forecast_publication_timestamp": "2026-10-05T03:10:17.275298Z", "requested_quote_timestamp": "2026-10-05T03:10:17.275298Z", "retrieved_quote_timestamp": "2026-10-05T03:11:15Z", "quote_retrieval_timestamp": "2026-10-05T03:11:26.440938Z", "timing_difference_seconds": 57.724702, "selected_quote": { "id": 2693, "contract_id": 8215, "forecast_timestamp": "2026-10-05T03:10:17.275298Z", "requested_timestamp": "2026-10-05T03:10:17.275298Z", "actual_quote_timestamp": "2026-10-05T03:11:15Z", "timestamp_delta_seconds": 57.724702, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T03:11:26.440938Z", "raw_json": "{\"request\":{\"start\":1791169817,\"end\":1791170177},\"response\":{\"history\":[{\"t\":1791169875,\"p\":0.405},{\"t\":1791169875,\"p\":0.405}]},\"selected\":{\"t\":1791169875,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "1122287", "external_market_id": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "external_contract_id": "97939624534610537943854415331378859402090761923669001471236459220386008996814", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11pm-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-05T03:10:17.275298Z", "id": 8216, "venue": "polymarket", "external_event_id": "1122287", "external_market_id": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "external_contract_id": "89406098611945103469949529044087142245490198460882254533354555970133767597932", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-05T03:00:00Z", "resolution_timestamp": "2026-10-05T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11pm-et", "first_retrieved_at": "2026-10-05T03:11:26.059461Z", "forecast_run_ids": [ 5064, 5065 ] }, { "forecast_timestamp": "2026-10-05T03:10:17.275298Z", "id": 8215, "venue": "polymarket", "external_event_id": "1122287", "external_market_id": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "external_contract_id": "97939624534610537943854415331378859402090761923669001471236459220386008996814", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-05T03:00:00Z", "resolution_timestamp": "2026-10-05T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11pm-et", "first_retrieved_at": "2026-10-05T03:11:26.051312Z", "forecast_run_ids": [ 5064, 5065 ] } ], "quotes": [ { "id": 2693, "contract_id": 8215, "forecast_timestamp": "2026-10-05T03:10:17.275298Z", "requested_timestamp": "2026-10-05T03:10:17.275298Z", "actual_quote_timestamp": "2026-10-05T03:11:15Z", "timestamp_delta_seconds": 57.724702, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T03:11:26.440938Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "contract_side": "UP", "external_event_id": "1122287", "external_market_id": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "external_contract_id": "97939624534610537943854415331378859402090761923669001471236459220386008996814", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522": { "DOWN": "89406098611945103469949529044087142245490198460882254533354555970133767597932", "UP": "97939624534610537943854415331378859402090761923669001471236459220386008996814" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 223776, "signal_id": 194982, "quote_id": 2693, "settlement_id": 369, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.00154, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T05:11:25.825588Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 223775, "signal_id": 194982, "quote_id": 2693, "settlement_id": 369, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -40.5, "net_pnl": -42.18683, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T05:11:25.822652Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86522.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1122287", "ticker": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "market_id": "0x8350407ad7b32492af8b0980a711567d90b758d6132f0f0254f16cef663d9522", "contract_id": "89406098611945103469949529044087142245490198460882254533354555970133767597932", "market_title": "Bitcoin Up or Down - October 4, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-05T03:10:17.275298Z", "retrieved_timestamp": "2026-10-05T03:11:15Z", "quote_offset_seconds": 57.724702, "quote_age_seconds": 57.724702, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 86085.03, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T031017.275298Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 194597, "signal_id": 194982, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-05T02:00:00Z", "return_6h": 0.008127754751443783, "return_12h": 0.014582349301886843, "return_24h": 0.020280495180724722, "close_vs_ema12": 0.005308257628715118, "close_vs_ema24": 0.00971246115154445, "ema12_slope_3h": 0.003978089107512295, "ema24_slope_6h": 0.005881531210284674, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T03:11:22.599713Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T02:00:00Z", "return_6h": 0.008127754751443783, "return_12h": 0.014582349301886843, "return_24h": 0.020280495180724722, "close_vs_ema12": 0.005308257628715118, "close_vs_ema24": 0.00971246115154445, "ema12_slope_3h": 0.003978089107512295, "ema24_slope_6h": 0.005881531210284674, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 194810, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T021017.672875Z", "trigger_timestamp": "2026-10-05T02:10:17.672875Z", "market_start_timestamp": "2026-10-05T02:00:00Z", "resolution_timestamp": "2026-10-05T03:00:00Z", "direction": "UP", "base_run_id": 5059, "small_run_id": 5060, "last_observed_close": 86615.31, "actual_close": 86522.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-05T02:11:22.726463Z", "market_regime": { "id": 194425, "signal_id": 194810, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-05T01:00:00Z", "return_6h": 0.01389837055766252, "return_12h": 0.016120971634119297, "return_24h": 0.021375762226130135, "close_vs_ema12": 0.007364682058736749, "close_vs_ema24": 0.011655795508630717, "ema12_slope_3h": 0.004726424349604352, "ema24_slope_6h": 0.005684621999473727, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T02:11:22.729333Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T01:00:00Z", "return_6h": 0.01389837055766252, "return_12h": 0.016120971634119297, "return_24h": 0.021375762226130135, "close_vs_ema12": 0.007364682058736749, "close_vs_ema24": 0.011655795508630717, "ema12_slope_3h": 0.004726424349604352, "ema24_slope_6h": 0.005684621999473727, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "entry_probability": 0.675, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 4.327125, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 5059, 5060 ], "forecast_publication_timestamp": "2026-10-05T02:10:17.672875Z", "requested_quote_timestamp": "2026-10-05T02:10:17.672875Z", "retrieved_quote_timestamp": "2026-10-05T02:10:22Z", "quote_retrieval_timestamp": "2026-10-05T02:11:26.221219Z", "timing_difference_seconds": 4.327125, "selected_quote": { "id": 2689, "contract_id": 8207, "forecast_timestamp": "2026-10-05T02:10:17.672875Z", "requested_timestamp": "2026-10-05T02:10:17.672875Z", "actual_quote_timestamp": "2026-10-05T02:10:22Z", "timestamp_delta_seconds": 4.327125, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T02:11:26.221219Z", "raw_json": "{\"request\":{\"start\":1791166217,\"end\":1791166577},\"response\":{\"history\":[{\"t\":1791166222,\"p\":0.675},{\"t\":1791166275,\"p\":0.635},{\"t\":1791166275,\"p\":0.635}]},\"selected\":{\"t\":1791166222,\"p\":0.675}}", "venue": "polymarket", "external_event_id": "1122097", "external_market_id": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "external_contract_id": "26739704905698923163813015406413905219371466925116219502350530160085741659598", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10pm-et" }, "selected_entry_price": 0.675, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-05T02:10:17.672875Z", "id": 8208, "venue": "polymarket", "external_event_id": "1122097", "external_market_id": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "external_contract_id": "104680384522276783184001389064564143174437829554729466962738392987426569863640", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-05T02:00:00Z", "resolution_timestamp": "2026-10-05T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10pm-et", "first_retrieved_at": "2026-10-05T02:11:25.928267Z", "forecast_run_ids": [ 5059, 5060 ] }, { "forecast_timestamp": "2026-10-05T02:10:17.672875Z", "id": 8207, "venue": "polymarket", "external_event_id": "1122097", "external_market_id": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "external_contract_id": "26739704905698923163813015406413905219371466925116219502350530160085741659598", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-05T02:00:00Z", "resolution_timestamp": "2026-10-05T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10pm-et", "first_retrieved_at": "2026-10-05T02:11:25.920393Z", "forecast_run_ids": [ 5059, 5060 ] } ], "quotes": [ { "id": 2689, "contract_id": 8207, "forecast_timestamp": "2026-10-05T02:10:17.672875Z", "requested_timestamp": "2026-10-05T02:10:17.672875Z", "actual_quote_timestamp": "2026-10-05T02:10:22Z", "timestamp_delta_seconds": 4.327125, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "implied_probability": 0.675, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T02:11:26.221219Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "contract_side": "UP", "external_event_id": "1122097", "external_market_id": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "external_contract_id": "26739704905698923163813015406413905219371466925116219502350530160085741659598", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9": { "DOWN": "104680384522276783184001389064564143174437829554729466962738392987426569863640", "UP": "26739704905698923163813015406413905219371466925116219502350530160085741659598" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 223547, "signal_id": 194810, "quote_id": 2689, "settlement_id": 368, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 144.85274725274724, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 97.77560439560439, "trading_fee": 2.22439, "total_deployed": 99.99999439560439, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.77560439560439, "net_pnl": -99.99999439560439, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T04:11:25.515872Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 223546, "signal_id": 194810, "quote_id": 2689, "settlement_id": 368, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.675, "entry_price_type": "historical_price_sample", "gross_cost": 67.5, "trading_fee": 1.53563, "total_deployed": 69.03563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -67.5, "net_pnl": -69.03563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T04:11:25.513135Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86615.31, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1122097", "ticker": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "market_id": "0x6c61fdbfa743e757e4d6c635bb034ea05956f972b01512880a715a29bb752cf9", "contract_id": "104680384522276783184001389064564143174437829554729466962738392987426569863640", "market_title": "Bitcoin Up or Down - October 4, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-05T02:10:17.672875Z", "retrieved_timestamp": "2026-10-05T02:10:22Z", "quote_offset_seconds": 4.327125, "quote_age_seconds": 4.327125, "bid": null, "ask": null, "midpoint": null, "last_price": 0.675, "spread": null, "selected_entry_price": 0.675, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 86522.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T021017.672875Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 194425, "signal_id": 194810, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-05T01:00:00Z", "return_6h": 0.01389837055766252, "return_12h": 0.016120971634119297, "return_24h": 0.021375762226130135, "close_vs_ema12": 0.007364682058736749, "close_vs_ema24": 0.011655795508630717, "ema12_slope_3h": 0.004726424349604352, "ema24_slope_6h": 0.005684621999473727, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T02:11:22.729333Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-05T01:00:00Z", "return_6h": 0.01389837055766252, "return_12h": 0.016120971634119297, "return_24h": 0.021375762226130135, "close_vs_ema12": 0.007364682058736749, "close_vs_ema24": 0.011655795508630717, "ema12_slope_3h": 0.004726424349604352, "ema24_slope_6h": 0.005684621999473727, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 194470, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T001016.865330Z", "trigger_timestamp": "2026-10-05T00:10:16.865330Z", "market_start_timestamp": "2026-10-05T00:00:00Z", "resolution_timestamp": "2026-10-05T01:00:00Z", "direction": "UP", "base_run_id": 5049, "small_run_id": 5050, "last_observed_close": 86530.0, "actual_close": 86652.46, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-05T00:11:22.263871Z", "market_regime": { "id": 194085, "signal_id": 194470, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T23:00:00Z", "return_6h": 0.014187490249887746, "return_12h": 0.014307205789369615, "return_24h": 0.020960063506476834, "close_vs_ema12": 0.009400786077849332, "close_vs_ema24": 0.012839990056888295, "ema12_slope_3h": 0.004471215844773946, "ema24_slope_6h": 0.004058472892742637, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T00:11:22.266658Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T23:00:00Z", "return_6h": 0.014187490249887746, "return_12h": 0.014307205789369615, "return_24h": 0.020960063506476834, "close_vs_ema12": 0.009400786077849332, "close_vs_ema24": 0.012839990056888295, "ema12_slope_3h": 0.004471215844773946, "ema24_slope_6h": 0.004058472892742637, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "entry_probability": 0.395, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.13467, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5049, 5050 ], "forecast_publication_timestamp": "2026-10-05T00:10:16.865330Z", "requested_quote_timestamp": "2026-10-05T00:10:16.865330Z", "retrieved_quote_timestamp": "2026-10-05T00:11:16Z", "quote_retrieval_timestamp": "2026-10-05T00:11:25.441431Z", "timing_difference_seconds": 59.13467, "selected_quote": { "id": 2683, "contract_id": 8193, "forecast_timestamp": "2026-10-05T00:10:16.865330Z", "requested_timestamp": "2026-10-05T00:10:16.865330Z", "actual_quote_timestamp": "2026-10-05T00:11:16Z", "timestamp_delta_seconds": 59.13467, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T00:11:25.441431Z", "raw_json": "{\"request\":{\"start\":1791159016,\"end\":1791159376},\"response\":{\"history\":[{\"t\":1791159016,\"p\":0.305},{\"t\":1791159076,\"p\":0.395},{\"t\":1791159076,\"p\":0.395}]},\"selected\":{\"t\":1791159076,\"p\":0.395}}", "venue": "polymarket", "external_event_id": "1121727", "external_market_id": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "external_contract_id": "81986593075839849014422648537691705208879645426912686211405732268035175050889", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-8pm-et" }, "selected_entry_price": 0.395, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-05T00:10:16.865330Z", "id": 8194, "venue": "polymarket", "external_event_id": "1121727", "external_market_id": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "external_contract_id": "21619075919377794228205857063082932648732301876350250927010181574747717823780", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-05T00:00:00Z", "resolution_timestamp": "2026-10-05T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-8pm-et", "first_retrieved_at": "2026-10-05T00:11:25.257384Z", "forecast_run_ids": [ 5049, 5050 ] }, { "forecast_timestamp": "2026-10-05T00:10:16.865330Z", "id": 8193, "venue": "polymarket", "external_event_id": "1121727", "external_market_id": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "external_contract_id": "81986593075839849014422648537691705208879645426912686211405732268035175050889", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-05T00:00:00Z", "resolution_timestamp": "2026-10-05T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-8pm-et", "first_retrieved_at": "2026-10-05T00:11:25.249389Z", "forecast_run_ids": [ 5049, 5050 ] } ], "quotes": [ { "id": 2683, "contract_id": 8193, "forecast_timestamp": "2026-10-05T00:10:16.865330Z", "requested_timestamp": "2026-10-05T00:10:16.865330Z", "actual_quote_timestamp": "2026-10-05T00:11:16Z", "timestamp_delta_seconds": 59.13467, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-05T00:11:25.441431Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "contract_side": "UP", "external_event_id": "1121727", "external_market_id": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "external_contract_id": "81986593075839849014422648537691705208879645426912686211405732268035175050889", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f": { "DOWN": "21619075919377794228205857063082932648732301876350250927010181574747717823780", "UP": "81986593075839849014422648537691705208879645426912686211405732268035175050889" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 223093, "signal_id": 194470, "quote_id": 2683, "settlement_id": 365, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 242.87865822784812, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 95.93707, "trading_fee": 4.06293, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 242.87865822784812, "gross_pnl": 146.94158822784811, "net_pnl": 142.87865822784812, "roi": 1.428786582278481, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T02:11:25.807966Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 223092, "signal_id": 194470, "quote_id": 2683, "settlement_id": 365, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 39.5, "trading_fee": 1.67283, "total_deployed": 41.17283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 60.5, "net_pnl": 58.82717, "roi": 1.4287861679656222, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T02:11:25.805382Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86530.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1121727", "ticker": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "market_id": "0xa17dfc9d549dd80c7176eeac4cfb251524a6c68a1f70dc2b30798fdfa544597f", "contract_id": "21619075919377794228205857063082932648732301876350250927010181574747717823780", "market_title": "Bitcoin Up or Down - October 4, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-05T00:10:16.865330Z", "retrieved_timestamp": "2026-10-05T00:11:16Z", "quote_offset_seconds": 59.13467, "quote_age_seconds": 59.13467, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "spread": null, "selected_entry_price": 0.395, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 86652.46, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261005T001016.865330Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 194085, "signal_id": 194470, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T23:00:00Z", "return_6h": 0.014187490249887746, "return_12h": 0.014307205789369615, "return_24h": 0.020960063506476834, "close_vs_ema12": 0.009400786077849332, "close_vs_ema24": 0.012839990056888295, "ema12_slope_3h": 0.004471215844773946, "ema24_slope_6h": 0.004058472892742637, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-05T00:11:22.266658Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T23:00:00Z", "return_6h": 0.014187490249887746, "return_12h": 0.014307205789369615, "return_24h": 0.020960063506476834, "close_vs_ema12": 0.009400786077849332, "close_vs_ema24": 0.012839990056888295, "ema12_slope_3h": 0.004471215844773946, "ema24_slope_6h": 0.004058472892742637, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 194300, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T231016.615053Z", "trigger_timestamp": "2026-10-04T23:10:16.615053Z", "market_start_timestamp": "2026-10-04T23:00:00Z", "resolution_timestamp": "2026-10-05T00:00:00Z", "direction": "UP", "base_run_id": 5044, "small_run_id": 5045, "last_observed_close": 86428.01, "actual_close": 86530.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T23:11:22.773871Z", "market_regime": { "id": 193915, "signal_id": 194300, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T22:00:00Z", "return_6h": 0.012345796144024979, "return_12h": 0.01365171541896748, "return_24h": 0.019486644865687852, "close_vs_ema12": 0.009937258259421489, "close_vs_ema24": 0.012776976269306406, "ema12_slope_3h": 0.0037848883138620337, "ema24_slope_6h": 0.0031750798575076455, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T23:11:22.776993Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T22:00:00Z", "return_6h": 0.012345796144024979, "return_12h": 0.01365171541896748, "return_24h": 0.019486644865687852, "close_vs_ema12": 0.009937258259421489, "close_vs_ema24": 0.012776976269306406, "ema12_slope_3h": 0.0037848883138620337, "ema24_slope_6h": 0.0031750798575076455, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 13.384947, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 5044, 5045 ], "forecast_publication_timestamp": "2026-10-04T23:10:16.615053Z", "requested_quote_timestamp": "2026-10-04T23:10:16.615053Z", "retrieved_quote_timestamp": "2026-10-04T23:10:30Z", "quote_retrieval_timestamp": "2026-10-04T23:11:25.804341Z", "timing_difference_seconds": 13.384947, "selected_quote": { "id": 2678, "contract_id": 8184, "forecast_timestamp": "2026-10-04T23:10:16.615053Z", "requested_timestamp": "2026-10-04T23:10:16.615053Z", "actual_quote_timestamp": "2026-10-04T23:10:30Z", "timestamp_delta_seconds": 13.384947, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T23:11:25.804341Z", "raw_json": "{\"request\":{\"start\":1791155416,\"end\":1791155776},\"response\":{\"history\":[{\"t\":1791155430,\"p\":0.585},{\"t\":1791155473,\"p\":0.615},{\"t\":1791155473,\"p\":0.615}]},\"selected\":{\"t\":1791155430,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1121535", "external_market_id": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "external_contract_id": "75464030677927804940832972784856557037324131098751487047587312002139794132680", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-7pm-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T23:10:16.615053Z", "id": 8185, "venue": "polymarket", "external_event_id": "1121535", "external_market_id": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "external_contract_id": "33160965280585607168259944228059991675725705591236018991535158618289994687667", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T23:00:00Z", "resolution_timestamp": "2026-10-05T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-7pm-et", "first_retrieved_at": "2026-10-04T23:11:25.390638Z", "forecast_run_ids": [ 5044, 5045 ] }, { "forecast_timestamp": "2026-10-04T23:10:16.615053Z", "id": 8184, "venue": "polymarket", "external_event_id": "1121535", "external_market_id": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "external_contract_id": "75464030677927804940832972784856557037324131098751487047587312002139794132680", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T23:00:00Z", "resolution_timestamp": "2026-10-05T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-7pm-et", "first_retrieved_at": "2026-10-04T23:11:25.386199Z", "forecast_run_ids": [ 5044, 5045 ] } ], "quotes": [ { "id": 2678, "contract_id": 8184, "forecast_timestamp": "2026-10-04T23:10:16.615053Z", "requested_timestamp": "2026-10-04T23:10:16.615053Z", "actual_quote_timestamp": "2026-10-04T23:10:30Z", "timestamp_delta_seconds": 13.384947, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T23:11:25.804341Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "contract_side": "UP", "external_event_id": "1121535", "external_market_id": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "external_contract_id": "75464030677927804940832972784856557037324131098751487047587312002139794132680", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda": { "DOWN": "33160965280585607168259944228059991675725705591236018991535158618289994687667", "UP": "75464030677927804940832972784856557037324131098751487047587312002139794132680" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 222868, "signal_id": 194300, "quote_id": 2678, "settlement_id": 364, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 166.11454700854702, "gross_pnl": 68.93753700854703, "net_pnl": 66.11454700854702, "roi": 0.6611454700854702, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T01:11:26.636377Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 222867, "signal_id": 194300, "quote_id": 2678, "settlement_id": 364, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 41.5, "net_pnl": 39.80057, "roi": 0.6611452965584558, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-05T01:11:26.633459Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86428.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1121535", "ticker": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "market_id": "0xcad2e192c831cf7dfabeef8f65f581c25254db1c13502679b5c71aee70e68eda", "contract_id": "33160965280585607168259944228059991675725705591236018991535158618289994687667", "market_title": "Bitcoin Up or Down - October 4, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T23:10:16.615053Z", "retrieved_timestamp": "2026-10-04T23:10:30Z", "quote_offset_seconds": 13.384947, "quote_age_seconds": 13.384947, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 86530.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T231016.615053Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 193915, "signal_id": 194300, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T22:00:00Z", "return_6h": 0.012345796144024979, "return_12h": 0.01365171541896748, "return_24h": 0.019486644865687852, "close_vs_ema12": 0.009937258259421489, "close_vs_ema24": 0.012776976269306406, "ema12_slope_3h": 0.0037848883138620337, "ema24_slope_6h": 0.0031750798575076455, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T23:11:22.776993Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T22:00:00Z", "return_6h": 0.012345796144024979, "return_12h": 0.01365171541896748, "return_24h": 0.019486644865687852, "close_vs_ema12": 0.009937258259421489, "close_vs_ema24": 0.012776976269306406, "ema12_slope_3h": 0.0037848883138620337, "ema24_slope_6h": 0.0031750798575076455, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 193797, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T201015.464976Z", "trigger_timestamp": "2026-10-04T20:10:15.464976Z", "market_start_timestamp": "2026-10-04T20:00:00Z", "resolution_timestamp": "2026-10-04T21:00:00Z", "direction": "UP", "base_run_id": 5029, "small_run_id": 5030, "last_observed_close": 85428.0, "actual_close": 85824.44, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T20:11:21.848497Z", "market_regime": { "id": 193412, "signal_id": 193797, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T19:00:00Z", "return_6h": 0.00219213398600715, "return_12h": 0.003783517025826688, "return_24h": 0.006901022482835861, "close_vs_ema12": 0.0020301127519077866, "close_vs_ema24": 0.0034602144000706048, "ema12_slope_3h": 0.0008655723369417334, "ema24_slope_6h": 0.001570548995840415, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T20:11:21.851262Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T19:00:00Z", "return_6h": 0.00219213398600715, "return_12h": 0.003783517025826688, "return_24h": 0.006901022482835861, "close_vs_ema12": 0.0020301127519077866, "close_vs_ema24": 0.0034602144000706048, "ema12_slope_3h": 0.0008655723369417334, "ema24_slope_6h": 0.001570548995840415, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "entry_probability": 0.355, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 3.535024, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 5029, 5030 ], "forecast_publication_timestamp": "2026-10-04T20:10:15.464976Z", "requested_quote_timestamp": "2026-10-04T20:10:15.464976Z", "retrieved_quote_timestamp": "2026-10-04T20:10:19Z", "quote_retrieval_timestamp": "2026-10-04T20:11:25.432670Z", "timing_difference_seconds": 3.535024, "selected_quote": { "id": 2672, "contract_id": 8168, "forecast_timestamp": "2026-10-04T20:10:15.464976Z", "requested_timestamp": "2026-10-04T20:10:15.464976Z", "actual_quote_timestamp": "2026-10-04T20:10:19Z", "timestamp_delta_seconds": 3.535024, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T20:11:25.432670Z", "raw_json": "{\"request\":{\"start\":1791144615,\"end\":1791144975},\"response\":{\"history\":[{\"t\":1791144619,\"p\":0.355},{\"t\":1791144677,\"p\":0.385},{\"t\":1791144677,\"p\":0.385}]},\"selected\":{\"t\":1791144619,\"p\":0.355}}", "venue": "polymarket", "external_event_id": "1120833", "external_market_id": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "external_contract_id": "38518406424696136564681930639083042030307309120828925125550672333566818940776", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4pm-et" }, "selected_entry_price": 0.355, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T20:10:15.464976Z", "id": 8169, "venue": "polymarket", "external_event_id": "1120833", "external_market_id": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "external_contract_id": "13497223668533142102648036352009809841762655819399309622772393313293010280961", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T20:00:00Z", "resolution_timestamp": "2026-10-04T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4pm-et", "first_retrieved_at": "2026-10-04T20:11:25.247032Z", "forecast_run_ids": [ 5029, 5030 ] }, { "forecast_timestamp": "2026-10-04T20:10:15.464976Z", "id": 8168, "venue": "polymarket", "external_event_id": "1120833", "external_market_id": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "external_contract_id": "38518406424696136564681930639083042030307309120828925125550672333566818940776", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T20:00:00Z", "resolution_timestamp": "2026-10-04T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4pm-et", "first_retrieved_at": "2026-10-04T20:11:25.240656Z", "forecast_run_ids": [ 5029, 5030 ] } ], "quotes": [ { "id": 2672, "contract_id": 8168, "forecast_timestamp": "2026-10-04T20:10:15.464976Z", "requested_timestamp": "2026-10-04T20:10:15.464976Z", "actual_quote_timestamp": "2026-10-04T20:10:19Z", "timestamp_delta_seconds": 3.535024, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T20:11:25.432670Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "contract_side": "UP", "external_event_id": "1120833", "external_market_id": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "external_contract_id": "38518406424696136564681930639083042030307309120828925125550672333566818940776", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5": { "DOWN": "13497223668533142102648036352009809841762655819399309622772393313293010280961", "UP": "38518406424696136564681930639083042030307309120828925125550672333566818940776" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 222199, "signal_id": 193797, "quote_id": 2672, "settlement_id": 361, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 269.5212676056338, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 95.68005, "trading_fee": 4.31995, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 269.5212676056338, "gross_pnl": 173.8412176056338, "net_pnl": 169.5212676056338, "roi": 1.695212676056338, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T22:11:26.564744Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 222198, "signal_id": 193797, "quote_id": 2672, "settlement_id": 361, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 35.5, "trading_fee": 1.60283, "total_deployed": 37.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 64.5, "net_pnl": 62.89717, "roi": 1.6952121980991748, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T22:11:26.562321Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85428.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1120833", "ticker": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "market_id": "0x6f91f26ecf1b306ad270c22e27cf34557032b9778a41588d1806405b89156ce5", "contract_id": "13497223668533142102648036352009809841762655819399309622772393313293010280961", "market_title": "Bitcoin Up or Down - October 4, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T20:10:15.464976Z", "retrieved_timestamp": "2026-10-04T20:10:19Z", "quote_offset_seconds": 3.535024, "quote_age_seconds": 3.535024, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "spread": null, "selected_entry_price": 0.355, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85824.44, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T201015.464976Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 193412, "signal_id": 193797, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T19:00:00Z", "return_6h": 0.00219213398600715, "return_12h": 0.003783517025826688, "return_24h": 0.006901022482835861, "close_vs_ema12": 0.0020301127519077866, "close_vs_ema24": 0.0034602144000706048, "ema12_slope_3h": 0.0008655723369417334, "ema24_slope_6h": 0.001570548995840415, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T20:11:21.851262Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T19:00:00Z", "return_6h": 0.00219213398600715, "return_12h": 0.003783517025826688, "return_24h": 0.006901022482835861, "close_vs_ema12": 0.0020301127519077866, "close_vs_ema24": 0.0034602144000706048, "ema12_slope_3h": 0.0008655723369417334, "ema24_slope_6h": 0.001570548995840415, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 193629, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T191017.427304Z", "trigger_timestamp": "2026-10-04T19:10:17.427304Z", "market_start_timestamp": "2026-10-04T19:00:00Z", "resolution_timestamp": "2026-10-04T20:00:00Z", "direction": "UP", "base_run_id": 5024, "small_run_id": 5025, "last_observed_close": 85338.84, "actual_close": 85428.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T19:11:23.331605Z", "market_regime": { "id": 193244, "signal_id": 193629, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T18:00:00Z", "return_6h": 0.0024774474749418296, "return_12h": 0.0036115925653172898, "return_24h": 0.004577399008522498, "close_vs_ema12": 0.0013539191973495068, "close_vs_ema24": 0.0027146221185982977, "ema12_slope_3h": 0.0009080605140401321, "ema24_slope_6h": 0.0015163313600263795, "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": "2026-10-04T19:11:23.334537Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T18:00:00Z", "return_6h": 0.0024774474749418296, "return_12h": 0.0036115925653172898, "return_24h": 0.004577399008522498, "close_vs_ema12": 0.0013539191973495068, "close_vs_ema24": 0.0027146221185982977, "ema12_slope_3h": 0.0009080605140401321, "ema24_slope_6h": 0.0015163313600263795, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "entry_probability": 0.695, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.572696, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 5024, 5025 ], "forecast_publication_timestamp": "2026-10-04T19:10:17.427304Z", "requested_quote_timestamp": "2026-10-04T19:10:17.427304Z", "retrieved_quote_timestamp": "2026-10-04T19:11:17Z", "quote_retrieval_timestamp": "2026-10-04T19:11:26.806954Z", "timing_difference_seconds": 59.572696, "selected_quote": { "id": 2659, "contract_id": 8150, "forecast_timestamp": "2026-10-04T19:10:17.427304Z", "requested_timestamp": "2026-10-04T19:10:17.427304Z", "actual_quote_timestamp": "2026-10-04T19:11:17Z", "timestamp_delta_seconds": 59.572696, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T19:11:26.806954Z", "raw_json": "{\"request\":{\"start\":1791141017,\"end\":1791141377},\"response\":{\"history\":[{\"t\":1791141077,\"p\":0.695},{\"t\":1791141077,\"p\":0.695}]},\"selected\":{\"t\":1791141077,\"p\":0.695}}", "venue": "polymarket", "external_event_id": "1120465", "external_market_id": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "external_contract_id": "9932691404108743987380513449539043347918437755746812356973819404655638354211", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-3pm-et" }, "selected_entry_price": 0.695, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T19:10:17.427304Z", "id": 8151, "venue": "polymarket", "external_event_id": "1120465", "external_market_id": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "external_contract_id": "111747421921511334128325196020705598390710204692749948477316475022146261313795", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T19:00:00Z", "resolution_timestamp": "2026-10-04T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-3pm-et", "first_retrieved_at": "2026-10-04T19:11:26.459584Z", "forecast_run_ids": [ 5024, 5025 ] }, { "forecast_timestamp": "2026-10-04T19:10:17.427304Z", "id": 8150, "venue": "polymarket", "external_event_id": "1120465", "external_market_id": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "external_contract_id": "9932691404108743987380513449539043347918437755746812356973819404655638354211", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T19:00:00Z", "resolution_timestamp": "2026-10-04T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-3pm-et", "first_retrieved_at": "2026-10-04T19:11:26.451369Z", "forecast_run_ids": [ 5024, 5025 ] } ], "quotes": [ { "id": 2659, "contract_id": 8150, "forecast_timestamp": "2026-10-04T19:10:17.427304Z", "requested_timestamp": "2026-10-04T19:10:17.427304Z", "actual_quote_timestamp": "2026-10-04T19:11:17Z", "timestamp_delta_seconds": 59.572696, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T19:11:26.806954Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "contract_side": "UP", "external_event_id": "1120465", "external_market_id": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "external_contract_id": "9932691404108743987380513449539043347918437755746812356973819404655638354211", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c": { "DOWN": "111747421921511334128325196020705598390710204692749948477316475022146261313795", "UP": "9932691404108743987380513449539043347918437755746812356973819404655638354211" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 221976, "signal_id": 193629, "quote_id": 2659, "settlement_id": 360, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 140.87716546762593, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 97.90963, "trading_fee": 2.09037, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 140.87716546762593, "gross_pnl": 42.96753546762592, "net_pnl": 40.87716546762593, "roi": 0.4087716546762593, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T21:11:23.776103Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 221975, "signal_id": 193629, "quote_id": 2659, "settlement_id": 360, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 69.5, "trading_fee": 1.48383, "total_deployed": 70.98383, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 30.5, "net_pnl": 29.016170000000002, "roi": 0.40877154698471474, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T21:11:23.773306Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85338.84, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1120465", "ticker": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "market_id": "0xd205538ced34752bd11296091eec4ff77672c0f6c3b9e33999b67964fc6de90c", "contract_id": "111747421921511334128325196020705598390710204692749948477316475022146261313795", "market_title": "Bitcoin Up or Down - October 4, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T19:10:17.427304Z", "retrieved_timestamp": "2026-10-04T19:11:17Z", "quote_offset_seconds": 59.572696, "quote_age_seconds": 59.572696, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "spread": null, "selected_entry_price": 0.695, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85428.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T191017.427304Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 193244, "signal_id": 193629, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T18:00:00Z", "return_6h": 0.0024774474749418296, "return_12h": 0.0036115925653172898, "return_24h": 0.004577399008522498, "close_vs_ema12": 0.0013539191973495068, "close_vs_ema24": 0.0027146221185982977, "ema12_slope_3h": 0.0009080605140401321, "ema24_slope_6h": 0.0015163313600263795, "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": "2026-10-04T19:11:23.334537Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T18:00:00Z", "return_6h": 0.0024774474749418296, "return_12h": 0.0036115925653172898, "return_24h": 0.004577399008522498, "close_vs_ema12": 0.0013539191973495068, "close_vs_ema24": 0.0027146221185982977, "ema12_slope_3h": 0.0009080605140401321, "ema24_slope_6h": 0.0015163313600263795, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 193462, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T181017.877508Z", "trigger_timestamp": "2026-10-04T18:10:17.877508Z", "market_start_timestamp": "2026-10-04T18:00:00Z", "resolution_timestamp": "2026-10-04T19:00:00Z", "direction": "UP", "base_run_id": 5019, "small_run_id": 5020, "last_observed_close": 85319.53, "actual_close": 85338.84, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T18:11:23.612665Z", "market_regime": { "id": 193077, "signal_id": 193462, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T17:00:00Z", "return_6h": 0.00011804083626820727, "return_12h": 0.004799321085438901, "return_24h": 0.003617489295628884, "close_vs_ema12": 0.0013738437012342786, "close_vs_ema24": 0.002724430618495699, "ema12_slope_3h": 0.0008965003805172511, "ema24_slope_6h": 0.001432596748778714, "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": "2026-10-04T18:11:23.615261Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T17:00:00Z", "return_6h": 0.00011804083626820727, "return_12h": 0.004799321085438901, "return_24h": 0.003617489295628884, "close_vs_ema12": 0.0013738437012342786, "close_vs_ema24": 0.002724430618495699, "ema12_slope_3h": 0.0008965003805172511, "ema24_slope_6h": 0.001432596748778714, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "entry_probability": 0.515, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.122492, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 5019, 5020 ], "forecast_publication_timestamp": "2026-10-04T18:10:17.877508Z", "requested_quote_timestamp": "2026-10-04T18:10:17.877508Z", "retrieved_quote_timestamp": "2026-10-04T18:11:16Z", "quote_retrieval_timestamp": "2026-10-04T18:11:26.600233Z", "timing_difference_seconds": 58.122492, "selected_quote": { "id": 2655, "contract_id": 8142, "forecast_timestamp": "2026-10-04T18:10:17.877508Z", "requested_timestamp": "2026-10-04T18:10:17.877508Z", "actual_quote_timestamp": "2026-10-04T18:11:16Z", "timestamp_delta_seconds": 58.122492, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "implied_probability": 0.515, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T18:11:26.600233Z", "raw_json": "{\"request\":{\"start\":1791137417,\"end\":1791137777},\"response\":{\"history\":[{\"t\":1791137476,\"p\":0.515},{\"t\":1791137476,\"p\":0.515}]},\"selected\":{\"t\":1791137476,\"p\":0.515}}", "venue": "polymarket", "external_event_id": "1120076", "external_market_id": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "external_contract_id": "60724536696570357674135299309968436360116155819393023105549921094669929229682", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-2pm-et" }, "selected_entry_price": 0.515, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T18:10:17.877508Z", "id": 8143, "venue": "polymarket", "external_event_id": "1120076", "external_market_id": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "external_contract_id": "80895963243834165680187287564367833406946672570503252084907395082964633182299", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T18:00:00Z", "resolution_timestamp": "2026-10-04T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-2pm-et", "first_retrieved_at": "2026-10-04T18:11:26.418544Z", "forecast_run_ids": [ 5019, 5020 ] }, { "forecast_timestamp": "2026-10-04T18:10:17.877508Z", "id": 8142, "venue": "polymarket", "external_event_id": "1120076", "external_market_id": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "external_contract_id": "60724536696570357674135299309968436360116155819393023105549921094669929229682", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T18:00:00Z", "resolution_timestamp": "2026-10-04T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-2pm-et", "first_retrieved_at": "2026-10-04T18:11:26.411108Z", "forecast_run_ids": [ 5019, 5020 ] } ], "quotes": [ { "id": 2655, "contract_id": 8142, "forecast_timestamp": "2026-10-04T18:10:17.877508Z", "requested_timestamp": "2026-10-04T18:10:17.877508Z", "actual_quote_timestamp": "2026-10-04T18:11:16Z", "timestamp_delta_seconds": 58.122492, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "implied_probability": 0.515, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T18:11:26.600233Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "contract_side": "UP", "external_event_id": "1120076", "external_market_id": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "external_contract_id": "60724536696570357674135299309968436360116155819393023105549921094669929229682", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d": { "DOWN": "80895963243834165680187287564367833406946672570503252084907395082964633182299", "UP": "60724536696570357674135299309968436360116155819393023105549921094669929229682" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 221753, "signal_id": 193462, "quote_id": 2655, "settlement_id": 359, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 187.79899029126213, "entry_price": 0.515, "entry_price_type": "historical_price_sample", "gross_cost": 96.71648, "trading_fee": 3.28352, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 187.79899029126213, "gross_pnl": 91.08251029126212, "net_pnl": 87.79899029126213, "roi": 0.8779899029126212, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T20:11:24.945989Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 221752, "signal_id": 193462, "quote_id": 2655, "settlement_id": 359, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.515, "entry_price_type": "historical_price_sample", "gross_cost": 51.5, "trading_fee": 1.74843, "total_deployed": 53.24843, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 48.5, "net_pnl": 46.75157, "roi": 0.8779896421359278, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T20:11:24.942596Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85319.53, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1120076", "ticker": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "market_id": "0x792f32ab568b3924d10ab6479b8d18962410493453080f83e86b8baa0433aa6d", "contract_id": "80895963243834165680187287564367833406946672570503252084907395082964633182299", "market_title": "Bitcoin Up or Down - October 4, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T18:10:17.877508Z", "retrieved_timestamp": "2026-10-04T18:11:16Z", "quote_offset_seconds": 58.122492, "quote_age_seconds": 58.122492, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "spread": null, "selected_entry_price": 0.515, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85338.84, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T181017.877508Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 193077, "signal_id": 193462, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T17:00:00Z", "return_6h": 0.00011804083626820727, "return_12h": 0.004799321085438901, "return_24h": 0.003617489295628884, "close_vs_ema12": 0.0013738437012342786, "close_vs_ema24": 0.002724430618495699, "ema12_slope_3h": 0.0008965003805172511, "ema24_slope_6h": 0.001432596748778714, "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": "2026-10-04T18:11:23.615261Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T17:00:00Z", "return_6h": 0.00011804083626820727, "return_12h": 0.004799321085438901, "return_24h": 0.003617489295628884, "close_vs_ema12": 0.0013738437012342786, "close_vs_ema24": 0.002724430618495699, "ema12_slope_3h": 0.0008965003805172511, "ema24_slope_6h": 0.001432596748778714, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 193132, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T161019.087482Z", "trigger_timestamp": "2026-10-04T16:10:19.087482Z", "market_start_timestamp": "2026-10-04T16:00:00Z", "resolution_timestamp": "2026-10-04T17:00:00Z", "direction": "UP", "base_run_id": 5009, "small_run_id": 5010, "last_observed_close": 85256.01, "actual_close": 85374.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T16:11:24.528875Z", "market_regime": { "id": 192747, "signal_id": 193132, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T15:00:00Z", "return_6h": 0.0002601079571211695, "return_12h": 0.004893160572257305, "return_24h": 0.004580446080044043, "close_vs_ema12": 0.0012904110495395305, "close_vs_ema24": 0.0025293791991238823, "ema12_slope_3h": 0.0008651909497507937, "ema24_slope_6h": 0.0015698862805135771, "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": "2026-10-04T16:11:24.531865Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T15:00:00Z", "return_6h": 0.0002601079571211695, "return_12h": 0.004893160572257305, "return_24h": 0.004580446080044043, "close_vs_ema12": 0.0012904110495395305, "close_vs_ema24": 0.0025293791991238823, "ema12_slope_3h": 0.0008651909497507937, "ema24_slope_6h": 0.0015698862805135771, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.912518, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 5009, 5010 ], "forecast_publication_timestamp": "2026-10-04T16:10:19.087482Z", "requested_quote_timestamp": "2026-10-04T16:10:19.087482Z", "retrieved_quote_timestamp": "2026-10-04T16:11:18Z", "quote_retrieval_timestamp": "2026-10-04T16:11:28.627843Z", "timing_difference_seconds": 58.912518, "selected_quote": { "id": 2649, "contract_id": 8128, "forecast_timestamp": "2026-10-04T16:10:19.087482Z", "requested_timestamp": "2026-10-04T16:10:19.087482Z", "actual_quote_timestamp": "2026-10-04T16:11:18Z", "timestamp_delta_seconds": 58.912518, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T16:11:28.627843Z", "raw_json": "{\"request\":{\"start\":1791130219,\"end\":1791130579},\"response\":{\"history\":[{\"t\":1791130278,\"p\":0.535},{\"t\":1791130278,\"p\":0.535}]},\"selected\":{\"t\":1791130278,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1119672", "external_market_id": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "external_contract_id": "99781484604093784869761127017300506743154752059601885779542453801092546215359", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-12pm-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T16:10:19.087482Z", "id": 8129, "venue": "polymarket", "external_event_id": "1119672", "external_market_id": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "external_contract_id": "15453368284077771630161947420755861349875530617273085825195071139510273361720", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T16:00:00Z", "resolution_timestamp": "2026-10-04T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-12pm-et", "first_retrieved_at": "2026-10-04T16:11:28.417674Z", "forecast_run_ids": [ 5009, 5010 ] }, { "forecast_timestamp": "2026-10-04T16:10:19.087482Z", "id": 8128, "venue": "polymarket", "external_event_id": "1119672", "external_market_id": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "external_contract_id": "99781484604093784869761127017300506743154752059601885779542453801092546215359", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T16:00:00Z", "resolution_timestamp": "2026-10-04T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-12pm-et", "first_retrieved_at": "2026-10-04T16:11:28.409728Z", "forecast_run_ids": [ 5009, 5010 ] } ], "quotes": [ { "id": 2649, "contract_id": 8128, "forecast_timestamp": "2026-10-04T16:10:19.087482Z", "requested_timestamp": "2026-10-04T16:10:19.087482Z", "actual_quote_timestamp": "2026-10-04T16:11:18Z", "timestamp_delta_seconds": 58.912518, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T16:11:28.627843Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "contract_side": "UP", "external_event_id": "1119672", "external_market_id": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "external_contract_id": "99781484604093784869761127017300506743154752059601885779542453801092546215359", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac": { "DOWN": "15453368284077771630161947420755861349875530617273085825195071139510273361720", "UP": "99781484604093784869761127017300506743154752059601885779542453801092546215359" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 221311, "signal_id": 193132, "quote_id": 2649, "settlement_id": 356, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 181.02357009345795, "gross_pnl": 84.17596009345795, "net_pnl": 81.02357009345795, "roi": 0.8102357009345795, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T18:11:26.345101Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 221310, "signal_id": 193132, "quote_id": 2649, "settlement_id": 356, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 46.5, "net_pnl": 44.75857, "roi": 0.8102355424180728, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T18:11:26.342426Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85256.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1119672", "ticker": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "market_id": "0x98f01d6cfd75e6920d29a86bf520902153637a5ab1330c3a70a7844c42b8bbac", "contract_id": "15453368284077771630161947420755861349875530617273085825195071139510273361720", "market_title": "Bitcoin Up or Down - October 4, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T16:10:19.087482Z", "retrieved_timestamp": "2026-10-04T16:11:18Z", "quote_offset_seconds": 58.912518, "quote_age_seconds": 58.912518, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85374.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T161019.087482Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 192747, "signal_id": 193132, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T15:00:00Z", "return_6h": 0.0002601079571211695, "return_12h": 0.004893160572257305, "return_24h": 0.004580446080044043, "close_vs_ema12": 0.0012904110495395305, "close_vs_ema24": 0.0025293791991238823, "ema12_slope_3h": 0.0008651909497507937, "ema24_slope_6h": 0.0015698862805135771, "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": "2026-10-04T16:11:24.531865Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T15:00:00Z", "return_6h": 0.0002601079571211695, "return_12h": 0.004893160572257305, "return_24h": 0.004580446080044043, "close_vs_ema12": 0.0012904110495395305, "close_vs_ema24": 0.0025293791991238823, "ema12_slope_3h": 0.0008651909497507937, "ema24_slope_6h": 0.0015698862805135771, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 192967, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T151016.474076Z", "trigger_timestamp": "2026-10-04T15:10:16.474076Z", "market_start_timestamp": "2026-10-04T15:00:00Z", "resolution_timestamp": "2026-10-04T16:00:00Z", "direction": "UP", "base_run_id": 5004, "small_run_id": 5005, "last_observed_close": 85278.44, "actual_close": 85256.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T15:11:21.824554Z", "market_regime": { "id": 192582, "signal_id": 192967, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T14:00:00Z", "return_6h": 0.002020527696598551, "return_12h": 0.0056162477917722775, "return_24h": 0.004978197772909754, "close_vs_ema12": 0.001788880398955639, "close_vs_ema24": 0.00301374348852379, "ema12_slope_3h": 0.0007488741167294144, "ema24_slope_6h": 0.0016842558529754914, "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": "2026-10-04T15:11:21.827179Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T14:00:00Z", "return_6h": 0.002020527696598551, "return_12h": 0.0056162477917722775, "return_24h": 0.004978197772909754, "close_vs_ema12": 0.001788880398955639, "close_vs_ema24": 0.00301374348852379, "ema12_slope_3h": 0.0007488741167294144, "ema24_slope_6h": 0.0016842558529754914, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "entry_probability": 0.395, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 3.525924, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 5004, 5005 ], "forecast_publication_timestamp": "2026-10-04T15:10:16.474076Z", "requested_quote_timestamp": "2026-10-04T15:10:16.474076Z", "retrieved_quote_timestamp": "2026-10-04T15:10:20Z", "quote_retrieval_timestamp": "2026-10-04T15:11:25.252823Z", "timing_difference_seconds": 3.525924, "selected_quote": { "id": 2635, "contract_id": 8109, "forecast_timestamp": "2026-10-04T15:10:16.474076Z", "requested_timestamp": "2026-10-04T15:10:16.474076Z", "actual_quote_timestamp": "2026-10-04T15:10:20Z", "timestamp_delta_seconds": 3.525924, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T15:11:25.252823Z", "raw_json": "{\"request\":{\"start\":1791126616,\"end\":1791126976},\"response\":{\"history\":[{\"t\":1791126620,\"p\":0.395},{\"t\":1791126620,\"p\":0.395}]},\"selected\":{\"t\":1791126620,\"p\":0.395}}", "venue": "polymarket", "external_event_id": "1119450", "external_market_id": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "external_contract_id": "89024742020444244121434027195115183149936271612825423607992604395191830028015", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11am-et" }, "selected_entry_price": 0.395, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T15:10:16.474076Z", "id": 8110, "venue": "polymarket", "external_event_id": "1119450", "external_market_id": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "external_contract_id": "55502277918447482097132812010830106459899124709010459281796485150423941777343", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T15:00:00Z", "resolution_timestamp": "2026-10-04T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11am-et", "first_retrieved_at": "2026-10-04T15:11:25.074854Z", "forecast_run_ids": [ 5004, 5005 ] }, { "forecast_timestamp": "2026-10-04T15:10:16.474076Z", "id": 8109, "venue": "polymarket", "external_event_id": "1119450", "external_market_id": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "external_contract_id": "89024742020444244121434027195115183149936271612825423607992604395191830028015", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T15:00:00Z", "resolution_timestamp": "2026-10-04T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-11am-et", "first_retrieved_at": "2026-10-04T15:11:25.069098Z", "forecast_run_ids": [ 5004, 5005 ] } ], "quotes": [ { "id": 2635, "contract_id": 8109, "forecast_timestamp": "2026-10-04T15:10:16.474076Z", "requested_timestamp": "2026-10-04T15:10:16.474076Z", "actual_quote_timestamp": "2026-10-04T15:10:20Z", "timestamp_delta_seconds": 3.525924, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "implied_probability": 0.395, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T15:11:25.252823Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "contract_side": "UP", "external_event_id": "1119450", "external_market_id": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "external_contract_id": "89024742020444244121434027195115183149936271612825423607992604395191830028015", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f": { "DOWN": "55502277918447482097132812010830106459899124709010459281796485150423941777343", "UP": "89024742020444244121434027195115183149936271612825423607992604395191830028015" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 221092, "signal_id": 192967, "quote_id": 2635, "settlement_id": 355, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 242.87865822784812, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 95.93707, "trading_fee": 4.06293, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.93707, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T17:11:25.153423Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 221091, "signal_id": 192967, "quote_id": 2635, "settlement_id": 355, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.395, "entry_price_type": "historical_price_sample", "gross_cost": 39.5, "trading_fee": 1.67283, "total_deployed": 41.17283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -39.5, "net_pnl": -41.17283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T17:11:25.149959Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85278.44, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1119450", "ticker": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "market_id": "0xce6e6cfb7bdd3ed06d67ffedec93d1b3100314677f6770e14d0438714c4a620f", "contract_id": "55502277918447482097132812010830106459899124709010459281796485150423941777343", "market_title": "Bitcoin Up or Down - October 4, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T15:10:16.474076Z", "retrieved_timestamp": "2026-10-04T15:10:20Z", "quote_offset_seconds": 3.525924, "quote_age_seconds": 3.525924, "bid": null, "ask": null, "midpoint": null, "last_price": 0.395, "spread": null, "selected_entry_price": 0.395, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85256.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T151016.474076Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 192582, "signal_id": 192967, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T14:00:00Z", "return_6h": 0.002020527696598551, "return_12h": 0.0056162477917722775, "return_24h": 0.004978197772909754, "close_vs_ema12": 0.001788880398955639, "close_vs_ema24": 0.00301374348852379, "ema12_slope_3h": 0.0007488741167294144, "ema24_slope_6h": 0.0016842558529754914, "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": "2026-10-04T15:11:21.827179Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T14:00:00Z", "return_6h": 0.002020527696598551, "return_12h": 0.0056162477917722775, "return_24h": 0.004978197772909754, "close_vs_ema12": 0.001788880398955639, "close_vs_ema24": 0.00301374348852379, "ema12_slope_3h": 0.0007488741167294144, "ema24_slope_6h": 0.0016842558529754914, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 192803, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T141018.241313Z", "trigger_timestamp": "2026-10-04T14:10:18.241313Z", "market_start_timestamp": "2026-10-04T14:00:00Z", "resolution_timestamp": "2026-10-04T15:00:00Z", "direction": "UP", "base_run_id": 4999, "small_run_id": 5000, "last_observed_close": 85241.14, "actual_close": 85278.44, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T14:11:23.857615Z", "market_regime": { "id": 192418, "signal_id": 192803, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T13:00:00Z", "return_6h": 0.0015879021455595943, "return_12h": 0.0051714222407595045, "return_24h": 0.004372567751823819, "close_vs_ema12": 0.0016765034850039218, "close_vs_ema24": 0.002837842914255928, "ema12_slope_3h": 0.0009518397987156035, "ema24_slope_6h": 0.00165492971384551, "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": "2026-10-04T14:11:23.860351Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T13:00:00Z", "return_6h": 0.0015879021455595943, "return_12h": 0.0051714222407595045, "return_24h": 0.004372567751823819, "close_vs_ema12": 0.0016765034850039218, "close_vs_ema24": 0.002837842914255928, "ema12_slope_3h": 0.0009518397987156035, "ema24_slope_6h": 0.00165492971384551, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "entry_probability": 0.355, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.758687, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 4999, 5000 ], "forecast_publication_timestamp": "2026-10-04T14:10:18.241313Z", "requested_quote_timestamp": "2026-10-04T14:10:18.241313Z", "retrieved_quote_timestamp": "2026-10-04T14:11:17Z", "quote_retrieval_timestamp": "2026-10-04T14:11:27.015959Z", "timing_difference_seconds": 58.758687, "selected_quote": { "id": 2630, "contract_id": 8099, "forecast_timestamp": "2026-10-04T14:10:18.241313Z", "requested_timestamp": "2026-10-04T14:10:18.241313Z", "actual_quote_timestamp": "2026-10-04T14:11:17Z", "timestamp_delta_seconds": 58.758687, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T14:11:27.015959Z", "raw_json": "{\"request\":{\"start\":1791123018,\"end\":1791123378},\"response\":{\"history\":[{\"t\":1791123077,\"p\":0.355},{\"t\":1791123077,\"p\":0.355}]},\"selected\":{\"t\":1791123077,\"p\":0.355}}", "venue": "polymarket", "external_event_id": "1119253", "external_market_id": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "external_contract_id": "31269955840471242736512436736340056724453414858262220596226107362943712098370", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10am-et" }, "selected_entry_price": 0.355, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T14:10:18.241313Z", "id": 8100, "venue": "polymarket", "external_event_id": "1119253", "external_market_id": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "external_contract_id": "76251724875427496758912322343549040831190838684587919836567959352779194322259", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T14:00:00Z", "resolution_timestamp": "2026-10-04T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10am-et", "first_retrieved_at": "2026-10-04T14:11:26.829621Z", "forecast_run_ids": [ 4999, 5000 ] }, { "forecast_timestamp": "2026-10-04T14:10:18.241313Z", "id": 8099, "venue": "polymarket", "external_event_id": "1119253", "external_market_id": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "external_contract_id": "31269955840471242736512436736340056724453414858262220596226107362943712098370", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T14:00:00Z", "resolution_timestamp": "2026-10-04T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-10am-et", "first_retrieved_at": "2026-10-04T14:11:26.822494Z", "forecast_run_ids": [ 4999, 5000 ] } ], "quotes": [ { "id": 2630, "contract_id": 8099, "forecast_timestamp": "2026-10-04T14:10:18.241313Z", "requested_timestamp": "2026-10-04T14:10:18.241313Z", "actual_quote_timestamp": "2026-10-04T14:11:17Z", "timestamp_delta_seconds": 58.758687, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "implied_probability": 0.355, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T14:11:27.015959Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "contract_side": "UP", "external_event_id": "1119253", "external_market_id": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "external_contract_id": "31269955840471242736512436736340056724453414858262220596226107362943712098370", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f": { "DOWN": "76251724875427496758912322343549040831190838684587919836567959352779194322259", "UP": "31269955840471242736512436736340056724453414858262220596226107362943712098370" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 220873, "signal_id": 192803, "quote_id": 2630, "settlement_id": 353, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 269.5212676056338, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 95.68005, "trading_fee": 4.31995, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 269.5212676056338, "gross_pnl": 173.8412176056338, "net_pnl": 169.5212676056338, "roi": 1.695212676056338, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T16:11:28.091369Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 220872, "signal_id": 192803, "quote_id": 2630, "settlement_id": 353, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.355, "entry_price_type": "historical_price_sample", "gross_cost": 35.5, "trading_fee": 1.60283, "total_deployed": 37.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 64.5, "net_pnl": 62.89717, "roi": 1.6952121980991748, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T16:11:28.088174Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85241.14, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1119253", "ticker": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "market_id": "0x79e51a7f3246b0827d958ffe03f8eec40418f3289789c4d33ec14c380799227f", "contract_id": "76251724875427496758912322343549040831190838684587919836567959352779194322259", "market_title": "Bitcoin Up or Down - October 4, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T14:10:18.241313Z", "retrieved_timestamp": "2026-10-04T14:11:17Z", "quote_offset_seconds": 58.758687, "quote_age_seconds": 58.758687, "bid": null, "ask": null, "midpoint": null, "last_price": 0.355, "spread": null, "selected_entry_price": 0.355, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85278.44, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T141018.241313Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 192418, "signal_id": 192803, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T13:00:00Z", "return_6h": 0.0015879021455595943, "return_12h": 0.0051714222407595045, "return_24h": 0.004372567751823819, "close_vs_ema12": 0.0016765034850039218, "close_vs_ema24": 0.002837842914255928, "ema12_slope_3h": 0.0009518397987156035, "ema24_slope_6h": 0.00165492971384551, "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": "2026-10-04T14:11:23.860351Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T13:00:00Z", "return_6h": 0.0015879021455595943, "return_12h": 0.0051714222407595045, "return_24h": 0.004372567751823819, "close_vs_ema12": 0.0016765034850039218, "close_vs_ema24": 0.002837842914255928, "ema12_slope_3h": 0.0009518397987156035, "ema24_slope_6h": 0.00165492971384551, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 192640, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T131019.441785Z", "trigger_timestamp": "2026-10-04T13:10:19.441785Z", "market_start_timestamp": "2026-10-04T13:00:00Z", "resolution_timestamp": "2026-10-04T14:00:00Z", "direction": "UP", "base_run_id": 4994, "small_run_id": 4995, "last_observed_close": 85127.94, "actual_close": 85241.14, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T13:11:25.214758Z", "market_regime": { "id": 192255, "signal_id": 192640, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T12:00:00Z", "return_6h": 0.001131342249376388, "return_12h": 0.003985611510791465, "return_24h": 0.0028263116515145903, "close_vs_ema12": 0.0006512971802816736, "close_vs_ema24": 0.0017532786146552404, "ema12_slope_3h": 0.001174430287757433, "ema24_slope_6h": 0.001660776606476011, "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": "2026-10-04T13:11:25.218590Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T12:00:00Z", "return_6h": 0.001131342249376388, "return_12h": 0.003985611510791465, "return_24h": 0.0028263116515145903, "close_vs_ema12": 0.0006512971802816736, "close_vs_ema24": 0.0017532786146552404, "ema12_slope_3h": 0.001174430287757433, "ema24_slope_6h": 0.001660776606476011, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "entry_probability": 0.515, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.558215, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 4994, 4995 ], "forecast_publication_timestamp": "2026-10-04T13:10:19.441785Z", "requested_quote_timestamp": "2026-10-04T13:10:19.441785Z", "retrieved_quote_timestamp": "2026-10-04T13:11:16Z", "quote_retrieval_timestamp": "2026-10-04T13:11:27.772352Z", "timing_difference_seconds": 56.558215, "selected_quote": { "id": 2626, "contract_id": 8091, "forecast_timestamp": "2026-10-04T13:10:19.441785Z", "requested_timestamp": "2026-10-04T13:10:19.441785Z", "actual_quote_timestamp": "2026-10-04T13:11:16Z", "timestamp_delta_seconds": 56.558215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "implied_probability": 0.515, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T13:11:27.772352Z", "raw_json": "{\"request\":{\"start\":1791119419,\"end\":1791119779},\"response\":{\"history\":[{\"t\":1791119476,\"p\":0.515},{\"t\":1791119476,\"p\":0.515}]},\"selected\":{\"t\":1791119476,\"p\":0.515}}", "venue": "polymarket", "external_event_id": "1119048", "external_market_id": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "external_contract_id": "65246895478964559401265020797098234616455911576311950694256244150140911878864", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-9am-et" }, "selected_entry_price": 0.515, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T13:10:19.441785Z", "id": 8092, "venue": "polymarket", "external_event_id": "1119048", "external_market_id": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "external_contract_id": "101182922403481850312462343249426271342152024692455661228436892489353308886772", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T13:00:00Z", "resolution_timestamp": "2026-10-04T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-9am-et", "first_retrieved_at": "2026-10-04T13:11:27.594003Z", "forecast_run_ids": [ 4994, 4995 ] }, { "forecast_timestamp": "2026-10-04T13:10:19.441785Z", "id": 8091, "venue": "polymarket", "external_event_id": "1119048", "external_market_id": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "external_contract_id": "65246895478964559401265020797098234616455911576311950694256244150140911878864", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T13:00:00Z", "resolution_timestamp": "2026-10-04T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-9am-et", "first_retrieved_at": "2026-10-04T13:11:27.589123Z", "forecast_run_ids": [ 4994, 4995 ] } ], "quotes": [ { "id": 2626, "contract_id": 8091, "forecast_timestamp": "2026-10-04T13:10:19.441785Z", "requested_timestamp": "2026-10-04T13:10:19.441785Z", "actual_quote_timestamp": "2026-10-04T13:11:16Z", "timestamp_delta_seconds": 56.558215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "implied_probability": 0.515, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T13:11:27.772352Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "contract_side": "UP", "external_event_id": "1119048", "external_market_id": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "external_contract_id": "65246895478964559401265020797098234616455911576311950694256244150140911878864", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671": { "DOWN": "101182922403481850312462343249426271342152024692455661228436892489353308886772", "UP": "65246895478964559401265020797098234616455911576311950694256244150140911878864" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 220656, "signal_id": 192640, "quote_id": 2626, "settlement_id": 351, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 187.79899029126213, "entry_price": 0.515, "entry_price_type": "historical_price_sample", "gross_cost": 96.71648, "trading_fee": 3.28352, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 187.79899029126213, "gross_pnl": 91.08251029126212, "net_pnl": 87.79899029126213, "roi": 0.8779899029126212, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T15:11:24.687901Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 220655, "signal_id": 192640, "quote_id": 2626, "settlement_id": 351, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.515, "entry_price_type": "historical_price_sample", "gross_cost": 51.5, "trading_fee": 1.74843, "total_deployed": 53.24843, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 48.5, "net_pnl": 46.75157, "roi": 0.8779896421359278, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T15:11:24.684589Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85127.94, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1119048", "ticker": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "market_id": "0x5c53c61078a439efb3354251e1251533f806501845bcb882d6fe4b33226cb671", "contract_id": "101182922403481850312462343249426271342152024692455661228436892489353308886772", "market_title": "Bitcoin Up or Down - October 4, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T13:10:19.441785Z", "retrieved_timestamp": "2026-10-04T13:11:16Z", "quote_offset_seconds": 56.558215, "quote_age_seconds": 56.558215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.515, "spread": null, "selected_entry_price": 0.515, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85241.14, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T131019.441785Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 192255, "signal_id": 192640, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-04T12:00:00Z", "return_6h": 0.001131342249376388, "return_12h": 0.003985611510791465, "return_24h": 0.0028263116515145903, "close_vs_ema12": 0.0006512971802816736, "close_vs_ema24": 0.0017532786146552404, "ema12_slope_3h": 0.001174430287757433, "ema24_slope_6h": 0.001660776606476011, "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": "2026-10-04T13:11:25.218590Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T12:00:00Z", "return_6h": 0.001131342249376388, "return_12h": 0.003985611510791465, "return_24h": 0.0028263116515145903, "close_vs_ema12": 0.0006512971802816736, "close_vs_ema24": 0.0017532786146552404, "ema12_slope_3h": 0.001174430287757433, "ema24_slope_6h": 0.001660776606476011, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 191998, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T091016.789096Z", "trigger_timestamp": "2026-10-04T09:10:16.789096Z", "market_start_timestamp": "2026-10-04T09:00:00Z", "resolution_timestamp": "2026-10-04T10:00:00Z", "direction": "UP", "base_run_id": 4974, "small_run_id": 4975, "last_observed_close": 85106.48, "actual_close": 85233.84, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-04T09:11:23.275205Z", "market_regime": { "id": 191613, "signal_id": 191998, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T08:00:00Z", "return_6h": 0.0035884694931744843, "return_12h": 0.004209215956389123, "return_24h": 0.0057964207955445435, "close_vs_ema12": 0.002133819180103469, "close_vs_ema24": 0.002677138327871642, "ema12_slope_3h": 0.0012286259990181847, "ema24_slope_6h": 0.0008041419338631339, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T09:11:23.278353Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T08:00:00Z", "return_6h": 0.0035884694931744843, "return_12h": 0.004209215956389123, "return_24h": 0.0057964207955445435, "close_vs_ema12": 0.002133819180103469, "close_vs_ema24": 0.002677138327871642, "ema12_slope_3h": 0.0012286259990181847, "ema24_slope_6h": 0.0008041419338631339, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 4, 5AM ET", "entry_probability": 0.575, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.210904, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 4974, 4975 ], "forecast_publication_timestamp": "2026-10-04T09:10:16.789096Z", "requested_quote_timestamp": "2026-10-04T09:10:16.789096Z", "retrieved_quote_timestamp": "2026-10-04T09:10:18Z", "quote_retrieval_timestamp": "2026-10-04T09:11:26.939830Z", "timing_difference_seconds": 1.210904, "selected_quote": { "id": 2620, "contract_id": 8073, "forecast_timestamp": "2026-10-04T09:10:16.789096Z", "requested_timestamp": "2026-10-04T09:10:16.789096Z", "actual_quote_timestamp": "2026-10-04T09:10:18Z", "timestamp_delta_seconds": 1.210904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "implied_probability": 0.575, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T09:11:26.939830Z", "raw_json": "{\"request\":{\"start\":1791105016,\"end\":1791105376},\"response\":{\"history\":[{\"t\":1791105018,\"p\":0.575},{\"t\":1791105077,\"p\":0.585},{\"t\":1791105077,\"p\":0.585}]},\"selected\":{\"t\":1791105018,\"p\":0.575}}", "venue": "polymarket", "external_event_id": "1118275", "external_market_id": "0x66e17f6498600c6d602304b76ce077c050326541481970c32e0cc84ecbbe8a57", "external_contract_id": "97816281538669691961797734138610519066561895399688067544756742470253142977648", "market_title": "Bitcoin Up or Down - October 4, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-5am-et" }, "selected_entry_price": 0.575, 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}, { "forecast_timestamp": "2026-10-04T09:10:16.789096Z", "id": 8073, "venue": "polymarket", "external_event_id": "1118275", "external_market_id": "0x66e17f6498600c6d602304b76ce077c050326541481970c32e0cc84ecbbe8a57", "external_contract_id": "97816281538669691961797734138610519066561895399688067544756742470253142977648", "market_title": "Bitcoin Up or Down - October 4, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T09:00:00Z", "resolution_timestamp": "2026-10-04T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-5am-et", "first_retrieved_at": "2026-10-04T09:11:26.758156Z", "forecast_run_ids": [ 4974, 4975 ] } ], "quotes": [ { "id": 2620, "contract_id": 8073, "forecast_timestamp": "2026-10-04T09:10:16.789096Z", "requested_timestamp": "2026-10-04T09:10:16.789096Z", "actual_quote_timestamp": "2026-10-04T09:10:18Z", 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"kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1118275", "ticker": "0x66e17f6498600c6d602304b76ce077c050326541481970c32e0cc84ecbbe8a57", "market_id": "0x66e17f6498600c6d602304b76ce077c050326541481970c32e0cc84ecbbe8a57", "contract_id": "79126138467702556562013480346869105935368928608060609156055302350744924694822", "market_title": "Bitcoin Up or Down - October 4, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T09:10:16.789096Z", "retrieved_timestamp": "2026-10-04T09:10:18Z", "quote_offset_seconds": 1.210904, "quote_age_seconds": 1.210904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "spread": null, "selected_entry_price": 0.575, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85233.84, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T091016.789096Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 191613, "signal_id": 191998, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T08:00:00Z", "return_6h": 0.0035884694931744843, 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null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-04T08:11:44.249932Z", "raw_json": "{\"request\":{\"start\":1791101420,\"end\":1791101780},\"response\":{\"history\":[{\"t\":1791101429,\"p\":0.495},{\"t\":1791101487,\"p\":0.535},{\"t\":1791101487,\"p\":0.535}]},\"selected\":{\"t\":1791101429,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1118082", "external_market_id": "0xf1d0453faa3a9f512b4f87dc8acfa71f5b2fa2851dc7214ffbcfb7a814a46453", "external_contract_id": "41943155959040160434793511242689563908023616335961569172434349135052242947114", "market_title": "Bitcoin Up or Down - October 4, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4am-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-04T08:10:20.976481Z", "id": 8066, "venue": "polymarket", "external_event_id": "1118082", "external_market_id": "0xf1d0453faa3a9f512b4f87dc8acfa71f5b2fa2851dc7214ffbcfb7a814a46453", "external_contract_id": "67473552722590749174020078592735339673499787532954144707095253510841596943814", "market_title": "Bitcoin Up or Down - October 4, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-04T08:00:00Z", "resolution_timestamp": "2026-10-04T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4am-et", "first_retrieved_at": "2026-10-04T08:11:43.997021Z", "forecast_run_ids": [ 4969, 4970 ] }, { "forecast_timestamp": "2026-10-04T08:10:20.976481Z", "id": 8065, "venue": "polymarket", "external_event_id": "1118082", "external_market_id": "0xf1d0453faa3a9f512b4f87dc8acfa71f5b2fa2851dc7214ffbcfb7a814a46453", "external_contract_id": "41943155959040160434793511242689563908023616335961569172434349135052242947114", "market_title": "Bitcoin Up or Down - October 4, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-04T08:00:00Z", "resolution_timestamp": "2026-10-04T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-4-2026-4am-et", "first_retrieved_at": "2026-10-04T08:11:43.991238Z", 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98.53692626262628, "net_pnl": 95.12262626262628, "roi": 0.9512262626262629, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T10:11:26.061552Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 219600, "signal_id": 191837, "quote_id": 2616, "settlement_id": 347, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-04T10:11:26.058977Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85106.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1118082", "ticker": "0xf1d0453faa3a9f512b4f87dc8acfa71f5b2fa2851dc7214ffbcfb7a814a46453", "market_id": "0xf1d0453faa3a9f512b4f87dc8acfa71f5b2fa2851dc7214ffbcfb7a814a46453", "contract_id": "67473552722590749174020078592735339673499787532954144707095253510841596943814", "market_title": "Bitcoin Up or Down - October 4, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-04T08:10:20.976481Z", "retrieved_timestamp": "2026-10-04T08:10:29Z", "quote_offset_seconds": 8.023519, "quote_age_seconds": 8.023519, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85106.48, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261004T081020.976481Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 191452, "signal_id": 191837, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-10-04T07:00:00Z", "return_6h": 0.0035778388372336156, "return_12h": 0.00310575478091768, "return_24h": 0.006456953642384189, "close_vs_ema12": 0.0025171108317110225, "close_vs_ema24": 0.0029049541302075266, "ema12_slope_3h": 0.0010353582051274568, "ema24_slope_6h": 0.0005620540371615856, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-04T08:11:41.029803Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-04T07:00:00Z", "return_6h": 0.0035778388372336156, "return_12h": 0.00310575478091768, "return_24h": 0.006456953642384189, "close_vs_ema12": 0.0025171108317110225, "close_vs_ema24": 0.0029049541302075266, "ema12_slope_3h": 0.0010353582051274568, "ema24_slope_6h": 0.0005620540371615856, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 188517, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261003T111018.606365Z", "trigger_timestamp": "2026-10-03T11:10:18.606365Z", "market_start_timestamp": "2026-10-03T11:00:00Z", "resolution_timestamp": "2026-10-03T12:00:00Z", "direction": "UP", "base_run_id": 4864, "small_run_id": 4865, "last_observed_close": 84636.13, "actual_close": 84672.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-03T11:11:33.977177Z", "market_regime": { "id": 188132, "signal_id": 188517, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-03T10:00:00Z", "return_6h": 0.0006964049307360831, "return_12h": 0.0009003074739830641, "return_24h": -0.01925279497923471, "close_vs_ema12": -0.0002946053026270379, "close_vs_ema24": -0.0018948084613598093, "ema12_slope_3h": -0.000326459922669442, "ema24_slope_6h": -0.001437983559246403, "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": "2026-10-03T11:11:34.031904Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-03T10:00:00Z", "return_6h": 0.0006964049307360831, "return_12h": 0.0009003074739830641, "return_24h": -0.01925279497923471, "close_vs_ema12": -0.0002946053026270379, "close_vs_ema24": -0.0018948084613598093, "ema12_slope_3h": -0.000326459922669442, "ema24_slope_6h": -0.001437983559246403, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "entry_probability": 0.485, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 73.393635, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 4864, 4865 ], "forecast_publication_timestamp": "2026-10-03T11:10:18.606365Z", "requested_quote_timestamp": "2026-10-03T11:10:18.606365Z", "retrieved_quote_timestamp": "2026-10-03T11:11:32Z", "quote_retrieval_timestamp": "2026-10-03T11:11:36.961576Z", "timing_difference_seconds": 73.393635, "selected_quote": { "id": 2602, "contract_id": 8006, "forecast_timestamp": "2026-10-03T11:10:18.606365Z", "requested_timestamp": "2026-10-03T11:10:18.606365Z", "actual_quote_timestamp": "2026-10-03T11:11:32Z", "timestamp_delta_seconds": 73.393635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-03T11:11:36.961576Z", "raw_json": "{\"request\":{\"start\":1791025818,\"end\":1791026178},\"response\":{\"history\":[{\"t\":1791025892,\"p\":0.485},{\"t\":1791025892,\"p\":0.485}]},\"selected\":{\"t\":1791025892,\"p\":0.485}}", "venue": "polymarket", "external_event_id": "1113267", "external_market_id": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "external_contract_id": "13957041352038316275757454776941156593242911093515431022279979867425444539302", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-3-2026-7am-et" }, "selected_entry_price": 0.485, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-03T11:10:18.606365Z", "id": 8007, "venue": "polymarket", "external_event_id": "1113267", "external_market_id": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "external_contract_id": "31027070058569841658398735104348022276343904186540675708856880069951801352141", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-03T11:00:00Z", "resolution_timestamp": "2026-10-03T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-3-2026-7am-et", "first_retrieved_at": "2026-10-03T11:11:36.688689Z", "forecast_run_ids": [ 4864, 4865 ] }, { "forecast_timestamp": "2026-10-03T11:10:18.606365Z", "id": 8006, "venue": "polymarket", "external_event_id": "1113267", "external_market_id": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "external_contract_id": "13957041352038316275757454776941156593242911093515431022279979867425444539302", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-03T11:00:00Z", "resolution_timestamp": "2026-10-03T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-october-3-2026-7am-et", "first_retrieved_at": "2026-10-03T11:11:36.684401Z", "forecast_run_ids": [ 4864, 4865 ] } ], "quotes": [ { "id": 2602, "contract_id": 8006, "forecast_timestamp": "2026-10-03T11:10:18.606365Z", "requested_timestamp": "2026-10-03T11:10:18.606365Z", "actual_quote_timestamp": "2026-10-03T11:11:32Z", "timestamp_delta_seconds": 73.393635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-03T11:11:36.961576Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "contract_side": "UP", "external_event_id": "1113267", "external_market_id": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "external_contract_id": "13957041352038316275757454776941156593242911093515431022279979867425444539302", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54": { "DOWN": "31027070058569841658398735104348022276343904186540675708856880069951801352141", "UP": "13957041352038316275757454776941156593242911093515431022279979867425444539302" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 215288, "signal_id": 188517, "quote_id": 2602, "settlement_id": 344, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 199.01121649484534, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 96.52044, "trading_fee": 3.47956, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 199.01121649484534, "gross_pnl": 102.49077649484535, "net_pnl": 99.01121649484534, "roi": 0.9901121649484534, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-03T13:11:31.919432Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 215287, "signal_id": 188517, "quote_id": 2602, "settlement_id": 344, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 48.5, "trading_fee": 1.74843, "total_deployed": 50.24843, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 51.5, "net_pnl": 49.75157, "roi": 0.9901119298652714, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-03T13:11:31.917071Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84636.13, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1113267", "ticker": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "market_id": "0x6d15dfde0792829b0f8226c35519cf4ed38d22a79e0063b535ed1287b0848e54", "contract_id": "31027070058569841658398735104348022276343904186540675708856880069951801352141", "market_title": "Bitcoin Up or Down - October 3, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-03T11:10:18.606365Z", "retrieved_timestamp": "2026-10-03T11:11:32Z", "quote_offset_seconds": 73.393635, "quote_age_seconds": 73.393635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "spread": null, "selected_entry_price": 0.485, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84672.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261003T111018.606365Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 188132, "signal_id": 188517, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-10-03T10:00:00Z", "return_6h": 0.0006964049307360831, "return_12h": 0.0009003074739830641, "return_24h": -0.01925279497923471, "close_vs_ema12": -0.0002946053026270379, "close_vs_ema24": -0.0018948084613598093, "ema12_slope_3h": -0.000326459922669442, "ema24_slope_6h": -0.001437983559246403, "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": "2026-10-03T11:11:34.031904Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-03T10:00:00Z", "return_6h": 0.0006964049307360831, "return_12h": 0.0009003074739830641, "return_24h": -0.01925279497923471, "close_vs_ema12": -0.0002946053026270379, "close_vs_ema24": -0.0018948084613598093, "ema12_slope_3h": -0.000326459922669442, "ema24_slope_6h": -0.001437983559246403, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 179723, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261001T031039.425420Z", "trigger_timestamp": "2026-10-01T03:10:39.425420Z", "market_start_timestamp": "2026-10-01T03:00:00Z", "resolution_timestamp": "2026-10-01T04:00:00Z", "direction": "UP", "base_run_id": 4584, "small_run_id": 4585, "last_observed_close": 83490.78, "actual_close": 83754.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-01T03:11:57.287172Z", "market_regime": { "id": 179338, "signal_id": 179723, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-01T02:00:00Z", "return_6h": -0.0021895693034359454, "return_12h": -0.0036900950250482456, "return_24h": 0.0012724159881647434, "close_vs_ema12": -0.002395577772292934, "close_vs_ema24": -0.002783405056012711, "ema12_slope_3h": -0.0014468444817140602, "ema24_slope_6h": -0.001081457449997103, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-01T03:11:57.290128Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-01T02:00:00Z", "return_6h": -0.0021895693034359454, "return_12h": -0.0036900950250482456, "return_24h": 0.0012724159881647434, "close_vs_ema12": -0.002395577772292934, "close_vs_ema24": -0.002783405056012711, "ema12_slope_3h": -0.0014468444817140602, "ema24_slope_6h": -0.001081457449997103, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "entry_probability": 0.555, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 36.57458, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 4584, 4585 ], "forecast_publication_timestamp": "2026-10-01T03:10:39.425420Z", "requested_quote_timestamp": "2026-10-01T03:10:39.425420Z", "retrieved_quote_timestamp": "2026-10-01T03:11:16Z", "quote_retrieval_timestamp": "2026-10-01T03:12:00.318912Z", "timing_difference_seconds": 36.57458, "selected_quote": { "id": 2588, "contract_id": 7875, "forecast_timestamp": "2026-10-01T03:10:39.425420Z", "requested_timestamp": "2026-10-01T03:10:39.425420Z", "actual_quote_timestamp": "2026-10-01T03:11:16Z", "timestamp_delta_seconds": 36.57458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-01T03:12:00.318912Z", "raw_json": "{\"request\":{\"start\":1790824239,\"end\":1790824599},\"response\":{\"history\":[{\"t\":1790824276,\"p\":0.555},{\"t\":1790824276,\"p\":0.555}]},\"selected\":{\"t\":1790824276,\"p\":0.555}}", "venue": "polymarket", "external_event_id": "1101359", "external_market_id": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "external_contract_id": "10677576900777765023808021658592198195600521157242608583796063156441789604365", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-11pm-et" }, "selected_entry_price": 0.555, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-01T03:10:39.425420Z", "id": 7876, "venue": "polymarket", "external_event_id": "1101359", "external_market_id": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "external_contract_id": "105953596017636387165258669947596229893891728422755912789349246241402359770770", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-01T03:00:00Z", "resolution_timestamp": "2026-10-01T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-11pm-et", "first_retrieved_at": "2026-10-01T03:12:00.094158Z", "forecast_run_ids": [ 4584, 4585 ] }, { "forecast_timestamp": "2026-10-01T03:10:39.425420Z", "id": 7875, "venue": "polymarket", "external_event_id": "1101359", "external_market_id": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "external_contract_id": "10677576900777765023808021658592198195600521157242608583796063156441789604365", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-01T03:00:00Z", "resolution_timestamp": "2026-10-01T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-11pm-et", "first_retrieved_at": "2026-10-01T03:12:00.090705Z", "forecast_run_ids": [ 4584, 4585 ] } ], "quotes": [ { "id": 2588, "contract_id": 7875, "forecast_timestamp": "2026-10-01T03:10:39.425420Z", "requested_timestamp": "2026-10-01T03:10:39.425420Z", "actual_quote_timestamp": "2026-10-01T03:11:16Z", "timestamp_delta_seconds": 36.57458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-01T03:12:00.318912Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "contract_side": "UP", "external_event_id": "1101359", "external_market_id": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "external_contract_id": "10677576900777765023808021658592198195600521157242608583796063156441789604365", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7": { "DOWN": "105953596017636387165258669947596229893891728422755912789349246241402359770770", "UP": "10677576900777765023808021658592198195600521157242608583796063156441789604365" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 203914, "signal_id": 179723, "quote_id": 2588, "settlement_id": 342, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 174.7371171171171, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 96.9791, "trading_fee": 3.0209, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 174.7371171171171, "gross_pnl": 77.75801711711709, "net_pnl": 74.7371171171171, "roi": 0.7473711711711709, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-01T05:11:29.330661Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 203913, "signal_id": 179723, "quote_id": 2588, "settlement_id": 342, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 55.50000000000001, "trading_fee": 1.72883, "total_deployed": 57.22883000000001, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 44.49999999999999, "net_pnl": 42.77116999999999, "roi": 0.7473710365911724, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-01T05:11:29.328749Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83490.78, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1101359", "ticker": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "market_id": "0x0eb27afb66af19265aabb34aad93f315100732c13b361e6b655f00b0b1db90b7", "contract_id": "105953596017636387165258669947596229893891728422755912789349246241402359770770", "market_title": "Bitcoin Up or Down - September 30, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-01T03:10:39.425420Z", "retrieved_timestamp": "2026-10-01T03:11:16Z", "quote_offset_seconds": 36.57458, "quote_age_seconds": 36.57458, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "spread": null, "selected_entry_price": 0.555, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83754.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261001T031039.425420Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 179338, "signal_id": 179723, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-01T02:00:00Z", "return_6h": -0.0021895693034359454, "return_12h": -0.0036900950250482456, "return_24h": 0.0012724159881647434, "close_vs_ema12": -0.002395577772292934, "close_vs_ema24": -0.002783405056012711, "ema12_slope_3h": -0.0014468444817140602, "ema24_slope_6h": -0.001081457449997103, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-01T03:11:57.290128Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-01T02:00:00Z", "return_6h": -0.0021895693034359454, "return_12h": -0.0036900950250482456, "return_24h": 0.0012724159881647434, "close_vs_ema12": -0.002395577772292934, "close_vs_ema24": -0.002783405056012711, "ema12_slope_3h": -0.0014468444817140602, "ema24_slope_6h": -0.001081457449997103, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 179565, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261001T021026.503921Z", "trigger_timestamp": "2026-10-01T02:10:26.503921Z", "market_start_timestamp": "2026-10-01T02:00:00Z", "resolution_timestamp": "2026-10-01T03:00:00Z", "direction": "UP", "base_run_id": 4579, "small_run_id": 4580, "last_observed_close": 83518.07, "actual_close": 83490.78, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-10-01T02:11:48.395066Z", "market_regime": { "id": 179180, "signal_id": 179565, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-01T01:00:00Z", "return_6h": -0.0010177844952271586, "return_12h": -0.013228968542874586, "return_24h": 0.00083956465828261, "close_vs_ema12": -0.0025039673254730888, "close_vs_ema24": -0.0026988344166706257, "ema12_slope_3h": -0.0014211924072967674, "ema24_slope_6h": -0.0009852754053144563, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-01T02:11:48.401671Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-01T01:00:00Z", "return_6h": -0.0010177844952271586, "return_12h": -0.013228968542874586, "return_24h": 0.00083956465828261, "close_vs_ema12": -0.0025039673254730888, "close_vs_ema24": -0.0026988344166706257, "ema12_slope_3h": -0.0014211924072967674, "ema24_slope_6h": -0.0009852754053144563, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "entry_probability": 0.7, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 49.496079, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "loss", "forecast_ids": [ 4579, 4580 ], "forecast_publication_timestamp": "2026-10-01T02:10:26.503921Z", "requested_quote_timestamp": "2026-10-01T02:10:26.503921Z", "retrieved_quote_timestamp": "2026-10-01T02:11:16Z", "quote_retrieval_timestamp": "2026-10-01T02:11:51.150976Z", "timing_difference_seconds": 49.496079, "selected_quote": { "id": 2584, "contract_id": 7867, "forecast_timestamp": "2026-10-01T02:10:26.503921Z", "requested_timestamp": "2026-10-01T02:10:26.503921Z", "actual_quote_timestamp": "2026-10-01T02:11:16Z", "timestamp_delta_seconds": 49.496079, "bid": null, "ask": null, "midpoint": null, "last_price": 0.7, "implied_probability": 0.7, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-01T02:11:51.150976Z", "raw_json": "{\"request\":{\"start\":1790820626,\"end\":1790820986},\"response\":{\"history\":[{\"t\":1790820676,\"p\":0.7},{\"t\":1790820676,\"p\":0.7}]},\"selected\":{\"t\":1790820676,\"p\":0.7}}", "venue": "polymarket", "external_event_id": "1101111", "external_market_id": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "external_contract_id": "55838345778034737667106672275628144144925499637506356117663781690085207867367", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-10pm-et" }, "selected_entry_price": 0.7, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-10-01T02:10:26.503921Z", "id": 7868, "venue": "polymarket", "external_event_id": "1101111", "external_market_id": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "external_contract_id": "29879128911176294627974457320836381014852192373042590772464840814245023467249", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-10-01T02:00:00Z", "resolution_timestamp": "2026-10-01T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-10pm-et", "first_retrieved_at": "2026-10-01T02:11:50.969801Z", "forecast_run_ids": [ 4579, 4580 ] }, { "forecast_timestamp": "2026-10-01T02:10:26.503921Z", "id": 7867, "venue": "polymarket", "external_event_id": "1101111", "external_market_id": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "external_contract_id": "55838345778034737667106672275628144144925499637506356117663781690085207867367", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-10-01T02:00:00Z", "resolution_timestamp": "2026-10-01T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-10pm-et", "first_retrieved_at": "2026-10-01T02:11:50.965174Z", "forecast_run_ids": [ 4579, 4580 ] } ], "quotes": [ { "id": 2584, "contract_id": 7867, "forecast_timestamp": "2026-10-01T02:10:26.503921Z", "requested_timestamp": "2026-10-01T02:10:26.503921Z", "actual_quote_timestamp": "2026-10-01T02:11:16Z", "timestamp_delta_seconds": 49.496079, "bid": null, "ask": null, "midpoint": null, "last_price": 0.7, "implied_probability": 0.7, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-10-01T02:11:51.150976Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "contract_side": "UP", "external_event_id": "1101111", "external_market_id": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "external_contract_id": "55838345778034737667106672275628144144925499637506356117663781690085207867367", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96": { "DOWN": "29879128911176294627974457320836381014852192373042590772464840814245023467249", "UP": "55838345778034737667106672275628144144925499637506356117663781690085207867367" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 203709, "signal_id": 179565, "quote_id": 2584, "settlement_id": 341, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 139.91884285714286, "entry_price": 0.7, "entry_price_type": "historical_price_sample", "gross_cost": 97.94319, "trading_fee": 2.05681, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.94319, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-01T04:11:30.257124Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 203708, "signal_id": 179565, "quote_id": 2584, "settlement_id": 341, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.7, "entry_price_type": "historical_price_sample", "gross_cost": 70.0, "trading_fee": 1.47, "total_deployed": 71.47, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -70.0, "net_pnl": -71.47, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-10-01T04:11:30.255391Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83518.07, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1101111", "ticker": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "market_id": "0x8fd9b89c6ec73031c2b60fd63babd6bcf755b5c73f1a855880b63f99e6783a96", "contract_id": "29879128911176294627974457320836381014852192373042590772464840814245023467249", "market_title": "Bitcoin Up or Down - September 30, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-10-01T02:10:26.503921Z", "retrieved_timestamp": "2026-10-01T02:11:16Z", "quote_offset_seconds": 49.496079, "quote_age_seconds": 49.496079, "bid": null, "ask": null, "midpoint": null, "last_price": 0.7, "spread": null, "selected_entry_price": 0.7, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83490.78, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20261001T021026.503921Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 179180, "signal_id": 179565, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-10-01T01:00:00Z", "return_6h": -0.0010177844952271586, "return_12h": -0.013228968542874586, "return_24h": 0.00083956465828261, "close_vs_ema12": -0.0025039673254730888, "close_vs_ema24": -0.0026988344166706257, "ema12_slope_3h": -0.0014211924072967674, "ema24_slope_6h": -0.0009852754053144563, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-10-01T02:11:48.401671Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-10-01T01:00:00Z", "return_6h": -0.0010177844952271586, "return_12h": -0.013228968542874586, "return_24h": 0.00083956465828261, "close_vs_ema12": -0.0025039673254730888, "close_vs_ema24": -0.0026988344166706257, "ema12_slope_3h": -0.0014211924072967674, "ema24_slope_6h": -0.0009852754053144563, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 176928, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T091022.985945Z", "trigger_timestamp": "2026-09-30T09:10:22.985945Z", "market_start_timestamp": "2026-09-30T09:00:00Z", "resolution_timestamp": "2026-09-30T10:00:00Z", "direction": "UP", "base_run_id": 4494, "small_run_id": 4495, "last_observed_close": 83062.41, "actual_close": 83632.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-30T09:11:38.967576Z", "market_regime": { "id": 176543, "signal_id": 176928, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T08:00:00Z", "return_6h": 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aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "entry_probability": 0.8, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.014055, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 4494, 4495 ], "forecast_publication_timestamp": "2026-09-30T09:10:22.985945Z", "requested_quote_timestamp": "2026-09-30T09:10:22.985945Z", "retrieved_quote_timestamp": "2026-09-30T09:11:16Z", "quote_retrieval_timestamp": "2026-09-30T09:11:42.637095Z", "timing_difference_seconds": 53.014055, "selected_quote": { "id": 2578, "contract_id": 7823, "forecast_timestamp": "2026-09-30T09:10:22.985945Z", "requested_timestamp": "2026-09-30T09:10:22.985945Z", "actual_quote_timestamp": "2026-09-30T09:11:16Z", "timestamp_delta_seconds": 53.014055, "bid": null, "ask": null, "midpoint": null, "last_price": 0.8, "implied_probability": 0.8, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T09:11:42.637095Z", "raw_json": "{\"request\":{\"start\":1790759422,\"end\":1790759782},\"response\":{\"history\":[{\"t\":1790759476,\"p\":0.8},{\"t\":1790759476,\"p\":0.8}]},\"selected\":{\"t\":1790759476,\"p\":0.8}}", "venue": "polymarket", "external_event_id": "1096945", "external_market_id": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "external_contract_id": "29348768725886067715029770850900379555542204836403524547715424469153193049249", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-5am-et" }, "selected_entry_price": 0.8, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-30T09:10:22.985945Z", "id": 7824, "venue": "polymarket", "external_event_id": "1096945", "external_market_id": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "external_contract_id": "91867297895342479727386624754354824152360331776628569754671514325752907489614", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-30T09:00:00Z", "resolution_timestamp": "2026-09-30T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-5am-et", "first_retrieved_at": "2026-09-30T09:11:42.427795Z", "forecast_run_ids": [ 4494, 4495 ] }, { "forecast_timestamp": "2026-09-30T09:10:22.985945Z", "id": 7823, "venue": "polymarket", "external_event_id": "1096945", "external_market_id": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "external_contract_id": "29348768725886067715029770850900379555542204836403524547715424469153193049249", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-30T09:00:00Z", "resolution_timestamp": "2026-09-30T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-5am-et", "first_retrieved_at": "2026-09-30T09:11:42.423056Z", "forecast_run_ids": [ 4494, 4495 ] } ], "quotes": [ { "id": 2578, "contract_id": 7823, "forecast_timestamp": "2026-09-30T09:10:22.985945Z", "requested_timestamp": "2026-09-30T09:10:22.985945Z", "actual_quote_timestamp": "2026-09-30T09:11:16Z", "timestamp_delta_seconds": 53.014055, "bid": null, "ask": null, "midpoint": null, "last_price": 0.8, "implied_probability": 0.8, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T09:11:42.637095Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "contract_side": "UP", "external_event_id": "1096945", "external_market_id": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "external_contract_id": "29348768725886067715029770850900379555542204836403524547715424469153193049249", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e": { "DOWN": "91867297895342479727386624754354824152360331776628569754671514325752907489614", "UP": "29348768725886067715029770850900379555542204836403524547715424469153193049249" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 200318, "signal_id": 176928, "quote_id": 2578, "settlement_id": 338, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 123.2741625, "entry_price": 0.8, "entry_price_type": "historical_price_sample", "gross_cost": 98.61933, "trading_fee": 1.38067, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 123.2741625, "gross_pnl": 24.654832499999998, "net_pnl": 23.274162500000003, "roi": 0.23274162500000004, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T11:11:28.477868Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 200317, "signal_id": 176928, "quote_id": 2578, "settlement_id": 338, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.8, "entry_price_type": "historical_price_sample", "gross_cost": 80.0, "trading_fee": 1.12, "total_deployed": 81.12, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 20.0, "net_pnl": 18.879999999999995, "roi": 0.2327416173570019, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T11:11:28.475520Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83062.41, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1096945", "ticker": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "market_id": "0xe7a03dc489215d39407052058e61e0346384f3918b5296734a385516bfa12f7e", "contract_id": "91867297895342479727386624754354824152360331776628569754671514325752907489614", "market_title": "Bitcoin Up or Down - September 30, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-30T09:10:22.985945Z", "retrieved_timestamp": "2026-09-30T09:11:16Z", "quote_offset_seconds": 53.014055, "quote_age_seconds": 53.014055, "bid": null, "ask": null, "midpoint": null, "last_price": 0.8, "spread": null, "selected_entry_price": 0.8, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83632.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T091022.985945Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 176543, "signal_id": 176928, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T08:00:00Z", "return_6h": -0.003864858628707224, "return_12h": -0.006625256125025181, "return_24h": -0.009676418237306028, "close_vs_ema12": -0.003100982606794589, "close_vs_ema24": -0.004396552490994798, "ema12_slope_3h": -0.0014322056434208363, "ema24_slope_6h": -0.0017127194437691617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T09:11:38.971240Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T08:00:00Z", "return_6h": -0.003864858628707224, "return_12h": -0.006625256125025181, "return_24h": -0.009676418237306028, "close_vs_ema12": -0.003100982606794589, "close_vs_ema24": -0.004396552490994798, "ema12_slope_3h": -0.0014322056434208363, "ema24_slope_6h": -0.0017127194437691617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 176772, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T081019.593920Z", "trigger_timestamp": "2026-09-30T08:10:19.593920Z", "market_start_timestamp": "2026-09-30T08:00:00Z", "resolution_timestamp": "2026-09-30T09:00:00Z", "direction": "UP", "base_run_id": 4489, "small_run_id": 4490, "last_observed_close": 83304.92, "actual_close": 83062.41, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-30T08:11:35.909774Z", "market_regime": { "id": 176387, "signal_id": 176772, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-30T07:00:00Z", "return_6h": -0.00171472033904696, "return_12h": -0.0034582621410313985, "return_24h": -0.008050038002657023, "close_vs_ema12": -0.0007538143882037662, "close_vs_ema24": -0.0018713702968189416, "ema12_slope_3h": -0.0009917335175493314, "ema24_slope_6h": -0.0015260335995718188, "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": "2026-09-30T08:11:35.913794Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T07:00:00Z", "return_6h": -0.00171472033904696, "return_12h": -0.0034582621410313985, "return_24h": -0.008050038002657023, "close_vs_ema12": -0.0007538143882037662, "close_vs_ema24": -0.0018713702968189416, "ema12_slope_3h": -0.0009917335175493314, "ema24_slope_6h": -0.0015260335995718188, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.40608, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 4489, 4490 ], "forecast_publication_timestamp": "2026-09-30T08:10:19.593920Z", "requested_quote_timestamp": "2026-09-30T08:10:19.593920Z", "retrieved_quote_timestamp": "2026-09-30T08:11:16Z", "quote_retrieval_timestamp": "2026-09-30T08:11:39.757537Z", "timing_difference_seconds": 56.40608, "selected_quote": { "id": 2573, "contract_id": 7813, "forecast_timestamp": "2026-09-30T08:10:19.593920Z", "requested_timestamp": "2026-09-30T08:10:19.593920Z", "actual_quote_timestamp": "2026-09-30T08:11:16Z", "timestamp_delta_seconds": 56.40608, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T08:11:39.757537Z", "raw_json": "{\"request\":{\"start\":1790755819,\"end\":1790756179},\"response\":{\"history\":[{\"t\":1790755876,\"p\":0.345},{\"t\":1790755876,\"p\":0.345}]},\"selected\":{\"t\":1790755876,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "1096729", "external_market_id": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "external_contract_id": "50038904524874540648882679293830583971548444633710121795482979255725513067739", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-4am-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-30T08:10:19.593920Z", "id": 7814, "venue": "polymarket", "external_event_id": "1096729", "external_market_id": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "external_contract_id": "50338161668729993558442074841951749982608813203204271601371057711971638183136", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-30T08:00:00Z", "resolution_timestamp": "2026-09-30T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-4am-et", "first_retrieved_at": "2026-09-30T08:11:39.502891Z", "forecast_run_ids": [ 4489, 4490 ] }, { "forecast_timestamp": "2026-09-30T08:10:19.593920Z", "id": 7813, "venue": "polymarket", "external_event_id": "1096729", "external_market_id": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "external_contract_id": "50038904524874540648882679293830583971548444633710121795482979255725513067739", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-30T08:00:00Z", "resolution_timestamp": "2026-09-30T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-4am-et", "first_retrieved_at": "2026-09-30T08:11:39.498902Z", "forecast_run_ids": [ 4489, 4490 ] } ], "quotes": [ { "id": 2573, "contract_id": 7813, "forecast_timestamp": "2026-09-30T08:10:19.593920Z", "requested_timestamp": "2026-09-30T08:10:19.593920Z", "actual_quote_timestamp": "2026-09-30T08:11:16Z", "timestamp_delta_seconds": 56.40608, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T08:11:39.757537Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "contract_side": "UP", "external_event_id": "1096729", "external_market_id": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "external_contract_id": "50038904524874540648882679293830583971548444633710121795482979255725513067739", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef": { "DOWN": "50338161668729993558442074841951749982608813203204271601371057711971638183136", "UP": "50038904524874540648882679293830583971548444633710121795482979255725513067739" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 200117, "signal_id": 176772, "quote_id": 2573, "settlement_id": 337, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.61601, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T10:11:27.663119Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 200116, "signal_id": 176772, "quote_id": 2573, "settlement_id": 337, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -34.5, "net_pnl": -36.08183, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T10:11:27.661038Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83304.92, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1096729", "ticker": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "market_id": "0x829830307d16b1ea975a0e16dc6845dc030468bbd6b9db022fb810c964f87aef", "contract_id": "50338161668729993558442074841951749982608813203204271601371057711971638183136", "market_title": "Bitcoin Up or Down - September 30, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-30T08:10:19.593920Z", "retrieved_timestamp": "2026-09-30T08:11:16Z", "quote_offset_seconds": 56.40608, "quote_age_seconds": 56.40608, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83062.41, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T081019.593920Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 176387, "signal_id": 176772, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-30T07:00:00Z", "return_6h": -0.00171472033904696, "return_12h": -0.0034582621410313985, "return_24h": -0.008050038002657023, "close_vs_ema12": -0.0007538143882037662, "close_vs_ema24": -0.0018713702968189416, "ema12_slope_3h": -0.0009917335175493314, "ema24_slope_6h": -0.0015260335995718188, "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": "2026-09-30T08:11:35.913794Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T07:00:00Z", "return_6h": -0.00171472033904696, "return_12h": -0.0034582621410313985, "return_24h": -0.008050038002657023, "close_vs_ema12": -0.0007538143882037662, "close_vs_ema24": -0.0018713702968189416, "ema12_slope_3h": -0.0009917335175493314, "ema24_slope_6h": -0.0015260335995718188, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 176617, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T071017.418005Z", "trigger_timestamp": "2026-09-30T07:10:17.418005Z", "market_start_timestamp": "2026-09-30T07:00:00Z", "resolution_timestamp": "2026-09-30T08:00:00Z", "direction": "UP", "base_run_id": 4484, "small_run_id": 4485, "last_observed_close": 83043.14, "actual_close": 83304.92, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-30T07:11:27.559686Z", "market_regime": { "id": 176232, "signal_id": 176617, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T06:00:00Z", "return_6h": -0.004915560020591125, "return_12h": -0.007136059301769526, "return_24h": -0.011474273709852434, "close_vs_ema12": -0.004030381790396387, "close_vs_ema24": -0.005169807667581683, "ema12_slope_3h": -0.0013781121038539679, "ema24_slope_6h": -0.0015096560626051136, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T07:11:27.563021Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T06:00:00Z", "return_6h": -0.004915560020591125, "return_12h": -0.007136059301769526, "return_24h": -0.011474273709852434, "close_vs_ema12": -0.004030381790396387, "close_vs_ema24": -0.005169807667581683, "ema12_slope_3h": -0.0013781121038539679, "ema24_slope_6h": -0.0015096560626051136, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "entry_probability": 0.545, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.581995, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 4484, 4485 ], "forecast_publication_timestamp": "2026-09-30T07:10:17.418005Z", "requested_quote_timestamp": "2026-09-30T07:10:17.418005Z", "retrieved_quote_timestamp": "2026-09-30T07:10:18Z", "quote_retrieval_timestamp": "2026-09-30T07:11:30.497023Z", "timing_difference_seconds": 0.581995, "selected_quote": { "id": 2561, "contract_id": 7796, "forecast_timestamp": "2026-09-30T07:10:17.418005Z", "requested_timestamp": "2026-09-30T07:10:17.418005Z", "actual_quote_timestamp": "2026-09-30T07:10:18Z", "timestamp_delta_seconds": 0.581995, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T07:11:30.497023Z", "raw_json": "{\"request\":{\"start\":1790752217,\"end\":1790752577},\"response\":{\"history\":[{\"t\":1790752218,\"p\":0.545},{\"t\":1790752277,\"p\":0.565},{\"t\":1790752277,\"p\":0.565}]},\"selected\":{\"t\":1790752218,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1096520", "external_market_id": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "external_contract_id": "10035677267867710832399598089517606965745219818759691388704757416315625103986", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-3am-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-30T07:10:17.418005Z", "id": 7797, "venue": "polymarket", "external_event_id": "1096520", "external_market_id": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "external_contract_id": "44665751130468137160133549041231862602766569911768142399777121566150258454553", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-30T07:00:00Z", "resolution_timestamp": "2026-09-30T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-3am-et", "first_retrieved_at": "2026-09-30T07:11:30.203823Z", "forecast_run_ids": [ 4484, 4485 ] }, { "forecast_timestamp": "2026-09-30T07:10:17.418005Z", "id": 7796, "venue": "polymarket", "external_event_id": "1096520", "external_market_id": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "external_contract_id": "10035677267867710832399598089517606965745219818759691388704757416315625103986", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-30T07:00:00Z", "resolution_timestamp": "2026-09-30T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-3am-et", "first_retrieved_at": "2026-09-30T07:11:30.198472Z", "forecast_run_ids": [ 4484, 4485 ] } ], "quotes": [ { "id": 2561, "contract_id": 7796, "forecast_timestamp": "2026-09-30T07:10:17.418005Z", "requested_timestamp": "2026-09-30T07:10:17.418005Z", "actual_quote_timestamp": "2026-09-30T07:10:18Z", "timestamp_delta_seconds": 0.581995, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T07:11:30.497023Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "contract_side": "UP", "external_event_id": "1096520", "external_market_id": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "external_contract_id": "10035677267867710832399598089517606965745219818759691388704757416315625103986", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab": { "DOWN": "44665751130468137160133549041231862602766569911768142399777121566150258454553", "UP": "10035677267867710832399598089517606965745219818759691388704757416315625103986" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 199916, "signal_id": 176617, "quote_id": 2561, "settlement_id": 335, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 96.91331, "trading_fee": 3.08669, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 177.82258715596328, "gross_pnl": 80.90927715596328, "net_pnl": 77.82258715596328, "roi": 0.7782258715596327, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T09:11:41.948843Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 199915, "signal_id": 176617, "quote_id": 2561, "settlement_id": 335, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 45.49999999999999, "net_pnl": 43.76416999999999, "roi": 0.7782257325978826, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T09:11:41.946467Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83043.14, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1096520", "ticker": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "market_id": "0xdcc3b956344ec4f99c4bcba6dce8784537e246537bbecdd745486a0b722b3eab", "contract_id": "44665751130468137160133549041231862602766569911768142399777121566150258454553", "market_title": "Bitcoin Up or Down - September 30, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-30T07:10:17.418005Z", "retrieved_timestamp": "2026-09-30T07:10:18Z", "quote_offset_seconds": 0.581995, "quote_age_seconds": 0.581995, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83304.92, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T071017.418005Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 176232, "signal_id": 176617, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T06:00:00Z", "return_6h": -0.004915560020591125, "return_12h": -0.007136059301769526, "return_24h": -0.011474273709852434, "close_vs_ema12": -0.004030381790396387, "close_vs_ema24": -0.005169807667581683, "ema12_slope_3h": -0.0013781121038539679, "ema24_slope_6h": -0.0015096560626051136, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T07:11:27.563021Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T06:00:00Z", "return_6h": -0.004915560020591125, "return_12h": -0.007136059301769526, "return_24h": -0.011474273709852434, "close_vs_ema12": -0.004030381790396387, "close_vs_ema24": -0.005169807667581683, "ema12_slope_3h": -0.0013781121038539679, "ema24_slope_6h": -0.0015096560626051136, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 176311, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T051018.267305Z", "trigger_timestamp": "2026-09-30T05:10:18.267305Z", "market_start_timestamp": "2026-09-30T05:00:00Z", "resolution_timestamp": "2026-09-30T06:00:00Z", "direction": "UP", "base_run_id": 4474, "small_run_id": 4475, "last_observed_close": 83210.01, "actual_close": 83384.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-30T05:11:26.484805Z", "market_regime": { "id": 175926, "signal_id": 176311, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T04:00:00Z", "return_6h": 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votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "entry_probability": 0.725, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.732695, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 4474, 4475 ], "forecast_publication_timestamp": "2026-09-30T05:10:18.267305Z", "requested_quote_timestamp": "2026-09-30T05:10:18.267305Z", "retrieved_quote_timestamp": "2026-09-30T05:10:19Z", "quote_retrieval_timestamp": "2026-09-30T05:11:29.474942Z", "timing_difference_seconds": 0.732695, "selected_quote": { "id": 2556, "contract_id": 7784, "forecast_timestamp": "2026-09-30T05:10:18.267305Z", "requested_timestamp": "2026-09-30T05:10:18.267305Z", "actual_quote_timestamp": "2026-09-30T05:10:19Z", "timestamp_delta_seconds": 0.732695, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T05:11:29.474942Z", "raw_json": "{\"request\":{\"start\":1790745018,\"end\":1790745378},\"response\":{\"history\":[{\"t\":1790745019,\"p\":0.725},{\"t\":1790745078,\"p\":0.675},{\"t\":1790745078,\"p\":0.675}]},\"selected\":{\"t\":1790745019,\"p\":0.725}}", "venue": "polymarket", "external_event_id": "1096107", "external_market_id": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "external_contract_id": "45669241438652532476129796883558285904960588178139531089403476073085192400688", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-1am-et" }, "selected_entry_price": 0.725, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-30T05:10:18.267305Z", "id": 7785, "venue": "polymarket", "external_event_id": "1096107", "external_market_id": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "external_contract_id": "77187956849058028494229184363302162623398855968465057578524185959826853877869", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-30T05:00:00Z", "resolution_timestamp": "2026-09-30T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-1am-et", "first_retrieved_at": "2026-09-30T05:11:29.203258Z", "forecast_run_ids": [ 4474, 4475 ] }, { "forecast_timestamp": "2026-09-30T05:10:18.267305Z", "id": 7784, "venue": "polymarket", "external_event_id": "1096107", "external_market_id": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "external_contract_id": "45669241438652532476129796883558285904960588178139531089403476073085192400688", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-30T05:00:00Z", "resolution_timestamp": "2026-09-30T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-30-2026-1am-et", "first_retrieved_at": "2026-09-30T05:11:29.198726Z", "forecast_run_ids": [ 4474, 4475 ] } ], "quotes": [ { "id": 2556, "contract_id": 7784, "forecast_timestamp": "2026-09-30T05:10:18.267305Z", "requested_timestamp": "2026-09-30T05:10:18.267305Z", "actual_quote_timestamp": "2026-09-30T05:10:19Z", "timestamp_delta_seconds": 0.732695, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T05:11:29.474942Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "contract_side": "UP", "external_event_id": "1096107", "external_market_id": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "external_contract_id": "45669241438652532476129796883558285904960588178139531089403476073085192400688", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b": { "DOWN": "77187956849058028494229184363302162623398855968465057578524185959826853877869", "UP": "45669241438652532476129796883558285904960588178139531089403476073085192400688" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 199522, "signal_id": 176311, "quote_id": 2556, "settlement_id": 332, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 135.32601379310344, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 98.11135999999999, "trading_fee": 1.88864, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 135.32601379310344, "gross_pnl": 37.21465379310345, "net_pnl": 35.326013793103456, "roi": 0.3532601379310346, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T07:11:30.148664Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 199521, "signal_id": 176311, "quote_id": 2556, "settlement_id": 332, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 72.5, "trading_fee": 1.39563, "total_deployed": 73.89563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 27.5, "net_pnl": 26.104370000000003, "roi": 0.35325999656542617, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T07:11:30.146091Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83210.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1096107", "ticker": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "market_id": "0xe810c3674471718c3f687af9050b0c51be1aef35bafa89392687beb26252259b", "contract_id": "77187956849058028494229184363302162623398855968465057578524185959826853877869", "market_title": "Bitcoin Up or Down - September 30, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-30T05:10:18.267305Z", "retrieved_timestamp": "2026-09-30T05:10:19Z", "quote_offset_seconds": 0.732695, "quote_age_seconds": 0.732695, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "spread": null, "selected_entry_price": 0.725, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83384.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T051018.267305Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 175926, "signal_id": 176311, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-30T04:00:00Z", "return_6h": -0.004807921732775, "return_12h": 0.0017907262915675126, "return_24h": -3.569154716009937e-05, "close_vs_ema12": -0.002882120915604025, "close_vs_ema24": -0.0037516813859046483, "ema12_slope_3h": -0.001259679225487309, "ema24_slope_6h": -0.001028841727277574, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T05:11:26.487529Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-30T04:00:00Z", "return_6h": -0.004807921732775, "return_12h": 0.0017907262915675126, "return_24h": -3.569154716009937e-05, "close_vs_ema12": -0.002882120915604025, "close_vs_ema24": -0.0037516813859046483, "ema12_slope_3h": -0.001259679225487309, "ema24_slope_6h": -0.001028841727277574, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 175554, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T001018.900203Z", "trigger_timestamp": "2026-09-30T00:10:18.900203Z", "market_start_timestamp": "2026-09-30T00:00:00Z", "resolution_timestamp": "2026-09-30T01:00:00Z", "direction": "UP", "base_run_id": 4449, "small_run_id": 4450, "last_observed_close": 83663.66, "actual_close": 83453.36, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-30T00:11:29.958892Z", "market_regime": { "id": 175169, "signal_id": 175554, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-29T23:00:00Z", "return_6h": 0.007049398511110416, "return_12h": -0.008230990750018763, "return_24h": 0.001959880004804848, "close_vs_ema12": 0.0007907385859815541, "close_vs_ema24": 0.0005971990797959403, "ema12_slope_3h": 3.445718909778073e-05, "ema24_slope_6h": -6.194275447202191e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T00:11:29.961987Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T23:00:00Z", "return_6h": 0.007049398511110416, "return_12h": -0.008230990750018763, "return_24h": 0.001959880004804848, "close_vs_ema12": 0.0007907385859815541, "close_vs_ema24": 0.0005971990797959403, "ema12_slope_3h": 3.445718909778073e-05, "ema24_slope_6h": -6.194275447202191e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "entry_probability": 0.315, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.099797, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 4449, 4450 ], "forecast_publication_timestamp": "2026-09-30T00:10:18.900203Z", "requested_quote_timestamp": "2026-09-30T00:10:18.900203Z", "retrieved_quote_timestamp": "2026-09-30T00:11:17Z", "quote_retrieval_timestamp": "2026-09-30T00:11:32.520979Z", "timing_difference_seconds": 58.099797, "selected_quote": { "id": 2551, "contract_id": 7766, "forecast_timestamp": "2026-09-30T00:10:18.900203Z", "requested_timestamp": "2026-09-30T00:10:18.900203Z", "actual_quote_timestamp": "2026-09-30T00:11:17Z", "timestamp_delta_seconds": 58.099797, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "implied_probability": 0.315, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T00:11:32.520979Z", "raw_json": "{\"request\":{\"start\":1790727018,\"end\":1790727378},\"response\":{\"history\":[{\"t\":1790727077,\"p\":0.315},{\"t\":1790727077,\"p\":0.315}]},\"selected\":{\"t\":1790727077,\"p\":0.315}}", "venue": "polymarket", "external_event_id": "1094989", "external_market_id": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "external_contract_id": "25786222927632926149635545965815275579646714112669373667314393579346339178467", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-8pm-et" }, "selected_entry_price": 0.315, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-30T00:10:18.900203Z", "id": 7767, "venue": "polymarket", "external_event_id": "1094989", "external_market_id": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "external_contract_id": "102197164561769274925838900710074484398010787124784712917705533958282526292442", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-30T00:00:00Z", "resolution_timestamp": "2026-09-30T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-8pm-et", "first_retrieved_at": "2026-09-30T00:11:32.232808Z", "forecast_run_ids": [ 4449, 4450 ] }, { "forecast_timestamp": "2026-09-30T00:10:18.900203Z", "id": 7766, "venue": "polymarket", "external_event_id": "1094989", "external_market_id": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "external_contract_id": "25786222927632926149635545965815275579646714112669373667314393579346339178467", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-30T00:00:00Z", "resolution_timestamp": "2026-09-30T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-8pm-et", "first_retrieved_at": "2026-09-30T00:11:32.228800Z", "forecast_run_ids": [ 4449, 4450 ] } ], "quotes": [ { "id": 2551, "contract_id": 7766, "forecast_timestamp": "2026-09-30T00:10:18.900203Z", "requested_timestamp": "2026-09-30T00:10:18.900203Z", "actual_quote_timestamp": "2026-09-30T00:11:17Z", "timestamp_delta_seconds": 58.099797, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "implied_probability": 0.315, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-30T00:11:32.520979Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "contract_side": "UP", "external_event_id": "1094989", "external_market_id": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "external_contract_id": "25786222927632926149635545965815275579646714112669373667314393579346339178467", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a": { "DOWN": "102197164561769274925838900710074484398010787124784712917705533958282526292442", "UP": "25786222927632926149635545965815275579646714112669373667314393579346339178467" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 198561, "signal_id": 175554, "quote_id": 2551, "settlement_id": 330, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 302.9346031746032, "entry_price": 0.315, "entry_price_type": "historical_price_sample", "gross_cost": 95.4244, "trading_fee": 4.5756, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.4244, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T02:11:30.540453Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 198560, "signal_id": 175554, "quote_id": 2551, "settlement_id": 330, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.315, "entry_price_type": "historical_price_sample", "gross_cost": 31.5, "trading_fee": 1.51043, "total_deployed": 33.01043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -31.5, "net_pnl": -33.01043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-30T02:11:30.538553Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83663.66, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1094989", "ticker": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "market_id": "0xb1770b7cf62d9f00f4c200f28b6b6ca42a0578596ecde3c75e49f018c7b4257a", "contract_id": "102197164561769274925838900710074484398010787124784712917705533958282526292442", "market_title": "Bitcoin Up or Down - September 29, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-30T00:10:18.900203Z", "retrieved_timestamp": "2026-09-30T00:11:17Z", "quote_offset_seconds": 58.099797, "quote_age_seconds": 58.099797, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "spread": null, "selected_entry_price": 0.315, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83453.36, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260930T001018.900203Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 175169, "signal_id": 175554, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-29T23:00:00Z", "return_6h": 0.007049398511110416, "return_12h": -0.008230990750018763, "return_24h": 0.001959880004804848, "close_vs_ema12": 0.0007907385859815541, "close_vs_ema24": 0.0005971990797959403, "ema12_slope_3h": 3.445718909778073e-05, "ema24_slope_6h": -6.194275447202191e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-30T00:11:29.961987Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T23:00:00Z", "return_6h": 0.007049398511110416, "return_12h": -0.008230990750018763, "return_24h": 0.001959880004804848, "close_vs_ema12": 0.0007907385859815541, "close_vs_ema24": 0.0005971990797959403, "ema12_slope_3h": 3.445718909778073e-05, "ema24_slope_6h": -6.194275447202191e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 174502, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T171017.966623Z", "trigger_timestamp": "2026-09-29T17:10:17.966623Z", "market_start_timestamp": "2026-09-29T17:00:00Z", "resolution_timestamp": "2026-09-29T18:00:00Z", "direction": "UP", "base_run_id": 4414, "small_run_id": 4415, "last_observed_close": 83061.27, "actual_close": 83078.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-29T17:11:26.413877Z", "market_regime": { "id": 174117, "signal_id": 174502, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T16:00:00Z", "return_6h": -0.011534146712699145, "return_12h": -0.0018231530705905552, "return_24h": -0.007904986795758906, "close_vs_ema12": -0.007305362478737698, "close_vs_ema24": -0.0072271935365086915, "ema12_slope_3h": -0.003224477337176901, "ema24_slope_6h": 0.0004225598129392605, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T17:11:26.416537Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T16:00:00Z", "return_6h": -0.011534146712699145, "return_12h": -0.0018231530705905552, "return_24h": -0.007904986795758906, "close_vs_ema12": -0.007305362478737698, "close_vs_ema24": -0.0072271935365086915, "ema12_slope_3h": -0.003224477337176901, "ema24_slope_6h": 0.0004225598129392605, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "entry_probability": 0.69, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.033377, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 4414, 4415 ], "forecast_publication_timestamp": "2026-09-29T17:10:17.966623Z", "requested_quote_timestamp": "2026-09-29T17:10:17.966623Z", "retrieved_quote_timestamp": "2026-09-29T17:10:18Z", "quote_retrieval_timestamp": "2026-09-29T17:11:29.321407Z", "timing_difference_seconds": 0.033377, "selected_quote": { "id": 2545, "contract_id": 7742, "forecast_timestamp": "2026-09-29T17:10:17.966623Z", "requested_timestamp": "2026-09-29T17:10:17.966623Z", "actual_quote_timestamp": "2026-09-29T17:10:18Z", "timestamp_delta_seconds": 0.033377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "implied_probability": 0.69, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T17:11:29.321407Z", "raw_json": "{\"request\":{\"start\":1790701817,\"end\":1790702177},\"response\":{\"history\":[{\"t\":1790701818,\"p\":0.69},{\"t\":1790701878,\"p\":0.69},{\"t\":1790701878,\"p\":0.69}]},\"selected\":{\"t\":1790701818,\"p\":0.69}}", "venue": "polymarket", "external_event_id": "1092821", "external_market_id": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "external_contract_id": "33560374097860094476404664952785298714865106383371850521635023842751801363379", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-1pm-et" }, "selected_entry_price": 0.69, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-29T17:10:17.966623Z", "id": 7743, "venue": "polymarket", "external_event_id": "1092821", "external_market_id": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "external_contract_id": "925306308513599881343380603967718967410687697063360545915471606890376161417", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-29T17:00:00Z", "resolution_timestamp": "2026-09-29T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-1pm-et", "first_retrieved_at": "2026-09-29T17:11:29.139371Z", "forecast_run_ids": [ 4414, 4415 ] }, { "forecast_timestamp": "2026-09-29T17:10:17.966623Z", "id": 7742, "venue": "polymarket", "external_event_id": "1092821", "external_market_id": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "external_contract_id": "33560374097860094476404664952785298714865106383371850521635023842751801363379", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-29T17:00:00Z", "resolution_timestamp": "2026-09-29T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-1pm-et", "first_retrieved_at": "2026-09-29T17:11:29.134763Z", "forecast_run_ids": [ 4414, 4415 ] } ], "quotes": [ { "id": 2545, "contract_id": 7742, "forecast_timestamp": "2026-09-29T17:10:17.966623Z", "requested_timestamp": "2026-09-29T17:10:17.966623Z", "actual_quote_timestamp": "2026-09-29T17:10:18Z", "timestamp_delta_seconds": 0.033377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "implied_probability": 0.69, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T17:11:29.321407Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "contract_side": "UP", "external_event_id": "1092821", "external_market_id": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "external_contract_id": "33560374097860094476404664952785298714865106383371850521635023842751801363379", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d": { "DOWN": "925306308513599881343380603967718967410687697063360545915471606890376161417", "UP": "33560374097860094476404664952785298714865106383371850521635023842751801363379" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 197232, "signal_id": 174502, "quote_id": 2545, "settlement_id": 328, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 141.84940579710147, "entry_price": 0.69, "entry_price_type": "historical_price_sample", "gross_cost": 97.87609, "trading_fee": 2.12391, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 141.84940579710147, "gross_pnl": 43.97331579710146, "net_pnl": 41.84940579710147, "roi": 0.4184940579710147, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T19:11:33.470627Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 197231, "signal_id": 174502, "quote_id": 2545, "settlement_id": 328, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.69, "entry_price_type": "historical_price_sample", "gross_cost": 69.0, "trading_fee": 1.4973, "total_deployed": 70.4973, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 31.0, "net_pnl": 29.502700000000004, "roi": 0.4184940416157783, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T19:11:33.465375Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83061.27, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1092821", "ticker": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "market_id": "0x528faa8b7114bd288f2954b3d84c3a24c21a4b90dd679ab1d8afc640be086f1d", "contract_id": "925306308513599881343380603967718967410687697063360545915471606890376161417", "market_title": "Bitcoin Up or Down - September 29, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-29T17:10:17.966623Z", "retrieved_timestamp": "2026-09-29T17:10:18Z", "quote_offset_seconds": 0.033377, "quote_age_seconds": 0.033377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "spread": null, "selected_entry_price": 0.69, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83078.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T171017.966623Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 174117, "signal_id": 174502, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T16:00:00Z", "return_6h": -0.011534146712699145, "return_12h": -0.0018231530705905552, "return_24h": -0.007904986795758906, "close_vs_ema12": -0.007305362478737698, "close_vs_ema24": -0.0072271935365086915, "ema12_slope_3h": -0.003224477337176901, "ema24_slope_6h": 0.0004225598129392605, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T17:11:26.416537Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T16:00:00Z", "return_6h": -0.011534146712699145, "return_12h": -0.0018231530705905552, "return_24h": -0.007904986795758906, "close_vs_ema12": -0.007305362478737698, "close_vs_ema24": -0.0072271935365086915, "ema12_slope_3h": -0.003224477337176901, "ema24_slope_6h": 0.0004225598129392605, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 174351, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T161018.657539Z", "trigger_timestamp": "2026-09-29T16:10:18.657539Z", "market_start_timestamp": "2026-09-29T16:00:00Z", "resolution_timestamp": "2026-09-29T17:00:00Z", "direction": "UP", "base_run_id": 4409, "small_run_id": 4410, "last_observed_close": 83068.0, "actual_close": 83061.27, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-29T16:11:27.642688Z", "market_regime": { "id": 173966, "signal_id": 174351, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T15:00:00Z", "return_6h": -0.014123405003275025, "return_12h": -2.3955702895928077e-05, "return_24h": -0.0036224061412978292, "close_vs_ema12": -0.008541831921240584, "close_vs_ema24": -0.0077703229307061195, "ema12_slope_3h": -0.0013450211297546533, "ema24_slope_6h": 0.0014676794824253214, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T16:11:27.645290Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T15:00:00Z", "return_6h": -0.014123405003275025, "return_12h": -2.3955702895928077e-05, "return_24h": -0.0036224061412978292, "close_vs_ema12": -0.008541831921240584, "close_vs_ema24": -0.0077703229307061195, "ema12_slope_3h": -0.0013450211297546533, "ema24_slope_6h": 0.0014676794824253214, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "entry_probability": 0.575, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 16.342461, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 4409, 4410 ], "forecast_publication_timestamp": "2026-09-29T16:10:18.657539Z", "requested_quote_timestamp": "2026-09-29T16:10:18.657539Z", "retrieved_quote_timestamp": "2026-09-29T16:10:35Z", "quote_retrieval_timestamp": "2026-09-29T16:11:30.033191Z", "timing_difference_seconds": 16.342461, "selected_quote": { "id": 2541, "contract_id": 7734, "forecast_timestamp": "2026-09-29T16:10:18.657539Z", "requested_timestamp": "2026-09-29T16:10:18.657539Z", "actual_quote_timestamp": "2026-09-29T16:10:35Z", "timestamp_delta_seconds": 16.342461, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "implied_probability": 0.575, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T16:11:30.033191Z", "raw_json": "{\"request\":{\"start\":1790698218,\"end\":1790698578},\"response\":{\"history\":[{\"t\":1790698235,\"p\":0.575},{\"t\":1790698280,\"p\":0.545},{\"t\":1790698280,\"p\":0.545}]},\"selected\":{\"t\":1790698235,\"p\":0.575}}", "venue": "polymarket", "external_event_id": "1092458", "external_market_id": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "external_contract_id": "44602319896765692822910230890902841037218187955325408902721318034443332885929", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-12pm-et" }, "selected_entry_price": 0.575, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-29T16:10:18.657539Z", "id": 7735, "venue": "polymarket", "external_event_id": "1092458", "external_market_id": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "external_contract_id": "82025985849821140038101383908659497512636605546495232405193282854247428552942", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-29T16:00:00Z", "resolution_timestamp": "2026-09-29T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-12pm-et", "first_retrieved_at": "2026-09-29T16:11:29.829334Z", "forecast_run_ids": [ 4409, 4410 ] }, { "forecast_timestamp": "2026-09-29T16:10:18.657539Z", "id": 7734, "venue": "polymarket", "external_event_id": "1092458", "external_market_id": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "external_contract_id": "44602319896765692822910230890902841037218187955325408902721318034443332885929", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-29T16:00:00Z", "resolution_timestamp": "2026-09-29T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-29-2026-12pm-et", "first_retrieved_at": "2026-09-29T16:11:29.824811Z", "forecast_run_ids": [ 4409, 4410 ] } ], "quotes": [ { "id": 2541, "contract_id": 7734, "forecast_timestamp": "2026-09-29T16:10:18.657539Z", "requested_timestamp": "2026-09-29T16:10:18.657539Z", "actual_quote_timestamp": "2026-09-29T16:10:35Z", "timestamp_delta_seconds": 16.342461, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "implied_probability": 0.575, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T16:11:30.033191Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "contract_side": "UP", "external_event_id": "1092458", "external_market_id": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "external_contract_id": "44602319896765692822910230890902841037218187955325408902721318034443332885929", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee": { "DOWN": "82025985849821140038101383908659497512636605546495232405193282854247428552942", "UP": "44602319896765692822910230890902841037218187955325408902721318034443332885929" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 197041, "signal_id": 174351, "quote_id": 2541, "settlement_id": 327, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 168.88860869565218, "entry_price": 0.575, "entry_price_type": "historical_price_sample", "gross_cost": 97.11095, "trading_fee": 2.88905, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.11095, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T18:11:35.593603Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 197040, "signal_id": 174351, "quote_id": 2541, "settlement_id": 327, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.575, "entry_price_type": "historical_price_sample", "gross_cost": 57.49999999999999, "trading_fee": 1.71063, "total_deployed": 59.210629999999995, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -57.49999999999999, "net_pnl": -59.210629999999995, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T18:11:35.591928Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83068.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1092458", "ticker": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "market_id": "0xa10127f750a83d10fa254941d0c44a54a881e080d9ae28432bb7b6f630df82ee", "contract_id": "82025985849821140038101383908659497512636605546495232405193282854247428552942", "market_title": "Bitcoin Up or Down - September 29, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-29T16:10:18.657539Z", "retrieved_timestamp": "2026-09-29T16:10:35Z", "quote_offset_seconds": 16.342461, "quote_age_seconds": 16.342461, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "spread": null, "selected_entry_price": 0.575, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83061.27, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T161018.657539Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 173966, "signal_id": 174351, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T15:00:00Z", "return_6h": -0.014123405003275025, "return_12h": -2.3955702895928077e-05, "return_24h": -0.0036224061412978292, "close_vs_ema12": -0.008541831921240584, "close_vs_ema24": -0.0077703229307061195, "ema12_slope_3h": -0.0013450211297546533, "ema24_slope_6h": 0.0014676794824253214, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T16:11:27.645290Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T15:00:00Z", "return_6h": -0.014123405003275025, "return_12h": -2.3955702895928077e-05, "return_24h": -0.0036224061412978292, "close_vs_ema12": -0.008541831921240584, "close_vs_ema24": -0.0077703229307061195, "ema12_slope_3h": -0.0013450211297546533, "ema24_slope_6h": 0.0014676794824253214, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 172425, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T031018.157894Z", "trigger_timestamp": "2026-09-29T03:10:18.157894Z", "market_start_timestamp": "2026-09-29T03:00:00Z", "resolution_timestamp": "2026-09-29T04:00:00Z", "direction": "UP", "base_run_id": 4344, "small_run_id": 4345, "last_observed_close": 82967.4, "actual_close": 83069.99, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-29T03:11:25.817746Z", "market_regime": { "id": 172040, "signal_id": 172425, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T02:00:00Z", "return_6h": -0.006949298606788945, "return_12h": -0.0006335822693327442, "return_24h": -0.005404573388266276, "close_vs_ema12": -0.004286042931641809, "close_vs_ema24": -0.006025311694289215, "ema12_slope_3h": -0.002048714062198864, "ema24_slope_6h": -0.0019001287973459124, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T03:11:25.820722Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T02:00:00Z", "return_6h": -0.006949298606788945, "return_12h": -0.0006335822693327442, "return_24h": -0.005404573388266276, "close_vs_ema12": -0.004286042931641809, "close_vs_ema24": -0.006025311694289215, "ema12_slope_3h": -0.002048714062198864, "ema24_slope_6h": -0.0019001287973459124, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "entry_probability": 0.465, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.842106, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 4344, 4345 ], "forecast_publication_timestamp": "2026-09-29T03:10:18.157894Z", "requested_quote_timestamp": "2026-09-29T03:10:18.157894Z", "retrieved_quote_timestamp": "2026-09-29T03:11:17Z", "quote_retrieval_timestamp": "2026-09-29T03:11:28.559948Z", "timing_difference_seconds": 58.842106, "selected_quote": { "id": 2527, "contract_id": 7691, "forecast_timestamp": "2026-09-29T03:10:18.157894Z", "requested_timestamp": "2026-09-29T03:10:18.157894Z", "actual_quote_timestamp": "2026-09-29T03:11:17Z", "timestamp_delta_seconds": 58.842106, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "implied_probability": 0.465, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T03:11:28.559948Z", "raw_json": "{\"request\":{\"start\":1790651418,\"end\":1790651778},\"response\":{\"history\":[{\"t\":1790651477,\"p\":0.465},{\"t\":1790651477,\"p\":0.465}]},\"selected\":{\"t\":1790651477,\"p\":0.465}}", "venue": "polymarket", "external_event_id": "1089077", "external_market_id": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "external_contract_id": "35749929466919331542676383300103925074648361148919906517551031178556850726317", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-11pm-et" }, "selected_entry_price": 0.465, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-29T03:10:18.157894Z", "id": 7692, "venue": "polymarket", "external_event_id": "1089077", "external_market_id": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "external_contract_id": "43781264604575131557555551089979392291360251946027387582880022682225474011105", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-29T03:00:00Z", "resolution_timestamp": "2026-09-29T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-11pm-et", "first_retrieved_at": "2026-09-29T03:11:28.380861Z", "forecast_run_ids": [ 4344, 4345 ] }, { "forecast_timestamp": "2026-09-29T03:10:18.157894Z", "id": 7691, "venue": "polymarket", "external_event_id": "1089077", "external_market_id": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "external_contract_id": "35749929466919331542676383300103925074648361148919906517551031178556850726317", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-29T03:00:00Z", "resolution_timestamp": "2026-09-29T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-11pm-et", "first_retrieved_at": "2026-09-29T03:11:28.376500Z", "forecast_run_ids": [ 4344, 4345 ] } ], "quotes": [ { "id": 2527, "contract_id": 7691, "forecast_timestamp": "2026-09-29T03:10:18.157894Z", "requested_timestamp": "2026-09-29T03:10:18.157894Z", "actual_quote_timestamp": "2026-09-29T03:11:17Z", "timestamp_delta_seconds": 58.842106, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "implied_probability": 0.465, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T03:11:28.559948Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "contract_side": "UP", "external_event_id": "1089077", "external_market_id": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "external_contract_id": "35749929466919331542676383300103925074648361148919906517551031178556850726317", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3": { "DOWN": "43781264604575131557555551089979392291360251946027387582880022682225474011105", "UP": "35749929466919331542676383300103925074648361148919906517551031178556850726317" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 194628, "signal_id": 172425, "quote_id": 2527, "settlement_id": 324, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 207.2907311827957, "entry_price": 0.465, "entry_price_type": "historical_price_sample", "gross_cost": 96.39019, "trading_fee": 3.60981, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 207.2907311827957, "gross_pnl": 110.90054118279569, "net_pnl": 107.2907311827957, "roi": 1.072907311827957, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T05:11:29.053852Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 194627, "signal_id": 172425, "quote_id": 2527, "settlement_id": 324, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.465, "entry_price_type": "historical_price_sample", "gross_cost": 46.5, "trading_fee": 1.74143, "total_deployed": 48.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 53.5, "net_pnl": 51.75857, "roi": 1.072907042763865, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T05:11:29.052115Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 82967.4, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1089077", "ticker": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "market_id": "0x82d25b69c2a409f9c15d50944d907e2b5215246afe721b7ea588753c70135fb3", "contract_id": "43781264604575131557555551089979392291360251946027387582880022682225474011105", "market_title": "Bitcoin Up or Down - September 28, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-29T03:10:18.157894Z", "retrieved_timestamp": "2026-09-29T03:11:17Z", "quote_offset_seconds": 58.842106, "quote_age_seconds": 58.842106, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "spread": null, "selected_entry_price": 0.465, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83069.99, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T031018.157894Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 172040, "signal_id": 172425, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T02:00:00Z", "return_6h": -0.006949298606788945, "return_12h": -0.0006335822693327442, "return_24h": -0.005404573388266276, "close_vs_ema12": -0.004286042931641809, "close_vs_ema24": 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"experiment_group_id": "abc-20260929T011020.023121Z", "trigger_timestamp": "2026-09-29T01:10:20.023121Z", "market_start_timestamp": "2026-09-29T01:00:00Z", "resolution_timestamp": "2026-09-29T02:00:00Z", "direction": "UP", "base_run_id": 4334, "small_run_id": 4335, "last_observed_close": 83185.69, "actual_close": 83068.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-29T01:11:35.389806Z", "market_regime": { "id": 171744, "signal_id": 172129, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T00:00:00Z", "return_6h": -0.010179532203197006, "return_12h": -0.0047147784002703474, "return_24h": -0.011341930116472554, "close_vs_ema12": -0.0031423675920495553, "close_vs_ema24": -0.004394425287975956, "ema12_slope_3h": -0.0004542584646588521, "ema24_slope_6h": -0.0012539977390144674, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T01:11:35.392425Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T00:00:00Z", "return_6h": -0.010179532203197006, "return_12h": -0.0047147784002703474, "return_24h": -0.011341930116472554, "close_vs_ema12": -0.0031423675920495553, "close_vs_ema24": -0.004394425287975956, "ema12_slope_3h": -0.0004542584646588521, "ema24_slope_6h": -0.0012539977390144674, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.976879, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 4334, 4335 ], "forecast_publication_timestamp": "2026-09-29T01:10:20.023121Z", "requested_quote_timestamp": "2026-09-29T01:10:20.023121Z", "retrieved_quote_timestamp": "2026-09-29T01:11:17Z", "quote_retrieval_timestamp": "2026-09-29T01:11:38.261173Z", "timing_difference_seconds": 56.976879, "selected_quote": { "id": 2522, "contract_id": 7679, "forecast_timestamp": "2026-09-29T01:10:20.023121Z", "requested_timestamp": "2026-09-29T01:10:20.023121Z", "actual_quote_timestamp": "2026-09-29T01:11:17Z", "timestamp_delta_seconds": 56.976879, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T01:11:38.261173Z", "raw_json": "{\"request\":{\"start\":1790644220,\"end\":1790644580},\"response\":{\"history\":[{\"t\":1790644277,\"p\":0.345},{\"t\":1790644277,\"p\":0.345}]},\"selected\":{\"t\":1790644277,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "1088708", "external_market_id": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "external_contract_id": "51310224018554698535558508012225712411684864744857301486208491329642899380236", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-9pm-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-29T01:10:20.023121Z", "id": 7680, "venue": "polymarket", "external_event_id": "1088708", "external_market_id": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "external_contract_id": "2035214484914933917487172464286418657949829357862209091867244819630591177904", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-29T01:00:00Z", "resolution_timestamp": "2026-09-29T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-9pm-et", "first_retrieved_at": "2026-09-29T01:11:37.942689Z", "forecast_run_ids": [ 4334, 4335 ] }, { "forecast_timestamp": "2026-09-29T01:10:20.023121Z", "id": 7679, "venue": "polymarket", "external_event_id": "1088708", "external_market_id": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "external_contract_id": "51310224018554698535558508012225712411684864744857301486208491329642899380236", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-29T01:00:00Z", "resolution_timestamp": "2026-09-29T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-28-2026-9pm-et", "first_retrieved_at": "2026-09-29T01:11:37.938580Z", "forecast_run_ids": [ 4334, 4335 ] } ], "quotes": [ { "id": 2522, "contract_id": 7679, "forecast_timestamp": "2026-09-29T01:10:20.023121Z", "requested_timestamp": "2026-09-29T01:10:20.023121Z", "actual_quote_timestamp": "2026-09-29T01:11:17Z", "timestamp_delta_seconds": 56.976879, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-29T01:11:38.261173Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "contract_side": "UP", "external_event_id": "1088708", "external_market_id": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "external_contract_id": "51310224018554698535558508012225712411684864744857301486208491329642899380236", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0": { "DOWN": "2035214484914933917487172464286418657949829357862209091867244819630591177904", "UP": "51310224018554698535558508012225712411684864744857301486208491329642899380236" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 194256, "signal_id": 172129, "quote_id": 2522, "settlement_id": 322, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.61601, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T03:11:28.297267Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 194255, "signal_id": 172129, "quote_id": 2522, "settlement_id": 322, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -34.5, "net_pnl": -36.08183, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-29T03:11:28.295307Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83185.69, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1088708", "ticker": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "market_id": "0x2196c4c222251621b6a414a8dc5370116cc215dbbfbdd84ece877b88600473f0", "contract_id": "2035214484914933917487172464286418657949829357862209091867244819630591177904", "market_title": "Bitcoin Up or Down - September 28, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-29T01:10:20.023121Z", "retrieved_timestamp": "2026-09-29T01:11:17Z", "quote_offset_seconds": 56.976879, "quote_age_seconds": 56.976879, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83068.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260929T011020.023121Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 171744, "signal_id": 172129, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-29T00:00:00Z", "return_6h": -0.010179532203197006, "return_12h": -0.0047147784002703474, "return_24h": -0.011341930116472554, "close_vs_ema12": -0.0031423675920495553, "close_vs_ema24": -0.004394425287975956, "ema12_slope_3h": -0.0004542584646588521, "ema24_slope_6h": -0.0012539977390144674, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-29T01:11:35.392425Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-29T00:00:00Z", "return_6h": -0.010179532203197006, "return_12h": -0.0047147784002703474, "return_24h": -0.011341930116472554, "close_vs_ema12": -0.0031423675920495553, "close_vs_ema24": -0.004394425287975956, 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"feature_timestamp": "2026-09-28T02:00:00Z", "return_6h": -0.01340902639795627, "return_12h": -0.0132458744597993, "return_24h": -0.012217406749555848, "close_vs_ema12": -0.009613500489322191, "close_vs_ema24": -0.011142511967300428, "ema12_slope_3h": -0.0039764217145973335, "ema24_slope_6h": -0.0024121371294172356, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-28T03:11:24.347100Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-28T02:00:00Z", "return_6h": -0.01340902639795627, "return_12h": -0.0132458744597993, "return_24h": -0.012217406749555848, "close_vs_ema12": -0.009613500489322191, "close_vs_ema24": -0.011142511967300428, "ema12_slope_3h": -0.0039764217145973335, "ema24_slope_6h": -0.0024121371294172356, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 27, 11PM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.150635, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 4224, 4225 ], "forecast_publication_timestamp": "2026-09-28T03:10:17.849365Z", "requested_quote_timestamp": "2026-09-28T03:10:17.849365Z", "retrieved_quote_timestamp": "2026-09-28T03:11:16Z", "quote_retrieval_timestamp": "2026-09-28T03:11:26.839892Z", "timing_difference_seconds": 58.150635, "selected_quote": { "id": 2508, "contract_id": 7618, "forecast_timestamp": "2026-09-28T03:10:17.849365Z", "requested_timestamp": "2026-09-28T03:10:17.849365Z", "actual_quote_timestamp": "2026-09-28T03:11:16Z", "timestamp_delta_seconds": 58.150635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-28T03:11:26.839892Z", "raw_json": "{\"request\":{\"start\":1790565017,\"end\":1790565377},\"response\":{\"history\":[{\"t\":1790565076,\"p\":0.585},{\"t\":1790565076,\"p\":0.585}]},\"selected\":{\"t\":1790565076,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1083459", "external_market_id": "0x23a7b9fa25a73ba1b7692adee4649a114a8eef81a603ed8fefd09a4273bb609f", "external_contract_id": "54340328377048474767570012137661822791473200687876704733019740511559763596889", "market_title": "Bitcoin Up or Down - September 27, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-27-2026-11pm-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-28T03:10:17.849365Z", "id": 7619, "venue": "polymarket", "external_event_id": "1083459", "external_market_id": "0x23a7b9fa25a73ba1b7692adee4649a114a8eef81a603ed8fefd09a4273bb609f", "external_contract_id": "32664028456385282463951322997315521178877092208673779632737645806989125602696", "market_title": "Bitcoin Up or Down - September 27, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-28T03:00:00Z", "resolution_timestamp": "2026-09-28T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-27-2026-11pm-et", "first_retrieved_at": "2026-09-28T03:11:26.651232Z", "forecast_run_ids": [ 4224, 4225 ] }, { "forecast_timestamp": "2026-09-28T03:10:17.849365Z", "id": 7618, "venue": "polymarket", "external_event_id": "1083459", "external_market_id": "0x23a7b9fa25a73ba1b7692adee4649a114a8eef81a603ed8fefd09a4273bb609f", "external_contract_id": "54340328377048474767570012137661822791473200687876704733019740511559763596889", "market_title": "Bitcoin Up or Down - September 27, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-28T03:00:00Z", "resolution_timestamp": "2026-09-28T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-27-2026-11pm-et", "first_retrieved_at": "2026-09-28T03:11:26.646825Z", "forecast_run_ids": [ 4224, 4225 ] } ], "quotes": [ { "id": 2508, "contract_id": 7618, "forecast_timestamp": "2026-09-28T03:10:17.849365Z", "requested_timestamp": "2026-09-28T03:10:17.849365Z", "actual_quote_timestamp": "2026-09-28T03:11:16Z", "timestamp_delta_seconds": 58.150635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-28T03:11:26.839892Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 27, 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"historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.17701, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-28T05:11:27.216978Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 190245, "signal_id": 168915, "quote_id": 2508, "settlement_id": 320, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -58.5, "net_pnl": -60.19943, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-28T05:11:27.215202Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83418.24, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1083459", "ticker": "0x23a7b9fa25a73ba1b7692adee4649a114a8eef81a603ed8fefd09a4273bb609f", "market_id": "0x23a7b9fa25a73ba1b7692adee4649a114a8eef81a603ed8fefd09a4273bb609f", "contract_id": "32664028456385282463951322997315521178877092208673779632737645806989125602696", "market_title": "Bitcoin Up or Down - September 27, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-28T03:10:17.849365Z", "retrieved_timestamp": "2026-09-28T03:11:16Z", "quote_offset_seconds": 58.150635, "quote_age_seconds": 58.150635, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83338.6, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260928T031017.849365Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 168530, "signal_id": 168915, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-28T02:00:00Z", "return_6h": -0.01340902639795627, "return_12h": -0.0132458744597993, "return_24h": -0.012217406749555848, "close_vs_ema12": -0.009613500489322191, "close_vs_ema24": -0.011142511967300428, "ema12_slope_3h": -0.0039764217145973335, "ema24_slope_6h": -0.0024121371294172356, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-28T03:11:24.347100Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-28T02:00:00Z", "return_6h": -0.01340902639795627, "return_12h": -0.0132458744597993, "return_24h": -0.012217406749555848, "close_vs_ema12": -0.009613500489322191, "close_vs_ema24": -0.011142511967300428, "ema12_slope_3h": -0.0039764217145973335, "ema24_slope_6h": -0.0024121371294172356, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 164418, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T201017.342762Z", "trigger_timestamp": "2026-09-26T20:10:17.342762Z", "market_start_timestamp": "2026-09-26T20:00:00Z", "resolution_timestamp": "2026-09-26T21:00:00Z", "direction": "UP", "base_run_id": 4069, "small_run_id": 4070, "last_observed_close": 84016.63, "actual_close": 84030.34, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-26T20:11:26.022559Z", "market_regime": { "id": 164033, "signal_id": 164418, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T19:00:00Z", "return_6h": 0.000923645833705633, "return_12h": -0.001190844159549509, "return_24h": -4.0228512231621494e-05, "close_vs_ema12": -0.0005086748098906968, "close_vs_ema24": -0.0005798973172971289, "ema12_slope_3h": -0.000126424635971345, "ema24_slope_6h": 3.7904165569147e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-26T20:11:26.025467Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T19:00:00Z", "return_6h": 0.000923645833705633, "return_12h": -0.001190844159549509, "return_24h": -4.0228512231621494e-05, "close_vs_ema12": -0.0005086748098906968, "close_vs_ema24": -0.0005798973172971289, "ema12_slope_3h": -0.000126424635971345, "ema24_slope_6h": 3.7904165569147e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.657238, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 4069, 4070 ], "forecast_publication_timestamp": "2026-09-26T20:10:17.342762Z", "requested_quote_timestamp": "2026-09-26T20:10:17.342762Z", "retrieved_quote_timestamp": "2026-09-26T20:11:15Z", "quote_retrieval_timestamp": "2026-09-26T20:11:29.065074Z", "timing_difference_seconds": 57.657238, "selected_quote": { "id": 2502, "contract_id": 7546, "forecast_timestamp": "2026-09-26T20:10:17.342762Z", "requested_timestamp": "2026-09-26T20:10:17.342762Z", "actual_quote_timestamp": "2026-09-26T20:11:15Z", "timestamp_delta_seconds": 57.657238, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T20:11:29.065074Z", "raw_json": "{\"request\":{\"start\":1790453417,\"end\":1790453777},\"response\":{\"history\":[{\"t\":1790453475,\"p\":0.495},{\"t\":1790453475,\"p\":0.495}]},\"selected\":{\"t\":1790453475,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1075696", "external_market_id": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "external_contract_id": "86162744999902321064053432309332244784826539412994201622053949756220967829669", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-4pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-26T20:10:17.342762Z", "id": 7547, "venue": "polymarket", "external_event_id": "1075696", "external_market_id": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "external_contract_id": "14968923238930236679080604671867752227266746041305604733950613593000346026801", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-26T20:00:00Z", "resolution_timestamp": "2026-09-26T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-4pm-et", "first_retrieved_at": "2026-09-26T20:11:28.752906Z", "forecast_run_ids": [ 4069, 4070 ] }, { "forecast_timestamp": "2026-09-26T20:10:17.342762Z", "id": 7546, "venue": "polymarket", "external_event_id": "1075696", "external_market_id": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "external_contract_id": "86162744999902321064053432309332244784826539412994201622053949756220967829669", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-26T20:00:00Z", "resolution_timestamp": "2026-09-26T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-4pm-et", "first_retrieved_at": "2026-09-26T20:11:28.748837Z", "forecast_run_ids": [ 4069, 4070 ] } ], "quotes": [ { "id": 2502, "contract_id": 7546, "forecast_timestamp": "2026-09-26T20:10:17.342762Z", "requested_timestamp": "2026-09-26T20:10:17.342762Z", "actual_quote_timestamp": "2026-09-26T20:11:15Z", "timestamp_delta_seconds": 57.657238, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T20:11:29.065074Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "contract_side": "UP", "external_event_id": "1075696", "external_market_id": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "external_contract_id": "86162744999902321064053432309332244784826539412994201622053949756220967829669", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158": { "DOWN": "14968923238930236679080604671867752227266746041305604733950613593000346026801", "UP": "86162744999902321064053432309332244784826539412994201622053949756220967829669" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 184631, "signal_id": 164418, "quote_id": 2502, "settlement_id": 318, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 195.12262626262628, "gross_pnl": 98.53692626262628, "net_pnl": 95.12262626262628, "roi": 0.9512262626262629, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T22:11:26.819699Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 184630, "signal_id": 164418, "quote_id": 2502, "settlement_id": 318, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T22:11:26.817486Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84016.63, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1075696", "ticker": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "market_id": "0xb612de8604193798d6bdd7fce9bde8d75ff0fa4b14cd14b345fec02dc8a88158", "contract_id": "14968923238930236679080604671867752227266746041305604733950613593000346026801", "market_title": "Bitcoin Up or Down - September 26, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-26T20:10:17.342762Z", "retrieved_timestamp": "2026-09-26T20:11:15Z", "quote_offset_seconds": 57.657238, "quote_age_seconds": 57.657238, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84030.34, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T201017.342762Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 164033, "signal_id": 164418, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T19:00:00Z", "return_6h": 0.000923645833705633, "return_12h": -0.001190844159549509, "return_24h": -4.0228512231621494e-05, "close_vs_ema12": -0.0005086748098906968, "close_vs_ema24": -0.0005798973172971289, "ema12_slope_3h": -0.000126424635971345, "ema24_slope_6h": 3.7904165569147e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-26T20:11:26.025467Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T19:00:00Z", "return_6h": 0.000923645833705633, "return_12h": -0.001190844159549509, "return_24h": -4.0228512231621494e-05, "close_vs_ema12": -0.0005086748098906968, "close_vs_ema24": -0.0005798973172971289, "ema12_slope_3h": -0.000126424635971345, "ema24_slope_6h": 3.7904165569147e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 164272, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T191020.032134Z", "trigger_timestamp": "2026-09-26T19:10:20.032134Z", "market_start_timestamp": "2026-09-26T19:00:00Z", "resolution_timestamp": "2026-09-26T20:00:00Z", "direction": "UP", "base_run_id": 4064, "small_run_id": 4065, "last_observed_close": 83998.68, "actual_close": 84016.63, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-26T19:11:29.488111Z", "market_regime": { "id": 163887, "signal_id": 164272, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T18:00:00Z", "return_6h": -0.0006331802136537723, "return_12h": 0.0012809445374615258, "return_24h": 0.0003653772865852556, "close_vs_ema12": -0.0008146252987495384, "close_vs_ema24": -0.000843804906324519, "ema12_slope_3h": 7.415532643006983e-05, "ema24_slope_6h": -3.899427495945851e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-26T19:11:29.491090Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T18:00:00Z", "return_6h": -0.0006331802136537723, "return_12h": 0.0012809445374615258, "return_24h": 0.0003653772865852556, "close_vs_ema12": -0.0008146252987495384, "close_vs_ema24": -0.000843804906324519, "ema12_slope_3h": 7.415532643006983e-05, "ema24_slope_6h": -3.899427495945851e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.967866, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 4064, 4065 ], "forecast_publication_timestamp": "2026-09-26T19:10:20.032134Z", "requested_quote_timestamp": "2026-09-26T19:10:20.032134Z", "retrieved_quote_timestamp": "2026-09-26T19:11:18Z", "quote_retrieval_timestamp": "2026-09-26T19:11:31.803108Z", "timing_difference_seconds": 57.967866, "selected_quote": { "id": 2490, "contract_id": 7530, "forecast_timestamp": "2026-09-26T19:10:20.032134Z", "requested_timestamp": "2026-09-26T19:10:20.032134Z", "actual_quote_timestamp": "2026-09-26T19:11:18Z", "timestamp_delta_seconds": 57.967866, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T19:11:31.803108Z", "raw_json": "{\"request\":{\"start\":1790449820,\"end\":1790450180},\"response\":{\"history\":[{\"t\":1790449878,\"p\":0.535},{\"t\":1790449878,\"p\":0.535}]},\"selected\":{\"t\":1790449878,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1075370", "external_market_id": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "external_contract_id": "111091597277141353509150358362182943964869649298468293164365220730878447479970", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-3pm-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-26T19:10:20.032134Z", "id": 7531, "venue": "polymarket", "external_event_id": "1075370", "external_market_id": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "external_contract_id": "68624008468659043899625946674907172730027685672640108938357751588667323586984", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-26T19:00:00Z", "resolution_timestamp": "2026-09-26T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-3pm-et", "first_retrieved_at": "2026-09-26T19:11:31.619876Z", "forecast_run_ids": [ 4064, 4065 ] }, { "forecast_timestamp": "2026-09-26T19:10:20.032134Z", "id": 7530, "venue": "polymarket", "external_event_id": "1075370", "external_market_id": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "external_contract_id": "111091597277141353509150358362182943964869649298468293164365220730878447479970", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-26T19:00:00Z", "resolution_timestamp": "2026-09-26T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-3pm-et", "first_retrieved_at": "2026-09-26T19:11:31.615248Z", "forecast_run_ids": [ 4064, 4065 ] } ], "quotes": [ { "id": 2490, "contract_id": 7530, "forecast_timestamp": "2026-09-26T19:10:20.032134Z", "requested_timestamp": "2026-09-26T19:10:20.032134Z", "actual_quote_timestamp": "2026-09-26T19:11:18Z", "timestamp_delta_seconds": 57.967866, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T19:11:31.803108Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "contract_side": "UP", "external_event_id": "1075370", "external_market_id": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "external_contract_id": "111091597277141353509150358362182943964869649298468293164365220730878447479970", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e": { "DOWN": "68624008468659043899625946674907172730027685672640108938357751588667323586984", "UP": "111091597277141353509150358362182943964869649298468293164365220730878447479970" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 184448, "signal_id": 164272, "quote_id": 2490, "settlement_id": 317, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 181.02357009345795, "gross_pnl": 84.17596009345795, "net_pnl": 81.02357009345795, "roi": 0.8102357009345795, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T21:11:28.880845Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 184447, "signal_id": 164272, "quote_id": 2490, "settlement_id": 317, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 46.5, "net_pnl": 44.75857, "roi": 0.8102355424180728, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T21:11:28.879108Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83998.68, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1075370", "ticker": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "market_id": "0x595e0d3f9866fdd73fd29153c60a6d4b9e739a3c905fa02e9d06b64ecf850e6e", "contract_id": "68624008468659043899625946674907172730027685672640108938357751588667323586984", "market_title": "Bitcoin Up or Down - September 26, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-26T19:10:20.032134Z", "retrieved_timestamp": "2026-09-26T19:11:18Z", "quote_offset_seconds": 57.967866, "quote_age_seconds": 57.967866, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84016.63, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T191020.032134Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 163887, "signal_id": 164272, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T18:00:00Z", "return_6h": -0.0006331802136537723, "return_12h": 0.0012809445374615258, "return_24h": 0.0003653772865852556, "close_vs_ema12": -0.0008146252987495384, "close_vs_ema24": -0.000843804906324519, "ema12_slope_3h": 7.415532643006983e-05, "ema24_slope_6h": -3.899427495945851e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-26T19:11:29.491090Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T18:00:00Z", "return_6h": -0.0006331802136537723, "return_12h": 0.0012809445374615258, "return_24h": 0.0003653772865852556, "close_vs_ema12": -0.0008146252987495384, "close_vs_ema24": -0.000843804906324519, "ema12_slope_3h": 7.415532643006983e-05, "ema24_slope_6h": -3.899427495945851e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 162983, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T101017.055381Z", "trigger_timestamp": "2026-09-26T10:10:17.055381Z", "market_start_timestamp": "2026-09-26T10:00:00Z", "resolution_timestamp": "2026-09-26T11:00:00Z", "direction": "UP", "base_run_id": 4019, "small_run_id": 4020, "last_observed_close": 84021.95, "actual_close": 84179.92, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-26T10:11:21.991207Z", "market_regime": { "id": 162598, "signal_id": 162983, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T09:00:00Z", "return_6h": 0.0009882176342344007, "return_12h": 0.0027442953981287044, "return_24h": -0.006480547891622557, "close_vs_ema12": -7.314054407048243e-05, "close_vs_ema24": -0.0004051152927317947, "ema12_slope_3h": 0.0006645652613446185, "ema24_slope_6h": -0.00017325845313687083, "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": "2026-09-26T10:11:21.993865Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T09:00:00Z", "return_6h": 0.0009882176342344007, "return_12h": 0.0027442953981287044, "return_24h": -0.006480547891622557, "close_vs_ema12": -7.314054407048243e-05, "close_vs_ema24": -0.0004051152927317947, "ema12_slope_3h": 0.0006645652613446185, "ema24_slope_6h": -0.00017325845313687083, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "entry_probability": 0.815, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.944619, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 4019, 4020 ], "forecast_publication_timestamp": "2026-09-26T10:10:17.055381Z", "requested_quote_timestamp": "2026-09-26T10:10:17.055381Z", "retrieved_quote_timestamp": "2026-09-26T10:11:16Z", "quote_retrieval_timestamp": "2026-09-26T10:11:24.250774Z", "timing_difference_seconds": 58.944619, "selected_quote": { "id": 2485, "contract_id": 7504, "forecast_timestamp": "2026-09-26T10:10:17.055381Z", "requested_timestamp": "2026-09-26T10:10:17.055381Z", "actual_quote_timestamp": "2026-09-26T10:11:16Z", "timestamp_delta_seconds": 58.944619, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T10:11:24.250774Z", "raw_json": "{\"request\":{\"start\":1790417417,\"end\":1790417777},\"response\":{\"history\":[{\"t\":1790417476,\"p\":0.815},{\"t\":1790417476,\"p\":0.815}]},\"selected\":{\"t\":1790417476,\"p\":0.815}}", "venue": "polymarket", "external_event_id": "1073513", "external_market_id": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "external_contract_id": "82561315735364519787604691580905694210981103736280159242067004214782294499731", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-6am-et" }, "selected_entry_price": 0.815, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-26T10:10:17.055381Z", "id": 7505, "venue": "polymarket", "external_event_id": "1073513", "external_market_id": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "external_contract_id": "64739388689226844382524065372474812530445580248745173246466681552490828897144", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-26T10:00:00Z", "resolution_timestamp": "2026-09-26T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-6am-et", "first_retrieved_at": "2026-09-26T10:11:24.087366Z", "forecast_run_ids": [ 4019, 4020 ] }, { "forecast_timestamp": "2026-09-26T10:10:17.055381Z", "id": 7504, "venue": "polymarket", "external_event_id": "1073513", "external_market_id": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "external_contract_id": "82561315735364519787604691580905694210981103736280159242067004214782294499731", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-26T10:00:00Z", "resolution_timestamp": "2026-09-26T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-26-2026-6am-et", "first_retrieved_at": "2026-09-26T10:11:24.083141Z", "forecast_run_ids": [ 4019, 4020 ] } ], "quotes": [ { "id": 2485, "contract_id": 7504, "forecast_timestamp": "2026-09-26T10:10:17.055381Z", "requested_timestamp": "2026-09-26T10:10:17.055381Z", "actual_quote_timestamp": "2026-09-26T10:11:16Z", "timestamp_delta_seconds": 58.944619, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-26T10:11:24.250774Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "contract_side": "UP", "external_event_id": "1073513", "external_market_id": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "external_contract_id": "82561315735364519787604691580905694210981103736280159242067004214782294499731", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0": { "DOWN": "64739388689226844382524065372474812530445580248745173246466681552490828897144", "UP": "82561315735364519787604691580905694210981103736280159242067004214782294499731" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 182817, "signal_id": 162983, "quote_id": 2485, "settlement_id": 315, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 121.13074846625767, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 98.72156, "trading_fee": 1.27844, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 121.13074846625767, "gross_pnl": 22.409188466257675, "net_pnl": 21.13074846625767, "roi": 0.2113074846625767, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T12:11:37.381760Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 182816, "signal_id": 162983, "quote_id": 2485, "settlement_id": 315, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 81.5, "trading_fee": 1.05543, "total_deployed": 82.55543, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 18.5, "net_pnl": 17.44457, "roi": 0.2113073604001578, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-26T12:11:37.377340Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84021.95, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1073513", "ticker": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "market_id": "0x2376e849103c2bf3a862d1a9d37121298b8831c94c3e2d61c2ebb9b8e17e10b0", "contract_id": "64739388689226844382524065372474812530445580248745173246466681552490828897144", "market_title": "Bitcoin Up or Down - September 26, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-26T10:10:17.055381Z", "retrieved_timestamp": "2026-09-26T10:11:16Z", "quote_offset_seconds": 58.944619, "quote_age_seconds": 58.944619, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "spread": null, "selected_entry_price": 0.815, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84179.92, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260926T101017.055381Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 162598, "signal_id": 162983, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-26T09:00:00Z", "return_6h": 0.0009882176342344007, "return_12h": 0.0027442953981287044, "return_24h": -0.006480547891622557, "close_vs_ema12": -7.314054407048243e-05, "close_vs_ema24": -0.0004051152927317947, "ema12_slope_3h": 0.0006645652613446185, "ema24_slope_6h": -0.00017325845313687083, "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": "2026-09-26T10:11:21.993865Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-26T09:00:00Z", "return_6h": 0.0009882176342344007, "return_12h": 0.0027442953981287044, "return_24h": -0.006480547891622557, "close_vs_ema12": -7.314054407048243e-05, "close_vs_ema24": -0.0004051152927317947, "ema12_slope_3h": 0.0006645652613446185, "ema24_slope_6h": -0.00017325845313687083, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 161135, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T211018.269685Z", "trigger_timestamp": "2026-09-25T21:10:18.269685Z", "market_start_timestamp": "2026-09-25T21:00:00Z", "resolution_timestamp": "2026-09-25T22:00:00Z", "direction": "UP", "base_run_id": 3954, "small_run_id": 3955, "last_observed_close": 83886.0, "actual_close": 83792.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-25T21:11:24.681801Z", "market_regime": { "id": 160750, "signal_id": 161135, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-25T20:00:00Z", "return_6h": -0.001547443159940487, "return_12h": -0.00629090849645797, "return_24h": -0.005755844707516111, "close_vs_ema12": -0.0017340586653461498, "close_vs_ema24": -0.0029552463526671957, "ema12_slope_3h": -0.00060777909432852, "ema24_slope_6h": -0.001990130172346949, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T21:11:24.684520Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T20:00:00Z", "return_6h": -0.001547443159940487, "return_12h": -0.00629090849645797, "return_24h": -0.005755844707516111, "close_vs_ema12": -0.0017340586653461498, "close_vs_ema24": -0.0029552463526671957, "ema12_slope_3h": -0.00060777909432852, "ema24_slope_6h": -0.001990130172346949, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "entry_probability": 0.265, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.730315, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3954, 3955 ], "forecast_publication_timestamp": "2026-09-25T21:10:18.269685Z", "requested_quote_timestamp": "2026-09-25T21:10:18.269685Z", "retrieved_quote_timestamp": "2026-09-25T21:11:18Z", "quote_retrieval_timestamp": "2026-09-25T21:11:26.979401Z", "timing_difference_seconds": 59.730315, "selected_quote": { "id": 2477, "contract_id": 7461, "forecast_timestamp": "2026-09-25T21:10:18.269685Z", "requested_timestamp": "2026-09-25T21:10:18.269685Z", "actual_quote_timestamp": "2026-09-25T21:11:18Z", "timestamp_delta_seconds": 59.730315, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "implied_probability": 0.265, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T21:11:26.979401Z", "raw_json": "{\"request\":{\"start\":1790370618,\"end\":1790370978},\"response\":{\"history\":[{\"t\":1790370678,\"p\":0.265},{\"t\":1790370678,\"p\":0.265}]},\"selected\":{\"t\":1790370678,\"p\":0.265}}", "venue": "polymarket", "external_event_id": "1071153", "external_market_id": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "external_contract_id": "36602343758134718529108527826445170575581776270288474768103686051866883903950", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-5pm-et" }, "selected_entry_price": 0.265, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T21:10:18.269685Z", "id": 7462, "venue": "polymarket", "external_event_id": "1071153", "external_market_id": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "external_contract_id": "15440313168163051705331246376991833650876300766826849814950922474548230317391", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-25T21:00:00Z", "resolution_timestamp": "2026-09-25T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-5pm-et", "first_retrieved_at": "2026-09-25T21:11:26.810240Z", "forecast_run_ids": [ 3954, 3955 ] }, { "forecast_timestamp": "2026-09-25T21:10:18.269685Z", "id": 7461, "venue": "polymarket", "external_event_id": "1071153", "external_market_id": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "external_contract_id": "36602343758134718529108527826445170575581776270288474768103686051866883903950", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-25T21:00:00Z", "resolution_timestamp": "2026-09-25T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-5pm-et", "first_retrieved_at": "2026-09-25T21:11:26.805871Z", "forecast_run_ids": [ 3954, 3955 ] } ], "quotes": [ { "id": 2477, "contract_id": 7461, "forecast_timestamp": "2026-09-25T21:10:18.269685Z", "requested_timestamp": "2026-09-25T21:10:18.269685Z", "actual_quote_timestamp": "2026-09-25T21:11:18Z", "timestamp_delta_seconds": 59.730315, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "implied_probability": 0.265, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T21:11:26.979401Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "contract_side": "UP", "external_event_id": "1071153", "external_market_id": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "external_contract_id": "36602343758134718529108527826445170575581776270288474768103686051866883903950", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996": { "DOWN": "15440313168163051705331246376991833650876300766826849814950922474548230317391", "UP": "36602343758134718529108527826445170575581776270288474768103686051866883903950" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 180462, "signal_id": 161135, "quote_id": 2477, "settlement_id": 313, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 358.8934339622641, "entry_price": 0.265, "entry_price_type": "historical_price_sample", "gross_cost": 95.10676, "trading_fee": 4.89324, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.10676, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T23:11:27.228198Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 180461, "signal_id": 161135, "quote_id": 2477, "settlement_id": 313, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.265, "entry_price_type": "historical_price_sample", "gross_cost": 26.5, "trading_fee": 1.36343, "total_deployed": 27.86343, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -26.5, "net_pnl": -27.86343, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T23:11:27.226487Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83886.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1071153", "ticker": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "market_id": "0x960432c71f03f69db6c5b829eae81c0067cddb034a369dfeb17b047f4d440996", "contract_id": "15440313168163051705331246376991833650876300766826849814950922474548230317391", "market_title": "Bitcoin Up or Down - September 25, 5PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T21:10:18.269685Z", "retrieved_timestamp": "2026-09-25T21:11:18Z", "quote_offset_seconds": 59.730315, "quote_age_seconds": 59.730315, "bid": null, "ask": null, "midpoint": null, "last_price": 0.265, "spread": null, "selected_entry_price": 0.265, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 83792.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T211018.269685Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 160750, "signal_id": 161135, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-25T20:00:00Z", "return_6h": -0.001547443159940487, "return_12h": -0.00629090849645797, "return_24h": -0.005755844707516111, "close_vs_ema12": -0.0017340586653461498, "close_vs_ema24": -0.0029552463526671957, "ema12_slope_3h": -0.00060777909432852, "ema24_slope_6h": -0.001990130172346949, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T21:11:24.684520Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T20:00:00Z", "return_6h": -0.001547443159940487, "return_12h": -0.00629090849645797, "return_24h": -0.005755844707516111, "close_vs_ema12": -0.0017340586653461498, "close_vs_ema24": -0.0029552463526671957, "ema12_slope_3h": -0.00060777909432852, "ema24_slope_6h": -0.001990130172346949, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 160569, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T171018.529032Z", "trigger_timestamp": "2026-09-25T17:10:18.529032Z", "market_start_timestamp": "2026-09-25T17:00:00Z", "resolution_timestamp": "2026-09-25T18:00:00Z", "direction": "UP", "base_run_id": 3934, "small_run_id": 3935, "last_observed_close": 83742.22, "actual_close": 83785.11, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-25T17:11:25.479865Z", "market_regime": { "id": 160184, "signal_id": 160569, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-25T16:00:00Z", "return_6h": -0.011467335964471359, "return_12h": -0.005531421535789671, "return_24h": -0.008971680938997473, "close_vs_ema12": -0.004691502941059578, "close_vs_ema24": -0.005676835234869948, "ema12_slope_3h": -0.0023180592192961758, "ema24_slope_6h": -0.00133515683094243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T17:11:25.482511Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T16:00:00Z", "return_6h": -0.011467335964471359, "return_12h": -0.005531421535789671, "return_24h": -0.008971680938997473, "close_vs_ema12": -0.004691502941059578, "close_vs_ema24": -0.005676835234869948, "ema12_slope_3h": -0.0023180592192961758, "ema24_slope_6h": -0.00133515683094243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "entry_probability": 0.735, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.470968, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 3934, 3935 ], "forecast_publication_timestamp": "2026-09-25T17:10:18.529032Z", "requested_quote_timestamp": "2026-09-25T17:10:18.529032Z", "retrieved_quote_timestamp": "2026-09-25T17:11:16Z", "quote_retrieval_timestamp": "2026-09-25T17:11:28.011914Z", "timing_difference_seconds": 57.470968, "selected_quote": { "id": 2472, "contract_id": 7445, "forecast_timestamp": "2026-09-25T17:10:18.529032Z", "requested_timestamp": "2026-09-25T17:10:18.529032Z", "actual_quote_timestamp": "2026-09-25T17:11:16Z", "timestamp_delta_seconds": 57.470968, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T17:11:28.011914Z", "raw_json": "{\"request\":{\"start\":1790356218,\"end\":1790356578},\"response\":{\"history\":[{\"t\":1790356276,\"p\":0.735},{\"t\":1790356276,\"p\":0.735}]},\"selected\":{\"t\":1790356276,\"p\":0.735}}", "venue": "polymarket", "external_event_id": "1069967", "external_market_id": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "external_contract_id": "454225795843978546839190348820596134653164601092103788134939409980690693371", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-1pm-et" }, "selected_entry_price": 0.735, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T17:10:18.529032Z", "id": 7446, "venue": "polymarket", "external_event_id": "1069967", "external_market_id": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "external_contract_id": "25477616666461007795828367413918060457965610192107479310741743250254743510799", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-25T17:00:00Z", "resolution_timestamp": "2026-09-25T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-1pm-et", "first_retrieved_at": "2026-09-25T17:11:27.658666Z", "forecast_run_ids": [ 3934, 3935 ] }, { "forecast_timestamp": "2026-09-25T17:10:18.529032Z", "id": 7445, "venue": "polymarket", "external_event_id": "1069967", "external_market_id": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "external_contract_id": "454225795843978546839190348820596134653164601092103788134939409980690693371", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-25T17:00:00Z", "resolution_timestamp": "2026-09-25T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-1pm-et", "first_retrieved_at": "2026-09-25T17:11:27.653977Z", "forecast_run_ids": [ 3934, 3935 ] } ], "quotes": [ { "id": 2472, "contract_id": 7445, "forecast_timestamp": "2026-09-25T17:10:18.529032Z", "requested_timestamp": "2026-09-25T17:10:18.529032Z", "actual_quote_timestamp": "2026-09-25T17:11:16Z", "timestamp_delta_seconds": 57.470968, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T17:11:28.011914Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "contract_side": "UP", "external_event_id": "1069967", "external_market_id": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "external_contract_id": "454225795843978546839190348820596134653164601092103788134939409980690693371", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b": { "DOWN": "25477616666461007795828367413918060457965610192107479310741743250254743510799", "UP": "454225795843978546839190348820596134653164601092103788134939409980690693371" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 179740, "signal_id": 160569, "quote_id": 2472, "settlement_id": 311, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 133.57657142857144, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 98.17878, "trading_fee": 1.82122, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 133.57657142857144, "gross_pnl": 35.39779142857144, "net_pnl": 33.57657142857144, "roi": 0.3357657142857144, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T19:11:30.176115Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 179739, "signal_id": 160569, "quote_id": 2472, "settlement_id": 311, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 73.5, "trading_fee": 1.36343, "total_deployed": 74.86343, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 26.5, "net_pnl": 25.136570000000006, "roi": 0.33576567357386655, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T19:11:30.174199Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83742.22, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1069967", "ticker": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "market_id": "0xaaf595f666b2dd715c8ab755b5a88f23b7890036ffaaf1d7e2ef8f41f9a7d06b", "contract_id": "25477616666461007795828367413918060457965610192107479310741743250254743510799", "market_title": "Bitcoin Up or Down - September 25, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T17:10:18.529032Z", "retrieved_timestamp": "2026-09-25T17:11:16Z", "quote_offset_seconds": 57.470968, "quote_age_seconds": 57.470968, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "spread": null, "selected_entry_price": 0.735, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 83785.11, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T171018.529032Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 160184, "signal_id": 160569, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-25T16:00:00Z", "return_6h": -0.011467335964471359, "return_12h": -0.005531421535789671, "return_24h": -0.008971680938997473, "close_vs_ema12": -0.004691502941059578, "close_vs_ema24": -0.005676835234869948, "ema12_slope_3h": -0.0023180592192961758, "ema24_slope_6h": -0.00133515683094243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T17:11:25.482511Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T16:00:00Z", "return_6h": -0.011467335964471359, "return_12h": -0.005531421535789671, "return_24h": -0.008971680938997473, "close_vs_ema12": -0.004691502941059578, "close_vs_ema24": -0.005676835234869948, "ema12_slope_3h": -0.0023180592192961758, "ema24_slope_6h": -0.00133515683094243, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 159867, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T121019.467244Z", "trigger_timestamp": "2026-09-25T12:10:19.467244Z", "market_start_timestamp": "2026-09-25T12:00:00Z", "resolution_timestamp": "2026-09-25T13:00:00Z", "direction": "UP", "base_run_id": 3909, "small_run_id": 3910, "last_observed_close": 84582.64, "actual_close": 84471.8, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-25T12:11:31.899631Z", "market_regime": { "id": 159482, "signal_id": 159867, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-25T11:00:00Z", "return_6h": 0.004615886569602878, "return_12h": 0.002042406229386229, "return_24h": 0.013031504559936735, "close_vs_ema12": 0.002224269286617231, "close_vs_ema24": 0.002723558067503351, "ema12_slope_3h": 0.0017566532794424106, "ema24_slope_6h": 0.0005714969281369608, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T12:11:31.902543Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T11:00:00Z", "return_6h": 0.004615886569602878, "return_12h": 0.002042406229386229, "return_24h": 0.013031504559936735, "close_vs_ema12": 0.002224269286617231, "close_vs_ema24": 0.002723558067503351, "ema12_slope_3h": 0.0017566532794424106, "ema24_slope_6h": 0.0005714969281369608, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "entry_probability": 0.555, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.532756, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 3909, 3910 ], "forecast_publication_timestamp": "2026-09-25T12:10:19.467244Z", "requested_quote_timestamp": "2026-09-25T12:10:19.467244Z", "retrieved_quote_timestamp": "2026-09-25T12:11:15Z", "quote_retrieval_timestamp": "2026-09-25T12:11:34.493090Z", "timing_difference_seconds": 55.532756, "selected_quote": { "id": 2467, "contract_id": 7427, "forecast_timestamp": "2026-09-25T12:10:19.467244Z", "requested_timestamp": "2026-09-25T12:10:19.467244Z", "actual_quote_timestamp": "2026-09-25T12:11:15Z", "timestamp_delta_seconds": 55.532756, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T12:11:34.493090Z", "raw_json": "{\"request\":{\"start\":1790338219,\"end\":1790338579},\"response\":{\"history\":[{\"t\":1790338275,\"p\":0.555},{\"t\":1790338275,\"p\":0.555}]},\"selected\":{\"t\":1790338275,\"p\":0.555}}", "venue": "polymarket", "external_event_id": "1068827", "external_market_id": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "external_contract_id": "4919556441573965613001302552300059751509471993700323626976245400005193754603", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-8am-et" }, "selected_entry_price": 0.555, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T12:10:19.467244Z", "id": 7428, "venue": "polymarket", "external_event_id": "1068827", "external_market_id": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "external_contract_id": "73930645049241293135944018614111757309831069948891963001377043705928659190874", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-25T12:00:00Z", "resolution_timestamp": "2026-09-25T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-8am-et", "first_retrieved_at": "2026-09-25T12:11:34.322892Z", "forecast_run_ids": [ 3909, 3910 ] }, { "forecast_timestamp": "2026-09-25T12:10:19.467244Z", "id": 7427, "venue": "polymarket", "external_event_id": "1068827", "external_market_id": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "external_contract_id": "4919556441573965613001302552300059751509471993700323626976245400005193754603", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-25T12:00:00Z", "resolution_timestamp": "2026-09-25T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-8am-et", "first_retrieved_at": "2026-09-25T12:11:34.317424Z", "forecast_run_ids": [ 3909, 3910 ] } ], "quotes": [ { "id": 2467, "contract_id": 7427, "forecast_timestamp": "2026-09-25T12:10:19.467244Z", "requested_timestamp": "2026-09-25T12:10:19.467244Z", "actual_quote_timestamp": "2026-09-25T12:11:15Z", "timestamp_delta_seconds": 55.532756, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T12:11:34.493090Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "contract_side": "UP", "external_event_id": "1068827", "external_market_id": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "external_contract_id": "4919556441573965613001302552300059751509471993700323626976245400005193754603", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a": { "DOWN": "73930645049241293135944018614111757309831069948891963001377043705928659190874", "UP": "4919556441573965613001302552300059751509471993700323626976245400005193754603" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 178849, "signal_id": 159867, "quote_id": 2467, "settlement_id": 309, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 174.7371171171171, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 96.9791, "trading_fee": 3.0209, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.9791, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T14:11:30.741498Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 178848, "signal_id": 159867, "quote_id": 2467, "settlement_id": 309, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 55.50000000000001, "trading_fee": 1.72883, "total_deployed": 57.22883000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -55.50000000000001, "net_pnl": -57.22883000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T14:11:30.739653Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84582.64, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1068827", "ticker": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "market_id": "0x4637c923dd6699b8bb196d6ef5032a7513d507f87bc7f1b441529275954caf5a", "contract_id": "73930645049241293135944018614111757309831069948891963001377043705928659190874", "market_title": "Bitcoin Up or Down - September 25, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T12:10:19.467244Z", "retrieved_timestamp": "2026-09-25T12:11:15Z", "quote_offset_seconds": 55.532756, "quote_age_seconds": 55.532756, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "spread": null, "selected_entry_price": 0.555, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84471.8, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T121019.467244Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 159482, "signal_id": 159867, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-25T11:00:00Z", "return_6h": 0.004615886569602878, "return_12h": 0.002042406229386229, "return_24h": 0.013031504559936735, "close_vs_ema12": 0.002224269286617231, "close_vs_ema24": 0.002723558067503351, "ema12_slope_3h": 0.0017566532794424106, "ema24_slope_6h": 0.0005714969281369608, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T12:11:31.902543Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T11:00:00Z", "return_6h": 0.004615886569602878, "return_12h": 0.002042406229386229, "return_24h": 0.013031504559936735, "close_vs_ema12": 0.002224269286617231, "close_vs_ema24": 0.002723558067503351, "ema12_slope_3h": 0.0017566532794424106, "ema24_slope_6h": 0.0005714969281369608, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 159587, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T101018.813580Z", "trigger_timestamp": "2026-09-25T10:10:18.813580Z", "market_start_timestamp": "2026-09-25T10:00:00Z", "resolution_timestamp": "2026-09-25T11:00:00Z", "direction": "UP", "base_run_id": 3899, "small_run_id": 3900, "last_observed_close": 84570.01, "actual_close": 84713.66, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-25T10:11:26.389248Z", "market_regime": { "id": 159202, "signal_id": 159587, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-25T09:00:00Z", "return_6h": 0.004022500453810363, "return_12h": 0.0026082987551867554, "return_24h": 0.015685779980411763, "close_vs_ema12": 0.003243013383739557, "close_vs_ema24": 0.0032051673625848043, "ema12_slope_3h": 0.0005858665682625386, "ema24_slope_6h": -0.0002819942740484027, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T10:11:26.392120Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T09:00:00Z", "return_6h": 0.004022500453810363, "return_12h": 0.0026082987551867554, "return_24h": 0.015685779980411763, "close_vs_ema12": 0.003243013383739557, "close_vs_ema24": 0.0032051673625848043, "ema12_slope_3h": 0.0005858665682625386, "ema24_slope_6h": -0.0002819942740484027, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 6AM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.18642, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3899, 3900 ], "forecast_publication_timestamp": "2026-09-25T10:10:18.813580Z", "requested_quote_timestamp": "2026-09-25T10:10:18.813580Z", "retrieved_quote_timestamp": "2026-09-25T10:11:14Z", "quote_retrieval_timestamp": "2026-09-25T10:11:28.617607Z", "timing_difference_seconds": 55.18642, "selected_quote": { "id": 2462, "contract_id": 7415, "forecast_timestamp": "2026-09-25T10:10:18.813580Z", "requested_timestamp": "2026-09-25T10:10:18.813580Z", "actual_quote_timestamp": "2026-09-25T10:11:14Z", "timestamp_delta_seconds": 55.18642, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T10:11:28.617607Z", "raw_json": "{\"request\":{\"start\":1790331018,\"end\":1790331378},\"response\":{\"history\":[{\"t\":1790331074,\"p\":0.345},{\"t\":1790331074,\"p\":0.345}]},\"selected\":{\"t\":1790331074,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "1068437", "external_market_id": "0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e", "external_contract_id": "24537605102831143473429170572924133077982812279415856510184399791776991757947", "market_title": "Bitcoin Up or Down - September 25, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-6am-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T10:10:18.813580Z", "id": 7416, "venue": "polymarket", "external_event_id": "1068437", "external_market_id": "0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e", "external_contract_id": "84230788328629235820930223579100100474173752811659104848229890047934014314012", "market_title": "Bitcoin Up or Down - 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"data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-6am-et", "first_retrieved_at": "2026-09-25T10:11:28.438908Z", "forecast_run_ids": [ 3899, 3900 ] } ], "quotes": [ { "id": 2462, "contract_id": 7415, "forecast_timestamp": "2026-09-25T10:10:18.813580Z", "requested_timestamp": "2026-09-25T10:10:18.813580Z", "actual_quote_timestamp": "2026-09-25T10:11:14Z", "timestamp_delta_seconds": 55.18642, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T10:11:28.617607Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 6AM ET", "contract_side": "UP", "external_event_id": "1068437", "external_market_id": "0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e", "external_contract_id": "24537605102831143473429170572924133077982812279415856510184399791776991757947", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e": { "DOWN": "84230788328629235820930223579100100474173752811659104848229890047934014314012", "UP": "24537605102831143473429170572924133077982812279415856510184399791776991757947" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 178493, "signal_id": 159587, "quote_id": 2462, "settlement_id": 307, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 277.1478550724638, "gross_pnl": 181.5318450724638, "net_pnl": 177.1478550724638, "roi": 1.7714785507246382, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T12:11:34.270410Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 178492, "signal_id": 159587, "quote_id": 2462, "settlement_id": 307, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 65.5, "net_pnl": 63.91817, "roi": 1.771478054189602, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T12:11:34.268224Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84570.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1068437", "ticker": "0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e", "market_id": "0x70378fd735c514d1df3c7d0f1903976a2a6d02ad7bd71de170757eb2781c056e", "contract_id": "84230788328629235820930223579100100474173752811659104848229890047934014314012", "market_title": "Bitcoin Up or Down - September 25, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T10:10:18.813580Z", "retrieved_timestamp": "2026-09-25T10:11:14Z", "quote_offset_seconds": 55.18642, "quote_age_seconds": 55.18642, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84713.66, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T101018.813580Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 159202, "signal_id": 159587, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-25T09:00:00Z", "return_6h": 0.004022500453810363, "return_12h": 0.0026082987551867554, "return_24h": 0.015685779980411763, "close_vs_ema12": 0.003243013383739557, "close_vs_ema24": 0.0032051673625848043, "ema12_slope_3h": 0.0005858665682625386, "ema24_slope_6h": -0.0002819942740484027, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T10:11:26.392120Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": 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calibrated)", "created_at": "2026-09-25T04:11:23.554071Z", "market_regime": { "id": 158372, "signal_id": 158757, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-25T03:00:00Z", "return_6h": -0.001408535862477689, "return_12h": -0.0022129166765381125, "return_24h": 0.003540638651721828, "close_vs_ema12": -0.001047506421562927, "close_vs_ema24": -0.0010958232545787983, "ema12_slope_3h": 0.00012405118466007892, "ema24_slope_6h": 0.0004696416714629059, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T04:11:23.557090Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T03:00:00Z", "return_6h": -0.001408535862477689, "return_12h": -0.0022129166765381125, "return_24h": 0.003540638651721828, "close_vs_ema12": -0.001047506421562927, "close_vs_ema24": -0.0010958232545787983, "ema12_slope_3h": 0.00012405118466007892, "ema24_slope_6h": 0.0004696416714629059, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "entry_probability": 0.485, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.768278, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3869, 3870 ], "forecast_publication_timestamp": "2026-09-25T04:10:17.231722Z", "requested_quote_timestamp": "2026-09-25T04:10:17.231722Z", "retrieved_quote_timestamp": "2026-09-25T04:10:19Z", "quote_retrieval_timestamp": "2026-09-25T04:11:26.459201Z", "timing_difference_seconds": 1.768278, "selected_quote": { "id": 2456, "contract_id": 7393, "forecast_timestamp": "2026-09-25T04:10:17.231722Z", "requested_timestamp": "2026-09-25T04:10:17.231722Z", "actual_quote_timestamp": "2026-09-25T04:10:19Z", "timestamp_delta_seconds": 1.768278, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T04:11:26.459201Z", "raw_json": "{\"request\":{\"start\":1790309417,\"end\":1790309777},\"response\":{\"history\":[{\"t\":1790309419,\"p\":0.485},{\"t\":1790309479,\"p\":0.38},{\"t\":1790309479,\"p\":0.38}]},\"selected\":{\"t\":1790309419,\"p\":0.485}}", "venue": "polymarket", "external_event_id": "1067361", "external_market_id": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "external_contract_id": "38262881436890139806995887268021010683954010612322169155598216177595251607619", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-12am-et" }, "selected_entry_price": 0.485, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T04:10:17.231722Z", "id": 7394, "venue": "polymarket", "external_event_id": "1067361", "external_market_id": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "external_contract_id": "48258532177120261216876462405031299158232516044711008486781066493239852950408", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-25T04:00:00Z", "resolution_timestamp": "2026-09-25T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-12am-et", "first_retrieved_at": "2026-09-25T04:11:26.281216Z", "forecast_run_ids": [ 3869, 3870 ] }, { "forecast_timestamp": "2026-09-25T04:10:17.231722Z", "id": 7393, "venue": "polymarket", "external_event_id": "1067361", "external_market_id": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "external_contract_id": "38262881436890139806995887268021010683954010612322169155598216177595251607619", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-25T04:00:00Z", "resolution_timestamp": "2026-09-25T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-25-2026-12am-et", "first_retrieved_at": "2026-09-25T04:11:26.276974Z", "forecast_run_ids": [ 3869, 3870 ] } ], "quotes": [ { "id": 2456, "contract_id": 7393, "forecast_timestamp": "2026-09-25T04:10:17.231722Z", "requested_timestamp": "2026-09-25T04:10:17.231722Z", "actual_quote_timestamp": "2026-09-25T04:10:19Z", "timestamp_delta_seconds": 1.768278, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T04:11:26.459201Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "contract_side": "UP", "external_event_id": "1067361", "external_market_id": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "external_contract_id": "38262881436890139806995887268021010683954010612322169155598216177595251607619", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300": { "DOWN": "48258532177120261216876462405031299158232516044711008486781066493239852950408", "UP": "38262881436890139806995887268021010683954010612322169155598216177595251607619" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 177449, "signal_id": 158757, "quote_id": 2456, "settlement_id": 305, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 199.01121649484534, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 96.52044, "trading_fee": 3.47956, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.52044, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T06:11:29.063083Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 177448, "signal_id": 158757, "quote_id": 2456, "settlement_id": 305, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 48.5, "trading_fee": 1.74843, "total_deployed": 50.24843, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -48.5, "net_pnl": -50.24843, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T06:11:29.061426Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84231.19, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1067361", "ticker": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "market_id": "0xf8cccd3381a77247c3ead52d285c6256842b9c38ef94e9d7d88fe86dd4044300", "contract_id": "48258532177120261216876462405031299158232516044711008486781066493239852950408", "market_title": "Bitcoin Up or Down - September 25, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T04:10:17.231722Z", "retrieved_timestamp": "2026-09-25T04:10:19Z", "quote_offset_seconds": 1.768278, "quote_age_seconds": 1.768278, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "spread": null, "selected_entry_price": 0.485, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84208.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T041017.231722Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 158372, "signal_id": 158757, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-25T03:00:00Z", "return_6h": -0.001408535862477689, "return_12h": -0.0022129166765381125, "return_24h": 0.003540638651721828, "close_vs_ema12": -0.001047506421562927, "close_vs_ema24": -0.0010958232545787983, "ema12_slope_3h": 0.00012405118466007892, "ema24_slope_6h": 0.0004696416714629059, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T04:11:23.557090Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T03:00:00Z", "return_6h": -0.001408535862477689, "return_12h": -0.0022129166765381125, "return_24h": 0.003540638651721828, "close_vs_ema12": -0.001047506421562927, "close_vs_ema24": -0.0010958232545787983, "ema12_slope_3h": 0.00012405118466007892, "ema24_slope_6h": 0.0004696416714629059, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 158618, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T031017.306504Z", "trigger_timestamp": "2026-09-25T03:10:17.306504Z", "market_start_timestamp": "2026-09-25T03:00:00Z", "resolution_timestamp": "2026-09-25T04:00:00Z", "direction": "UP", "base_run_id": 3864, "small_run_id": 3865, "last_observed_close": 84226.16, "actual_close": 84231.19, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-25T03:11:25.167987Z", "market_regime": { "id": 158233, "signal_id": 158618, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-25T02:00:00Z", "return_6h": -0.0017241577530267005, "return_12h": 0.006601710428489005, "return_24h": -0.001652096341705267, "close_vs_ema12": -0.0012973690863683496, "close_vs_ema24": -0.001250644218458996, "ema12_slope_3h": 0.0009209835595069826, "ema24_slope_6h": 0.0006331004556070496, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T03:11:25.170718Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T02:00:00Z", "return_6h": -0.0017241577530267005, "return_12h": 0.006601710428489005, "return_24h": -0.001652096341705267, "close_vs_ema12": -0.0012973690863683496, "close_vs_ema24": -0.001250644218458996, "ema12_slope_3h": 0.0009209835595069826, "ema24_slope_6h": 0.0006331004556070496, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "entry_probability": 0.655, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.693496, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 3864, 3865 ], "forecast_publication_timestamp": "2026-09-25T03:10:17.306504Z", "requested_quote_timestamp": "2026-09-25T03:10:17.306504Z", "retrieved_quote_timestamp": "2026-09-25T03:11:15Z", "quote_retrieval_timestamp": "2026-09-25T03:11:27.551898Z", "timing_difference_seconds": 57.693496, "selected_quote": { "id": 2443, "contract_id": 7376, "forecast_timestamp": "2026-09-25T03:10:17.306504Z", "requested_timestamp": "2026-09-25T03:10:17.306504Z", "actual_quote_timestamp": "2026-09-25T03:11:15Z", "timestamp_delta_seconds": 57.693496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T03:11:27.551898Z", "raw_json": "{\"request\":{\"start\":1790305817,\"end\":1790306177},\"response\":{\"history\":[{\"t\":1790305875,\"p\":0.655},{\"t\":1790305875,\"p\":0.655}]},\"selected\":{\"t\":1790305875,\"p\":0.655}}", "venue": "polymarket", "external_event_id": "1067215", "external_market_id": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "external_contract_id": "35767910436817448065616055626906579061497330000413604727289820807569231230267", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-11pm-et" }, "selected_entry_price": 0.655, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-25T03:10:17.306504Z", "id": 7377, "venue": "polymarket", "external_event_id": "1067215", "external_market_id": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "external_contract_id": "32734873799733733326077091691685378997024887836308053711474005107348470448136", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-25T03:00:00Z", "resolution_timestamp": "2026-09-25T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-11pm-et", "first_retrieved_at": "2026-09-25T03:11:27.370740Z", "forecast_run_ids": [ 3864, 3865 ] }, { "forecast_timestamp": "2026-09-25T03:10:17.306504Z", "id": 7376, "venue": "polymarket", "external_event_id": "1067215", "external_market_id": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "external_contract_id": "35767910436817448065616055626906579061497330000413604727289820807569231230267", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-25T03:00:00Z", "resolution_timestamp": "2026-09-25T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-11pm-et", "first_retrieved_at": "2026-09-25T03:11:27.366243Z", "forecast_run_ids": [ 3864, 3865 ] } ], "quotes": [ { "id": 2443, "contract_id": 7376, "forecast_timestamp": "2026-09-25T03:10:17.306504Z", "requested_timestamp": "2026-09-25T03:10:17.306504Z", "actual_quote_timestamp": "2026-09-25T03:11:15Z", "timestamp_delta_seconds": 57.693496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-25T03:11:27.551898Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "contract_side": "UP", "external_event_id": "1067215", "external_market_id": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "external_contract_id": "35767910436817448065616055626906579061497330000413604727289820807569231230267", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726": { "DOWN": "32734873799733733326077091691685378997024887836308053711474005107348470448136", "UP": "35767910436817448065616055626906579061497330000413604727289820807569231230267" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 177274, "signal_id": 158618, "quote_id": 2443, "settlement_id": 304, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 149.07167938931295, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 97.64194999999998, "trading_fee": 2.35805, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 149.07167938931295, "gross_pnl": 51.42972938931297, "net_pnl": 49.07167938931296, "roi": 0.49071679389312967, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T05:11:26.435773Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 177273, "signal_id": 158618, "quote_id": 2443, "settlement_id": 304, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 65.5, "trading_fee": 1.58183, "total_deployed": 67.08183, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 34.5, "net_pnl": 32.91817, "roi": 0.4907166366809016, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T05:11:26.433960Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84226.16, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1067215", "ticker": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "market_id": "0x6fb8e94061a0ffb1261d4a7ea4ad9943a63251b3782d89e9eaa5405d7748a726", "contract_id": "32734873799733733326077091691685378997024887836308053711474005107348470448136", "market_title": "Bitcoin Up or Down - September 24, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-25T03:10:17.306504Z", "retrieved_timestamp": "2026-09-25T03:11:15Z", "quote_offset_seconds": 57.693496, "quote_age_seconds": 57.693496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "spread": null, "selected_entry_price": 0.655, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84231.19, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260925T031017.306504Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 158233, "signal_id": 158618, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-25T02:00:00Z", "return_6h": -0.0017241577530267005, "return_12h": 0.006601710428489005, "return_24h": -0.001652096341705267, "close_vs_ema12": -0.0012973690863683496, "close_vs_ema24": -0.001250644218458996, "ema12_slope_3h": 0.0009209835595069826, "ema24_slope_6h": 0.0006331004556070496, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-25T03:11:25.170718Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-25T02:00:00Z", "return_6h": -0.0017241577530267005, "return_12h": 0.006601710428489005, "return_24h": -0.001652096341705267, "close_vs_ema12": -0.0012973690863683496, "close_vs_ema24": -0.001250644218458996, "ema12_slope_3h": 0.0009209835595069826, "ema24_slope_6h": 0.0006331004556070496, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 157936, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T221018.300735Z", "trigger_timestamp": "2026-09-24T22:10:18.300735Z", "market_start_timestamp": "2026-09-24T22:00:00Z", "resolution_timestamp": "2026-09-24T23:00:00Z", "direction": "UP", "base_run_id": 3839, "small_run_id": 3840, "last_observed_close": 84350.0, "actual_close": 84277.32, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-24T22:11:25.261022Z", "market_regime": { "id": 157551, "signal_id": 157936, "source": "btcflix_price_features", "method_version": 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0.0006624348347521458, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "entry_probability": 0.485, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 11.699265, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3839, 3840 ], "forecast_publication_timestamp": "2026-09-24T22:10:18.300735Z", "requested_quote_timestamp": "2026-09-24T22:10:18.300735Z", "retrieved_quote_timestamp": "2026-09-24T22:10:30Z", "quote_retrieval_timestamp": "2026-09-24T22:11:28.378971Z", "timing_difference_seconds": 11.699265, "selected_quote": { "id": 2438, "contract_id": 7358, "forecast_timestamp": "2026-09-24T22:10:18.300735Z", "requested_timestamp": "2026-09-24T22:10:18.300735Z", "actual_quote_timestamp": "2026-09-24T22:10:30Z", "timestamp_delta_seconds": 11.699265, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "implied_probability": 0.485, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T22:11:28.378971Z", "raw_json": "{\"request\":{\"start\":1790287818,\"end\":1790288178},\"response\":{\"history\":[{\"t\":1790287830,\"p\":0.485},{\"t\":1790287877,\"p\":0.455},{\"t\":1790287877,\"p\":0.455}]},\"selected\":{\"t\":1790287830,\"p\":0.485}}", "venue": "polymarket", "external_event_id": "1066287", "external_market_id": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "external_contract_id": "5595599229202252885215433883521940719360943164237432682327148048216083127120", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-6pm-et" }, "selected_entry_price": 0.485, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-24T22:10:18.300735Z", "id": 7359, "venue": "polymarket", "external_event_id": "1066287", "external_market_id": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "external_contract_id": "66466413479479963041607523514834765042344988200252052674424553408585964485075", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-24T22:00:00Z", "resolution_timestamp": "2026-09-24T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-6pm-et", "first_retrieved_at": "2026-09-24T22:11:28.027170Z", "forecast_run_ids": [ 3839, 3840 ] }, { "forecast_timestamp": "2026-09-24T22:10:18.300735Z", "id": 7358, "venue": "polymarket", "external_event_id": "1066287", "external_market_id": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "external_contract_id": "5595599229202252885215433883521940719360943164237432682327148048216083127120", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-24T22:00:00Z", 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"2026-09-24T22:11:28.378971Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "contract_side": "UP", "external_event_id": "1066287", "external_market_id": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "external_contract_id": "5595599229202252885215433883521940719360943164237432682327148048216083127120", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158": { "DOWN": "66466413479479963041607523514834765042344988200252052674424553408585964485075", "UP": "5595599229202252885215433883521940719360943164237432682327148048216083127120" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 176421, "signal_id": 157936, "quote_id": 2438, "settlement_id": 301, "stake_mode": "fixed_dollars", 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"discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 176420, "signal_id": 157936, "quote_id": 2438, "settlement_id": 301, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.485, "entry_price_type": "historical_price_sample", "gross_cost": 48.5, "trading_fee": 1.74843, "total_deployed": 50.24843, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -48.5, "net_pnl": -50.24843, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-25T00:11:25.196627Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84350.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1066287", "ticker": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "market_id": "0xd747da0c5c05ab507140cb1afb0cc6b9884da34bbc966ec516e4ebcce9f6b158", "contract_id": "66466413479479963041607523514834765042344988200252052674424553408585964485075", "market_title": "Bitcoin Up or Down - September 24, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-24T22:10:18.300735Z", "retrieved_timestamp": "2026-09-24T22:10:30Z", "quote_offset_seconds": 11.699265, "quote_age_seconds": 11.699265, "bid": null, "ask": null, "midpoint": null, "last_price": 0.485, "spread": null, "selected_entry_price": 0.485, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84277.32, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": 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"contracts": [ { "forecast_timestamp": "2026-09-24T20:10:17.622127Z", "id": 7347, "venue": "polymarket", "external_event_id": "1065780", "external_market_id": "0x74c0b7e0798cf994148e7d03f937b44cf840ff9a40b1111cafe33ea110688ec7", "external_contract_id": "49328813557159951653034687431308801640041974354441440387412553259999546989567", "market_title": "Bitcoin Up or Down - September 24, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-24T20:00:00Z", "resolution_timestamp": "2026-09-24T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-4pm-et", "first_retrieved_at": "2026-09-24T20:11:28.101930Z", "forecast_run_ids": [ 3829, 3830 ] }, { "forecast_timestamp": "2026-09-24T20:10:17.622127Z", "id": 7346, "venue": "polymarket", "external_event_id": "1065780", "external_market_id": 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"historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T20:11:28.304369Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 4PM ET", "contract_side": "UP", "external_event_id": "1065780", "external_market_id": "0x74c0b7e0798cf994148e7d03f937b44cf840ff9a40b1111cafe33ea110688ec7", "external_contract_id": "11437949885958212276048793525502798625317618662668531687915929626204045281884", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x74c0b7e0798cf994148e7d03f937b44cf840ff9a40b1111cafe33ea110688ec7": { "DOWN": "49328813557159951653034687431308801640041974354441440387412553259999546989567", "UP": "11437949885958212276048793525502798625317618662668531687915929626204045281884" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 176081, "signal_id": 157664, "quote_id": 2433, "settlement_id": 299, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.65104, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T22:11:27.976832Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled 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signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84412.65, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1065780", "ticker": "0x74c0b7e0798cf994148e7d03f937b44cf840ff9a40b1111cafe33ea110688ec7", "market_id": "0x74c0b7e0798cf994148e7d03f937b44cf840ff9a40b1111cafe33ea110688ec7", "contract_id": "49328813557159951653034687431308801640041974354441440387412553259999546989567", "market_title": "Bitcoin Up or Down - September 24, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-24T20:10:17.622127Z", "retrieved_timestamp": "2026-09-24T20:11:13Z", "quote_offset_seconds": 55.377873, "quote_age_seconds": 55.377873, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84371.63, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T201017.622127Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 157279, "signal_id": 157664, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-24T19:00:00Z", "return_6h": 0.0018303213102830451, "return_12h": -0.0013176136203650879, "return_24h": -0.0012464800397549158, "close_vs_ema12": 0.002919494667357192, "close_vs_ema24": 0.0016909404634386505, "ema12_slope_3h": 0.0014094889448588166, "ema24_slope_6h": 0.00013844234379312148, 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"market_start_timestamp": "2026-09-24T07:00:00Z", "resolution_timestamp": "2026-09-24T08:00:00Z", "direction": "UP", "base_run_id": 3764, "small_run_id": 3765, "last_observed_close": 84113.99, "actual_close": 84524.02, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-24T07:11:22.740486Z", "market_regime": { "id": 155535, "signal_id": 155920, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T06:00:00Z", "return_6h": -0.002419530823786098, "return_12h": -0.0025614846436617933, "return_24h": -0.02724273461928728, "close_vs_ema12": -0.0019513070672709798, "close_vs_ema24": -0.006408731119580069, "ema12_slope_3h": -0.0017598401798122332, "ema24_slope_6h": -0.00437343891002262, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h 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"quote_timing_offset_seconds": 57.734665, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3764, 3765 ], "forecast_publication_timestamp": "2026-09-24T07:10:16.265335Z", "requested_quote_timestamp": "2026-09-24T07:10:16.265335Z", "retrieved_quote_timestamp": "2026-09-24T07:11:14Z", "quote_retrieval_timestamp": "2026-09-24T07:11:24.911438Z", "timing_difference_seconds": 57.734665, "selected_quote": { "id": 2420, "contract_id": 7304, "forecast_timestamp": "2026-09-24T07:10:16.265335Z", "requested_timestamp": "2026-09-24T07:10:16.265335Z", "actual_quote_timestamp": "2026-09-24T07:11:14Z", "timestamp_delta_seconds": 57.734665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T07:11:24.911438Z", "raw_json": "{\"request\":{\"start\":1790233816,\"end\":1790234176},\"response\":{\"history\":[{\"t\":1790233874,\"p\":0.445},{\"t\":1790233874,\"p\":0.445}]},\"selected\":{\"t\":1790233874,\"p\":0.445}}", "venue": "polymarket", "external_event_id": "1062783", "external_market_id": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "external_contract_id": "47769388876155350843233394003417294721044579305320952788507171722199923073284", "market_title": "Bitcoin Up or Down - September 24, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-3am-et" }, "selected_entry_price": 0.445, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-24T07:10:16.265335Z", "id": 7305, "venue": "polymarket", "external_event_id": "1062783", "external_market_id": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "external_contract_id": "88275263076476270103360713324572822620775199610658319502507755356903681069979", "market_title": "Bitcoin Up or Down - September 24, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-24T07:00:00Z", "resolution_timestamp": "2026-09-24T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-3am-et", "first_retrieved_at": "2026-09-24T07:11:24.637392Z", "forecast_run_ids": [ 3764, 3765 ] }, { "forecast_timestamp": "2026-09-24T07:10:16.265335Z", "id": 7304, "venue": "polymarket", "external_event_id": "1062783", "external_market_id": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "external_contract_id": "47769388876155350843233394003417294721044579305320952788507171722199923073284", "market_title": "Bitcoin Up or Down - September 24, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-24T07:00:00Z", "resolution_timestamp": "2026-09-24T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-3am-et", "first_retrieved_at": "2026-09-24T07:11:24.633074Z", "forecast_run_ids": [ 3764, 3765 ] } ], "quotes": [ { "id": 2420, "contract_id": 7304, "forecast_timestamp": "2026-09-24T07:10:16.265335Z", "requested_timestamp": "2026-09-24T07:10:16.265335Z", "actual_quote_timestamp": "2026-09-24T07:11:14Z", "timestamp_delta_seconds": 57.734665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T07:11:24.911438Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 3AM ET", "contract_side": "UP", "external_event_id": "1062783", "external_market_id": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "external_contract_id": "47769388876155350843233394003417294721044579305320952788507171722199923073284", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0": { "DOWN": "88275263076476270103360713324572822620775199610658319502507755356903681069979", "UP": "47769388876155350843233394003417294721044579305320952788507171722199923073284" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 173895, "signal_id": 155920, "quote_id": 2420, "settlement_id": 298, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 216.3152584269663, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 96.26029, "trading_fee": 3.73971, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 216.3152584269663, "gross_pnl": 120.0549684269663, "net_pnl": 116.3152584269663, "roi": 1.163152584269663, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T09:11:25.596061Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 173894, "signal_id": 155920, "quote_id": 2420, "settlement_id": 298, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 44.5, "trading_fee": 1.72883, "total_deployed": 46.22883, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 55.5, "net_pnl": 53.77117, "roi": 1.1631523012803915, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T09:11:25.593678Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84113.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1062783", "ticker": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "market_id": "0x49857c1831637a7b6a3d63c3a50c76cb4ee5a6be3d838aab46653708a533f8e0", "contract_id": "88275263076476270103360713324572822620775199610658319502507755356903681069979", "market_title": "Bitcoin Up or Down - September 24, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-24T07:10:16.265335Z", "retrieved_timestamp": "2026-09-24T07:11:14Z", "quote_offset_seconds": 57.734665, "quote_age_seconds": 57.734665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "spread": null, "selected_entry_price": 0.445, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84524.02, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T071016.265335Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 155535, "signal_id": 155920, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T06:00:00Z", "return_6h": -0.002419530823786098, "return_12h": -0.0025614846436617933, "return_24h": -0.02724273461928728, "close_vs_ema12": -0.0019513070672709798, "close_vs_ema24": -0.006408731119580069, "ema12_slope_3h": -0.0017598401798122332, "ema24_slope_6h": -0.00437343891002262, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-24T07:11:22.743176Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-24T06:00:00Z", "return_6h": -0.002419530823786098, "return_12h": -0.0025614846436617933, "return_24h": -0.02724273461928728, "close_vs_ema12": -0.0019513070672709798, "close_vs_ema24": -0.006408731119580069, "ema12_slope_3h": -0.0017598401798122332, "ema24_slope_6h": -0.00437343891002262, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 155519, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T041016.214468Z", "trigger_timestamp": "2026-09-24T04:10:16.214468Z", "market_start_timestamp": "2026-09-24T04:00:00Z", "resolution_timestamp": "2026-09-24T05:00:00Z", "direction": "UP", "base_run_id": 3749, "small_run_id": 3750, "last_observed_close": 83934.01, "actual_close": 84046.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-24T04:11:20.939812Z", "market_regime": { "id": 155134, "signal_id": 155519, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T03:00:00Z", "return_6h": -0.005750686926761506, "return_12h": -0.0007381302992844896, "return_24h": -0.031950675554964114, "close_vs_ema12": 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"small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.785532, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3749, 3750 ], "forecast_publication_timestamp": "2026-09-24T04:10:16.214468Z", "requested_quote_timestamp": "2026-09-24T04:10:16.214468Z", "retrieved_quote_timestamp": "2026-09-24T04:11:13Z", "quote_retrieval_timestamp": "2026-09-24T04:11:23.341037Z", "timing_difference_seconds": 56.785532, "selected_quote": { "id": 2416, "contract_id": 7291, "forecast_timestamp": "2026-09-24T04:10:16.214468Z", "requested_timestamp": "2026-09-24T04:10:16.214468Z", "actual_quote_timestamp": "2026-09-24T04:11:13Z", "timestamp_delta_seconds": 56.785532, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T04:11:23.341037Z", "raw_json": "{\"request\":{\"start\":1790223016,\"end\":1790223376},\"response\":{\"history\":[{\"t\":1790223073,\"p\":0.405},{\"t\":1790223073,\"p\":0.405}]},\"selected\":{\"t\":1790223073,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "1062229", "external_market_id": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "external_contract_id": "99076766823234209931493306483665054255424693038042857367585474654345916351095", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-12am-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-24T04:10:16.214468Z", "id": 7292, "venue": "polymarket", "external_event_id": "1062229", "external_market_id": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "external_contract_id": "8552057961933973068176734536957546643718340235612466993545976279350103431909", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-24T04:00:00Z", "resolution_timestamp": "2026-09-24T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-12am-et", "first_retrieved_at": "2026-09-24T04:11:23.173960Z", "forecast_run_ids": [ 3749, 3750 ] }, { "forecast_timestamp": "2026-09-24T04:10:16.214468Z", "id": 7291, "venue": "polymarket", "external_event_id": "1062229", "external_market_id": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "external_contract_id": "99076766823234209931493306483665054255424693038042857367585474654345916351095", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-24T04:00:00Z", "resolution_timestamp": "2026-09-24T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-24-2026-12am-et", "first_retrieved_at": "2026-09-24T04:11:23.168824Z", "forecast_run_ids": [ 3749, 3750 ] } ], "quotes": [ { "id": 2416, "contract_id": 7291, "forecast_timestamp": "2026-09-24T04:10:16.214468Z", "requested_timestamp": "2026-09-24T04:10:16.214468Z", "actual_quote_timestamp": "2026-09-24T04:11:13Z", "timestamp_delta_seconds": 56.785532, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T04:11:23.341037Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "contract_side": "UP", "external_event_id": "1062229", "external_market_id": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "external_contract_id": "99076766823234209931493306483665054255424693038042857367585474654345916351095", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8": { "DOWN": "8552057961933973068176734536957546643718340235612466993545976279350103431909", "UP": "99076766823234209931493306483665054255424693038042857367585474654345916351095" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 173389, "signal_id": 155519, "quote_id": 2416, "settlement_id": 297, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 237.04083950617283, "gross_pnl": 141.03929950617282, "net_pnl": 137.04083950617283, "roi": 1.3704083950617283, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T06:11:24.232418Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 173388, "signal_id": 155519, "quote_id": 2416, "settlement_id": 297, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 59.5, "net_pnl": 57.81317, "roi": 1.3704080159613794, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T06:11:24.230623Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 83934.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1062229", "ticker": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "market_id": "0xca5039b588f2e2e90ce451a797aba81efb1083e8b98a02f4b9c0fedfe69813b8", "contract_id": "8552057961933973068176734536957546643718340235612466993545976279350103431909", "market_title": "Bitcoin Up or Down - September 24, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-24T04:10:16.214468Z", "retrieved_timestamp": "2026-09-24T04:11:13Z", "quote_offset_seconds": 56.785532, "quote_age_seconds": 56.785532, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84046.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T041016.214468Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 155134, "signal_id": 155519, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T03:00:00Z", "return_6h": -0.005750686926761506, "return_12h": -0.0007381302992844896, "return_24h": -0.031950675554964114, "close_vs_ema12": -0.005839495210206214, "close_vs_ema24": -0.01055624678138467, "ema12_slope_3h": -0.0023288372921099754, "ema24_slope_6h": -0.004365894121544089, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-24T04:11:20.942217Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-24T03:00:00Z", "return_6h": -0.005750686926761506, "return_12h": -0.0007381302992844896, "return_24h": -0.031950675554964114, "close_vs_ema12": -0.005839495210206214, "close_vs_ema24": -0.01055624678138467, "ema12_slope_3h": -0.0023288372921099754, "ema24_slope_6h": -0.004365894121544089, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 155121, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T011017.057566Z", "trigger_timestamp": "2026-09-24T01:10:17.057566Z", "market_start_timestamp": "2026-09-24T01:00:00Z", "resolution_timestamp": "2026-09-24T02:00:00Z", "direction": "UP", "base_run_id": 3734, "small_run_id": 3735, "last_observed_close": 84318.0, "actual_close": 84104.35, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-24T01:11:28.094878Z", "market_regime": { "id": 154736, "signal_id": 155121, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T00:00:00Z", "return_6h": -0.00014229811455002128, "return_12h": -0.013950383641105013, "return_24h": -0.024744006578970246, "close_vs_ema12": -0.0036171368400003123, "close_vs_ema24": -0.008354825770252816, "ema12_slope_3h": -0.0016222803425648413, "ema24_slope_6h": -0.004733511534474544, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-24T01:11:28.097760Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-24T00:00:00Z", "return_6h": -0.00014229811455002128, "return_12h": -0.013950383641105013, "return_24h": -0.024744006578970246, "close_vs_ema12": -0.0036171368400003123, "close_vs_ema24": -0.008354825770252816, "ema12_slope_3h": -0.0016222803425648413, "ema24_slope_6h": -0.004733511534474544, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.942434, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3734, 3735 ], "forecast_publication_timestamp": "2026-09-24T01:10:17.057566Z", "requested_quote_timestamp": "2026-09-24T01:10:17.057566Z", "retrieved_quote_timestamp": "2026-09-24T01:10:26Z", "quote_retrieval_timestamp": "2026-09-24T01:11:30.623780Z", "timing_difference_seconds": 8.942434, "selected_quote": { "id": 2411, "contract_id": 7277, "forecast_timestamp": "2026-09-24T01:10:17.057566Z", "requested_timestamp": "2026-09-24T01:10:17.057566Z", "actual_quote_timestamp": "2026-09-24T01:10:26Z", "timestamp_delta_seconds": 8.942434, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T01:11:30.623780Z", "raw_json": "{\"request\":{\"start\":1790212217,\"end\":1790212577},\"response\":{\"history\":[{\"t\":1790212226,\"p\":0.415},{\"t\":1790212272,\"p\":0.415},{\"t\":1790212272,\"p\":0.415}]},\"selected\":{\"t\":1790212226,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "1061700", "external_market_id": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "external_contract_id": "46537339930097298905518618382462797557188440371051405397287569406961312937517", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-9pm-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-24T01:10:17.057566Z", "id": 7278, "venue": "polymarket", "external_event_id": "1061700", "external_market_id": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "external_contract_id": "15436558149766447654758880124712089373247507664543481743933842720887907716763", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-24T01:00:00Z", "resolution_timestamp": "2026-09-24T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-9pm-et", "first_retrieved_at": "2026-09-24T01:11:30.443408Z", "forecast_run_ids": [ 3734, 3735 ] }, { "forecast_timestamp": "2026-09-24T01:10:17.057566Z", "id": 7277, "venue": "polymarket", "external_event_id": "1061700", "external_market_id": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "external_contract_id": "46537339930097298905518618382462797557188440371051405397287569406961312937517", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-24T01:00:00Z", "resolution_timestamp": "2026-09-24T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-9pm-et", "first_retrieved_at": "2026-09-24T01:11:30.437605Z", "forecast_run_ids": [ 3734, 3735 ] } ], "quotes": [ { "id": 2411, "contract_id": 7277, "forecast_timestamp": "2026-09-24T01:10:17.057566Z", "requested_timestamp": "2026-09-24T01:10:17.057566Z", "actual_quote_timestamp": "2026-09-24T01:10:26Z", "timestamp_delta_seconds": 8.942434, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-24T01:11:30.623780Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "contract_side": "UP", "external_event_id": "1061700", "external_market_id": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "external_contract_id": "46537339930097298905518618382462797557188440371051405397287569406961312937517", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961": { "DOWN": "15436558149766447654758880124712089373247507664543481743933842720887907716763", "UP": "46537339930097298905518618382462797557188440371051405397287569406961312937517" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 172885, "signal_id": 155121, "quote_id": 2411, "settlement_id": 295, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48455421686748, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06609, "trading_fee": 3.93391, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.06609, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T03:11:23.907102Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 172884, "signal_id": 155121, "quote_id": 2411, "settlement_id": 295, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -41.5, "net_pnl": -43.19942, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T03:11:23.905486Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84318.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1061700", "ticker": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "market_id": "0x76ad414ce48b1e333c65a44c7577910654d0f4e5e5ba89ea8085b02156e86961", "contract_id": "15436558149766447654758880124712089373247507664543481743933842720887907716763", "market_title": "Bitcoin Up or Down - September 23, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-24T01:10:17.057566Z", "retrieved_timestamp": "2026-09-24T01:10:26Z", "quote_offset_seconds": 8.942434, "quote_age_seconds": 8.942434, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 84104.35, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260924T011017.057566Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 154736, "signal_id": 155121, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-24T00:00:00Z", "return_6h": -0.00014229811455002128, "return_12h": -0.013950383641105013, "return_24h": -0.024744006578970246, "close_vs_ema12": -0.0036171368400003123, "close_vs_ema24": -0.008354825770252816, "ema12_slope_3h": -0.0016222803425648413, "ema24_slope_6h": -0.004733511534474544, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-24T01:11:28.097760Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-24T00:00:00Z", "return_6h": -0.00014229811455002128, "return_12h": -0.013950383641105013, "return_24h": -0.024744006578970246, "close_vs_ema12": -0.0036171368400003123, "close_vs_ema24": -0.008354825770252816, "ema12_slope_3h": -0.0016222803425648413, "ema24_slope_6h": -0.004733511534474544, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 154726, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T221018.432096Z", "trigger_timestamp": "2026-09-23T22:10:18.432096Z", "market_start_timestamp": "2026-09-23T22:00:00Z", "resolution_timestamp": "2026-09-23T23:00:00Z", "direction": "UP", "base_run_id": 3719, "small_run_id": 3720, "last_observed_close": 84419.48, "actual_close": 84563.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T22:11:38.050173Z", "market_regime": { "id": 154341, "signal_id": 154726, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T21:00:00Z", "return_6h": 0.005041548997386958, "return_12h": -0.01671261076756414, "return_24h": -0.020473983515039484, "close_vs_ema12": -0.004036308969651348, "close_vs_ema24": -0.009178147171349016, "ema12_slope_3h": -0.002879625137635289, "ema24_slope_6h": -0.006650964840761775, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T22:11:38.052820Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T21:00:00Z", "return_6h": 0.005041548997386958, "return_12h": -0.01671261076756414, "return_24h": -0.020473983515039484, "close_vs_ema12": -0.004036308969651348, "close_vs_ema24": -0.009178147171349016, "ema12_slope_3h": -0.002879625137635289, "ema24_slope_6h": -0.006650964840761775, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "entry_probability": 0.775, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.567904, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 3719, 3720 ], "forecast_publication_timestamp": "2026-09-23T22:10:18.432096Z", "requested_quote_timestamp": "2026-09-23T22:10:18.432096Z", "retrieved_quote_timestamp": "2026-09-23T22:11:15Z", "quote_retrieval_timestamp": "2026-09-23T22:11:41.621307Z", "timing_difference_seconds": 56.567904, "selected_quote": { "id": 2405, "contract_id": 7261, "forecast_timestamp": "2026-09-23T22:10:18.432096Z", "requested_timestamp": "2026-09-23T22:10:18.432096Z", "actual_quote_timestamp": "2026-09-23T22:11:15Z", "timestamp_delta_seconds": 56.567904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T22:11:41.621307Z", "raw_json": "{\"request\":{\"start\":1790201418,\"end\":1790201778},\"response\":{\"history\":[{\"t\":1790201475,\"p\":0.775},{\"t\":1790201475,\"p\":0.775}]},\"selected\":{\"t\":1790201475,\"p\":0.775}}", "venue": "polymarket", "external_event_id": "1061151", "external_market_id": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "external_contract_id": "113826705101902561603983800870635834435645400348634867464434728608393893221415", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-6pm-et" }, "selected_entry_price": 0.775, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T22:10:18.432096Z", "id": 7262, "venue": "polymarket", "external_event_id": "1061151", "external_market_id": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "external_contract_id": "22013068237752682930453165969945008990388551841469136762143280338688886291398", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T22:00:00Z", "resolution_timestamp": "2026-09-23T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-6pm-et", "first_retrieved_at": "2026-09-23T22:11:41.352792Z", "forecast_run_ids": [ 3719, 3720 ] }, { "forecast_timestamp": "2026-09-23T22:10:18.432096Z", "id": 7261, "venue": "polymarket", "external_event_id": "1061151", "external_market_id": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "external_contract_id": "113826705101902561603983800870635834435645400348634867464434728608393893221415", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T22:00:00Z", "resolution_timestamp": "2026-09-23T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-6pm-et", "first_retrieved_at": "2026-09-23T22:11:41.348164Z", "forecast_run_ids": [ 3719, 3720 ] } ], "quotes": [ { "id": 2405, "contract_id": 7261, "forecast_timestamp": "2026-09-23T22:10:18.432096Z", "requested_timestamp": "2026-09-23T22:10:18.432096Z", "actual_quote_timestamp": "2026-09-23T22:11:15Z", "timestamp_delta_seconds": 56.567904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T22:11:41.621307Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "contract_side": "UP", "external_event_id": "1061151", "external_market_id": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "external_contract_id": "113826705101902561603983800870635834435645400348634867464434728608393893221415", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997": { "DOWN": "22013068237752682930453165969945008990388551841469136762143280338688886291398", "UP": "113826705101902561603983800870635834435645400348634867464434728608393893221415" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 172387, "signal_id": 154726, "quote_id": 2405, "settlement_id": 293, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 127.03150967741936, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 98.44942, "trading_fee": 1.55058, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 127.03150967741936, "gross_pnl": 28.58208967741936, "net_pnl": 27.031509677419365, "roi": 0.27031509677419363, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T00:11:36.766617Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 172386, "signal_id": 154726, "quote_id": 2405, "settlement_id": 293, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 77.5, "trading_fee": 1.22063, "total_deployed": 78.72063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 22.5, "net_pnl": 21.27937, "roi": 0.27031503685882596, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-24T00:11:36.764366Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84419.48, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1061151", "ticker": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "market_id": "0x02b2a20b1d81444c35cb03cb9afa1b4ce943b428b6930b7a9411e55869851997", "contract_id": "22013068237752682930453165969945008990388551841469136762143280338688886291398", "market_title": "Bitcoin Up or Down - September 23, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T22:10:18.432096Z", "retrieved_timestamp": "2026-09-23T22:11:15Z", "quote_offset_seconds": 56.567904, "quote_age_seconds": 56.567904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "spread": null, "selected_entry_price": 0.775, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84563.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T221018.432096Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 154341, "signal_id": 154726, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T21:00:00Z", "return_6h": 0.005041548997386958, "return_12h": 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and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 154594, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T211018.979864Z", "trigger_timestamp": "2026-09-23T21:10:18.979864Z", "market_start_timestamp": "2026-09-23T21:00:00Z", "resolution_timestamp": "2026-09-23T22:00:00Z", "direction": "UP", "base_run_id": 3714, "small_run_id": 3715, "last_observed_close": 84232.86, "actual_close": 84419.48, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T21:11:35.209878Z", "market_regime": { "id": 154209, "signal_id": 154594, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T20:00:00Z", "return_6h": -0.0035622357349984757, "return_12h": -0.019407802026519483, "return_24h": -0.02354574057014036, "close_vs_ema12": -0.0069667750311820376, 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"venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "entry_probability": 0.725, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.020136, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 3714, 3715 ], "forecast_publication_timestamp": "2026-09-23T21:10:18.979864Z", "requested_quote_timestamp": "2026-09-23T21:10:18.979864Z", "retrieved_quote_timestamp": "2026-09-23T21:11:15Z", "quote_retrieval_timestamp": "2026-09-23T21:11:38.435289Z", "timing_difference_seconds": 56.020136, "selected_quote": { "id": 2392, "contract_id": 7244, "forecast_timestamp": "2026-09-23T21:10:18.979864Z", "requested_timestamp": "2026-09-23T21:10:18.979864Z", "actual_quote_timestamp": "2026-09-23T21:11:15Z", "timestamp_delta_seconds": 56.020136, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T21:11:38.435289Z", "raw_json": "{\"request\":{\"start\":1790197818,\"end\":1790198178},\"response\":{\"history\":[{\"t\":1790197875,\"p\":0.725},{\"t\":1790197875,\"p\":0.725}]},\"selected\":{\"t\":1790197875,\"p\":0.725}}", "venue": "polymarket", "external_event_id": "1060987", "external_market_id": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "external_contract_id": "5855109455013275120905416508108577879302951374684932078797421237253530630004", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-5pm-et" }, "selected_entry_price": 0.725, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T21:10:18.979864Z", "id": 7245, "venue": "polymarket", "external_event_id": "1060987", "external_market_id": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "external_contract_id": "52371370239057615723168873817639476008816930674766039454854100878710121274718", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T21:00:00Z", "resolution_timestamp": "2026-09-23T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-5pm-et", "first_retrieved_at": "2026-09-23T21:11:38.262548Z", "forecast_run_ids": [ 3714, 3715 ] }, { "forecast_timestamp": "2026-09-23T21:10:18.979864Z", "id": 7244, "venue": "polymarket", "external_event_id": "1060987", "external_market_id": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "external_contract_id": "5855109455013275120905416508108577879302951374684932078797421237253530630004", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T21:00:00Z", "resolution_timestamp": "2026-09-23T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-5pm-et", "first_retrieved_at": "2026-09-23T21:11:38.258347Z", "forecast_run_ids": [ 3714, 3715 ] } ], "quotes": [ { "id": 2392, "contract_id": 7244, "forecast_timestamp": "2026-09-23T21:10:18.979864Z", "requested_timestamp": "2026-09-23T21:10:18.979864Z", "actual_quote_timestamp": "2026-09-23T21:11:15Z", "timestamp_delta_seconds": 56.020136, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T21:11:38.435289Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "contract_side": "UP", "external_event_id": "1060987", "external_market_id": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "external_contract_id": "5855109455013275120905416508108577879302951374684932078797421237253530630004", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95": { "DOWN": "52371370239057615723168873817639476008816930674766039454854100878710121274718", "UP": "5855109455013275120905416508108577879302951374684932078797421237253530630004" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 172221, "signal_id": 154594, "quote_id": 2392, "settlement_id": 292, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 135.32601379310344, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 98.11135999999999, "trading_fee": 1.88864, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 135.32601379310344, "gross_pnl": 37.21465379310345, "net_pnl": 35.326013793103456, "roi": 0.3532601379310346, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T23:11:31.862624Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 172220, "signal_id": 154594, "quote_id": 2392, "settlement_id": 292, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 72.5, "trading_fee": 1.39563, "total_deployed": 73.89563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 27.5, "net_pnl": 26.104370000000003, "roi": 0.35325999656542617, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T23:11:31.859506Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84232.86, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1060987", "ticker": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "market_id": "0x47a731bf72088ba3f8a133d888e4978278734cc074f96b45e4f821206cd53d95", "contract_id": "52371370239057615723168873817639476008816930674766039454854100878710121274718", "market_title": "Bitcoin Up or Down - September 23, 5PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T21:10:18.979864Z", "retrieved_timestamp": "2026-09-23T21:11:15Z", "quote_offset_seconds": 56.020136, "quote_age_seconds": 56.020136, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "spread": null, "selected_entry_price": 0.725, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84419.48, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T211018.979864Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 154209, "signal_id": 154594, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T20:00:00Z", "return_6h": -0.0035622357349984757, "return_12h": -0.019407802026519483, "return_24h": -0.02354574057014036, "close_vs_ema12": -0.0069667750311820376, "close_vs_ema24": -0.012156882274127034, "ema12_slope_3h": -0.0035893872011976136, "ema24_slope_6h": -0.007644863860663542, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T21:11:35.212666Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T20:00:00Z", "return_6h": -0.0035622357349984757, "return_12h": -0.019407802026519483, "return_24h": -0.02354574057014036, "close_vs_ema12": 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"method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T18:00:00Z", "return_6h": -0.01381005067072727, "return_12h": -0.024744632972998892, "return_24h": -0.024651914194350755, "close_vs_ema12": -0.007956937793147656, "close_vs_ema24": -0.012908328356812548, "ema12_slope_3h": -0.005776773477090269, "ema24_slope_6h": -0.007399349454631721, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T19:11:23.146212Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T18:00:00Z", "return_6h": -0.01381005067072727, "return_12h": -0.024744632972998892, "return_24h": -0.024651914194350755, "close_vs_ema12": -0.007956937793147656, "close_vs_ema24": -0.012908328356812548, "ema12_slope_3h": -0.005776773477090269, "ema24_slope_6h": -0.007399349454631721, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 10.651347, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3704, 3705 ], "forecast_publication_timestamp": "2026-09-23T19:10:16.348653Z", "requested_quote_timestamp": "2026-09-23T19:10:16.348653Z", "retrieved_quote_timestamp": "2026-09-23T19:10:27Z", "quote_retrieval_timestamp": "2026-09-23T19:11:26.505017Z", "timing_difference_seconds": 10.651347, "selected_quote": { "id": 2377, "contract_id": 7221, "forecast_timestamp": "2026-09-23T19:10:16.348653Z", "requested_timestamp": "2026-09-23T19:10:16.348653Z", "actual_quote_timestamp": "2026-09-23T19:10:27Z", "timestamp_delta_seconds": 10.651347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T19:11:26.505017Z", "raw_json": "{\"request\":{\"start\":1790190616,\"end\":1790190976},\"response\":{\"history\":[{\"t\":1790190627,\"p\":0.495},{\"t\":1790190675,\"p\":0.495},{\"t\":1790190675,\"p\":0.495}]},\"selected\":{\"t\":1790190627,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1060402", "external_market_id": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "external_contract_id": "114263708698444611823163000515867329756681895981258445558075774876197598248337", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-3pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T19:10:16.348653Z", "id": 7222, "venue": "polymarket", "external_event_id": "1060402", "external_market_id": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "external_contract_id": "81273276658969091684511844360020143670494461271842338340315830443761598660302", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T19:00:00Z", "resolution_timestamp": "2026-09-23T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-3pm-et", "first_retrieved_at": "2026-09-23T19:11:26.265824Z", "forecast_run_ids": [ 3704, 3705 ] }, { "forecast_timestamp": "2026-09-23T19:10:16.348653Z", "id": 7221, "venue": "polymarket", "external_event_id": "1060402", "external_market_id": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "external_contract_id": "114263708698444611823163000515867329756681895981258445558075774876197598248337", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T19:00:00Z", "resolution_timestamp": "2026-09-23T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-3pm-et", "first_retrieved_at": "2026-09-23T19:11:26.262267Z", "forecast_run_ids": [ 3704, 3705 ] } ], "quotes": [ { "id": 2377, "contract_id": 7221, "forecast_timestamp": "2026-09-23T19:10:16.348653Z", "requested_timestamp": "2026-09-23T19:10:16.348653Z", "actual_quote_timestamp": "2026-09-23T19:10:27Z", "timestamp_delta_seconds": 10.651347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T19:11:26.505017Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "contract_side": "UP", "external_event_id": "1060402", "external_market_id": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "external_contract_id": "114263708698444611823163000515867329756681895981258445558075774876197598248337", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1": { "DOWN": "81273276658969091684511844360020143670494461271842338340315830443761598660302", "UP": "114263708698444611823163000515867329756681895981258445558075774876197598248337" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171893, "signal_id": 154334, "quote_id": 2377, "settlement_id": 289, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 195.12262626262628, "gross_pnl": 98.53692626262628, "net_pnl": 95.12262626262628, "roi": 0.9512262626262629, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T21:11:38.158967Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171892, "signal_id": 154334, "quote_id": 2377, "settlement_id": 289, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T21:11:38.157205Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84330.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1060402", "ticker": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "market_id": "0xd231784ddf6033ebcf93ad48dd2db6ee26cab1b6a9b4bca59d738a794c2294a1", "contract_id": "81273276658969091684511844360020143670494461271842338340315830443761598660302", "market_title": "Bitcoin Up or Down - September 23, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T19:10:16.348653Z", "retrieved_timestamp": "2026-09-23T19:10:27Z", "quote_offset_seconds": 10.651347, "quote_age_seconds": 10.651347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84518.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T191016.348653Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 153949, "signal_id": 154334, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T18:00:00Z", "return_6h": -0.01381005067072727, "return_12h": -0.024744632972998892, "return_24h": -0.024651914194350755, "close_vs_ema12": -0.007956937793147656, "close_vs_ema24": -0.012908328356812548, "ema12_slope_3h": -0.005776773477090269, "ema24_slope_6h": -0.007399349454631721, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T19:11:23.146212Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T18:00:00Z", "return_6h": -0.01381005067072727, "return_12h": -0.024744632972998892, "return_24h": -0.024651914194350755, "close_vs_ema12": -0.007956937793147656, "close_vs_ema24": -0.012908328356812548, "ema12_slope_3h": -0.005776773477090269, "ema24_slope_6h": -0.007399349454631721, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 154204, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T181015.612559Z", "trigger_timestamp": "2026-09-23T18:10:15.612559Z", "market_start_timestamp": "2026-09-23T18:00:00Z", "resolution_timestamp": "2026-09-23T19:00:00Z", "direction": "UP", "base_run_id": 3699, "small_run_id": 3700, "last_observed_close": 84326.56, "actual_close": 84330.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T18:11:21.955836Z", "market_regime": { "id": 153819, "signal_id": 154204, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T17:00:00Z", "return_6h": -0.01545114737369957, "return_12h": -0.02508150375953755, "return_24h": -0.02591745153992886, "close_vs_ema12": -0.009430478078130133, "close_vs_ema24": -0.014055280722919616, "ema12_slope_3h": -0.007513298193203677, "ema24_slope_6h": -0.006845828487791583, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T18:11:21.958573Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T17:00:00Z", "return_6h": -0.01545114737369957, "return_12h": -0.02508150375953755, "return_24h": -0.02591745153992886, "close_vs_ema12": -0.009430478078130133, "close_vs_ema24": -0.014055280722919616, "ema12_slope_3h": -0.007513298193203677, "ema24_slope_6h": -0.006845828487791583, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "entry_probability": 0.325, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.387441, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3699, 3700 ], "forecast_publication_timestamp": "2026-09-23T18:10:15.612559Z", "requested_quote_timestamp": "2026-09-23T18:10:15.612559Z", "retrieved_quote_timestamp": "2026-09-23T18:11:14Z", "quote_retrieval_timestamp": "2026-09-23T18:11:25.987960Z", "timing_difference_seconds": 58.387441, "selected_quote": { "id": 2372, "contract_id": 7211, "forecast_timestamp": "2026-09-23T18:10:15.612559Z", "requested_timestamp": "2026-09-23T18:10:15.612559Z", "actual_quote_timestamp": "2026-09-23T18:11:14Z", "timestamp_delta_seconds": 58.387441, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "implied_probability": 0.325, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T18:11:25.987960Z", "raw_json": "{\"request\":{\"start\":1790187015,\"end\":1790187375},\"response\":{\"history\":[{\"t\":1790187074,\"p\":0.325},{\"t\":1790187074,\"p\":0.325}]},\"selected\":{\"t\":1790187074,\"p\":0.325}}", "venue": "polymarket", "external_event_id": "1059774", "external_market_id": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "external_contract_id": "22668314758413009783511910922083273453529136385765523036254295141726031278790", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-2pm-et" }, "selected_entry_price": 0.325, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T18:10:15.612559Z", "id": 7212, "venue": "polymarket", "external_event_id": "1059774", "external_market_id": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "external_contract_id": "102479821586859615053071466980567645808571688342342539874290005715740332835105", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T18:00:00Z", "resolution_timestamp": "2026-09-23T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-2pm-et", "first_retrieved_at": "2026-09-23T18:11:25.678254Z", "forecast_run_ids": [ 3699, 3700 ] }, { "forecast_timestamp": "2026-09-23T18:10:15.612559Z", "id": 7211, "venue": "polymarket", "external_event_id": "1059774", "external_market_id": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "external_contract_id": "22668314758413009783511910922083273453529136385765523036254295141726031278790", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T18:00:00Z", "resolution_timestamp": "2026-09-23T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-2pm-et", "first_retrieved_at": "2026-09-23T18:11:25.673411Z", "forecast_run_ids": [ 3699, 3700 ] } ], "quotes": [ { "id": 2372, "contract_id": 7211, "forecast_timestamp": "2026-09-23T18:10:15.612559Z", "requested_timestamp": "2026-09-23T18:10:15.612559Z", "actual_quote_timestamp": "2026-09-23T18:11:14Z", "timestamp_delta_seconds": 58.387441, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "implied_probability": 0.325, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T18:11:25.987960Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "contract_side": "UP", "external_event_id": "1059774", "external_market_id": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "external_contract_id": "22668314758413009783511910922083273453529136385765523036254295141726031278790", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece": { "DOWN": "102479821586859615053071466980567645808571688342342539874290005715740332835105", "UP": "22668314758413009783511910922083273453529136385765523036254295141726031278790" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171729, "signal_id": 154204, "quote_id": 2372, "settlement_id": 288, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 293.8097846153846, "entry_price": 0.325, "entry_price_type": "historical_price_sample", "gross_cost": 95.48818, "trading_fee": 4.51182, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 293.8097846153846, "gross_pnl": 198.32160461538462, "net_pnl": 193.80978461538461, "roi": 1.938097846153846, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T20:11:47.619883Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171728, "signal_id": 154204, "quote_id": 2372, "settlement_id": 288, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.325, "entry_price_type": "historical_price_sample", "gross_cost": 32.5, "trading_fee": 1.53563, "total_deployed": 34.03563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 67.5, "net_pnl": 65.96437, "roi": 1.9380975172194552, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T20:11:47.617319Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84326.56, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1059774", "ticker": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "market_id": "0x210ad554cbf772b0cacd30b23a83569710a7c71f279453458940e6ba4beb4ece", "contract_id": "102479821586859615053071466980567645808571688342342539874290005715740332835105", "market_title": "Bitcoin Up or Down - September 23, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T18:10:15.612559Z", "retrieved_timestamp": "2026-09-23T18:11:14Z", "quote_offset_seconds": 58.387441, "quote_age_seconds": 58.387441, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "spread": null, "selected_entry_price": 0.325, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84330.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T181015.612559Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 153819, "signal_id": 154204, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T17:00:00Z", "return_6h": -0.01545114737369957, "return_12h": -0.02508150375953755, "return_24h": -0.02591745153992886, "close_vs_ema12": -0.009430478078130133, "close_vs_ema24": -0.014055280722919616, "ema12_slope_3h": -0.007513298193203677, "ema24_slope_6h": -0.006845828487791583, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T18:11:21.958573Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T17:00:00Z", "return_6h": -0.01545114737369957, "return_12h": -0.02508150375953755, "return_24h": -0.02591745153992886, "close_vs_ema12": -0.009430478078130133, "close_vs_ema24": -0.014055280722919616, "ema12_slope_3h": -0.007513298193203677, "ema24_slope_6h": -0.006845828487791583, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 152911, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T171017.725040Z", "trigger_timestamp": "2026-09-23T17:10:17.725040Z", "market_start_timestamp": "2026-09-23T17:00:00Z", "resolution_timestamp": "2026-09-23T18:00:00Z", "direction": "UP", "base_run_id": 3694, "small_run_id": 3695, "last_observed_close": 84038.0, "actual_close": 84326.56, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T17:11:21.891133Z", "market_regime": { "id": 152526, "signal_id": 152911, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T16:00:00Z", "return_6h": -0.021939043844685813, "return_12h": -0.035896059228870514, "return_24h": -0.027575779210477824, "close_vs_ema12": -0.014509895752585877, "close_vs_ema24": -0.01862854992418206, "ema12_slope_3h": -0.008417532581889708, "ema24_slope_6h": -0.006101960640947146, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T17:11:21.893712Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T16:00:00Z", "return_6h": -0.021939043844685813, "return_12h": -0.035896059228870514, "return_24h": -0.027575779210477824, "close_vs_ema12": -0.014509895752585877, "close_vs_ema24": -0.01862854992418206, "ema12_slope_3h": -0.008417532581889708, "ema24_slope_6h": -0.006101960640947146, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "entry_probability": 0.325, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.27496, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3694, 3695 ], "forecast_publication_timestamp": "2026-09-23T17:10:17.725040Z", "requested_quote_timestamp": "2026-09-23T17:10:17.725040Z", "retrieved_quote_timestamp": "2026-09-23T17:11:14Z", "quote_retrieval_timestamp": "2026-09-23T17:52:50.421357Z", "timing_difference_seconds": 56.27496, "selected_quote": { "id": 2368, "contract_id": 7200, "forecast_timestamp": "2026-09-23T17:10:17.725040Z", "requested_timestamp": "2026-09-23T17:10:17.725040Z", "actual_quote_timestamp": "2026-09-23T17:11:14Z", "timestamp_delta_seconds": 56.27496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "implied_probability": 0.325, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:50.421357Z", "raw_json": "{\"request\":{\"start\":1790183417,\"end\":1790183777},\"response\":{\"history\":[{\"t\":1790183474,\"p\":0.325},{\"t\":1790183530,\"p\":0.295},{\"t\":1790183590,\"p\":0.32},{\"t\":1790183659,\"p\":0.215},{\"t\":1790183712,\"p\":0.245},{\"t\":1790183774,\"p\":0.335},{\"t\":1790185934,\"p\":0.9865}]},\"selected\":{\"t\":1790183474,\"p\":0.325}}", "venue": "polymarket", "external_event_id": "1059548", "external_market_id": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "external_contract_id": "18041489957258225594468980045710091296335895724241315031051526406583570847325", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-1pm-et" }, "selected_entry_price": 0.325, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T17:10:17.725040Z", "id": 7201, "venue": "polymarket", "external_event_id": "1059548", "external_market_id": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "external_contract_id": "7448048823447929588299848908239131118194781988763533458993113525296291988873", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T17:00:00Z", "resolution_timestamp": "2026-09-23T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-1pm-et", "first_retrieved_at": "2026-09-23T17:52:50.226479Z", "forecast_run_ids": [ 3694, 3695 ] }, { "forecast_timestamp": "2026-09-23T17:10:17.725040Z", "id": 7200, "venue": "polymarket", "external_event_id": "1059548", "external_market_id": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "external_contract_id": "18041489957258225594468980045710091296335895724241315031051526406583570847325", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T17:00:00Z", "resolution_timestamp": "2026-09-23T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-1pm-et", "first_retrieved_at": "2026-09-23T17:52:50.222074Z", "forecast_run_ids": [ 3694, 3695 ] } ], "quotes": [ { "id": 2368, "contract_id": 7200, "forecast_timestamp": "2026-09-23T17:10:17.725040Z", "requested_timestamp": "2026-09-23T17:10:17.725040Z", "actual_quote_timestamp": "2026-09-23T17:11:14Z", "timestamp_delta_seconds": 56.27496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "implied_probability": 0.325, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:50.421357Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "contract_side": "UP", "external_event_id": "1059548", "external_market_id": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "external_contract_id": "18041489957258225594468980045710091296335895724241315031051526406583570847325", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0": { "DOWN": "7448048823447929588299848908239131118194781988763533458993113525296291988873", "UP": "18041489957258225594468980045710091296335895724241315031051526406583570847325" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171565, "signal_id": 152911, "quote_id": 2368, "settlement_id": 286, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 293.8097846153846, "entry_price": 0.325, "entry_price_type": "historical_price_sample", "gross_cost": 95.48818, "trading_fee": 4.51182, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 293.8097846153846, "gross_pnl": 198.32160461538462, "net_pnl": 193.80978461538461, "roi": 1.938097846153846, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T19:11:25.809940Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171564, "signal_id": 152911, "quote_id": 2368, "settlement_id": 286, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.325, "entry_price_type": "historical_price_sample", "gross_cost": 32.5, "trading_fee": 1.53563, "total_deployed": 34.03563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 67.5, "net_pnl": 65.96437, "roi": 1.9380975172194552, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T19:11:25.807990Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 84038.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1059548", "ticker": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "market_id": "0x364ee4ffc53981d169930065e5689d85374ccabf8d1461c43e128ba8027b03d0", "contract_id": "7448048823447929588299848908239131118194781988763533458993113525296291988873", "market_title": "Bitcoin Up or Down - September 23, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T17:10:17.725040Z", "retrieved_timestamp": "2026-09-23T17:11:14Z", "quote_offset_seconds": 56.27496, "quote_age_seconds": 56.27496, "bid": null, "ask": null, "midpoint": null, "last_price": 0.325, "spread": null, "selected_entry_price": 0.325, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 84326.56, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T171017.725040Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 152526, "signal_id": 152911, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T16:00:00Z", "return_6h": -0.021939043844685813, "return_12h": -0.035896059228870514, "return_24h": -0.027575779210477824, "close_vs_ema12": -0.014509895752585877, "close_vs_ema24": -0.01862854992418206, "ema12_slope_3h": -0.008417532581889708, "ema24_slope_6h": -0.006101960640947146, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T17:11:21.893712Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T16:00:00Z", "return_6h": -0.021939043844685813, "return_12h": -0.035896059228870514, "return_24h": -0.027575779210477824, "close_vs_ema12": -0.014509895752585877, "close_vs_ema24": -0.01862854992418206, "ema12_slope_3h": -0.008417532581889708, "ema24_slope_6h": -0.006101960640947146, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 147426, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T131016.382422Z", "trigger_timestamp": "2026-09-23T13:10:16.382422Z", "market_start_timestamp": "2026-09-23T13:00:00Z", "resolution_timestamp": "2026-09-23T14:00:00Z", "direction": "UP", "base_run_id": 3674, "small_run_id": 3675, "last_observed_close": 85510.91, "actual_close": 85792.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T13:11:21.618129Z", "market_regime": { "id": 147041, "signal_id": 147426, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T12:00:00Z", "return_6h": -0.01108770405712245, "return_12h": -0.010946328418768525, "return_24h": -0.005964613832812438, "close_vs_ema12": -0.006113717249300099, "close_vs_ema24": -0.006491765519090809, "ema12_slope_3h": -0.0027519754194487156, "ema24_slope_6h": -0.002022133136086679, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T13:11:21.622461Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T12:00:00Z", "return_6h": -0.01108770405712245, "return_12h": -0.010946328418768525, "return_24h": -0.005964613832812438, "close_vs_ema12": -0.006113717249300099, "close_vs_ema24": -0.006491765519090809, "ema12_slope_3h": -0.0027519754194487156, "ema24_slope_6h": -0.002022133136086679, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 9AM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.617578, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3674, 3675 ], "forecast_publication_timestamp": "2026-09-23T13:10:16.382422Z", "requested_quote_timestamp": "2026-09-23T13:10:16.382422Z", "retrieved_quote_timestamp": "2026-09-23T13:11:12Z", "quote_retrieval_timestamp": "2026-09-23T17:52:50.166656Z", "timing_difference_seconds": 55.617578, "selected_quote": { "id": 2367, "contract_id": 7198, "forecast_timestamp": "2026-09-23T13:10:16.382422Z", "requested_timestamp": "2026-09-23T13:10:16.382422Z", "actual_quote_timestamp": "2026-09-23T13:11:12Z", "timestamp_delta_seconds": 55.617578, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:50.166656Z", "raw_json": "{\"request\":{\"start\":1790169016,\"end\":1790169376},\"response\":{\"history\":[{\"t\":1790169072,\"p\":0.345},{\"t\":1790169136,\"p\":0.415},{\"t\":1790169195,\"p\":0.395},{\"t\":1790169259,\"p\":0.345},{\"t\":1790169316,\"p\":0.355},{\"t\":1790169375,\"p\":0.405}]},\"selected\":{\"t\":1790169072,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "1058676", "external_market_id": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "external_contract_id": "96006414725084749610690976394662387881817565599952650178926683894596693431414", "market_title": "Bitcoin Up or Down - September 23, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-9am-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T13:10:16.382422Z", "id": 7199, "venue": "polymarket", "external_event_id": "1058676", "external_market_id": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "external_contract_id": "38090372032745814936332375058615254665201063284818882267634222546105937758092", "market_title": "Bitcoin Up or Down - September 23, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T13:00:00Z", "resolution_timestamp": "2026-09-23T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-9am-et", "first_retrieved_at": "2026-09-23T17:52:49.980671Z", "forecast_run_ids": [ 3674, 3675 ] }, { "forecast_timestamp": "2026-09-23T13:10:16.382422Z", "id": 7198, "venue": "polymarket", "external_event_id": "1058676", "external_market_id": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "external_contract_id": "96006414725084749610690976394662387881817565599952650178926683894596693431414", "market_title": "Bitcoin Up or Down - September 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"data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:50.166656Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 9AM ET", "contract_side": "UP", "external_event_id": "1058676", "external_market_id": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "external_contract_id": "96006414725084749610690976394662387881817565599952650178926683894596693431414", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46": { "DOWN": "38090372032745814936332375058615254665201063284818882267634222546105937758092", "UP": "96006414725084749610690976394662387881817565599952650178926683894596693431414" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171087, "signal_id": 147426, "quote_id": 2367, "settlement_id": 277, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 277.1478550724638, "gross_pnl": 181.5318450724638, "net_pnl": 177.1478550724638, "roi": 1.7714785507246382, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:50.174200Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171086, "signal_id": 147426, "quote_id": 2367, "settlement_id": 277, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 65.5, "net_pnl": 63.91817, "roi": 1.771478054189602, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:50.172213Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85510.91, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1058676", "ticker": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "market_id": "0xd9dae23c3b52bc42a25199f5dfdfbd8458af2fbf688ba0e193c474e627853f46", "contract_id": "38090372032745814936332375058615254665201063284818882267634222546105937758092", "market_title": "Bitcoin Up or Down - September 23, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T13:10:16.382422Z", "retrieved_timestamp": "2026-09-23T13:11:12Z", "quote_offset_seconds": 55.617578, "quote_age_seconds": 55.617578, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 85792.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T131016.382422Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 147041, "signal_id": 147426, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T12:00:00Z", "return_6h": -0.01108770405712245, "return_12h": -0.010946328418768525, "return_24h": -0.005964613832812438, "close_vs_ema12": -0.006113717249300099, "close_vs_ema24": -0.006491765519090809, "ema12_slope_3h": -0.0027519754194487156, "ema24_slope_6h": -0.002022133136086679, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T13:11:21.622461Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T12:00:00Z", "return_6h": -0.01108770405712245, "return_12h": -0.010946328418768525, "return_24h": -0.005964613832812438, "close_vs_ema12": -0.006113717249300099, "close_vs_ema24": -0.006491765519090809, "ema12_slope_3h": -0.0027519754194487156, "ema24_slope_6h": -0.002022133136086679, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 146044, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T121020.348511Z", "trigger_timestamp": "2026-09-23T12:10:20.348511Z", "market_start_timestamp": "2026-09-23T12:00:00Z", "resolution_timestamp": "2026-09-23T13:00:00Z", "direction": "UP", "base_run_id": 3669, "small_run_id": 3670, "last_observed_close": 85649.95, "actual_close": 85510.91, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T12:11:27.008208Z", "market_regime": { "id": 145659, "signal_id": 146044, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T11:00:00Z", "return_6h": -0.009781491654932917, "return_12h": -0.006479750966725373, "return_24h": -0.00391537660161545, "close_vs_ema12": -0.00560302346838637, "close_vs_ema24": -0.005437761449372025, "ema12_slope_3h": -0.0025263605993124383, "ema24_slope_6h": -0.0012315806210857483, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T12:11:27.010907Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T11:00:00Z", "return_6h": -0.009781491654932917, "return_12h": -0.006479750966725373, "return_24h": -0.00391537660161545, "close_vs_ema12": -0.00560302346838637, "close_vs_ema24": -0.005437761449372025, "ema12_slope_3h": -0.0025263605993124383, "ema24_slope_6h": -0.0012315806210857483, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "entry_probability": 0.425, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.651489, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3669, 3670 ], "forecast_publication_timestamp": "2026-09-23T12:10:20.348511Z", "requested_quote_timestamp": "2026-09-23T12:10:20.348511Z", "retrieved_quote_timestamp": "2026-09-23T12:11:14Z", "quote_retrieval_timestamp": "2026-09-23T17:52:49.662095Z", "timing_difference_seconds": 53.651489, "selected_quote": { "id": 2366, "contract_id": 7196, "forecast_timestamp": "2026-09-23T12:10:20.348511Z", "requested_timestamp": "2026-09-23T12:10:20.348511Z", "actual_quote_timestamp": "2026-09-23T12:11:14Z", "timestamp_delta_seconds": 53.651489, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:49.662095Z", "raw_json": "{\"request\":{\"start\":1790165420,\"end\":1790165780},\"response\":{\"history\":[{\"t\":1790165474,\"p\":0.425},{\"t\":1790165534,\"p\":0.385},{\"t\":1790165594,\"p\":0.325},{\"t\":1790165656,\"p\":0.295},{\"t\":1790165712,\"p\":0.325},{\"t\":1790165774,\"p\":0.335}]},\"selected\":{\"t\":1790165474,\"p\":0.425}}", "venue": "polymarket", "external_event_id": "1058356", "external_market_id": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "external_contract_id": "53766353604533759746074893223007781742630628417187428691719137516041867757543", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-8am-et" }, "selected_entry_price": 0.425, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T12:10:20.348511Z", "id": 7197, "venue": "polymarket", "external_event_id": "1058356", "external_market_id": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "external_contract_id": "113445575003320204169355502217778157254694064455128514125976490313183717379553", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T12:00:00Z", "resolution_timestamp": "2026-09-23T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-8am-et", "first_retrieved_at": "2026-09-23T17:52:49.455170Z", "forecast_run_ids": [ 3669, 3670 ] }, { "forecast_timestamp": "2026-09-23T12:10:20.348511Z", "id": 7196, "venue": "polymarket", "external_event_id": "1058356", "external_market_id": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "external_contract_id": "53766353604533759746074893223007781742630628417187428691719137516041867757543", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T12:00:00Z", "resolution_timestamp": "2026-09-23T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-8am-et", "first_retrieved_at": "2026-09-23T17:52:49.450037Z", "forecast_run_ids": [ 3669, 3670 ] } ], "quotes": [ { "id": 2366, "contract_id": 7196, "forecast_timestamp": "2026-09-23T12:10:20.348511Z", "requested_timestamp": "2026-09-23T12:10:20.348511Z", "actual_quote_timestamp": "2026-09-23T12:11:14Z", "timestamp_delta_seconds": 53.651489, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:49.662095Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "contract_side": "UP", "external_event_id": "1058356", "external_market_id": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "external_contract_id": "53766353604533759746074893223007781742630628417187428691719137516041867757543", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922": { "DOWN": "113445575003320204169355502217778157254694064455128514125976490313183717379553", "UP": "53766353604533759746074893223007781742630628417187428691719137516041867757543" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171085, "signal_id": 146044, "quote_id": 2366, "settlement_id": 276, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 226.18997647058825, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 96.13074, "trading_fee": 3.86926, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.13074, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:49.669142Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171084, "signal_id": 146044, "quote_id": 2366, "settlement_id": 276, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 42.5, "trading_fee": 1.71062, "total_deployed": 44.21062, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -42.5, "net_pnl": -44.21062, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:49.667138Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85649.95, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1058356", "ticker": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "market_id": "0x3a05994a765710c77d530b35f4adb47de75913dd536f754ee399c498fb984922", "contract_id": "113445575003320204169355502217778157254694064455128514125976490313183717379553", "market_title": "Bitcoin Up or Down - September 23, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T12:10:20.348511Z", "retrieved_timestamp": "2026-09-23T12:11:14Z", "quote_offset_seconds": 53.651489, "quote_age_seconds": 53.651489, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "spread": null, "selected_entry_price": 0.425, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85510.91, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T121020.348511Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 145659, "signal_id": 146044, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T11:00:00Z", "return_6h": -0.009781491654932917, "return_12h": -0.006479750966725373, "return_24h": -0.00391537660161545, "close_vs_ema12": -0.00560302346838637, "close_vs_ema24": -0.005437761449372025, "ema12_slope_3h": -0.0025263605993124383, "ema24_slope_6h": -0.0012315806210857483, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T12:11:27.010907Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T11:00:00Z", "return_6h": -0.009781491654932917, "return_12h": -0.006479750966725373, "return_24h": -0.00391537660161545, "close_vs_ema12": -0.00560302346838637, "close_vs_ema24": -0.005437761449372025, "ema12_slope_3h": -0.0025263605993124383, "ema24_slope_6h": -0.0012315806210857483, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 144663, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T111016.382643Z", "trigger_timestamp": "2026-09-23T11:10:16.382643Z", "market_start_timestamp": "2026-09-23T11:00:00Z", "resolution_timestamp": "2026-09-23T12:00:00Z", "direction": "UP", "base_run_id": 3664, "small_run_id": 3665, "last_observed_close": 85923.07, "actual_close": 85649.95, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T11:11:23.400926Z", "market_regime": { "id": 144278, "signal_id": 144663, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T10:00:00Z", "return_6h": -0.014270087458606584, "return_12h": -0.002333147283782866, "return_24h": 0.00022199199105976675, "close_vs_ema12": -0.0034473165473433154, "close_vs_ema24": -0.0027378621190793373, "ema12_slope_3h": 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September 23, 7AM ET", "entry_probability": 0.28, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.617357, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3664, 3665 ], "forecast_publication_timestamp": "2026-09-23T11:10:16.382643Z", "requested_quote_timestamp": "2026-09-23T11:10:16.382643Z", "retrieved_quote_timestamp": "2026-09-23T11:11:09Z", "quote_retrieval_timestamp": "2026-09-23T17:52:49.281017Z", "timing_difference_seconds": 52.617357, "selected_quote": { "id": 2365, "contract_id": 7194, "forecast_timestamp": "2026-09-23T11:10:16.382643Z", "requested_timestamp": "2026-09-23T11:10:16.382643Z", "actual_quote_timestamp": "2026-09-23T11:11:09Z", "timestamp_delta_seconds": 52.617357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.28, "implied_probability": 0.28, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:49.281017Z", "raw_json": "{\"request\":{\"start\":1790161816,\"end\":1790162176},\"response\":{\"history\":[{\"t\":1790161869,\"p\":0.28},{\"t\":1790161933,\"p\":0.305},{\"t\":1790161993,\"p\":0.255},{\"t\":1790162052,\"p\":0.275},{\"t\":1790162110,\"p\":0.275},{\"t\":1790162174,\"p\":0.275}]},\"selected\":{\"t\":1790161869,\"p\":0.28}}", "venue": "polymarket", "external_event_id": "1058182", "external_market_id": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "external_contract_id": "2139330372776668401842070693086558065994704085275143743414724830668931091647", "market_title": "Bitcoin Up or Down - September 23, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-7am-et" }, "selected_entry_price": 0.28, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T11:10:16.382643Z", "id": 7195, "venue": "polymarket", "external_event_id": "1058182", "external_market_id": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "external_contract_id": "48052971850744805618523854095618547524759232059289558667945652523220833918976", "market_title": "Bitcoin Up or Down - September 23, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T11:00:00Z", "resolution_timestamp": "2026-09-23T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-7am-et", "first_retrieved_at": "2026-09-23T17:52:49.089298Z", "forecast_run_ids": [ 3664, 3665 ] }, { "forecast_timestamp": "2026-09-23T11:10:16.382643Z", "id": 7194, "venue": "polymarket", "external_event_id": "1058182", "external_market_id": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "external_contract_id": "2139330372776668401842070693086558065994704085275143743414724830668931091647", "market_title": "Bitcoin Up or Down - September 23, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T11:00:00Z", "resolution_timestamp": "2026-09-23T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-7am-et", "first_retrieved_at": "2026-09-23T17:52:49.085476Z", "forecast_run_ids": [ 3664, 3665 ] } ], "quotes": [ { "id": 2365, "contract_id": 7194, "forecast_timestamp": "2026-09-23T11:10:16.382643Z", "requested_timestamp": "2026-09-23T11:10:16.382643Z", "actual_quote_timestamp": "2026-09-23T11:11:09Z", "timestamp_delta_seconds": 52.617357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.28, "implied_probability": 0.28, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:49.281017Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 7AM ET", "contract_side": "UP", "external_event_id": "1058182", "external_market_id": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "external_contract_id": "2139330372776668401842070693086558065994704085275143743414724830668931091647", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083": { "DOWN": "48052971850744805618523854095618547524759232059289558667945652523220833918976", "UP": "2139330372776668401842070693086558065994704085275143743414724830668931091647" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171083, "signal_id": 144663, "quote_id": 2365, "settlement_id": 275, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 340.0065357142857, "entry_price": 0.28, "entry_price_type": "historical_price_sample", "gross_cost": 95.20183, "trading_fee": 4.79817, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.20183, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:49.288200Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171082, "signal_id": 144663, "quote_id": 2365, "settlement_id": 275, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.28, "entry_price_type": "historical_price_sample", "gross_cost": 28.000000000000004, "trading_fee": 1.4112, "total_deployed": 29.411200000000004, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -28.000000000000004, "net_pnl": -29.411200000000004, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:49.286372Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85923.07, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1058182", "ticker": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "market_id": "0x7223b4c173a58917da793b873c5dacb41079b2f67a822d4be952bb558dce4083", "contract_id": "48052971850744805618523854095618547524759232059289558667945652523220833918976", "market_title": "Bitcoin Up or Down - September 23, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T11:10:16.382643Z", "retrieved_timestamp": "2026-09-23T11:11:09Z", "quote_offset_seconds": 52.617357, "quote_age_seconds": 52.617357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.28, "spread": null, "selected_entry_price": 0.28, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85649.95, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T111016.382643Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 144278, "signal_id": 144663, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T10:00:00Z", "return_6h": -0.014270087458606584, "return_12h": -0.002333147283782866, "return_24h": 0.00022199199105976675, "close_vs_ema12": -0.0034473165473433154, "close_vs_ema24": -0.0027378621190793373, "ema12_slope_3h": -0.00245688843439007, "ema24_slope_6h": -0.0004855640995132804, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T11:11:23.403398Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T10:00:00Z", "return_6h": -0.014270087458606584, "return_12h": -0.002333147283782866, "return_24h": 0.00022199199105976675, "close_vs_ema12": -0.0034473165473433154, "close_vs_ema24": -0.0027378621190793373, "ema12_slope_3h": -0.00245688843439007, "ema24_slope_6h": -0.0004855640995132804, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 143281, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T101016.968901Z", "trigger_timestamp": "2026-09-23T10:10:16.968901Z", "market_start_timestamp": "2026-09-23T10:00:00Z", "resolution_timestamp": "2026-09-23T11:00:00Z", "direction": "UP", "base_run_id": 3659, "small_run_id": 3660, "last_observed_close": 85854.33, "actual_close": 85923.07, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T10:11:23.492235Z", "market_regime": { "id": 142896, "signal_id": 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"first_retrieved_at": "2026-09-23T17:52:48.238450Z", "forecast_run_ids": [ 3654, 3655 ] } ], "quotes": [ { "id": 2363, "contract_id": 7190, "forecast_timestamp": "2026-09-23T09:10:15.671453Z", "requested_timestamp": "2026-09-23T09:10:15.671453Z", "actual_quote_timestamp": "2026-09-23T09:10:16Z", "timestamp_delta_seconds": 0.328547, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:48.450537Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 5AM ET", "contract_side": "UP", "external_event_id": "1057798", "external_market_id": "0xb133acc45be3cf1e489cd0fb40ad180382cbee34fa38e5720117c284788add9e", "external_contract_id": "100648448554352505682527679079240170216013789641430044572299700867760651674281", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb133acc45be3cf1e489cd0fb40ad180382cbee34fa38e5720117c284788add9e": { "DOWN": "48794296952689139117345418219164983629644804806050631098191939636883365826449", "UP": "100648448554352505682527679079240170216013789641430044572299700867760651674281" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171079, "signal_id": 141900, "quote_id": 2363, "settlement_id": 273, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 142.83586861313867, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 97.84257, "trading_fee": 2.15743, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.84257, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:48.457370Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171078, "signal_id": 141900, "quote_id": 2363, "settlement_id": 273, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 68.5, "trading_fee": 1.51042, "total_deployed": 70.01042, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -68.5, "net_pnl": -70.01042, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:48.455616Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85899.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1057798", "ticker": "0xb133acc45be3cf1e489cd0fb40ad180382cbee34fa38e5720117c284788add9e", "market_id": "0xb133acc45be3cf1e489cd0fb40ad180382cbee34fa38e5720117c284788add9e", "contract_id": "48794296952689139117345418219164983629644804806050631098191939636883365826449", "market_title": "Bitcoin Up or Down - September 23, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T09:10:15.671453Z", "retrieved_timestamp": "2026-09-23T09:10:16Z", "quote_offset_seconds": 0.328547, "quote_age_seconds": 0.328547, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "spread": null, "selected_entry_price": 0.685, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85854.33, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T091015.671453Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 141515, "signal_id": 141900, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-23T08:00:00Z", "return_6h": -0.0075361405929780245, "return_12h": -0.004219836290939805, "return_24h": -0.0037551130042214886, "close_vs_ema12": -0.005219595266830024, "close_vs_ema24": -0.00356994608715544, "ema12_slope_3h": -0.0016345642295619855, "ema24_slope_6h": 0.0016501924196350437, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-23T09:11:23.369205Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T08:00:00Z", "return_6h": -0.0075361405929780245, "return_12h": -0.004219836290939805, "return_24h": -0.0037551130042214886, "close_vs_ema12": -0.005219595266830024, "close_vs_ema24": -0.00356994608715544, "ema12_slope_3h": -0.0016345642295619855, "ema24_slope_6h": 0.0016501924196350437, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 140518, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T081017.198991Z", "trigger_timestamp": "2026-09-23T08:10:17.198991Z", "market_start_timestamp": "2026-09-23T08:00:00Z", "resolution_timestamp": "2026-09-23T09:00:00Z", "direction": "UP", "base_run_id": 3649, "small_run_id": 3650, "last_observed_close": 86124.77, "actual_close": 85899.99, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-23T08:11:24.148587Z", "market_regime": { "id": 140133, "signal_id": 140518, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-23T07:00:00Z", "return_6h": -0.002839296051869833, "return_12h": -0.0007851036587431803, "return_24h": 0.009148504874390673, "close_vs_ema12": -0.003562126533867227, "close_vs_ema24": -0.0012725588641402386, "ema12_slope_3h": -0.0006788478094261752, "ema24_slope_6h": 0.0024539148351727658, "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": "2026-09-23T08:11:24.151331Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-23T07:00:00Z", "return_6h": -0.002839296051869833, "return_12h": -0.0007851036587431803, "return_24h": 0.009148504874390673, "close_vs_ema12": -0.003562126533867227, "close_vs_ema24": -0.0012725588641402386, "ema12_slope_3h": -0.0006788478094261752, "ema24_slope_6h": 0.0024539148351727658, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "entry_probability": 0.695, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 72.801009, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 3649, 3650 ], "forecast_publication_timestamp": "2026-09-23T08:10:17.198991Z", "requested_quote_timestamp": "2026-09-23T08:10:17.198991Z", "retrieved_quote_timestamp": "2026-09-23T08:11:30Z", "quote_retrieval_timestamp": "2026-09-23T17:52:47.751634Z", "timing_difference_seconds": 72.801009, "selected_quote": { "id": 2362, "contract_id": 7188, "forecast_timestamp": "2026-09-23T08:10:17.198991Z", "requested_timestamp": "2026-09-23T08:10:17.198991Z", "actual_quote_timestamp": "2026-09-23T08:11:30Z", "timestamp_delta_seconds": 72.801009, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:47.751634Z", "raw_json": "{\"request\":{\"start\":1790151017,\"end\":1790151377},\"response\":{\"history\":[{\"t\":1790151017,\"p\":0.645},{\"t\":1790151090,\"p\":0.695},{\"t\":1790151136,\"p\":0.675},{\"t\":1790151209,\"p\":0.665},{\"t\":1790151263,\"p\":0.665},{\"t\":1790151332,\"p\":0.685}]},\"selected\":{\"t\":1790151090,\"p\":0.695}}", "venue": "polymarket", "external_event_id": "1057603", "external_market_id": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "external_contract_id": "106490811125356961540695638287252736690344568818208045431367666773497476260897", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-4am-et" }, "selected_entry_price": 0.695, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-23T08:10:17.198991Z", "id": 7189, "venue": "polymarket", "external_event_id": "1057603", "external_market_id": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "external_contract_id": "55164639889979909589400419619818828265501563329541140927099756590871319177564", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-23T08:00:00Z", "resolution_timestamp": "2026-09-23T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-4am-et", "first_retrieved_at": "2026-09-23T17:52:47.525241Z", "forecast_run_ids": [ 3649, 3650 ] }, { "forecast_timestamp": "2026-09-23T08:10:17.198991Z", "id": 7188, "venue": "polymarket", "external_event_id": "1057603", "external_market_id": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "external_contract_id": "106490811125356961540695638287252736690344568818208045431367666773497476260897", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-23T08:00:00Z", "resolution_timestamp": "2026-09-23T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-23-2026-4am-et", "first_retrieved_at": "2026-09-23T17:52:47.521055Z", "forecast_run_ids": [ 3649, 3650 ] } ], "quotes": [ { "id": 2362, "contract_id": 7188, "forecast_timestamp": "2026-09-23T08:10:17.198991Z", "requested_timestamp": "2026-09-23T08:10:17.198991Z", "actual_quote_timestamp": "2026-09-23T08:11:30Z", "timestamp_delta_seconds": 72.801009, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "implied_probability": 0.695, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:47.751634Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "contract_side": "UP", "external_event_id": "1057603", "external_market_id": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "external_contract_id": "106490811125356961540695638287252736690344568818208045431367666773497476260897", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b": { "DOWN": "55164639889979909589400419619818828265501563329541140927099756590871319177564", "UP": "106490811125356961540695638287252736690344568818208045431367666773497476260897" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171077, "signal_id": 140518, "quote_id": 2362, "settlement_id": 272, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 140.87716546762593, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 97.90963, "trading_fee": 2.09037, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.90963, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:47.758638Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171076, "signal_id": 140518, "quote_id": 2362, "settlement_id": 272, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.695, "entry_price_type": "historical_price_sample", "gross_cost": 69.5, "trading_fee": 1.48383, "total_deployed": 70.98383, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -69.5, "net_pnl": -70.98383, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:47.756878Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86124.77, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1057603", "ticker": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "market_id": "0x69321164c6646a6242068f769c61bf7ad91a96a2e5008e6cf86415c84969da6b", "contract_id": "55164639889979909589400419619818828265501563329541140927099756590871319177564", "market_title": "Bitcoin Up or Down - September 23, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-23T08:10:17.198991Z", "retrieved_timestamp": "2026-09-23T08:11:30Z", "quote_offset_seconds": 72.801009, "quote_age_seconds": 72.801009, "bid": null, "ask": null, "midpoint": null, "last_price": 0.695, "spread": null, "selected_entry_price": 0.695, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85899.99, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260923T081017.198991Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 140133, "signal_id": 140518, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-23T07:00:00Z", "return_6h": -0.002839296051869833, "return_12h": -0.0007851036587431803, "return_24h": 0.009148504874390673, "close_vs_ema12": -0.003562126533867227, "close_vs_ema24": -0.0012725588641402386, "ema12_slope_3h": 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"classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-22T16:11:20.556214Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-22T15:00:00Z", "return_6h": 0.001844900160560492, "return_12h": 0.0084054873669126, "return_24h": 0.005649050812595702, "close_vs_ema12": 0.004213949781861626, "close_vs_ema24": 0.009001096760256955, "ema12_slope_3h": 0.0022175428082460424, "ema24_slope_6h": 0.004098474365268112, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "entry_probability": 0.295, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.46347, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3569, 3570 ], "forecast_publication_timestamp": "2026-09-22T16:10:15.536530Z", "requested_quote_timestamp": "2026-09-22T16:10:15.536530Z", "retrieved_quote_timestamp": "2026-09-22T16:11:11Z", "quote_retrieval_timestamp": "2026-09-23T17:52:47.217730Z", "timing_difference_seconds": 55.46347, "selected_quote": { "id": 2361, "contract_id": 7186, "forecast_timestamp": "2026-09-22T16:10:15.536530Z", "requested_timestamp": "2026-09-22T16:10:15.536530Z", "actual_quote_timestamp": "2026-09-22T16:11:11Z", "timestamp_delta_seconds": 55.46347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "implied_probability": 0.295, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:47.217730Z", "raw_json": "{\"request\":{\"start\":1790093415,\"end\":1790093775},\"response\":{\"history\":[{\"t\":1790093471,\"p\":0.295},{\"t\":1790093530,\"p\":0.315},{\"t\":1790093590,\"p\":0.305},{\"t\":1790093654,\"p\":0.225},{\"t\":1790093714,\"p\":0.235},{\"t\":1790093775,\"p\":0.275}]},\"selected\":{\"t\":1790093471,\"p\":0.295}}", "venue": "polymarket", "external_event_id": "1053958", "external_market_id": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "external_contract_id": "69918160869597342421409133389080628866792514333074171296163189594869443669061", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-12pm-et" }, "selected_entry_price": 0.295, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-22T16:10:15.536530Z", "id": 7187, "venue": "polymarket", "external_event_id": "1053958", "external_market_id": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "external_contract_id": "75741541861322140105755852048215074008281454902139409949805362958264197075149", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-22T16:00:00Z", "resolution_timestamp": "2026-09-22T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-12pm-et", "first_retrieved_at": "2026-09-23T17:52:47.031169Z", "forecast_run_ids": [ 3569, 3570 ] }, { "forecast_timestamp": "2026-09-22T16:10:15.536530Z", "id": 7186, "venue": "polymarket", "external_event_id": "1053958", "external_market_id": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "external_contract_id": "69918160869597342421409133389080628866792514333074171296163189594869443669061", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-22T16:00:00Z", "resolution_timestamp": "2026-09-22T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-12pm-et", "first_retrieved_at": "2026-09-23T17:52:47.026888Z", "forecast_run_ids": [ 3569, 3570 ] } ], "quotes": [ { "id": 2361, "contract_id": 7186, "forecast_timestamp": "2026-09-22T16:10:15.536530Z", "requested_timestamp": "2026-09-22T16:10:15.536530Z", "actual_quote_timestamp": "2026-09-22T16:11:11Z", "timestamp_delta_seconds": 55.46347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "implied_probability": 0.295, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:47.217730Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "contract_side": "UP", "external_event_id": "1053958", "external_market_id": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "external_contract_id": "69918160869597342421409133389080628866792514333074171296163189594869443669061", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39": { "DOWN": "75741541861322140105755852048215074008281454902139409949805362958264197075149", "UP": "69918160869597342421409133389080628866792514333074171296163189594869443669061" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171075, "signal_id": 118617, "quote_id": 2361, "settlement_id": 271, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 323.04098305084744, "entry_price": 0.295, "entry_price_type": "historical_price_sample", "gross_cost": 95.29709, "trading_fee": 4.70291, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 323.04098305084744, "gross_pnl": 227.74389305084745, "net_pnl": 223.04098305084744, "roi": 2.2304098305084743, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:47.224532Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171074, "signal_id": 118617, "quote_id": 2361, "settlement_id": 271, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.295, "entry_price_type": "historical_price_sample", "gross_cost": 29.5, "trading_fee": 1.45583, "total_deployed": 30.95583, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 70.5, "net_pnl": 69.04417000000001, "roi": 2.230409263780038, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:47.222917Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 86413.12, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1053958", "ticker": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "market_id": "0xb974b3b01f06c58460aef44cb610d81a660544f33f0c09256f07161e24d11b39", "contract_id": "75741541861322140105755852048215074008281454902139409949805362958264197075149", "market_title": "Bitcoin Up or Down - September 22, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-22T16:10:15.536530Z", "retrieved_timestamp": "2026-09-22T16:11:11Z", "quote_offset_seconds": 55.46347, "quote_age_seconds": 55.46347, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "spread": null, "selected_entry_price": 0.295, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 86421.13, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260922T161015.536530Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 118232, "signal_id": 118617, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-22T15:00:00Z", "return_6h": 0.001844900160560492, "return_12h": 0.0084054873669126, "return_24h": 0.005649050812595702, "close_vs_ema12": 0.004213949781861626, "close_vs_ema24": 0.009001096760256955, "ema12_slope_3h": 0.0022175428082460424, "ema24_slope_6h": 0.004098474365268112, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-22T16:11:20.556214Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-22T15:00:00Z", "return_6h": 0.001844900160560492, "return_12h": 0.0084054873669126, "return_24h": 0.005649050812595702, "close_vs_ema12": 0.004213949781861626, "close_vs_ema24": 0.009001096760256955, "ema12_slope_3h": 0.0022175428082460424, "ema24_slope_6h": 0.004098474365268112, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 106292, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260922T071019.080701Z", "trigger_timestamp": "2026-09-22T07:10:19.080701Z", "market_start_timestamp": "2026-09-22T07:00:00Z", "resolution_timestamp": "2026-09-22T08:00:00Z", "direction": "UP", "base_run_id": 3524, "small_run_id": 3525, "last_observed_close": 85384.01, "actual_close": 85344.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-22T07:11:28.123771Z", "market_regime": { "id": 105907, "signal_id": 106292, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-22T06:00:00Z", "return_6h": -0.005899357450881659, "return_12h": -0.007759749220672463, "return_24h": 0.04586127616520841, "close_vs_ema12": -0.0030943141777695082, "close_vs_ema24": 0.003320325223628462, "ema12_slope_3h": -0.001832069049568008, "ema24_slope_6h": 0.0032519663459258386, "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": "2026-09-22T07:11:28.126460Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-22T06:00:00Z", "return_6h": -0.005899357450881659, "return_12h": -0.007759749220672463, "return_24h": 0.04586127616520841, "close_vs_ema12": -0.0030943141777695082, "close_vs_ema24": 0.003320325223628462, "ema12_slope_3h": -0.001832069049568008, "ema24_slope_6h": 0.0032519663459258386, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "entry_probability": 0.69, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.919299, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 3524, 3525 ], "forecast_publication_timestamp": "2026-09-22T07:10:19.080701Z", "requested_quote_timestamp": "2026-09-22T07:10:19.080701Z", "retrieved_quote_timestamp": "2026-09-22T07:11:13Z", "quote_retrieval_timestamp": "2026-09-23T17:52:46.786092Z", "timing_difference_seconds": 53.919299, "selected_quote": { "id": 2360, "contract_id": 7184, "forecast_timestamp": "2026-09-22T07:10:19.080701Z", "requested_timestamp": "2026-09-22T07:10:19.080701Z", "actual_quote_timestamp": "2026-09-22T07:11:13Z", "timestamp_delta_seconds": 53.919299, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "implied_probability": 0.69, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:46.786092Z", "raw_json": "{\"request\":{\"start\":1790061019,\"end\":1790061379},\"response\":{\"history\":[{\"t\":1790061073,\"p\":0.69},{\"t\":1790061134,\"p\":0.68},{\"t\":1790061190,\"p\":0.69},{\"t\":1790061254,\"p\":0.62},{\"t\":1790061312,\"p\":0.595},{\"t\":1790061373,\"p\":0.555}]},\"selected\":{\"t\":1790061073,\"p\":0.69}}", "venue": "polymarket", "external_event_id": "1051974", "external_market_id": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "external_contract_id": "98186260174874897374578282806461109611020876272151645835737935424972618188179", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-3am-et" }, "selected_entry_price": 0.69, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-22T07:10:19.080701Z", "id": 7185, "venue": "polymarket", "external_event_id": "1051974", "external_market_id": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "external_contract_id": "63589688833482959166262724372169014440710515378943373558953052802347978498274", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-22T07:00:00Z", "resolution_timestamp": "2026-09-22T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-3am-et", "first_retrieved_at": "2026-09-23T17:52:46.611892Z", "forecast_run_ids": [ 3524, 3525 ] }, { "forecast_timestamp": "2026-09-22T07:10:19.080701Z", "id": 7184, "venue": "polymarket", "external_event_id": "1051974", "external_market_id": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "external_contract_id": "98186260174874897374578282806461109611020876272151645835737935424972618188179", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-22T07:00:00Z", "resolution_timestamp": "2026-09-22T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-22-2026-3am-et", "first_retrieved_at": "2026-09-23T17:52:46.607487Z", "forecast_run_ids": [ 3524, 3525 ] } ], "quotes": [ { "id": 2360, "contract_id": 7184, "forecast_timestamp": "2026-09-22T07:10:19.080701Z", "requested_timestamp": "2026-09-22T07:10:19.080701Z", "actual_quote_timestamp": "2026-09-22T07:11:13Z", "timestamp_delta_seconds": 53.919299, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "implied_probability": 0.69, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:46.786092Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "contract_side": "UP", "external_event_id": "1051974", "external_market_id": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "external_contract_id": "98186260174874897374578282806461109611020876272151645835737935424972618188179", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df": { "DOWN": "63589688833482959166262724372169014440710515378943373558953052802347978498274", "UP": "98186260174874897374578282806461109611020876272151645835737935424972618188179" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171073, "signal_id": 106292, "quote_id": 2360, "settlement_id": 270, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 141.84940579710147, "entry_price": 0.69, "entry_price_type": "historical_price_sample", "gross_cost": 97.87609, "trading_fee": 2.12391, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.87609, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:46.794984Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171072, "signal_id": 106292, "quote_id": 2360, "settlement_id": 270, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.69, "entry_price_type": "historical_price_sample", "gross_cost": 69.0, "trading_fee": 1.4973, "total_deployed": 70.4973, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -69.0, "net_pnl": -70.4973, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:46.792619Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85384.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1051974", "ticker": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "market_id": "0x42b94716e82bbc249899f5bf2f2220d7e9f6511847a8672f30610a79c5b739df", "contract_id": "63589688833482959166262724372169014440710515378943373558953052802347978498274", "market_title": "Bitcoin Up or Down - September 22, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-22T07:10:19.080701Z", "retrieved_timestamp": "2026-09-22T07:11:13Z", "quote_offset_seconds": 53.919299, "quote_age_seconds": 53.919299, "bid": null, "ask": null, "midpoint": null, "last_price": 0.69, "spread": null, "selected_entry_price": 0.69, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85344.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260922T071019.080701Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 105907, "signal_id": 106292, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-22T06:00:00Z", "return_6h": -0.005899357450881659, "return_12h": -0.007759749220672463, "return_24h": 0.04586127616520841, "close_vs_ema12": -0.0030943141777695082, "close_vs_ema24": 0.003320325223628462, "ema12_slope_3h": -0.001832069049568008, "ema24_slope_6h": 0.0032519663459258386, "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": "2026-09-22T07:11:28.126460Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-22T06:00:00Z", "return_6h": -0.005899357450881659, "return_12h": -0.007759749220672463, "return_24h": 0.04586127616520841, "close_vs_ema12": -0.0030943141777695082, "close_vs_ema24": 0.003320325223628462, "ema12_slope_3h": -0.001832069049568008, "ema24_slope_6h": 0.0032519663459258386, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 100807, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260922T031018.549524Z", "trigger_timestamp": "2026-09-22T03:10:18.549524Z", "market_start_timestamp": "2026-09-22T03:00:00Z", "resolution_timestamp": "2026-09-22T04:00:00Z", "direction": "UP", "base_run_id": 3504, "small_run_id": 3505, "last_observed_close": 85714.9, "actual_close": 85692.83, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-22T03:11:25.523007Z", "market_regime": { "id": 100422, "signal_id": 100807, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-22T02:00:00Z", "return_6h": -0.014790289107060928, "return_12h": -0.0015055191886133024, "return_24h": 0.05416623980560464, "close_vs_ema12": -0.0013044589002211282, "close_vs_ema24": 0.008945559722424612, "ema12_slope_3h": -0.0007227974710759533, "ema24_slope_6h": 0.008784587399707222, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-22T03:11:25.525431Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-22T02:00:00Z", "return_6h": -0.014790289107060928, "return_12h": -0.0015055191886133024, "return_24h": 0.05416623980560464, "close_vs_ema12": -0.0013044589002211282, "close_vs_ema24": 0.008945559722424612, "ema12_slope_3h": -0.0007227974710759533, "ema24_slope_6h": 0.008784587399707222, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "entry_probability": 0.305, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 49.450476, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 3504, 3505 ], "forecast_publication_timestamp": "2026-09-22T03:10:18.549524Z", "requested_quote_timestamp": "2026-09-22T03:10:18.549524Z", "retrieved_quote_timestamp": "2026-09-22T03:11:08Z", "quote_retrieval_timestamp": "2026-09-23T17:52:46.424456Z", "timing_difference_seconds": 49.450476, "selected_quote": { "id": 2359, "contract_id": 7182, "forecast_timestamp": "2026-09-22T03:10:18.549524Z", "requested_timestamp": "2026-09-22T03:10:18.549524Z", "actual_quote_timestamp": "2026-09-22T03:11:08Z", "timestamp_delta_seconds": 49.450476, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "implied_probability": 0.305, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:46.424456Z", "raw_json": "{\"request\":{\"start\":1790046618,\"end\":1790046978},\"response\":{\"history\":[{\"t\":1790046668,\"p\":0.305},{\"t\":1790046729,\"p\":0.325},{\"t\":1790046788,\"p\":0.285},{\"t\":1790046852,\"p\":0.305},{\"t\":1790046913,\"p\":0.31},{\"t\":1790046968,\"p\":0.375}]},\"selected\":{\"t\":1790046668,\"p\":0.305}}", "venue": "polymarket", "external_event_id": "1051166", "external_market_id": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "external_contract_id": "39683480023594896116490090501029346069401774595796479554832017012017883178299", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-21-2026-11pm-et" }, "selected_entry_price": 0.305, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-22T03:10:18.549524Z", "id": 7183, "venue": "polymarket", "external_event_id": "1051166", "external_market_id": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "external_contract_id": "65570874202500887584125925804216633086573814456404439959585830644170722523541", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-22T03:00:00Z", "resolution_timestamp": "2026-09-22T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-21-2026-11pm-et", "first_retrieved_at": "2026-09-23T17:52:46.221002Z", "forecast_run_ids": [ 3504, 3505 ] }, { "forecast_timestamp": "2026-09-22T03:10:18.549524Z", "id": 7182, "venue": "polymarket", "external_event_id": "1051166", "external_market_id": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "external_contract_id": "39683480023594896116490090501029346069401774595796479554832017012017883178299", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-22T03:00:00Z", "resolution_timestamp": "2026-09-22T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-21-2026-11pm-et", "first_retrieved_at": "2026-09-23T17:52:46.216216Z", "forecast_run_ids": [ 3504, 3505 ] } ], "quotes": [ { "id": 2359, "contract_id": 7182, "forecast_timestamp": "2026-09-22T03:10:18.549524Z", "requested_timestamp": "2026-09-22T03:10:18.549524Z", "actual_quote_timestamp": "2026-09-22T03:11:08Z", "timestamp_delta_seconds": 49.450476, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "implied_probability": 0.305, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:46.424456Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "contract_side": "UP", "external_event_id": "1051166", "external_market_id": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "external_contract_id": "39683480023594896116490090501029346069401774595796479554832017012017883178299", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462": { "DOWN": "65570874202500887584125925804216633086573814456404439959585830644170722523541", "UP": "39683480023594896116490090501029346069401774595796479554832017012017883178299" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171071, "signal_id": 100807, "quote_id": 2359, "settlement_id": 269, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 312.6580327868852, "entry_price": 0.305, "entry_price_type": "historical_price_sample", "gross_cost": 95.36069999999998, "trading_fee": 4.6393, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.36069999999998, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:46.431755Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171070, "signal_id": 100807, "quote_id": 2359, "settlement_id": 269, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.305, "entry_price_type": "historical_price_sample", "gross_cost": 30.5, "trading_fee": 1.48383, "total_deployed": 31.98383, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -30.5, "net_pnl": -31.98383, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:46.430121Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 85714.9, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1051166", "ticker": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "market_id": "0xfb2364755ca2075c8d3bce244a5147553f6b1a42415b6cbed3fff6abb65e2462", "contract_id": "65570874202500887584125925804216633086573814456404439959585830644170722523541", "market_title": "Bitcoin Up or Down - September 21, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-22T03:10:18.549524Z", "retrieved_timestamp": "2026-09-22T03:11:08Z", "quote_offset_seconds": 49.450476, "quote_age_seconds": 49.450476, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "spread": null, "selected_entry_price": 0.305, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 85692.83, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260922T031018.549524Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 100422, "signal_id": 100807, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-22T02:00:00Z", "return_6h": -0.014790289107060928, "return_12h": -0.0015055191886133024, "return_24h": 0.05416623980560464, "close_vs_ema12": -0.0013044589002211282, "close_vs_ema24": 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"historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 68.147027, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 3344, 3345 ], "forecast_publication_timestamp": "2026-09-20T19:10:17.852973Z", "requested_quote_timestamp": "2026-09-20T19:10:17.852973Z", "retrieved_quote_timestamp": "2026-09-20T19:11:26Z", "quote_retrieval_timestamp": "2026-09-23T17:52:45.957268Z", "timing_difference_seconds": 68.147027, "selected_quote": { "id": 2358, "contract_id": 7180, "forecast_timestamp": "2026-09-20T19:10:17.852973Z", "requested_timestamp": "2026-09-20T19:10:17.852973Z", "actual_quote_timestamp": "2026-09-20T19:11:26Z", "timestamp_delta_seconds": 68.147027, "bid": null, "ask": null, "midpoint": null, "last_price": 0.68, "implied_probability": 0.68, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.957268Z", "raw_json": "{\"request\":{\"start\":1789931417,\"end\":1789931777},\"response\":{\"history\":[{\"t\":1789931486,\"p\":0.68},{\"t\":1789931534,\"p\":0.665},{\"t\":1789931593,\"p\":0.675},{\"t\":1789931653,\"p\":0.665},{\"t\":1789931714,\"p\":0.615},{\"t\":1789931773,\"p\":0.62}]},\"selected\":{\"t\":1789931486,\"p\":0.68}}", "venue": "polymarket", "external_event_id": "1044218", "external_market_id": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "external_contract_id": "52461060013405152099822889434896205365149276139158800874493303281845170720737", "market_title": "Bitcoin Up or Down - September 20, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-20-2026-3pm-et" }, "selected_entry_price": 0.68, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-20T19:10:17.852973Z", "id": 7181, "venue": "polymarket", "external_event_id": "1044218", "external_market_id": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "external_contract_id": "11347275962400975244845585642025661328676478918501878979746506526369316442063", "market_title": "Bitcoin Up or Down - September 20, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-20T19:00:00Z", "resolution_timestamp": "2026-09-20T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-20-2026-3pm-et", "first_retrieved_at": "2026-09-23T17:52:45.783833Z", "forecast_run_ids": [ 3344, 3345 ] }, { "forecast_timestamp": "2026-09-20T19:10:17.852973Z", "id": 7180, "venue": "polymarket", "external_event_id": "1044218", "external_market_id": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "external_contract_id": "52461060013405152099822889434896205365149276139158800874493303281845170720737", "market_title": "Bitcoin Up or Down - September 20, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-20T19:00:00Z", "resolution_timestamp": "2026-09-20T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-20-2026-3pm-et", "first_retrieved_at": "2026-09-23T17:52:45.779170Z", "forecast_run_ids": [ 3344, 3345 ] } ], "quotes": [ { "id": 2358, "contract_id": 7180, "forecast_timestamp": "2026-09-20T19:10:17.852973Z", "requested_timestamp": "2026-09-20T19:10:17.852973Z", "actual_quote_timestamp": "2026-09-20T19:11:26Z", "timestamp_delta_seconds": 68.147027, "bid": null, "ask": null, "midpoint": null, "last_price": 0.68, "implied_probability": 0.68, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.957268Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 20, 3PM ET", "contract_side": "UP", "external_event_id": "1044218", "external_market_id": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "external_contract_id": "52461060013405152099822889434896205365149276139158800874493303281845170720737", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41": { "DOWN": "11347275962400975244845585642025661328676478918501878979746506526369316442063", "UP": "52461060013405152099822889434896205365149276139158800874493303281845170720737" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171069, "signal_id": 57018, "quote_id": 2358, "settlement_id": 268, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 143.83688235294116, "entry_price": 0.68, "entry_price_type": "historical_price_sample", "gross_cost": 97.80908, "trading_fee": 2.19092, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 143.83688235294116, "gross_pnl": 46.027802352941166, "net_pnl": 43.83688235294116, "roi": 0.4383688235294116, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.964730Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171068, "signal_id": 57018, "quote_id": 2358, "settlement_id": 268, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.68, "entry_price_type": "historical_price_sample", "gross_cost": 68.0, "trading_fee": 1.5232, "total_deployed": 69.5232, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 32.0, "net_pnl": 30.476799999999997, "roi": 0.43836877473994285, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.962530Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81036.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1044218", "ticker": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "market_id": "0x2a98dba185db71aec9072164a66d7e10b6b7dc8e164d2a60272a8586ed0d4b41", "contract_id": "11347275962400975244845585642025661328676478918501878979746506526369316442063", "market_title": "Bitcoin Up or Down - September 20, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-20T19:10:17.852973Z", "retrieved_timestamp": "2026-09-20T19:11:26Z", "quote_offset_seconds": 68.147027, "quote_age_seconds": 68.147027, "bid": null, "ask": null, "midpoint": null, "last_price": 0.68, "spread": null, "selected_entry_price": 0.68, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81177.32, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260920T191017.852973Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 56633, "signal_id": 57018, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-20T18:00:00Z", "return_6h": 0.006736422798487851, "return_12h": 0.009047006180095352, "return_24h": -0.004814924386639774, "close_vs_ema12": 0.002507984687510678, "close_vs_ema24": 0.0029608343941949222, "ema12_slope_3h": 0.0026064470109148363, "ema24_slope_6h": 0.0014251022101128274, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-20T19:11:32.121887Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-20T18:00:00Z", "return_6h": 0.006736422798487851, "return_12h": 0.009047006180095352, "return_24h": -0.004814924386639774, "close_vs_ema12": 0.002507984687510678, "close_vs_ema24": 0.0029608343941949222, "ema12_slope_3h": 0.0026064470109148363, "ema24_slope_6h": 0.0014251022101128274, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 33749, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260920T021016.950619Z", "trigger_timestamp": "2026-09-20T02:10:16.950619Z", "market_start_timestamp": "2026-09-20T02:00:00Z", "resolution_timestamp": "2026-09-20T03:00:00Z", "direction": "UP", "base_run_id": 3259, "small_run_id": 3260, "last_observed_close": 81097.99, "actual_close": 80331.52, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-20T02:11:25.015337Z", "market_regime": { "id": 33364, "signal_id": 33749, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-20T01:00:00Z", "return_6h": -0.003146986854120515, "return_12h": -0.0032695045389231625, "return_24h": -0.002251448955038593, "close_vs_ema12": -0.002110731424420309, "close_vs_ema24": 1.4772464815848707e-06, "ema12_slope_3h": -0.0005164151462168087, "ema24_slope_6h": 0.0007745414659505734, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-20T02:11:25.017892Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-20T01:00:00Z", "return_6h": -0.003146986854120515, "return_12h": -0.0032695045389231625, "return_24h": -0.002251448955038593, "close_vs_ema12": -0.002110731424420309, "close_vs_ema24": 1.4772464815848707e-06, "ema12_slope_3h": -0.0005164151462168087, "ema24_slope_6h": 0.0007745414659505734, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.049381, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 3259, 3260 ], "forecast_publication_timestamp": "2026-09-20T02:10:16.950619Z", "requested_quote_timestamp": "2026-09-20T02:10:16.950619Z", "retrieved_quote_timestamp": "2026-09-20T02:11:13Z", "quote_retrieval_timestamp": "2026-09-23T17:52:45.516916Z", "timing_difference_seconds": 56.049381, "selected_quote": { "id": 2357, "contract_id": 7178, "forecast_timestamp": "2026-09-20T02:10:16.950619Z", "requested_timestamp": "2026-09-20T02:10:16.950619Z", "actual_quote_timestamp": "2026-09-20T02:11:13Z", "timestamp_delta_seconds": 56.049381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.516916Z", "raw_json": "{\"request\":{\"start\":1789870216,\"end\":1789870576},\"response\":{\"history\":[{\"t\":1789870273,\"p\":0.525},{\"t\":1789870333,\"p\":0.585},{\"t\":1789870393,\"p\":0.635},{\"t\":1789870453,\"p\":0.615},{\"t\":1789870513,\"p\":0.665},{\"t\":1789870573,\"p\":0.695}]},\"selected\":{\"t\":1789870273,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "1040922", "external_market_id": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "external_contract_id": "89022487929875581568821244321438674386103469433113631211063051582685068473878", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10pm-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-20T02:10:16.950619Z", "id": 7179, "venue": "polymarket", "external_event_id": "1040922", "external_market_id": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "external_contract_id": "21357496770742778370571813617553132512849055876221785935995062366943261160050", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-20T02:00:00Z", "resolution_timestamp": "2026-09-20T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10pm-et", "first_retrieved_at": "2026-09-23T17:52:45.342222Z", "forecast_run_ids": [ 3259, 3260 ] }, { "forecast_timestamp": "2026-09-20T02:10:16.950619Z", "id": 7178, "venue": "polymarket", "external_event_id": "1040922", "external_market_id": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "external_contract_id": "89022487929875581568821244321438674386103469433113631211063051582685068473878", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-20T02:00:00Z", "resolution_timestamp": "2026-09-20T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10pm-et", "first_retrieved_at": "2026-09-23T17:52:45.337335Z", "forecast_run_ids": [ 3259, 3260 ] } ], "quotes": [ { "id": 2357, "contract_id": 7178, "forecast_timestamp": "2026-09-20T02:10:16.950619Z", "requested_timestamp": "2026-09-20T02:10:16.950619Z", "actual_quote_timestamp": "2026-09-20T02:11:13Z", "timestamp_delta_seconds": 56.049381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.516916Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "contract_side": "UP", "external_event_id": "1040922", "external_market_id": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "external_contract_id": "89022487929875581568821244321438674386103469433113631211063051582685068473878", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad": { "DOWN": "21357496770742778370571813617553132512849055876221785935995062366943261160050", "UP": "89022487929875581568821244321438674386103469433113631211063051582685068473878" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171067, "signal_id": 33749, "quote_id": 2357, "settlement_id": 267, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.782, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.523896Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171066, "signal_id": 33749, "quote_id": 2357, "settlement_id": 267, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -52.5, "net_pnl": -54.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.522022Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81097.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1040922", "ticker": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "market_id": "0x5193fafe0a849ee4e172442bcf75ba9d9c643d842836107baa1ee7021ee8ecad", "contract_id": "21357496770742778370571813617553132512849055876221785935995062366943261160050", "market_title": "Bitcoin Up or Down - September 19, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-20T02:10:16.950619Z", "retrieved_timestamp": "2026-09-20T02:11:13Z", "quote_offset_seconds": 56.049381, "quote_age_seconds": 56.049381, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 80331.52, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260920T021016.950619Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 33364, "signal_id": 33749, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-20T01:00:00Z", "return_6h": -0.003146986854120515, "return_12h": -0.0032695045389231625, "return_24h": -0.002251448955038593, "close_vs_ema12": -0.002110731424420309, "close_vs_ema24": 1.4772464815848707e-06, "ema12_slope_3h": -0.0005164151462168087, "ema24_slope_6h": 0.0007745414659505734, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-20T02:11:25.017892Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-20T01:00:00Z", "return_6h": -0.003146986854120515, "return_12h": -0.0032695045389231625, "return_24h": -0.002251448955038593, "close_vs_ema12": -0.002110731424420309, "close_vs_ema24": 1.4772464815848707e-06, "ema12_slope_3h": -0.0005164151462168087, "ema24_slope_6h": 0.0007745414659505734, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 20056, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T161017.473029Z", "trigger_timestamp": "2026-09-19T16:10:17.473029Z", "market_start_timestamp": "2026-09-19T16:00:00Z", "resolution_timestamp": "2026-09-19T17:00:00Z", "direction": "UP", "base_run_id": 3209, "small_run_id": 3210, "last_observed_close": 81636.01, "actual_close": 81839.49, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T16:11:24.678053Z", "market_regime": { "id": 19671, "signal_id": 20056, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T15:00:00Z", "return_6h": 0.0038147809728699134, "return_12h": 0.006162491845482565, "return_24h": 0.011277835036221262, "close_vs_ema12": 0.004019992532147798, "close_vs_ema24": 0.009738876181602185, "ema12_slope_3h": 0.0018787215913751432, "ema24_slope_6h": 0.004663766226278732, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T16:11:24.680563Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T15:00:00Z", "return_6h": 0.0038147809728699134, "return_12h": 0.006162491845482565, "return_24h": 0.011277835036221262, "close_vs_ema12": 0.004019992532147798, "close_vs_ema24": 0.009738876181602185, "ema12_slope_3h": 0.0018787215913751432, "ema24_slope_6h": 0.004663766226278732, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.526971, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 3209, 3210 ], "forecast_publication_timestamp": "2026-09-19T16:10:17.473029Z", "requested_quote_timestamp": "2026-09-19T16:10:17.473029Z", "retrieved_quote_timestamp": "2026-09-19T16:11:16Z", "quote_retrieval_timestamp": "2026-09-23T17:52:45.081030Z", "timing_difference_seconds": 58.526971, "selected_quote": { "id": 2356, "contract_id": 7176, "forecast_timestamp": "2026-09-19T16:10:17.473029Z", "requested_timestamp": "2026-09-19T16:10:17.473029Z", "actual_quote_timestamp": "2026-09-19T16:11:16Z", "timestamp_delta_seconds": 58.526971, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.081030Z", "raw_json": "{\"request\":{\"start\":1789834217,\"end\":1789834577},\"response\":{\"history\":[{\"t\":1789834276,\"p\":0.585},{\"t\":1789834335,\"p\":0.63},{\"t\":1789834395,\"p\":0.665},{\"t\":1789834455,\"p\":0.615},{\"t\":1789834516,\"p\":0.685},{\"t\":1789834576,\"p\":0.675}]},\"selected\":{\"t\":1789834276,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1038658", "external_market_id": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "external_contract_id": "35962070970679500125111790191210949475587749933125274186255578412434655151705", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12pm-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T16:10:17.473029Z", "id": 7177, "venue": "polymarket", "external_event_id": "1038658", "external_market_id": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "external_contract_id": "85385559621951017685667408972597266608242389951261302251870808014810390674783", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T16:00:00Z", "resolution_timestamp": "2026-09-19T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12pm-et", "first_retrieved_at": "2026-09-23T17:52:44.863668Z", "forecast_run_ids": [ 3209, 3210 ] }, { "forecast_timestamp": "2026-09-19T16:10:17.473029Z", "id": 7176, "venue": "polymarket", "external_event_id": "1038658", "external_market_id": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "external_contract_id": "35962070970679500125111790191210949475587749933125274186255578412434655151705", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T16:00:00Z", "resolution_timestamp": "2026-09-19T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12pm-et", "first_retrieved_at": "2026-09-23T17:52:44.859214Z", "forecast_run_ids": [ 3209, 3210 ] } ], "quotes": [ { "id": 2356, "contract_id": 7176, "forecast_timestamp": "2026-09-19T16:10:17.473029Z", "requested_timestamp": "2026-09-19T16:10:17.473029Z", "actual_quote_timestamp": "2026-09-19T16:11:16Z", "timestamp_delta_seconds": 58.526971, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-23T17:52:45.081030Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "contract_side": "UP", "external_event_id": "1038658", "external_market_id": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "external_contract_id": "35962070970679500125111790191210949475587749933125274186255578412434655151705", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9": { "DOWN": "85385559621951017685667408972597266608242389951261302251870808014810390674783", "UP": "35962070970679500125111790191210949475587749933125274186255578412434655151705" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171065, "signal_id": 20056, "quote_id": 2356, "settlement_id": 266, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 166.11454700854702, "gross_pnl": 68.93753700854703, "net_pnl": 66.11454700854702, "roi": 0.6611454700854702, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.090132Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171064, "signal_id": 20056, "quote_id": 2356, "settlement_id": 266, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 41.5, "net_pnl": 39.80057, "roi": 0.6611452965584558, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:45.087880Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81636.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1038658", "ticker": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "market_id": "0xa07ba189b14bce383fff6c3264e045560bd31c326b3032da48ec102b782975a9", "contract_id": "85385559621951017685667408972597266608242389951261302251870808014810390674783", "market_title": "Bitcoin Up or Down - September 19, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T16:10:17.473029Z", "retrieved_timestamp": "2026-09-19T16:11:16Z", "quote_offset_seconds": 58.526971, "quote_age_seconds": 58.526971, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81839.49, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T161017.473029Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 19671, "signal_id": 20056, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T15:00:00Z", "return_6h": 0.0038147809728699134, "return_12h": 0.006162491845482565, "return_24h": 0.011277835036221262, "close_vs_ema12": 0.004019992532147798, "close_vs_ema24": 0.009738876181602185, "ema12_slope_3h": 0.0018787215913751432, "ema24_slope_6h": 0.004663766226278732, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T16:11:24.680563Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T15:00:00Z", "return_6h": 0.0038147809728699134, "return_12h": 0.006162491845482565, "return_24h": 0.011277835036221262, "close_vs_ema12": 0.004019992532147798, "close_vs_ema24": 0.009738876181602185, "ema12_slope_3h": 0.0018787215913751432, "ema24_slope_6h": 0.004663766226278732, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 19826, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T141017.315971Z", "trigger_timestamp": "2026-09-19T14:10:17.315971Z", "market_start_timestamp": "2026-09-19T14:00:00Z", "resolution_timestamp": "2026-09-19T15:00:00Z", "direction": "UP", "base_run_id": 3199, "small_run_id": 3200, "last_observed_close": 81364.01, "actual_close": 81586.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T14:11:22.800584Z", "market_regime": { "id": 19441, "signal_id": 19826, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T13:00:00Z", "return_6h": 0.0032533844569480053, "return_12h": 0.001021395039602524, "return_24h": 0.016121770747201003, "close_vs_ema12": 0.0021608408573352555, "close_vs_ema24": 0.008102028202829015, "ema12_slope_3h": 0.001179847290915026, "ema24_slope_6h": 0.004858929957005875, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T14:11:22.803463Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T13:00:00Z", "return_6h": 0.0032533844569480053, "return_12h": 0.001021395039602524, "return_24h": 0.016121770747201003, "close_vs_ema12": 0.0021608408573352555, "close_vs_ema24": 0.008102028202829015, "ema12_slope_3h": 0.001179847290915026, "ema24_slope_6h": 0.004858929957005875, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.684029, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 3199, 3200 ], "forecast_publication_timestamp": "2026-09-19T14:10:17.315971Z", "requested_quote_timestamp": "2026-09-19T14:10:17.315971Z", "retrieved_quote_timestamp": "2026-09-19T14:11:15Z", "quote_retrieval_timestamp": "2026-09-19T14:11:24.827279Z", "timing_difference_seconds": 57.684029, "selected_quote": { "id": 1006, "contract_id": 2133, "forecast_timestamp": "2026-09-19T14:10:17.315971Z", "requested_timestamp": "2026-09-19T14:10:17.315971Z", "actual_quote_timestamp": "2026-09-19T14:11:15Z", "timestamp_delta_seconds": 57.684029, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T14:11:24.827279Z", "raw_json": "{\"request\":{\"start\":1789827017,\"end\":1789827377},\"response\":{\"history\":[{\"t\":1789827075,\"p\":0.585},{\"t\":1789827075,\"p\":0.585}]},\"selected\":{\"t\":1789827075,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1038278", "external_market_id": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "external_contract_id": "13559000245287077101918291825591042983940750025603525723881871263391928722060", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10am-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T14:10:17.315971Z", "id": 2134, "venue": "polymarket", "external_event_id": "1038278", "external_market_id": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "external_contract_id": "109431728790775428719832484515229554121563314302125731303091368407353549058341", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T14:00:00Z", "resolution_timestamp": "2026-09-19T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10am-et", "first_retrieved_at": "2026-09-19T14:11:24.658687Z", "forecast_run_ids": [ 3199, 3200 ] }, { "forecast_timestamp": "2026-09-19T14:10:17.315971Z", "id": 2133, "venue": "polymarket", "external_event_id": "1038278", "external_market_id": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "external_contract_id": "13559000245287077101918291825591042983940750025603525723881871263391928722060", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T14:00:00Z", "resolution_timestamp": "2026-09-19T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-10am-et", "first_retrieved_at": "2026-09-19T14:11:24.654542Z", "forecast_run_ids": [ 3199, 3200 ] } ], "quotes": [ { "id": 1006, "contract_id": 2133, "forecast_timestamp": "2026-09-19T14:10:17.315971Z", "requested_timestamp": "2026-09-19T14:10:17.315971Z", "actual_quote_timestamp": "2026-09-19T14:11:15Z", "timestamp_delta_seconds": 57.684029, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T14:11:24.827279Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "contract_side": "UP", "external_event_id": "1038278", "external_market_id": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "external_contract_id": "13559000245287077101918291825591042983940750025603525723881871263391928722060", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be": { "DOWN": "109431728790775428719832484515229554121563314302125731303091368407353549058341", "UP": "13559000245287077101918291825591042983940750025603525723881871263391928722060" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 171063, "signal_id": 19826, "quote_id": 1006, "settlement_id": 265, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 166.11454700854702, "gross_pnl": 68.93753700854703, "net_pnl": 66.11454700854702, "roi": 0.6611454700854702, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:44.609167Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 171062, "signal_id": 19826, "quote_id": 1006, "settlement_id": 265, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 41.5, "net_pnl": 39.80057, "roi": 0.6611452965584558, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-23T17:52:44.607399Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81364.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1038278", "ticker": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "market_id": "0xb567f9d5c5be77d31c252360e8801c888522cec819e00ba7c1be7a0a5afe28be", "contract_id": "109431728790775428719832484515229554121563314302125731303091368407353549058341", "market_title": "Bitcoin Up or Down - September 19, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T14:10:17.315971Z", "retrieved_timestamp": "2026-09-19T14:11:15Z", "quote_offset_seconds": 57.684029, "quote_age_seconds": 57.684029, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81586.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T141017.315971Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 19441, "signal_id": 19826, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T13:00:00Z", "return_6h": 0.0032533844569480053, "return_12h": 0.001021395039602524, "return_24h": 0.016121770747201003, "close_vs_ema12": 0.0021608408573352555, "close_vs_ema24": 0.008102028202829015, "ema12_slope_3h": 0.001179847290915026, "ema24_slope_6h": 0.004858929957005875, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T14:11:22.803463Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T13:00:00Z", "return_6h": 0.0032533844569480053, "return_12h": 0.001021395039602524, "return_24h": 0.016121770747201003, "close_vs_ema12": 0.0021608408573352555, "close_vs_ema24": 0.008102028202829015, "ema12_slope_3h": 0.001179847290915026, "ema24_slope_6h": 0.004858929957005875, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 19033, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T071016.446679Z", "trigger_timestamp": "2026-09-19T07:10:16.446679Z", "market_start_timestamp": "2026-09-19T07:00:00Z", "resolution_timestamp": "2026-09-19T08:00:00Z", "direction": "UP", "base_run_id": 3164, "small_run_id": 3165, "last_observed_close": 81052.01, "actual_close": 81100.16, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T07:11:22.826130Z", "market_regime": { "id": 18648, "signal_id": 19033, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T06:00:00Z", "return_6h": -0.0075545207005156545, "return_12h": 0.0014032888950279432, "return_24h": 0.04443082830781919, "close_vs_ema12": 0.0012823929443774862, "close_vs_ema24": 0.009969088369003787, "ema12_slope_3h": 0.0007401545322802683, "ema24_slope_6h": 0.007118386464671778, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T07:11:22.829362Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T06:00:00Z", "return_6h": -0.0075545207005156545, "return_12h": 0.0014032888950279432, "return_24h": 0.04443082830781919, "close_vs_ema12": 0.0012823929443774862, "close_vs_ema24": 0.009969088369003787, "ema12_slope_3h": 0.0007401545322802683, "ema24_slope_6h": 0.007118386464671778, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "entry_probability": 0.685, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 1.553321, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 3164, 3165 ], "forecast_publication_timestamp": "2026-09-19T07:10:16.446679Z", "requested_quote_timestamp": "2026-09-19T07:10:16.446679Z", "retrieved_quote_timestamp": "2026-09-19T07:10:18Z", "quote_retrieval_timestamp": "2026-09-19T07:11:25.665097Z", "timing_difference_seconds": 1.553321, "selected_quote": { "id": 982, "contract_id": 2091, "forecast_timestamp": "2026-09-19T07:10:16.446679Z", "requested_timestamp": "2026-09-19T07:10:16.446679Z", "actual_quote_timestamp": "2026-09-19T07:10:18Z", "timestamp_delta_seconds": 1.553321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T07:11:25.665097Z", "raw_json": "{\"request\":{\"start\":1789801816,\"end\":1789802176},\"response\":{\"history\":[{\"t\":1789801818,\"p\":0.685},{\"t\":1789801876,\"p\":0.685},{\"t\":1789801876,\"p\":0.685}]},\"selected\":{\"t\":1789801818,\"p\":0.685}}", "venue": "polymarket", "external_event_id": "1036975", "external_market_id": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "external_contract_id": "71408723929188450353317636720101795692346239496819351005602488216512727192492", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-3am-et" }, "selected_entry_price": 0.685, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T07:10:16.446679Z", "id": 2092, "venue": "polymarket", "external_event_id": "1036975", "external_market_id": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "external_contract_id": "36188836991245931960980768324701712011505011235626894848906291953514499424203", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T07:00:00Z", "resolution_timestamp": "2026-09-19T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-3am-et", "first_retrieved_at": "2026-09-19T07:11:25.486306Z", "forecast_run_ids": [ 3164, 3165 ] }, { "forecast_timestamp": "2026-09-19T07:10:16.446679Z", "id": 2091, "venue": "polymarket", "external_event_id": "1036975", "external_market_id": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "external_contract_id": "71408723929188450353317636720101795692346239496819351005602488216512727192492", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T07:00:00Z", "resolution_timestamp": "2026-09-19T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-3am-et", "first_retrieved_at": "2026-09-19T07:11:25.481946Z", "forecast_run_ids": [ 3164, 3165 ] } ], "quotes": [ { "id": 982, "contract_id": 2091, "forecast_timestamp": "2026-09-19T07:10:16.446679Z", "requested_timestamp": "2026-09-19T07:10:16.446679Z", "actual_quote_timestamp": "2026-09-19T07:10:18Z", "timestamp_delta_seconds": 1.553321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T07:11:25.665097Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "contract_side": "UP", "external_event_id": "1036975", "external_market_id": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "external_contract_id": "71408723929188450353317636720101795692346239496819351005602488216512727192492", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565": { "DOWN": "36188836991245931960980768324701712011505011235626894848906291953514499424203", "UP": "71408723929188450353317636720101795692346239496819351005602488216512727192492" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 17422, "signal_id": 19033, "quote_id": 982, "settlement_id": 179, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 142.83586861313867, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 97.84257, "trading_fee": 2.15743, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 142.83586861313867, "gross_pnl": 44.99329861313868, "net_pnl": 42.83586861313867, "roi": 0.4283586861313867, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T09:11:23.709419Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 17421, "signal_id": 19033, "quote_id": 982, "settlement_id": 179, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 68.5, "trading_fee": 1.51042, "total_deployed": 70.01042, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 31.5, "net_pnl": 29.989580000000004, "roi": 0.4283588071604199, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T09:11:23.707410Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81052.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1036975", "ticker": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "market_id": "0xd12bb36062eea0ff23d856270bbaf938e72665d9d915f39197da93bcbab93565", "contract_id": "36188836991245931960980768324701712011505011235626894848906291953514499424203", "market_title": "Bitcoin Up or Down - September 19, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T07:10:16.446679Z", "retrieved_timestamp": "2026-09-19T07:10:18Z", "quote_offset_seconds": 1.553321, "quote_age_seconds": 1.553321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "spread": null, "selected_entry_price": 0.685, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81100.16, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T071016.446679Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 18648, "signal_id": 19033, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T06:00:00Z", "return_6h": -0.0075545207005156545, "return_12h": 0.0014032888950279432, "return_24h": 0.04443082830781919, "close_vs_ema12": 0.0012823929443774862, "close_vs_ema24": 0.009969088369003787, "ema12_slope_3h": 0.0007401545322802683, "ema24_slope_6h": 0.007118386464671778, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T07:11:22.829362Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T06:00:00Z", "return_6h": -0.0075545207005156545, "return_12h": 0.0014032888950279432, "return_24h": 0.04443082830781919, "close_vs_ema12": 0.0012823929443774862, "close_vs_ema24": 0.009969088369003787, "ema12_slope_3h": 0.0007401545322802683, "ema24_slope_6h": 0.007118386464671778, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 18919, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T061017.106505Z", "trigger_timestamp": "2026-09-19T06:10:17.106505Z", "market_start_timestamp": "2026-09-19T06:00:00Z", "resolution_timestamp": "2026-09-19T07:00:00Z", "direction": "UP", "base_run_id": 3159, "small_run_id": 3160, "last_observed_close": 81040.01, "actual_close": 81052.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T06:11:22.329812Z", "market_regime": { "id": 18534, "signal_id": 18919, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T05:00:00Z", "return_6h": 0.0019304219741216322, "return_12h": 0.0002593218874584746, "return_24h": 0.04576120928383931, "close_vs_ema12": 0.0013676312323418482, "close_vs_ema24": 0.010695708447084007, "ema12_slope_3h": 0.0010641329957639112, "ema24_slope_6h": 0.00842890051130274, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T06:11:22.332225Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T05:00:00Z", "return_6h": 0.0019304219741216322, "return_12h": 0.0002593218874584746, "return_24h": 0.04576120928383931, "close_vs_ema12": 0.0013676312323418482, "close_vs_ema24": 0.010695708447084007, "ema12_slope_3h": 0.0010641329957639112, "ema24_slope_6h": 0.00842890051130274, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "entry_probability": 0.455, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 11.893495, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 3159, 3160 ], "forecast_publication_timestamp": "2026-09-19T06:10:17.106505Z", "requested_quote_timestamp": "2026-09-19T06:10:17.106505Z", "retrieved_quote_timestamp": "2026-09-19T06:10:29Z", "quote_retrieval_timestamp": "2026-09-19T06:11:25.123788Z", "timing_difference_seconds": 11.893495, "selected_quote": { "id": 977, "contract_id": 2081, "forecast_timestamp": "2026-09-19T06:10:17.106505Z", "requested_timestamp": "2026-09-19T06:10:17.106505Z", "actual_quote_timestamp": "2026-09-19T06:10:29Z", "timestamp_delta_seconds": 11.893495, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T06:11:25.123788Z", "raw_json": "{\"request\":{\"start\":1789798217,\"end\":1789798577},\"response\":{\"history\":[{\"t\":1789798229,\"p\":0.455},{\"t\":1789798273,\"p\":0.435},{\"t\":1789798273,\"p\":0.435}]},\"selected\":{\"t\":1789798229,\"p\":0.455}}", "venue": "polymarket", "external_event_id": "1036811", "external_market_id": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "external_contract_id": "115583321183030525407950566101048946638725529466673011555674150788801404887246", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-2am-et" }, "selected_entry_price": 0.455, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T06:10:17.106505Z", "id": 2082, "venue": "polymarket", "external_event_id": "1036811", "external_market_id": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "external_contract_id": "5217624113365095751825536459506881850990566275828253072095212690764640972354", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T06:00:00Z", "resolution_timestamp": "2026-09-19T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-2am-et", "first_retrieved_at": "2026-09-19T06:11:24.944814Z", "forecast_run_ids": [ 3159, 3160 ] }, { "forecast_timestamp": "2026-09-19T06:10:17.106505Z", "id": 2081, "venue": "polymarket", "external_event_id": "1036811", "external_market_id": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "external_contract_id": "115583321183030525407950566101048946638725529466673011555674150788801404887246", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T06:00:00Z", "resolution_timestamp": "2026-09-19T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-2am-et", "first_retrieved_at": "2026-09-19T06:11:24.939360Z", "forecast_run_ids": [ 3159, 3160 ] } ], "quotes": [ { "id": 977, "contract_id": 2081, "forecast_timestamp": "2026-09-19T06:10:17.106505Z", "requested_timestamp": "2026-09-19T06:10:17.106505Z", "actual_quote_timestamp": "2026-09-19T06:10:29Z", "timestamp_delta_seconds": 11.893495, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T06:11:25.123788Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "contract_side": "UP", "external_event_id": "1036811", "external_market_id": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "external_contract_id": "115583321183030525407950566101048946638725529466673011555674150788801404887246", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e": { "DOWN": "5217624113365095751825536459506881850990566275828253072095212690764640972354", "UP": "115583321183030525407950566101048946638725529466673011555674150788801404887246" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 17304, "signal_id": 18919, "quote_id": 977, "settlement_id": 178, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 211.70371428571428, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 96.32519, "trading_fee": 3.67481, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 211.70371428571428, "gross_pnl": 115.37852428571428, "net_pnl": 111.70371428571428, "roi": 1.1170371428571428, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T08:11:28.384267Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 17303, "signal_id": 18919, "quote_id": 977, "settlement_id": 178, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 45.5, "trading_fee": 1.73582, "total_deployed": 47.23582, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 54.5, "net_pnl": 52.76418, "roi": 1.1170374516627426, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T08:11:28.382467Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81040.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1036811", "ticker": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "market_id": "0x77ba578b7099654f9a660b8ec0d227adff2095b44e309853c41e605aec48568e", "contract_id": "5217624113365095751825536459506881850990566275828253072095212690764640972354", "market_title": "Bitcoin Up or Down - September 19, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T06:10:17.106505Z", "retrieved_timestamp": "2026-09-19T06:10:29Z", "quote_offset_seconds": 11.893495, "quote_age_seconds": 11.893495, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "spread": null, "selected_entry_price": 0.455, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81052.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T061017.106505Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 18534, "signal_id": 18919, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T05:00:00Z", "return_6h": 0.0019304219741216322, "return_12h": 0.0002593218874584746, "return_24h": 0.04576120928383931, "close_vs_ema12": 0.0013676312323418482, "close_vs_ema24": 0.010695708447084007, "ema12_slope_3h": 0.0010641329957639112, "ema24_slope_6h": 0.00842890051130274, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T06:11:22.332225Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T05:00:00Z", "return_6h": 0.0019304219741216322, "return_12h": 0.0002593218874584746, "return_24h": 0.04576120928383931, "close_vs_ema12": 0.0013676312323418482, "close_vs_ema24": 0.010695708447084007, "ema12_slope_3h": 0.0010641329957639112, "ema24_slope_6h": 0.00842890051130274, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 18806, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T051016.206814Z", "trigger_timestamp": "2026-09-19T05:10:16.206814Z", "market_start_timestamp": "2026-09-19T05:00:00Z", "resolution_timestamp": "2026-09-19T06:00:00Z", "direction": "UP", "base_run_id": 3154, "small_run_id": 3155, "last_observed_close": 81024.0, "actual_close": 81040.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T05:11:24.966068Z", "market_regime": { "id": 18421, "signal_id": 18806, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T04:00:00Z", "return_6h": -0.0014175670349482195, "return_12h": 0.002192543570711525, "return_24h": 0.04444714000997996, "close_vs_ema12": 0.0014188173373612667, "close_vs_ema24": 0.011436737174316924, "ema12_slope_3h": 0.001854874628487213, "ema24_slope_6h": 0.009004597503469824, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T05:11:24.968730Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T04:00:00Z", "return_6h": -0.0014175670349482195, "return_12h": 0.002192543570711525, "return_24h": 0.04444714000997996, "close_vs_ema12": 0.0014188173373612667, "close_vs_ema24": 0.011436737174316924, "ema12_slope_3h": 0.001854874628487213, "ema24_slope_6h": 0.009004597503469824, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "entry_probability": 0.745, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.793186, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 3154, 3155 ], "forecast_publication_timestamp": "2026-09-19T05:10:16.206814Z", "requested_quote_timestamp": "2026-09-19T05:10:16.206814Z", "retrieved_quote_timestamp": "2026-09-19T05:10:19Z", "quote_retrieval_timestamp": "2026-09-19T05:11:27.701846Z", "timing_difference_seconds": 2.793186, "selected_quote": { "id": 972, "contract_id": 2071, "forecast_timestamp": "2026-09-19T05:10:16.206814Z", "requested_timestamp": "2026-09-19T05:10:16.206814Z", "actual_quote_timestamp": "2026-09-19T05:10:19Z", "timestamp_delta_seconds": 2.793186, "bid": null, "ask": null, "midpoint": null, "last_price": 0.745, "implied_probability": 0.745, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T05:11:27.701846Z", "raw_json": "{\"request\":{\"start\":1789794616,\"end\":1789794976},\"response\":{\"history\":[{\"t\":1789794619,\"p\":0.745},{\"t\":1789794676,\"p\":0.665},{\"t\":1789794676,\"p\":0.665}]},\"selected\":{\"t\":1789794619,\"p\":0.745}}", "venue": "polymarket", "external_event_id": "1036641", "external_market_id": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "external_contract_id": "102830006499383616926190487470620666470453062769515192901265011792770347048817", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-1am-et" }, "selected_entry_price": 0.745, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T05:10:16.206814Z", "id": 2072, "venue": "polymarket", "external_event_id": "1036641", "external_market_id": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "external_contract_id": "15334818737235243975050136196708693642921355373630364149992397560900533956961", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T05:00:00Z", "resolution_timestamp": "2026-09-19T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-1am-et", "first_retrieved_at": "2026-09-19T05:11:27.499728Z", "forecast_run_ids": [ 3154, 3155 ] }, { "forecast_timestamp": "2026-09-19T05:10:16.206814Z", "id": 2071, "venue": "polymarket", "external_event_id": "1036641", "external_market_id": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "external_contract_id": "102830006499383616926190487470620666470453062769515192901265011792770347048817", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T05:00:00Z", "resolution_timestamp": "2026-09-19T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-1am-et", "first_retrieved_at": "2026-09-19T05:11:27.495303Z", "forecast_run_ids": [ 3154, 3155 ] } ], "quotes": [ { "id": 972, "contract_id": 2071, "forecast_timestamp": "2026-09-19T05:10:16.206814Z", "requested_timestamp": "2026-09-19T05:10:16.206814Z", "actual_quote_timestamp": "2026-09-19T05:10:19Z", "timestamp_delta_seconds": 2.793186, "bid": null, "ask": null, "midpoint": null, "last_price": 0.745, "implied_probability": 0.745, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T05:11:27.701846Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "contract_side": "UP", "external_event_id": "1036641", "external_market_id": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "external_contract_id": "102830006499383616926190487470620666470453062769515192901265011792770347048817", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f": { "DOWN": "15334818737235243975050136196708693642921355373630364149992397560900533956961", "UP": "102830006499383616926190487470620666470453062769515192901265011792770347048817" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 17186, "signal_id": 18806, "quote_id": 972, "settlement_id": 176, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 131.87422818791947, "entry_price": 0.745, "entry_price_type": "historical_price_sample", "gross_cost": 98.2463, "trading_fee": 1.7537, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 131.87422818791947, "gross_pnl": 33.627928187919466, "net_pnl": 31.87422818791947, "roi": 0.31874228187919473, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T07:11:25.139652Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 17185, "signal_id": 18806, "quote_id": 972, "settlement_id": 176, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.745, "entry_price_type": "historical_price_sample", "gross_cost": 74.5, "trading_fee": 1.32983, "total_deployed": 75.82983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 25.5, "net_pnl": 24.17017, "roi": 0.31874224167454945, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T07:11:25.137872Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81024.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1036641", "ticker": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "market_id": "0xe90e9038fbb1391a103df6731d581d33b1f24eea16d1b387b94a80cea6294f5f", "contract_id": "15334818737235243975050136196708693642921355373630364149992397560900533956961", "market_title": "Bitcoin Up or Down - September 19, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T05:10:16.206814Z", "retrieved_timestamp": "2026-09-19T05:10:19Z", "quote_offset_seconds": 2.793186, "quote_age_seconds": 2.793186, "bid": null, "ask": null, "midpoint": null, "last_price": 0.745, "spread": null, "selected_entry_price": 0.745, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81040.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T051016.206814Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 18421, "signal_id": 18806, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T04:00:00Z", "return_6h": -0.0014175670349482195, "return_12h": 0.002192543570711525, "return_24h": 0.04444714000997996, "close_vs_ema12": 0.0014188173373612667, "close_vs_ema24": 0.011436737174316924, "ema12_slope_3h": 0.001854874628487213, "ema24_slope_6h": 0.009004597503469824, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T05:11:24.968730Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T04:00:00Z", "return_6h": -0.0014175670349482195, "return_12h": 0.002192543570711525, "return_24h": 0.04444714000997996, "close_vs_ema12": 0.0014188173373612667, "close_vs_ema24": 0.011436737174316924, "ema12_slope_3h": 0.001854874628487213, "ema24_slope_6h": 0.009004597503469824, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 18694, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T041018.268064Z", "trigger_timestamp": "2026-09-19T04:10:18.268064Z", "market_start_timestamp": "2026-09-19T04:00:00Z", "resolution_timestamp": "2026-09-19T05:00:00Z", "direction": "UP", "base_run_id": 3149, "small_run_id": 3150, "last_observed_close": 81136.01, "actual_close": 81024.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T04:11:24.170761Z", "market_regime": { "id": 18309, "signal_id": 18694, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T03:00:00Z", "return_6h": -0.0012579057635447866, "return_12h": 0.005084013002071064, "return_24h": 0.04849278534550061, "close_vs_ema12": 0.003061965324154148, "close_vs_ema24": 0.013843243534007454, "ema12_slope_3h": 0.0027739579452994434, "ema24_slope_6h": 0.009932579155850885, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T04:11:24.173290Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T03:00:00Z", "return_6h": -0.0012579057635447866, "return_12h": 0.005084013002071064, "return_24h": 0.04849278534550061, "close_vs_ema12": 0.003061965324154148, "close_vs_ema24": 0.013843243534007454, "ema12_slope_3h": 0.0027739579452994434, "ema24_slope_6h": 0.009932579155850885, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "entry_probability": 0.665, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.731936, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 3149, 3150 ], "forecast_publication_timestamp": "2026-09-19T04:10:18.268064Z", "requested_quote_timestamp": "2026-09-19T04:10:18.268064Z", "retrieved_quote_timestamp": "2026-09-19T04:11:17Z", "quote_retrieval_timestamp": "2026-09-19T04:11:26.219017Z", "timing_difference_seconds": 58.731936, "selected_quote": { "id": 968, "contract_id": 2063, "forecast_timestamp": "2026-09-19T04:10:18.268064Z", "requested_timestamp": "2026-09-19T04:10:18.268064Z", "actual_quote_timestamp": "2026-09-19T04:11:17Z", "timestamp_delta_seconds": 58.731936, "bid": null, "ask": null, "midpoint": null, "last_price": 0.665, "implied_probability": 0.665, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T04:11:26.219017Z", "raw_json": "{\"request\":{\"start\":1789791018,\"end\":1789791378},\"response\":{\"history\":[{\"t\":1789791077,\"p\":0.665},{\"t\":1789791077,\"p\":0.665}]},\"selected\":{\"t\":1789791077,\"p\":0.665}}", "venue": "polymarket", "external_event_id": "1036388", "external_market_id": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "external_contract_id": "47362100671269943300559467767201206917782207586075313338446616302662068651204", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12am-et" }, "selected_entry_price": 0.665, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T04:10:18.268064Z", "id": 2064, "venue": "polymarket", "external_event_id": "1036388", "external_market_id": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "external_contract_id": "92557124736726268029887161055939864283318731604263511538605909498519811718543", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T04:00:00Z", "resolution_timestamp": "2026-09-19T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12am-et", "first_retrieved_at": "2026-09-19T04:11:26.041643Z", "forecast_run_ids": [ 3149, 3150 ] }, { "forecast_timestamp": "2026-09-19T04:10:18.268064Z", "id": 2063, "venue": "polymarket", "external_event_id": "1036388", "external_market_id": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "external_contract_id": "47362100671269943300559467767201206917782207586075313338446616302662068651204", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T04:00:00Z", "resolution_timestamp": "2026-09-19T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-19-2026-12am-et", "first_retrieved_at": "2026-09-19T04:11:26.037327Z", "forecast_run_ids": [ 3149, 3150 ] } ], "quotes": [ { "id": 968, "contract_id": 2063, "forecast_timestamp": "2026-09-19T04:10:18.268064Z", "requested_timestamp": "2026-09-19T04:10:18.268064Z", "actual_quote_timestamp": "2026-09-19T04:11:17Z", "timestamp_delta_seconds": 58.731936, "bid": null, "ask": null, "midpoint": null, "last_price": 0.665, "implied_probability": 0.665, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T04:11:26.219017Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "contract_side": "UP", "external_event_id": "1036388", "external_market_id": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "external_contract_id": "47362100671269943300559467767201206917782207586075313338446616302662068651204", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6": { "DOWN": "92557124736726268029887161055939864283318731604263511538605909498519811718543", "UP": "47362100671269943300559467767201206917782207586075313338446616302662068651204" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 17070, "signal_id": 18694, "quote_id": 968, "settlement_id": 174, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 146.93042105263157, "entry_price": 0.665, "entry_price_type": "historical_price_sample", "gross_cost": 97.70873, "trading_fee": 2.29127, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.70873, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T06:11:24.570133Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 17069, "signal_id": 18694, "quote_id": 968, "settlement_id": 174, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.665, "entry_price_type": "historical_price_sample", "gross_cost": 66.5, "trading_fee": 1.55943, "total_deployed": 68.05943, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -66.5, "net_pnl": -68.05943, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T06:11:24.568287Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 81136.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1036388", "ticker": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "market_id": "0x7a2ec16b278e852247d303f96c4152d70e4423e04b615163a5e7c34a7560fbe6", "contract_id": "92557124736726268029887161055939864283318731604263511538605909498519811718543", "market_title": "Bitcoin Up or Down - September 19, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T04:10:18.268064Z", "retrieved_timestamp": "2026-09-19T04:11:17Z", "quote_offset_seconds": 58.731936, "quote_age_seconds": 58.731936, "bid": null, "ask": null, "midpoint": null, "last_price": 0.665, "spread": null, "selected_entry_price": 0.665, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 81024.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T041018.268064Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 18309, "signal_id": 18694, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-19T03:00:00Z", "return_6h": -0.0012579057635447866, "return_12h": 0.005084013002071064, "return_24h": 0.04849278534550061, "close_vs_ema12": 0.003061965324154148, "close_vs_ema24": 0.013843243534007454, "ema12_slope_3h": 0.0027739579452994434, "ema24_slope_6h": 0.009932579155850885, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T04:11:24.173290Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-19T03:00:00Z", "return_6h": -0.0012579057635447866, "return_12h": 0.005084013002071064, "return_24h": 0.04849278534550061, "close_vs_ema12": 0.003061965324154148, "close_vs_ema24": 0.013843243534007454, "ema12_slope_3h": 0.0027739579452994434, "ema24_slope_6h": 0.009932579155850885, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 18256, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T001016.991808Z", "trigger_timestamp": "2026-09-19T00:10:16.991808Z", "market_start_timestamp": "2026-09-19T00:00:00Z", "resolution_timestamp": "2026-09-19T01:00:00Z", "direction": "UP", "base_run_id": 3129, "small_run_id": 3130, "last_observed_close": 80883.87, "actual_close": 81668.98, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-19T00:11:23.624937Z", "market_regime": { "id": 17871, "signal_id": 18256, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-18T23:00:00Z", "return_6h": -0.0016678803737395498, "return_12h": 0.036149086623453064, "return_24h": 0.0584537395535365, "close_vs_ema12": 0.004993876444541412, "close_vs_ema24": 0.017251038263323526, "ema12_slope_3h": 0.004753386045087904, "ema24_slope_6h": 0.012986289184519384, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T00:11:23.627588Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-18T23:00:00Z", "return_6h": -0.0016678803737395498, "return_12h": 0.036149086623453064, "return_24h": 0.0584537395535365, "close_vs_ema12": 0.004993876444541412, "close_vs_ema24": 0.017251038263323526, "ema12_slope_3h": 0.004753386045087904, "ema24_slope_6h": 0.012986289184519384, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "entry_probability": 0.615, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.008192, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 3129, 3130 ], "forecast_publication_timestamp": "2026-09-19T00:10:16.991808Z", "requested_quote_timestamp": "2026-09-19T00:10:16.991808Z", "retrieved_quote_timestamp": "2026-09-19T00:11:11Z", "quote_retrieval_timestamp": "2026-09-19T00:11:25.686455Z", "timing_difference_seconds": 54.008192, "selected_quote": { "id": 963, "contract_id": 2047, "forecast_timestamp": "2026-09-19T00:10:16.991808Z", "requested_timestamp": "2026-09-19T00:10:16.991808Z", "actual_quote_timestamp": "2026-09-19T00:11:11Z", "timestamp_delta_seconds": 54.008192, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T00:11:25.686455Z", "raw_json": "{\"request\":{\"start\":1789776616,\"end\":1789776976},\"response\":{\"history\":[{\"t\":1789776671,\"p\":0.615},{\"t\":1789776671,\"p\":0.615}]},\"selected\":{\"t\":1789776671,\"p\":0.615}}", "venue": "polymarket", "external_event_id": "1035691", "external_market_id": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "external_contract_id": "87837934630634654405994692107436767405244259463255354609853433148795758035066", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-18-2026-8pm-et" }, "selected_entry_price": 0.615, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-19T00:10:16.991808Z", "id": 2048, "venue": "polymarket", "external_event_id": "1035691", "external_market_id": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "external_contract_id": "46062798551723203478920878698969472970138466195631278475299127919641852106530", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-19T00:00:00Z", "resolution_timestamp": "2026-09-19T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-18-2026-8pm-et", "first_retrieved_at": "2026-09-19T00:11:25.487015Z", "forecast_run_ids": [ 3129, 3130 ] }, { "forecast_timestamp": "2026-09-19T00:10:16.991808Z", "id": 2047, "venue": "polymarket", "external_event_id": "1035691", "external_market_id": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "external_contract_id": "87837934630634654405994692107436767405244259463255354609853433148795758035066", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-19T00:00:00Z", "resolution_timestamp": "2026-09-19T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-18-2026-8pm-et", "first_retrieved_at": "2026-09-19T00:11:25.482507Z", "forecast_run_ids": [ 3129, 3130 ] } ], "quotes": [ { "id": 963, "contract_id": 2047, "forecast_timestamp": "2026-09-19T00:10:16.991808Z", "requested_timestamp": "2026-09-19T00:10:16.991808Z", "actual_quote_timestamp": "2026-09-19T00:11:11Z", "timestamp_delta_seconds": 54.008192, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-19T00:11:25.686455Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "contract_side": "UP", "external_event_id": "1035691", "external_market_id": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "external_contract_id": "87837934630634654405994692107436767405244259463255354609853433148795758035066", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c": { "DOWN": "46062798551723203478920878698969472970138466195631278475299127919641852106530", "UP": "87837934630634654405994692107436767405244259463255354609853433148795758035066" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 16624, "signal_id": 18256, "quote_id": 963, "settlement_id": 171, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 158.33450406504065, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 97.37572, "trading_fee": 2.62428, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 158.33450406504065, "gross_pnl": 60.958784065040646, "net_pnl": 58.33450406504065, "roi": 0.5833450406504065, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T02:11:23.718431Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 16623, "signal_id": 18256, "quote_id": 963, "settlement_id": 171, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 61.5, "trading_fee": 1.65743, "total_deployed": 63.15743, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 38.5, "net_pnl": 36.84257, "roi": 0.5833449841135081, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-19T02:11:23.716788Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 80883.87, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1035691", "ticker": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "market_id": "0xfde1c6fd12c84d3e680983496f667ff601def269efe5c127a425a35ed0856b6c", "contract_id": "46062798551723203478920878698969472970138466195631278475299127919641852106530", "market_title": "Bitcoin Up or Down - September 18, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-19T00:10:16.991808Z", "retrieved_timestamp": "2026-09-19T00:11:11Z", "quote_offset_seconds": 54.008192, "quote_age_seconds": 54.008192, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "spread": null, "selected_entry_price": 0.615, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 81668.98, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260919T001016.991808Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 17871, "signal_id": 18256, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-18T23:00:00Z", "return_6h": -0.0016678803737395498, "return_12h": 0.036149086623453064, "return_24h": 0.0584537395535365, "close_vs_ema12": 0.004993876444541412, "close_vs_ema24": 0.017251038263323526, "ema12_slope_3h": 0.004753386045087904, "ema24_slope_6h": 0.012986289184519384, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-19T00:11:23.627588Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-18T23:00:00Z", "return_6h": -0.0016678803737395498, "return_12h": 0.036149086623453064, "return_24h": 0.0584537395535365, "close_vs_ema12": 0.004993876444541412, "close_vs_ema24": 0.017251038263323526, "ema12_slope_3h": 0.004753386045087904, "ema24_slope_6h": 0.012986289184519384, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 15446, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T221017.210200Z", "trigger_timestamp": "2026-09-17T22:10:17.210200Z", "market_start_timestamp": "2026-09-17T22:00:00Z", "resolution_timestamp": "2026-09-17T23:00:00Z", "direction": "UP", "base_run_id": 2999, "small_run_id": 3000, "last_observed_close": 76415.85, "actual_close": 76420.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-17T22:11:22.383168Z", "market_regime": { "id": 15061, "signal_id": 15446, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-17T21:00:00Z", "return_6h": -0.004742901179616843, "return_12h": -0.0006826380429473256, "return_24h": 0.0057893282089080955, "close_vs_ema12": -0.0017798783714466637, "close_vs_ema24": -0.0006854896786124831, "ema12_slope_3h": -0.00034137623811214546, "ema24_slope_6h": 0.0009490607130608897, "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": "2026-09-17T22:11:22.385563Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T21:00:00Z", "return_6h": -0.004742901179616843, "return_12h": -0.0006826380429473256, "return_24h": 0.0057893282089080955, "close_vs_ema12": -0.0017798783714466637, "close_vs_ema24": -0.0006854896786124831, "ema12_slope_3h": -0.00034137623811214546, "ema24_slope_6h": 0.0009490607130608897, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "entry_probability": 0.455, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.7898, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2999, 3000 ], "forecast_publication_timestamp": "2026-09-17T22:10:17.210200Z", "requested_quote_timestamp": "2026-09-17T22:10:17.210200Z", "retrieved_quote_timestamp": "2026-09-17T22:11:12Z", "quote_retrieval_timestamp": "2026-09-17T22:11:24.374143Z", "timing_difference_seconds": 54.7898, "selected_quote": { "id": 958, "contract_id": 1987, "forecast_timestamp": "2026-09-17T22:10:17.210200Z", "requested_timestamp": "2026-09-17T22:10:17.210200Z", "actual_quote_timestamp": "2026-09-17T22:11:12Z", "timestamp_delta_seconds": 54.7898, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T22:11:24.374143Z", "raw_json": "{\"request\":{\"start\":1789683017,\"end\":1789683377},\"response\":{\"history\":[{\"t\":1789683072,\"p\":0.455},{\"t\":1789683072,\"p\":0.455}]},\"selected\":{\"t\":1789683072,\"p\":0.455}}", "venue": "polymarket", "external_event_id": "1030238", "external_market_id": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "external_contract_id": "98499699664462062206693780771189240231979006688431592407157855408481529567300", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-6pm-et" }, "selected_entry_price": 0.455, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-17T22:10:17.210200Z", "id": 1988, "venue": "polymarket", "external_event_id": "1030238", "external_market_id": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "external_contract_id": "53312987276615833171665501144397847039211014429773286915035556402817291815339", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-17T22:00:00Z", "resolution_timestamp": "2026-09-17T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-6pm-et", "first_retrieved_at": "2026-09-17T22:11:24.189684Z", "forecast_run_ids": [ 2999, 3000 ] }, { "forecast_timestamp": "2026-09-17T22:10:17.210200Z", "id": 1987, "venue": "polymarket", "external_event_id": "1030238", "external_market_id": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "external_contract_id": "98499699664462062206693780771189240231979006688431592407157855408481529567300", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-17T22:00:00Z", "resolution_timestamp": "2026-09-17T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-6pm-et", "first_retrieved_at": "2026-09-17T22:11:24.185160Z", "forecast_run_ids": [ 2999, 3000 ] } ], "quotes": [ { "id": 958, "contract_id": 1987, "forecast_timestamp": "2026-09-17T22:10:17.210200Z", "requested_timestamp": "2026-09-17T22:10:17.210200Z", "actual_quote_timestamp": "2026-09-17T22:11:12Z", "timestamp_delta_seconds": 54.7898, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T22:11:24.374143Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "contract_side": "UP", "external_event_id": "1030238", "external_market_id": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "external_contract_id": "98499699664462062206693780771189240231979006688431592407157855408481529567300", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5": { "DOWN": "53312987276615833171665501144397847039211014429773286915035556402817291815339", "UP": "98499699664462062206693780771189240231979006688431592407157855408481529567300" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 13810, "signal_id": 15446, "quote_id": 958, "settlement_id": 169, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 211.70371428571428, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 96.32519, "trading_fee": 3.67481, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 211.70371428571428, "gross_pnl": 115.37852428571428, "net_pnl": 111.70371428571428, "roi": 1.1170371428571428, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-18T00:11:23.640584Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 13809, "signal_id": 15446, "quote_id": 958, "settlement_id": 169, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 45.5, "trading_fee": 1.73582, "total_deployed": 47.23582, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 54.5, "net_pnl": 52.76418, "roi": 1.1170374516627426, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-18T00:11:23.638873Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76415.85, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1030238", "ticker": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "market_id": "0x36ec3cb0e4e03c2b1c00e5d8da2f22a7eba11a519d671743d5c6920e2c1fc5c5", "contract_id": "53312987276615833171665501144397847039211014429773286915035556402817291815339", "market_title": "Bitcoin Up or Down - September 17, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-17T22:10:17.210200Z", "retrieved_timestamp": "2026-09-17T22:11:12Z", "quote_offset_seconds": 54.7898, "quote_age_seconds": 54.7898, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "spread": null, "selected_entry_price": 0.455, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76420.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T221017.210200Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 15061, "signal_id": 15446, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-17T21:00:00Z", "return_6h": -0.004742901179616843, "return_12h": -0.0006826380429473256, "return_24h": 0.0057893282089080955, "close_vs_ema12": -0.0017798783714466637, "close_vs_ema24": -0.0006854896786124831, "ema12_slope_3h": -0.00034137623811214546, "ema24_slope_6h": 0.0009490607130608897, "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": "2026-09-17T22:11:22.385563Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T21:00:00Z", "return_6h": -0.004742901179616843, "return_12h": -0.0006826380429473256, "return_24h": 0.0057893282089080955, "close_vs_ema12": -0.0017798783714466637, "close_vs_ema24": -0.0006854896786124831, "ema12_slope_3h": -0.00034137623811214546, "ema24_slope_6h": 0.0009490607130608897, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 15016, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T181018.930671Z", "trigger_timestamp": "2026-09-17T18:10:18.930671Z", "market_start_timestamp": "2026-09-17T18:00:00Z", "resolution_timestamp": "2026-09-17T19:00:00Z", "direction": "UP", "base_run_id": 2979, "small_run_id": 2980, "last_observed_close": 76667.86, "actual_close": 76575.96, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-17T18:11:25.273967Z", "market_regime": { "id": 14631, "signal_id": 15016, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-17T17:00:00Z", "return_6h": 0.0024301142752543026, "return_12h": 0.004375252509108529, "return_24h": 0.011876384241845672, "close_vs_ema12": 0.0011648028347819306, "close_vs_ema24": 0.002930279922312762, "ema12_slope_3h": 0.0012659297694832539, "ema24_slope_6h": 0.002094762760022517, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-17T18:11:25.276585Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T17:00:00Z", "return_6h": 0.0024301142752543026, "return_12h": 0.004375252509108529, "return_24h": 0.011876384241845672, "close_vs_ema12": 0.0011648028347819306, "close_vs_ema24": 0.002930279922312762, "ema12_slope_3h": 0.0012659297694832539, "ema24_slope_6h": 0.002094762760022517, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 64.069329, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2979, 2980 ], "forecast_publication_timestamp": "2026-09-17T18:10:18.930671Z", "requested_quote_timestamp": "2026-09-17T18:10:18.930671Z", "retrieved_quote_timestamp": "2026-09-17T18:11:23Z", "quote_retrieval_timestamp": "2026-09-17T18:11:27.255524Z", "timing_difference_seconds": 64.069329, "selected_quote": { "id": 953, "contract_id": 1971, "forecast_timestamp": "2026-09-17T18:10:18.930671Z", "requested_timestamp": "2026-09-17T18:10:18.930671Z", "actual_quote_timestamp": "2026-09-17T18:11:23Z", "timestamp_delta_seconds": 64.069329, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T18:11:27.255524Z", "raw_json": "{\"request\":{\"start\":1789668618,\"end\":1789668978},\"response\":{\"history\":[{\"t\":1789668683,\"p\":0.495},{\"t\":1789668683,\"p\":0.495}]},\"selected\":{\"t\":1789668683,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1029034", "external_market_id": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "external_contract_id": "22792999100144648315463549731030412510147342455857348374043037880007696994667", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-2pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-17T18:10:18.930671Z", "id": 1972, "venue": "polymarket", "external_event_id": "1029034", "external_market_id": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "external_contract_id": "66582345660333592379662532487253450952361265896006031741387874402821305339950", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-17T18:00:00Z", "resolution_timestamp": "2026-09-17T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-2pm-et", "first_retrieved_at": "2026-09-17T18:11:27.076544Z", "forecast_run_ids": [ 2979, 2980 ] }, { "forecast_timestamp": "2026-09-17T18:10:18.930671Z", "id": 1971, "venue": "polymarket", "external_event_id": "1029034", "external_market_id": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "external_contract_id": "22792999100144648315463549731030412510147342455857348374043037880007696994667", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-17T18:00:00Z", "resolution_timestamp": "2026-09-17T19:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-2pm-et", "first_retrieved_at": "2026-09-17T18:11:27.072038Z", "forecast_run_ids": [ 2979, 2980 ] } ], "quotes": [ { "id": 953, "contract_id": 1971, "forecast_timestamp": "2026-09-17T18:10:18.930671Z", "requested_timestamp": "2026-09-17T18:10:18.930671Z", "actual_quote_timestamp": "2026-09-17T18:11:23Z", "timestamp_delta_seconds": 64.069329, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T18:11:27.255524Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "contract_side": "UP", "external_event_id": "1029034", "external_market_id": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "external_contract_id": "22792999100144648315463549731030412510147342455857348374043037880007696994667", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0": { "DOWN": "66582345660333592379662532487253450952361265896006031741387874402821305339950", "UP": "22792999100144648315463549731030412510147342455857348374043037880007696994667" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 13380, "signal_id": 15016, "quote_id": 953, "settlement_id": 167, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.5857, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-17T20:11:23.500142Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 13379, "signal_id": 15016, "quote_id": 953, "settlement_id": 167, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -49.5, "net_pnl": -51.24983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-17T20:11:23.498028Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76667.86, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1029034", "ticker": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "market_id": "0x7c691e6a4cfa95fe4732f70d1d68f2e2e98bdb9c05ed076fddf532e2f843c1d0", "contract_id": "66582345660333592379662532487253450952361265896006031741387874402821305339950", "market_title": "Bitcoin Up or Down - September 17, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-17T18:10:18.930671Z", "retrieved_timestamp": "2026-09-17T18:11:23Z", "quote_offset_seconds": 64.069329, "quote_age_seconds": 64.069329, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76575.96, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T181018.930671Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 14631, "signal_id": 15016, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-17T17:00:00Z", "return_6h": 0.0024301142752543026, "return_12h": 0.004375252509108529, "return_24h": 0.011876384241845672, "close_vs_ema12": 0.0011648028347819306, "close_vs_ema24": 0.002930279922312762, "ema12_slope_3h": 0.0012659297694832539, "ema24_slope_6h": 0.002094762760022517, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-17T18:11:25.276585Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T17:00:00Z", "return_6h": 0.0024301142752543026, "return_12h": 0.004375252509108529, "return_24h": 0.011876384241845672, "close_vs_ema12": 0.0011648028347819306, "close_vs_ema24": 0.002930279922312762, "ema12_slope_3h": 0.0012659297694832539, "ema24_slope_6h": 0.002094762760022517, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 14378, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T121018.396059Z", "trigger_timestamp": "2026-09-17T12:10:18.396059Z", "market_start_timestamp": "2026-09-17T12:00:00Z", "resolution_timestamp": "2026-09-17T13:00:00Z", "direction": "UP", "base_run_id": 2949, "small_run_id": 2950, "last_observed_close": 76482.0, "actual_close": 76736.59, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-17T12:11:24.821487Z", "market_regime": { "id": 13993, "signal_id": 14378, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-17T11:00:00Z", "return_6h": 0.001940422784745044, "return_12h": 0.0036216303674736494, "return_24h": 0.0030426229508195846, "close_vs_ema12": 0.0012740398178485712, "close_vs_ema24": 0.002594761082391539, "ema12_slope_3h": 0.0005710422052798148, "ema24_slope_6h": 0.0016352123317555645, "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": "2026-09-17T12:11:24.823950Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T11:00:00Z", "return_6h": 0.001940422784745044, "return_12h": 0.0036216303674736494, "return_24h": 0.0030426229508195846, "close_vs_ema12": 0.0012740398178485712, "close_vs_ema24": 0.002594761082391539, "ema12_slope_3h": 0.0005710422052798148, "ema24_slope_6h": 0.0016352123317555645, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "entry_probability": 0.575, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.603941, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2949, 2950 ], "forecast_publication_timestamp": "2026-09-17T12:10:18.396059Z", "requested_quote_timestamp": "2026-09-17T12:10:18.396059Z", "retrieved_quote_timestamp": "2026-09-17T12:11:09Z", "quote_retrieval_timestamp": "2026-09-17T12:11:26.783305Z", "timing_difference_seconds": 50.603941, "selected_quote": { "id": 948, "contract_id": 1951, "forecast_timestamp": "2026-09-17T12:10:18.396059Z", "requested_timestamp": "2026-09-17T12:10:18.396059Z", "actual_quote_timestamp": "2026-09-17T12:11:09Z", "timestamp_delta_seconds": 50.603941, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "implied_probability": 0.575, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T12:11:26.783305Z", "raw_json": "{\"request\":{\"start\":1789647018,\"end\":1789647378},\"response\":{\"history\":[{\"t\":1789647069,\"p\":0.575},{\"t\":1789647069,\"p\":0.575}]},\"selected\":{\"t\":1789647069,\"p\":0.575}}", "venue": "polymarket", "external_event_id": "1027853", "external_market_id": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "external_contract_id": "6954652188335907733592067797857146605539401007628418646464430489911790543474", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-8am-et" }, "selected_entry_price": 0.575, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-17T12:10:18.396059Z", "id": 1952, "venue": "polymarket", "external_event_id": "1027853", "external_market_id": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "external_contract_id": "57529010376976849395382252736314044443655247387181962737666159717362399241673", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-17T12:00:00Z", "resolution_timestamp": "2026-09-17T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-8am-et", "first_retrieved_at": "2026-09-17T12:11:26.588948Z", "forecast_run_ids": [ 2949, 2950 ] }, { "forecast_timestamp": "2026-09-17T12:10:18.396059Z", "id": 1951, "venue": "polymarket", "external_event_id": "1027853", "external_market_id": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "external_contract_id": "6954652188335907733592067797857146605539401007628418646464430489911790543474", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-17T12:00:00Z", "resolution_timestamp": "2026-09-17T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-17-2026-8am-et", "first_retrieved_at": "2026-09-17T12:11:26.584795Z", "forecast_run_ids": [ 2949, 2950 ] } ], "quotes": [ { "id": 948, "contract_id": 1951, "forecast_timestamp": "2026-09-17T12:10:18.396059Z", "requested_timestamp": "2026-09-17T12:10:18.396059Z", "actual_quote_timestamp": "2026-09-17T12:11:09Z", "timestamp_delta_seconds": 50.603941, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "implied_probability": 0.575, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-17T12:11:26.783305Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "contract_side": "UP", "external_event_id": "1027853", "external_market_id": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "external_contract_id": "6954652188335907733592067797857146605539401007628418646464430489911790543474", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c": { "DOWN": "57529010376976849395382252736314044443655247387181962737666159717362399241673", "UP": "6954652188335907733592067797857146605539401007628418646464430489911790543474" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 12746, "signal_id": 14378, "quote_id": 948, "settlement_id": 165, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 168.88860869565218, "entry_price": 0.575, "entry_price_type": "historical_price_sample", "gross_cost": 97.11095, "trading_fee": 2.88905, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 168.88860869565218, "gross_pnl": 71.77765869565218, "net_pnl": 68.88860869565218, "roi": 0.6888860869565218, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-17T14:11:27.137077Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 12745, "signal_id": 14378, "quote_id": 948, "settlement_id": 165, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.575, "entry_price_type": "historical_price_sample", "gross_cost": 57.49999999999999, "trading_fee": 1.71063, "total_deployed": 59.210629999999995, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 42.50000000000001, "net_pnl": 40.789370000000005, "roi": 0.6888859314619691, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-17T14:11:27.135485Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76482.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1027853", "ticker": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "market_id": "0x1b7ca90574c31f23c6731b4a93d2183e04e7363032ffea1cbead86996084472c", "contract_id": "57529010376976849395382252736314044443655247387181962737666159717362399241673", "market_title": "Bitcoin Up or Down - September 17, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-17T12:10:18.396059Z", "retrieved_timestamp": "2026-09-17T12:11:09Z", "quote_offset_seconds": 50.603941, "quote_age_seconds": 50.603941, "bid": null, "ask": null, "midpoint": null, "last_price": 0.575, "spread": null, "selected_entry_price": 0.575, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76736.59, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260917T121018.396059Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 13993, "signal_id": 14378, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-17T11:00:00Z", "return_6h": 0.001940422784745044, "return_12h": 0.0036216303674736494, "return_24h": 0.0030426229508195846, "close_vs_ema12": 0.0012740398178485712, "close_vs_ema24": 0.002594761082391539, "ema12_slope_3h": 0.0005710422052798148, "ema24_slope_6h": 0.0016352123317555645, "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": "2026-09-17T12:11:24.823950Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-17T11:00:00Z", "return_6h": 0.001940422784745044, "return_12h": 0.0036216303674736494, "return_24h": 0.0030426229508195846, "close_vs_ema12": 0.0012740398178485712, "close_vs_ema24": 0.002594761082391539, "ema12_slope_3h": 0.0005710422052798148, "ema24_slope_6h": 0.0016352123317555645, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 12801, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T211016.894534Z", "trigger_timestamp": "2026-09-16T21:10:16.894534Z", "market_start_timestamp": "2026-09-16T21:00:00Z", "resolution_timestamp": "2026-09-16T22:00:00Z", "direction": "UP", "base_run_id": 2874, "small_run_id": 2875, "last_observed_close": 76178.34, "actual_close": 75976.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-16T21:11:23.922537Z", "market_regime": { "id": 12416, "signal_id": 12801, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-16T20:00:00Z", "return_6h": 0.006347871048333786, "return_12h": 0.005840418580276507, "return_24h": 0.0032014121506693805, "close_vs_ema12": 0.003624988839307175, "close_vs_ema24": 0.002177804530928862, "ema12_slope_3h": 0.0007720599460041555, "ema24_slope_6h": -0.0010556163864766654, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T21:11:23.925034Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T20:00:00Z", "return_6h": 0.006347871048333786, "return_12h": 0.005840418580276507, "return_24h": 0.0032014121506693805, "close_vs_ema12": 0.003624988839307175, "close_vs_ema24": 0.002177804530928862, "ema12_slope_3h": 0.0007720599460041555, "ema24_slope_6h": -0.0010556163864766654, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "entry_probability": 0.445, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.105466, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2874, 2875 ], "forecast_publication_timestamp": "2026-09-16T21:10:16.894534Z", "requested_quote_timestamp": "2026-09-16T21:10:16.894534Z", "retrieved_quote_timestamp": "2026-09-16T21:11:13Z", "quote_retrieval_timestamp": "2026-09-16T21:11:26.112753Z", "timing_difference_seconds": 56.105466, "selected_quote": { "id": 934, "contract_id": 1904, "forecast_timestamp": "2026-09-16T21:10:16.894534Z", "requested_timestamp": "2026-09-16T21:10:16.894534Z", "actual_quote_timestamp": "2026-09-16T21:11:13Z", "timestamp_delta_seconds": 56.105466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T21:11:26.112753Z", "raw_json": "{\"request\":{\"start\":1789593016,\"end\":1789593376},\"response\":{\"history\":[{\"t\":1789593073,\"p\":0.445},{\"t\":1789593073,\"p\":0.445}]},\"selected\":{\"t\":1789593073,\"p\":0.445}}", "venue": "polymarket", "external_event_id": "1025051", "external_market_id": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "external_contract_id": "92030840636319289321894407229635028744249454378797227390360133113453274608948", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-5pm-et" }, "selected_entry_price": 0.445, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-16T21:10:16.894534Z", "id": 1905, "venue": "polymarket", "external_event_id": "1025051", "external_market_id": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "external_contract_id": "62527833123241456234089763012990219135055620684855781428391403916037983665522", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-16T21:00:00Z", "resolution_timestamp": "2026-09-16T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-5pm-et", "first_retrieved_at": "2026-09-16T21:11:25.865328Z", "forecast_run_ids": [ 2874, 2875 ] }, { "forecast_timestamp": "2026-09-16T21:10:16.894534Z", "id": 1904, "venue": "polymarket", "external_event_id": "1025051", "external_market_id": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "external_contract_id": "92030840636319289321894407229635028744249454378797227390360133113453274608948", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-16T21:00:00Z", "resolution_timestamp": "2026-09-16T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-5pm-et", "first_retrieved_at": "2026-09-16T21:11:25.861288Z", "forecast_run_ids": [ 2874, 2875 ] } ], "quotes": [ { "id": 934, "contract_id": 1904, "forecast_timestamp": "2026-09-16T21:10:16.894534Z", "requested_timestamp": "2026-09-16T21:10:16.894534Z", "actual_quote_timestamp": "2026-09-16T21:11:13Z", "timestamp_delta_seconds": 56.105466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T21:11:26.112753Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "contract_side": "UP", "external_event_id": "1025051", "external_market_id": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "external_contract_id": "92030840636319289321894407229635028744249454378797227390360133113453274608948", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6": { "DOWN": "62527833123241456234089763012990219135055620684855781428391403916037983665522", "UP": "92030840636319289321894407229635028744249454378797227390360133113453274608948" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 11169, "signal_id": 12801, "quote_id": 934, "settlement_id": 163, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 216.3152584269663, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 96.26029, "trading_fee": 3.73971, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.26029, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T23:11:24.376472Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 11168, "signal_id": 12801, "quote_id": 934, "settlement_id": 163, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 44.5, "trading_fee": 1.72883, "total_deployed": 46.22883, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -44.5, "net_pnl": -46.22883, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T23:11:24.374808Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76178.34, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1025051", "ticker": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "market_id": "0x4daa1717587744d5e03427f75b7d7cd3e7c8959bad85b9ff872b6ffe79caa5e6", "contract_id": "62527833123241456234089763012990219135055620684855781428391403916037983665522", "market_title": "Bitcoin Up or Down - September 16, 5PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-16T21:10:16.894534Z", "retrieved_timestamp": "2026-09-16T21:11:13Z", "quote_offset_seconds": 56.105466, "quote_age_seconds": 56.105466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "spread": null, "selected_entry_price": 0.445, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 75976.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T211016.894534Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 12416, "signal_id": 12801, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-16T20:00:00Z", "return_6h": 0.006347871048333786, "return_12h": 0.005840418580276507, "return_24h": 0.0032014121506693805, "close_vs_ema12": 0.003624988839307175, "close_vs_ema24": 0.002177804530928862, "ema12_slope_3h": 0.0007720599460041555, "ema24_slope_6h": -0.0010556163864766654, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T21:11:23.925034Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T20:00:00Z", "return_6h": 0.006347871048333786, "return_12h": 0.005840418580276507, "return_24h": 0.0032014121506693805, "close_vs_ema12": 0.003624988839307175, "close_vs_ema24": 0.002177804530928862, "ema12_slope_3h": 0.0007720599460041555, "ema24_slope_6h": -0.0010556163864766654, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 11759, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T111017.166156Z", "trigger_timestamp": "2026-09-16T11:10:17.166156Z", "market_start_timestamp": "2026-09-16T11:00:00Z", "resolution_timestamp": "2026-09-16T12:00:00Z", "direction": "UP", "base_run_id": 2824, "small_run_id": 2825, "last_observed_close": 75990.2, "actual_close": 76250.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-16T11:11:22.999306Z", "market_regime": { "id": 11374, "signal_id": 11759, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T10:00:00Z", "return_6h": 0.0016632390426976063, "return_12h": 0.004258074747581553, "return_24h": -0.013803342599586377, "close_vs_ema12": 0.000806649501720047, "close_vs_ema24": -0.002509656653364112, "ema12_slope_3h": -7.591209430057866e-05, "ema24_slope_6h": -0.002276503140222319, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T11:11:23.001985Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T10:00:00Z", "return_6h": 0.0016632390426976063, "return_12h": 0.004258074747581553, "return_24h": -0.013803342599586377, "close_vs_ema12": 0.000806649501720047, "close_vs_ema24": -0.002509656653364112, "ema12_slope_3h": -7.591209430057866e-05, "ema24_slope_6h": -0.002276503140222319, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "entry_probability": 0.42, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.833844, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2824, 2825 ], "forecast_publication_timestamp": "2026-09-16T11:10:17.166156Z", "requested_quote_timestamp": "2026-09-16T11:10:17.166156Z", "retrieved_quote_timestamp": "2026-09-16T11:11:08Z", "quote_retrieval_timestamp": "2026-09-16T11:11:25.610462Z", "timing_difference_seconds": 50.833844, "selected_quote": { "id": 919, "contract_id": 1865, "forecast_timestamp": "2026-09-16T11:10:17.166156Z", "requested_timestamp": "2026-09-16T11:10:17.166156Z", "actual_quote_timestamp": "2026-09-16T11:11:08Z", "timestamp_delta_seconds": 50.833844, "bid": null, "ask": null, "midpoint": null, "last_price": 0.42, "implied_probability": 0.42, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T11:11:25.610462Z", "raw_json": "{\"request\":{\"start\":1789557017,\"end\":1789557377},\"response\":{\"history\":[{\"t\":1789557068,\"p\":0.42},{\"t\":1789557068,\"p\":0.42}]},\"selected\":{\"t\":1789557068,\"p\":0.42}}", "venue": "polymarket", "external_event_id": "1022239", "external_market_id": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "external_contract_id": "30529099584247836418716385316721607759514203889275233537998387424081998083072", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-7am-et" }, "selected_entry_price": 0.42, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-16T11:10:17.166156Z", "id": 1866, "venue": "polymarket", "external_event_id": "1022239", "external_market_id": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "external_contract_id": "29797490078722877648677962790158669868308856959670759293080771906651083092940", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-16T11:00:00Z", "resolution_timestamp": "2026-09-16T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-7am-et", "first_retrieved_at": "2026-09-16T11:11:25.410709Z", "forecast_run_ids": [ 2824, 2825 ] }, { "forecast_timestamp": "2026-09-16T11:10:17.166156Z", "id": 1865, "venue": "polymarket", "external_event_id": "1022239", "external_market_id": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "external_contract_id": "30529099584247836418716385316721607759514203889275233537998387424081998083072", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-16T11:00:00Z", "resolution_timestamp": "2026-09-16T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-7am-et", "first_retrieved_at": "2026-09-16T11:11:25.406226Z", "forecast_run_ids": [ 2824, 2825 ] } ], "quotes": [ { "id": 919, "contract_id": 1865, "forecast_timestamp": "2026-09-16T11:10:17.166156Z", "requested_timestamp": "2026-09-16T11:10:17.166156Z", "actual_quote_timestamp": "2026-09-16T11:11:08Z", "timestamp_delta_seconds": 50.833844, "bid": null, "ask": null, "midpoint": null, "last_price": 0.42, "implied_probability": 0.42, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T11:11:25.610462Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "contract_side": "UP", "external_event_id": "1022239", "external_market_id": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "external_contract_id": "30529099584247836418716385316721607759514203889275233537998387424081998083072", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea": { "DOWN": "29797490078722877648677962790158669868308856959670759293080771906651083092940", "UP": "30529099584247836418716385316721607759514203889275233537998387424081998083072" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 10133, "signal_id": 11759, "quote_id": 919, "settlement_id": 161, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 228.8057142857143, "entry_price": 0.42, "entry_price_type": "historical_price_sample", "gross_cost": 96.0984, "trading_fee": 3.9016, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 228.8057142857143, "gross_pnl": 132.7073142857143, "net_pnl": 128.8057142857143, "roi": 1.2880571428571428, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T13:11:22.965459Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 10132, "signal_id": 11759, "quote_id": 919, "settlement_id": 161, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.42, "entry_price_type": "historical_price_sample", "gross_cost": 42.0, "trading_fee": 1.7052, "total_deployed": 43.7052, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 58.0, "net_pnl": 56.2948, "roi": 1.288057256344783, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T13:11:22.963765Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 75990.2, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1022239", "ticker": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "market_id": "0xd0545c1842eea32894ca46f83330ff3127e928b427de778f2ad37782c00d58ea", "contract_id": "29797490078722877648677962790158669868308856959670759293080771906651083092940", "market_title": "Bitcoin Up or Down - September 16, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-16T11:10:17.166156Z", "retrieved_timestamp": "2026-09-16T11:11:08Z", "quote_offset_seconds": 50.833844, "quote_age_seconds": 50.833844, "bid": null, "ask": null, "midpoint": null, "last_price": 0.42, "spread": null, "selected_entry_price": 0.42, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76250.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T111017.166156Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 11374, "signal_id": 11759, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T10:00:00Z", "return_6h": 0.0016632390426976063, "return_12h": 0.004258074747581553, "return_24h": -0.013803342599586377, "close_vs_ema12": 0.000806649501720047, "close_vs_ema24": -0.002509656653364112, "ema12_slope_3h": -7.591209430057866e-05, "ema24_slope_6h": -0.002276503140222319, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T11:11:23.001985Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T10:00:00Z", "return_6h": 0.0016632390426976063, "return_12h": 0.004258074747581553, "return_24h": -0.013803342599586377, "close_vs_ema12": 0.000806649501720047, "close_vs_ema24": -0.002509656653364112, "ema12_slope_3h": -7.591209430057866e-05, "ema24_slope_6h": -0.002276503140222319, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 11654, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T101017.484879Z", "trigger_timestamp": "2026-09-16T10:10:17.484879Z", "market_start_timestamp": "2026-09-16T10:00:00Z", "resolution_timestamp": "2026-09-16T11:00:00Z", "direction": "UP", "base_run_id": 2819, "small_run_id": 2820, "last_observed_close": 75993.0, "actual_close": 75990.2, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-16T10:11:25.769126Z", "market_regime": { "id": 11269, "signal_id": 11654, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T09:00:00Z", "return_6h": 0.00222871356975185, "return_12h": 0.0071454273042395045, "return_24h": -0.012873445863136657, "close_vs_ema12": 0.000990334872577936, "close_vs_ema24": -0.002690546122483539, "ema12_slope_3h": -0.0006247791346828402, "ema24_slope_6h": -0.0026166952641732966, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T10:11:25.771921Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T09:00:00Z", "return_6h": 0.00222871356975185, "return_12h": 0.0071454273042395045, "return_24h": -0.012873445863136657, "close_vs_ema12": 0.000990334872577936, "close_vs_ema24": -0.002690546122483539, "ema12_slope_3h": -0.0006247791346828402, "ema24_slope_6h": -0.0026166952641732966, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.515121, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 2819, 2820 ], "forecast_publication_timestamp": "2026-09-16T10:10:17.484879Z", "requested_quote_timestamp": "2026-09-16T10:10:17.484879Z", "retrieved_quote_timestamp": "2026-09-16T10:11:10Z", "quote_retrieval_timestamp": "2026-09-16T10:11:28.167842Z", "timing_difference_seconds": 52.515121, "selected_quote": { "id": 915, "contract_id": 1857, "forecast_timestamp": "2026-09-16T10:10:17.484879Z", "requested_timestamp": "2026-09-16T10:10:17.484879Z", "actual_quote_timestamp": "2026-09-16T10:11:10Z", "timestamp_delta_seconds": 52.515121, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T10:11:28.167842Z", "raw_json": "{\"request\":{\"start\":1789553417,\"end\":1789553777},\"response\":{\"history\":[{\"t\":1789553470,\"p\":0.525},{\"t\":1789553470,\"p\":0.525}]},\"selected\":{\"t\":1789553470,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "1022031", "external_market_id": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "external_contract_id": "23497052930644847239955683261843577172069874743329925039910057464067272742559", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-6am-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-16T10:10:17.484879Z", "id": 1858, "venue": "polymarket", "external_event_id": "1022031", "external_market_id": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "external_contract_id": "2345689842406986151703757411089035832946882245816571469904199057860800696860", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-16T10:00:00Z", "resolution_timestamp": "2026-09-16T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-6am-et", "first_retrieved_at": "2026-09-16T10:11:27.995931Z", "forecast_run_ids": [ 2819, 2820 ] }, { "forecast_timestamp": "2026-09-16T10:10:17.484879Z", "id": 1857, "venue": "polymarket", "external_event_id": "1022031", "external_market_id": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "external_contract_id": "23497052930644847239955683261843577172069874743329925039910057464067272742559", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-16T10:00:00Z", "resolution_timestamp": "2026-09-16T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-6am-et", "first_retrieved_at": "2026-09-16T10:11:27.991177Z", "forecast_run_ids": [ 2819, 2820 ] } ], "quotes": [ { "id": 915, "contract_id": 1857, "forecast_timestamp": "2026-09-16T10:10:17.484879Z", "requested_timestamp": "2026-09-16T10:10:17.484879Z", "actual_quote_timestamp": "2026-09-16T10:11:10Z", "timestamp_delta_seconds": 52.515121, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T10:11:28.167842Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "contract_side": "UP", "external_event_id": "1022031", "external_market_id": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "external_contract_id": "23497052930644847239955683261843577172069874743329925039910057464067272742559", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e": { "DOWN": "2345689842406986151703757411089035832946882245816571469904199057860800696860", "UP": "23497052930644847239955683261843577172069874743329925039910057464067272742559" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 10028, "signal_id": 11654, "quote_id": 915, "settlement_id": 160, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.782, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T12:11:26.061170Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 10027, "signal_id": 11654, "quote_id": 915, "settlement_id": 160, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -52.5, "net_pnl": -54.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T12:11:26.059465Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 75993.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1022031", "ticker": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "market_id": "0x937f7b67d6e9b61b8d4d63c922a5c51afddb145366fec213428af67b5d4baa3e", "contract_id": "2345689842406986151703757411089035832946882245816571469904199057860800696860", "market_title": "Bitcoin Up or Down - September 16, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-16T10:10:17.484879Z", "retrieved_timestamp": "2026-09-16T10:11:10Z", "quote_offset_seconds": 52.515121, "quote_age_seconds": 52.515121, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 75990.2, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T101017.484879Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 11269, "signal_id": 11654, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T09:00:00Z", "return_6h": 0.00222871356975185, "return_12h": 0.0071454273042395045, "return_24h": -0.012873445863136657, "close_vs_ema12": 0.000990334872577936, "close_vs_ema24": -0.002690546122483539, "ema12_slope_3h": -0.0006247791346828402, "ema24_slope_6h": -0.0026166952641732966, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T10:11:25.771921Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T09:00:00Z", "return_6h": 0.00222871356975185, "return_12h": 0.0071454273042395045, "return_24h": -0.012873445863136657, "close_vs_ema12": 0.000990334872577936, "close_vs_ema24": -0.002690546122483539, "ema12_slope_3h": -0.0006247791346828402, "ema24_slope_6h": -0.0026166952641732966, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 11448, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T081016.870785Z", "trigger_timestamp": "2026-09-16T08:10:16.870785Z", "market_start_timestamp": "2026-09-16T08:00:00Z", "resolution_timestamp": "2026-09-16T09:00:00Z", "direction": "UP", "base_run_id": 2809, "small_run_id": 2810, "last_observed_close": 75766.63, "actual_close": 75736.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-16T08:11:29.244656Z", "market_regime": { "id": 11063, "signal_id": 11448, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T07:00:00Z", "return_6h": 0.0036758929827522824, "return_12h": -0.005510820292524254, "return_24h": -0.015122577002134707, "close_vs_ema12": -0.002213563443089095, "close_vs_ema24": -0.006437867243349049, "ema12_slope_3h": -0.00022706141239114963, "ema24_slope_6h": -0.0031254727995233544, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T08:11:29.247630Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T07:00:00Z", "return_6h": 0.0036758929827522824, "return_12h": -0.005510820292524254, "return_24h": -0.015122577002134707, "close_vs_ema12": -0.002213563443089095, "close_vs_ema24": -0.006437867243349049, "ema12_slope_3h": -0.00022706141239114963, "ema24_slope_6h": -0.0031254727995233544, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "entry_probability": 0.205, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.129215, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2809, 2810 ], "forecast_publication_timestamp": "2026-09-16T08:10:16.870785Z", "requested_quote_timestamp": "2026-09-16T08:10:16.870785Z", "retrieved_quote_timestamp": "2026-09-16T08:11:09Z", "quote_retrieval_timestamp": "2026-09-16T08:11:31.427191Z", "timing_difference_seconds": 52.129215, "selected_quote": { "id": 910, "contract_id": 1845, "forecast_timestamp": "2026-09-16T08:10:16.870785Z", "requested_timestamp": "2026-09-16T08:10:16.870785Z", "actual_quote_timestamp": "2026-09-16T08:11:09Z", "timestamp_delta_seconds": 52.129215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T08:11:31.427191Z", "raw_json": "{\"request\":{\"start\":1789546216,\"end\":1789546576},\"response\":{\"history\":[{\"t\":1789546269,\"p\":0.205},{\"t\":1789546269,\"p\":0.205}]},\"selected\":{\"t\":1789546269,\"p\":0.205}}", "venue": "polymarket", "external_event_id": "1021658", "external_market_id": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "external_contract_id": "91737889678998134366987983556570530959805744504655320901189356612216794898228", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-4am-et" }, "selected_entry_price": 0.205, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-16T08:10:16.870785Z", "id": 1846, "venue": "polymarket", "external_event_id": "1021658", "external_market_id": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "external_contract_id": "59501498511152165698880703463003626877382857233262659765357136409066655829618", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-16T08:00:00Z", "resolution_timestamp": "2026-09-16T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-4am-et", "first_retrieved_at": "2026-09-16T08:11:31.262408Z", "forecast_run_ids": [ 2809, 2810 ] }, { "forecast_timestamp": "2026-09-16T08:10:16.870785Z", "id": 1845, "venue": "polymarket", "external_event_id": "1021658", "external_market_id": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "external_contract_id": "91737889678998134366987983556570530959805744504655320901189356612216794898228", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-16T08:00:00Z", "resolution_timestamp": "2026-09-16T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-16-2026-4am-et", "first_retrieved_at": "2026-09-16T08:11:31.258122Z", "forecast_run_ids": [ 2809, 2810 ] } ], "quotes": [ { "id": 910, "contract_id": 1845, "forecast_timestamp": "2026-09-16T08:10:16.870785Z", "requested_timestamp": "2026-09-16T08:10:16.870785Z", "actual_quote_timestamp": "2026-09-16T08:11:09Z", "timestamp_delta_seconds": 52.129215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T08:11:31.427191Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "contract_side": "UP", "external_event_id": "1021658", "external_market_id": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "external_contract_id": "91737889678998134366987983556570530959805744504655320901189356612216794898228", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6": { "DOWN": "59501498511152165698880703463003626877382857233262659765357136409066655829618", "UP": "91737889678998134366987983556570530959805744504655320901189356612216794898228" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 9822, "signal_id": 11448, "quote_id": 910, "settlement_id": 157, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 462.08960975609756, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 94.72837, "trading_fee": 5.27163, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.72837, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T10:11:27.900505Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 9821, "signal_id": 11448, "quote_id": 910, "settlement_id": 157, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 20.5, "trading_fee": 1.14083, "total_deployed": 21.64083, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -20.5, "net_pnl": -21.64083, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T10:11:27.898503Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 75766.63, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1021658", "ticker": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "market_id": "0x47450df839672601d67b0625896a21f97f40e93cb4c4f483df125b1ea8a210f6", "contract_id": "59501498511152165698880703463003626877382857233262659765357136409066655829618", "market_title": "Bitcoin Up or Down - September 16, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-16T08:10:16.870785Z", "retrieved_timestamp": "2026-09-16T08:11:09Z", "quote_offset_seconds": 52.129215, "quote_age_seconds": 52.129215, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "spread": null, "selected_entry_price": 0.205, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 75736.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T081016.870785Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 11063, "signal_id": 11448, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-16T07:00:00Z", "return_6h": 0.0036758929827522824, "return_12h": -0.005510820292524254, "return_24h": -0.015122577002134707, "close_vs_ema12": -0.002213563443089095, "close_vs_ema24": -0.006437867243349049, "ema12_slope_3h": -0.00022706141239114963, "ema24_slope_6h": -0.0031254727995233544, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T08:11:29.247630Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-16T07:00:00Z", "return_6h": 0.0036758929827522824, "return_12h": -0.005510820292524254, "return_24h": -0.015122577002134707, "close_vs_ema12": -0.002213563443089095, "close_vs_ema24": -0.006437867243349049, "ema12_slope_3h": -0.00022706141239114963, "ema24_slope_6h": -0.0031254727995233544, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 10638, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T001017.778713Z", "trigger_timestamp": "2026-09-16T00:10:17.778713Z", "market_start_timestamp": "2026-09-16T00:00:00Z", "resolution_timestamp": "2026-09-16T01:00:00Z", "direction": "UP", "base_run_id": 2769, "small_run_id": 2770, "last_observed_close": 75644.48, "actual_close": 75772.1, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-16T00:11:22.658467Z", "market_regime": { "id": 10253, "signal_id": 10638, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T23:00:00Z", "return_6h": -0.017119097736545408, "return_12h": -0.01683818341068577, "return_24h": -0.03254579500163779, "close_vs_ema12": -0.006904095141291533, "close_vs_ema24": -0.01318124978080637, "ema12_slope_3h": -0.004857047716924745, "ema24_slope_6h": -0.007282993802067206, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T00:11:22.661165Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T23:00:00Z", "return_6h": -0.017119097736545408, "return_12h": -0.01683818341068577, "return_24h": -0.03254579500163779, "close_vs_ema12": -0.006904095141291533, "close_vs_ema24": -0.01318124978080637, "ema12_slope_3h": -0.004857047716924745, "ema24_slope_6h": -0.007282993802067206, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.221287, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2769, 2770 ], "forecast_publication_timestamp": "2026-09-16T00:10:17.778713Z", "requested_quote_timestamp": "2026-09-16T00:10:17.778713Z", "retrieved_quote_timestamp": "2026-09-16T00:11:12Z", "quote_retrieval_timestamp": "2026-09-16T00:11:24.874773Z", "timing_difference_seconds": 54.221287, "selected_quote": { "id": 905, "contract_id": 1821, "forecast_timestamp": "2026-09-16T00:10:17.778713Z", "requested_timestamp": "2026-09-16T00:10:17.778713Z", "actual_quote_timestamp": "2026-09-16T00:11:12Z", "timestamp_delta_seconds": 54.221287, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T00:11:24.874773Z", "raw_json": "{\"request\":{\"start\":1789517417,\"end\":1789517777},\"response\":{\"history\":[{\"t\":1789517472,\"p\":0.525},{\"t\":1789517472,\"p\":0.525}]},\"selected\":{\"t\":1789517472,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "1020165", "external_market_id": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "external_contract_id": "80618437409471343035704105743526839545812348044103492551675309526263014081535", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-8pm-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-16T00:10:17.778713Z", "id": 1822, "venue": "polymarket", "external_event_id": "1020165", "external_market_id": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "external_contract_id": "63852913726299456819742108231359066509967004848435371769923108563121747889636", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-16T00:00:00Z", "resolution_timestamp": "2026-09-16T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-8pm-et", "first_retrieved_at": "2026-09-16T00:11:24.694813Z", "forecast_run_ids": [ 2769, 2770 ] }, { "forecast_timestamp": "2026-09-16T00:10:17.778713Z", "id": 1821, "venue": "polymarket", "external_event_id": "1020165", "external_market_id": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "external_contract_id": "80618437409471343035704105743526839545812348044103492551675309526263014081535", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-16T00:00:00Z", "resolution_timestamp": "2026-09-16T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-8pm-et", "first_retrieved_at": "2026-09-16T00:11:24.690430Z", "forecast_run_ids": [ 2769, 2770 ] } ], "quotes": [ { "id": 905, "contract_id": 1821, "forecast_timestamp": "2026-09-16T00:10:17.778713Z", "requested_timestamp": "2026-09-16T00:10:17.778713Z", "actual_quote_timestamp": "2026-09-16T00:11:12Z", "timestamp_delta_seconds": 54.221287, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-16T00:11:24.874773Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "contract_side": "UP", "external_event_id": "1020165", "external_market_id": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "external_contract_id": "80618437409471343035704105743526839545812348044103492551675309526263014081535", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4": { "DOWN": "63852913726299456819742108231359066509967004848435371769923108563121747889636", "UP": "80618437409471343035704105743526839545812348044103492551675309526263014081535" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 9040, "signal_id": 10638, "quote_id": 905, "settlement_id": 155, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 184.34666666666666, "gross_pnl": 87.56466666666667, "net_pnl": 84.34666666666666, "roi": 0.8434666666666666, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T02:11:26.854280Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 9039, "signal_id": 10638, "quote_id": 905, "settlement_id": 155, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 47.5, "net_pnl": 45.75437, "roi": 0.8434664690962204, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T02:11:26.852474Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 75644.48, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1020165", "ticker": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "market_id": "0x2867dbff60beb8b41f22261c57b01c99abf4171765d90443ff7d4aa888d369c4", "contract_id": "63852913726299456819742108231359066509967004848435371769923108563121747889636", "market_title": "Bitcoin Up or Down - September 15, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-16T00:10:17.778713Z", "retrieved_timestamp": "2026-09-16T00:11:12Z", "quote_offset_seconds": 54.221287, "quote_age_seconds": 54.221287, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 75772.1, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260916T001017.778713Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 10253, "signal_id": 10638, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T23:00:00Z", "return_6h": -0.017119097736545408, "return_12h": -0.01683818341068577, "return_24h": -0.03254579500163779, "close_vs_ema12": -0.006904095141291533, "close_vs_ema24": -0.01318124978080637, "ema12_slope_3h": -0.004857047716924745, "ema24_slope_6h": -0.007282993802067206, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-16T00:11:22.661165Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T23:00:00Z", "return_6h": -0.017119097736545408, "return_12h": -0.01683818341068577, "return_24h": -0.03254579500163779, "close_vs_ema12": -0.006904095141291533, "close_vs_ema24": -0.01318124978080637, "ema12_slope_3h": -0.004857047716924745, "ema24_slope_6h": -0.007282993802067206, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 10436, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T221016.468643Z", "trigger_timestamp": "2026-09-15T22:10:16.468643Z", "market_start_timestamp": "2026-09-15T22:00:00Z", "resolution_timestamp": "2026-09-15T23:00:00Z", "direction": "UP", "base_run_id": 2759, "small_run_id": 2760, "last_observed_close": 75453.85, "actual_close": 75668.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T22:11:22.549491Z", "market_regime": { "id": 10051, "signal_id": 10436, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T21:00:00Z", "return_6h": -0.013829856754495995, "return_12h": -0.019876844619112655, "return_24h": -0.041951130446331475, "close_vs_ema12": -0.01205710167215357, "close_vs_ema24": -0.017990934349969012, "ema12_slope_3h": -0.0047239260389014825, "ema24_slope_6h": -0.006173451847557465, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T22:11:22.551932Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T21:00:00Z", "return_6h": -0.013829856754495995, "return_12h": -0.019876844619112655, "return_24h": -0.041951130446331475, "close_vs_ema12": -0.01205710167215357, "close_vs_ema24": -0.017990934349969012, "ema12_slope_3h": -0.0047239260389014825, "ema24_slope_6h": -0.006173451847557465, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.531357, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2759, 2760 ], "forecast_publication_timestamp": "2026-09-15T22:10:16.468643Z", "requested_quote_timestamp": "2026-09-15T22:10:16.468643Z", "retrieved_quote_timestamp": "2026-09-15T22:11:12Z", "quote_retrieval_timestamp": "2026-09-15T22:11:25.137151Z", "timing_difference_seconds": 55.531357, "selected_quote": { "id": 900, "contract_id": 1809, "forecast_timestamp": "2026-09-15T22:10:16.468643Z", "requested_timestamp": "2026-09-15T22:10:16.468643Z", "actual_quote_timestamp": "2026-09-15T22:11:12Z", "timestamp_delta_seconds": 55.531357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T22:11:25.137151Z", "raw_json": "{\"request\":{\"start\":1789510216,\"end\":1789510576},\"response\":{\"history\":[{\"t\":1789510272,\"p\":0.535},{\"t\":1789510272,\"p\":0.535}]},\"selected\":{\"t\":1789510272,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "1019696", "external_market_id": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "external_contract_id": "13561890317935085196537447239234349953503483938541922374165919866583782177023", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6pm-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T22:10:16.468643Z", "id": 1810, "venue": "polymarket", "external_event_id": "1019696", "external_market_id": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "external_contract_id": "90033385278940257243901590471124487842988897417407733224269970518389901567464", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T22:00:00Z", "resolution_timestamp": "2026-09-15T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6pm-et", "first_retrieved_at": "2026-09-15T22:11:24.789986Z", "forecast_run_ids": [ 2759, 2760 ] }, { "forecast_timestamp": "2026-09-15T22:10:16.468643Z", "id": 1809, "venue": "polymarket", "external_event_id": "1019696", "external_market_id": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "external_contract_id": "13561890317935085196537447239234349953503483938541922374165919866583782177023", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T22:00:00Z", "resolution_timestamp": "2026-09-15T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6pm-et", "first_retrieved_at": "2026-09-15T22:11:24.785577Z", "forecast_run_ids": [ 2759, 2760 ] } ], "quotes": [ { "id": 900, "contract_id": 1809, "forecast_timestamp": "2026-09-15T22:10:16.468643Z", "requested_timestamp": "2026-09-15T22:10:16.468643Z", "actual_quote_timestamp": "2026-09-15T22:11:12Z", "timestamp_delta_seconds": 55.531357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T22:11:25.137151Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "contract_side": "UP", "external_event_id": "1019696", "external_market_id": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "external_contract_id": "13561890317935085196537447239234349953503483938541922374165919866583782177023", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e": { "DOWN": "90033385278940257243901590471124487842988897417407733224269970518389901567464", "UP": "13561890317935085196537447239234349953503483938541922374165919866583782177023" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 8844, "signal_id": 10436, "quote_id": 900, "settlement_id": 153, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 181.02357009345795, "gross_pnl": 84.17596009345795, "net_pnl": 81.02357009345795, "roi": 0.8102357009345795, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T00:11:24.638732Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 8843, "signal_id": 10436, "quote_id": 900, "settlement_id": 153, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 46.5, "net_pnl": 44.75857, "roi": 0.8102355424180728, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-16T00:11:24.636992Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 75453.85, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1019696", "ticker": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "market_id": "0x382b31a011c37b2088df3cf19d8c5e6da864b2f3a2ee6a2e26692dbbf9d6ab7e", "contract_id": "90033385278940257243901590471124487842988897417407733224269970518389901567464", "market_title": "Bitcoin Up or Down - September 15, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T22:10:16.468643Z", "retrieved_timestamp": "2026-09-15T22:11:12Z", "quote_offset_seconds": 55.531357, "quote_age_seconds": 55.531357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 75668.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T221016.468643Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 10051, "signal_id": 10436, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T21:00:00Z", "return_6h": -0.013829856754495995, "return_12h": -0.019876844619112655, "return_24h": -0.041951130446331475, "close_vs_ema12": -0.01205710167215357, "close_vs_ema24": -0.017990934349969012, "ema12_slope_3h": -0.0047239260389014825, "ema24_slope_6h": -0.006173451847557465, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T22:11:22.551932Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T21:00:00Z", "return_6h": -0.013829856754495995, "return_12h": -0.019876844619112655, "return_24h": -0.041951130446331475, "close_vs_ema12": -0.01205710167215357, "close_vs_ema24": -0.017990934349969012, "ema12_slope_3h": -0.0047239260389014825, "ema24_slope_6h": -0.006173451847557465, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 10236, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T201016.948900Z", "trigger_timestamp": "2026-09-15T20:10:16.948900Z", "market_start_timestamp": "2026-09-15T20:00:00Z", "resolution_timestamp": "2026-09-15T21:00:00Z", "direction": "UP", "base_run_id": 2749, "small_run_id": 2750, "last_observed_close": 76186.48, "actual_close": 75935.24, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T20:11:21.444091Z", "market_regime": { "id": 9851, "signal_id": 10236, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T19:00:00Z", "return_6h": -0.005642090051824256, "return_12h": -0.009665018891847232, "return_24h": -0.03539439365931485, "close_vs_ema12": -0.006079399420926057, "close_vs_ema24": -0.011145758825404362, "ema12_slope_3h": -0.002631779241395904, "ema24_slope_6h": -0.0059774652529529515, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T20:11:21.446463Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T19:00:00Z", "return_6h": -0.005642090051824256, "return_12h": -0.009665018891847232, "return_24h": -0.03539439365931485, "close_vs_ema12": -0.006079399420926057, "close_vs_ema24": -0.011145758825404362, "ema12_slope_3h": -0.002631779241395904, "ema24_slope_6h": -0.0059774652529529515, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.0511, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2749, 2750 ], "forecast_publication_timestamp": "2026-09-15T20:10:16.948900Z", "requested_quote_timestamp": "2026-09-15T20:10:16.948900Z", "retrieved_quote_timestamp": "2026-09-15T20:11:09Z", "quote_retrieval_timestamp": "2026-09-15T20:11:23.582025Z", "timing_difference_seconds": 52.0511, "selected_quote": { "id": 895, "contract_id": 1797, "forecast_timestamp": "2026-09-15T20:10:16.948900Z", "requested_timestamp": "2026-09-15T20:10:16.948900Z", "actual_quote_timestamp": "2026-09-15T20:11:09Z", "timestamp_delta_seconds": 52.0511, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T20:11:23.582025Z", "raw_json": "{\"request\":{\"start\":1789503016,\"end\":1789503376},\"response\":{\"history\":[{\"t\":1789503069,\"p\":0.405},{\"t\":1789503069,\"p\":0.405}]},\"selected\":{\"t\":1789503069,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "1019190", "external_market_id": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "external_contract_id": "79401152586673544222602205888765456647877430386806457697391903677326619447194", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4pm-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T20:10:16.948900Z", "id": 1798, "venue": "polymarket", "external_event_id": "1019190", "external_market_id": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "external_contract_id": "106022755754127957579730411964967516985988145692505453224945046148876976601911", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T20:00:00Z", "resolution_timestamp": "2026-09-15T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4pm-et", "first_retrieved_at": "2026-09-15T20:11:23.394503Z", "forecast_run_ids": [ 2749, 2750 ] }, { "forecast_timestamp": "2026-09-15T20:10:16.948900Z", "id": 1797, "venue": "polymarket", "external_event_id": "1019190", "external_market_id": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "external_contract_id": "79401152586673544222602205888765456647877430386806457697391903677326619447194", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T20:00:00Z", "resolution_timestamp": "2026-09-15T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4pm-et", "first_retrieved_at": "2026-09-15T20:11:23.390309Z", "forecast_run_ids": [ 2749, 2750 ] } ], "quotes": [ { "id": 895, "contract_id": 1797, "forecast_timestamp": "2026-09-15T20:10:16.948900Z", "requested_timestamp": "2026-09-15T20:10:16.948900Z", "actual_quote_timestamp": "2026-09-15T20:11:09Z", "timestamp_delta_seconds": 52.0511, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T20:11:23.582025Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "contract_side": "UP", "external_event_id": "1019190", "external_market_id": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "external_contract_id": "79401152586673544222602205888765456647877430386806457697391903677326619447194", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1": { "DOWN": "106022755754127957579730411964967516985988145692505453224945046148876976601911", "UP": "79401152586673544222602205888765456647877430386806457697391903677326619447194" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 8652, "signal_id": 10236, "quote_id": 895, "settlement_id": 151, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.00154, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T22:11:24.692091Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 8651, "signal_id": 10236, "quote_id": 895, "settlement_id": 151, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -40.5, "net_pnl": -42.18683, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T22:11:24.690349Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76186.48, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1019190", "ticker": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "market_id": "0x8cd38868523c2c0c5027dd4e67a5973c0e3e786a97cdca11785060d9357e28e1", "contract_id": "106022755754127957579730411964967516985988145692505453224945046148876976601911", "market_title": "Bitcoin Up or Down - September 15, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T20:10:16.948900Z", "retrieved_timestamp": "2026-09-15T20:11:09Z", "quote_offset_seconds": 52.0511, "quote_age_seconds": 52.0511, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 75935.24, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T201016.948900Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 9851, "signal_id": 10236, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T19:00:00Z", "return_6h": -0.005642090051824256, "return_12h": -0.009665018891847232, "return_24h": -0.03539439365931485, "close_vs_ema12": -0.006079399420926057, "close_vs_ema24": -0.011145758825404362, "ema12_slope_3h": -0.002631779241395904, "ema24_slope_6h": -0.0059774652529529515, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T20:11:21.446463Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T19:00:00Z", "return_6h": -0.005642090051824256, "return_12h": -0.009665018891847232, "return_24h": -0.03539439365931485, "close_vs_ema12": -0.006079399420926057, "close_vs_ema24": -0.011145758825404362, "ema12_slope_3h": -0.002631779241395904, "ema24_slope_6h": -0.0059774652529529515, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 10038, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T181015.747739Z", "trigger_timestamp": "2026-09-15T18:10:15.747739Z", "market_start_timestamp": "2026-09-15T18:00:00Z", "resolution_timestamp": "2026-09-15T19:00:00Z", "direction": "UP", "base_run_id": 2739, "small_run_id": 2740, "last_observed_close": 76962.0, "actual_close": 76000.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T18:11:21.179301Z", "market_regime": { "id": 9653, "signal_id": 10038, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T17:00:00Z", "return_6h": 0.00028580708528647136, "return_12h": -0.008604920778049752, "return_24h": -0.025032056812196002, "close_vs_ema12": 0.0011805919709932944, "close_vs_ema24": -0.003305738140184311, "ema12_slope_3h": -0.0018970950389739505, "ema24_slope_6h": -0.00545139759778035, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 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historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 8463, "signal_id": 10038, "quote_id": 891, "settlement_id": 150, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.39, "entry_price_type": "historical_price_sample", "gross_cost": 39.0, "trading_fee": 1.6653, "total_deployed": 40.6653, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -39.0, "net_pnl": -40.6653, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", 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"kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1018169", "ticker": "0x002ccaffc4306eaac7131b3e899fd2f3e2d5c73eb2508e0c80608a59e9de624d", "market_id": "0x002ccaffc4306eaac7131b3e899fd2f3e2d5c73eb2508e0c80608a59e9de624d", "contract_id": "111987636900746020253320688245011039487160469753208239899491555439296540245704", "market_title": "Bitcoin Up or Down - September 15, 2PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T18:10:15.747739Z", "retrieved_timestamp": "2026-09-15T18:11:09Z", "quote_offset_seconds": 53.252261, "quote_age_seconds": 53.252261, "bid": null, "ask": null, "midpoint": null, "last_price": 0.39, "spread": null, "selected_entry_price": 0.39, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76000.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": 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"historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T13:11:27.923406Z", "raw_json": "{\"request\":{\"start\":1789477818,\"end\":1789478178},\"response\":{\"history\":[{\"t\":1789477872,\"p\":0.585},{\"t\":1789477872,\"p\":0.585}]},\"selected\":{\"t\":1789477872,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1016769", "external_market_id": "0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8", "external_contract_id": "101729361669303124327116097920496669824232973799079254025075198208843383927130", "market_title": "Bitcoin Up or Down - September 15, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": 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"https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-9am-et", "first_retrieved_at": "2026-09-15T13:11:27.758529Z", "forecast_run_ids": [ 2714, 2715 ] }, { "forecast_timestamp": "2026-09-15T13:10:18.465103Z", "id": 1768, "venue": "polymarket", "external_event_id": "1016769", "external_market_id": "0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8", "external_contract_id": "101729361669303124327116097920496669824232973799079254025075198208843383927130", "market_title": "Bitcoin Up or Down - September 15, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T13:00:00Z", "resolution_timestamp": "2026-09-15T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-9am-et", "first_retrieved_at": "2026-09-15T13:11:27.754040Z", "forecast_run_ids": [ 2714, 2715 ] } ], "quotes": [ { "id": 886, "contract_id": 1768, "forecast_timestamp": "2026-09-15T13:10:18.465103Z", "requested_timestamp": "2026-09-15T13:10:18.465103Z", "actual_quote_timestamp": "2026-09-15T13:11:12Z", "timestamp_delta_seconds": 53.534897, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T13:11:27.923406Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 9AM ET", "contract_side": "UP", "external_event_id": "1016769", "external_market_id": "0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8", "external_contract_id": "101729361669303124327116097920496669824232973799079254025075198208843383927130", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8": { "DOWN": "93564990164861189005803144213299954941620800835280407609599758198660592672280", "UP": "101729361669303124327116097920496669824232973799079254025075198208843383927130" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 8003, "signal_id": 9551, "quote_id": 886, "settlement_id": 148, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.17701, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T15:11:34.699665Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 8002, "signal_id": 9551, "quote_id": 886, "settlement_id": 148, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -58.5, "net_pnl": -60.19943, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T15:11:34.697723Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76957.65, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1016769", "ticker": "0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8", "market_id": "0xfe8dff158c33cc4df2ad8e5b9ac7486b58d8e472bea8236829663651344f6ea8", "contract_id": "93564990164861189005803144213299954941620800835280407609599758198660592672280", "market_title": "Bitcoin Up or Down - September 15, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T13:10:18.465103Z", "retrieved_timestamp": "2026-09-15T13:11:12Z", "quote_offset_seconds": 53.534897, "quote_age_seconds": 53.534897, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76618.77, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T131018.465103Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 9166, "signal_id": 9551, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T12:00:00Z", "return_6h": -0.004257524257084366, "return_12h": -0.012767704818792525, "return_24h": -0.009528686770742256, "close_vs_ema12": -0.004697848032299667, "close_vs_ema24": -0.008097228216269459, "ema12_slope_3h": -0.0028712609532391964, "ema24_slope_6h": -0.005064554188848325, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T13:11:25.897281Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T12:00:00Z", "return_6h": -0.004257524257084366, "return_12h": -0.012767704818792525, "return_24h": -0.009528686770742256, "close_vs_ema12": -0.004697848032299667, "close_vs_ema24": -0.008097228216269459, "ema12_slope_3h": -0.0028712609532391964, "ema24_slope_6h": -0.005064554188848325, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 9261, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T101017.277293Z", "trigger_timestamp": "2026-09-15T10:10:17.277293Z", "market_start_timestamp": "2026-09-15T10:00:00Z", "resolution_timestamp": "2026-09-15T11:00:00Z", "direction": "UP", "base_run_id": 2699, "small_run_id": 2700, "last_observed_close": 76984.05, "actual_close": 77053.8, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T10:11:21.476387Z", "market_regime": { "id": 8876, "signal_id": 9261, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T09:00:00Z", "return_6h": -0.008920788511501354, "return_12h": -0.02252195115076172, "return_24h": -0.014813114197731125, "close_vs_ema12": -0.007215166343787716, "close_vs_ema24": -0.009949971838960514, "ema12_slope_3h": -0.00475423822189025, "ema24_slope_6h": -0.004653348171074212, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T10:11:21.478999Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T09:00:00Z", "return_6h": -0.008920788511501354, "return_12h": -0.02252195115076172, "return_24h": -0.014813114197731125, "close_vs_ema12": -0.007215166343787716, "close_vs_ema24": -0.009949971838960514, "ema12_slope_3h": -0.00475423822189025, "ema24_slope_6h": -0.004653348171074212, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "entry_probability": 0.545, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.722707, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2699, 2700 ], "forecast_publication_timestamp": "2026-09-15T10:10:17.277293Z", "requested_quote_timestamp": "2026-09-15T10:10:17.277293Z", "retrieved_quote_timestamp": "2026-09-15T10:11:14Z", "quote_retrieval_timestamp": "2026-09-15T10:11:24.504562Z", "timing_difference_seconds": 56.722707, "selected_quote": { "id": 880, "contract_id": 1752, "forecast_timestamp": "2026-09-15T10:10:17.277293Z", "requested_timestamp": "2026-09-15T10:10:17.277293Z", "actual_quote_timestamp": "2026-09-15T10:11:14Z", "timestamp_delta_seconds": 56.722707, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T10:11:24.504562Z", "raw_json": "{\"request\":{\"start\":1789467017,\"end\":1789467377},\"response\":{\"history\":[{\"t\":1789467074,\"p\":0.545},{\"t\":1789467074,\"p\":0.545}]},\"selected\":{\"t\":1789467074,\"p\":0.545}}", "venue": "polymarket", "external_event_id": "1016050", "external_market_id": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "external_contract_id": "111295211128852033781790424817680669435622650409985135567265695096808286637853", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6am-et" }, "selected_entry_price": 0.545, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T10:10:17.277293Z", "id": 1753, "venue": "polymarket", "external_event_id": "1016050", "external_market_id": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "external_contract_id": "98325882814263397323421023845693873257792046700865838078582451839492304060577", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T10:00:00Z", "resolution_timestamp": "2026-09-15T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6am-et", "first_retrieved_at": "2026-09-15T10:11:24.313763Z", "forecast_run_ids": [ 2699, 2700 ] }, { "forecast_timestamp": "2026-09-15T10:10:17.277293Z", "id": 1752, "venue": "polymarket", "external_event_id": "1016050", "external_market_id": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "external_contract_id": "111295211128852033781790424817680669435622650409985135567265695096808286637853", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T10:00:00Z", "resolution_timestamp": "2026-09-15T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-6am-et", "first_retrieved_at": "2026-09-15T10:11:24.309356Z", "forecast_run_ids": [ 2699, 2700 ] } ], "quotes": [ { "id": 880, "contract_id": 1752, "forecast_timestamp": "2026-09-15T10:10:17.277293Z", "requested_timestamp": "2026-09-15T10:10:17.277293Z", "actual_quote_timestamp": "2026-09-15T10:11:14Z", "timestamp_delta_seconds": 56.722707, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "implied_probability": 0.545, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T10:11:24.504562Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "contract_side": "UP", "external_event_id": "1016050", "external_market_id": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "external_contract_id": "111295211128852033781790424817680669435622650409985135567265695096808286637853", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d": { "DOWN": "98325882814263397323421023845693873257792046700865838078582451839492304060577", "UP": "111295211128852033781790424817680669435622650409985135567265695096808286637853" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7730, "signal_id": 9261, "quote_id": 880, "settlement_id": 146, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 177.82258715596328, "entry_price": 0.545, "entry_price_type": 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calibrated)" } }, "fixed_shares": { "id": 7729, "signal_id": 9261, "quote_id": 880, "settlement_id": 146, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.545, "entry_price_type": "historical_price_sample", "gross_cost": 54.50000000000001, "trading_fee": 1.73583, "total_deployed": 56.23583000000001, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 45.49999999999999, "net_pnl": 43.76416999999999, "roi": 0.7782257325978826, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T12:11:23.385436Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76984.05, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1016050", "ticker": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "market_id": "0x0461479a05735b3541e3d5c031206e35b7cd8d6635b774dd5c65dcff4292a77d", "contract_id": "98325882814263397323421023845693873257792046700865838078582451839492304060577", "market_title": "Bitcoin Up or Down - September 15, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T10:10:17.277293Z", "retrieved_timestamp": "2026-09-15T10:11:14Z", "quote_offset_seconds": 56.722707, "quote_age_seconds": 56.722707, "bid": null, "ask": null, "midpoint": null, "last_price": 0.545, "spread": null, "selected_entry_price": 0.545, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77053.8, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T101017.277293Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8876, "signal_id": 9261, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T09:00:00Z", "return_6h": -0.008920788511501354, "return_12h": -0.02252195115076172, "return_24h": -0.014813114197731125, "close_vs_ema12": -0.007215166343787716, "close_vs_ema24": -0.009949971838960514, "ema12_slope_3h": -0.00475423822189025, "ema24_slope_6h": -0.004653348171074212, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T10:11:21.478999Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T09:00:00Z", "return_6h": -0.008920788511501354, "return_12h": -0.02252195115076172, "return_24h": -0.014813114197731125, "close_vs_ema12": -0.007215166343787716, "close_vs_ema24": -0.009949971838960514, "ema12_slope_3h": -0.00475423822189025, "ema24_slope_6h": -0.004653348171074212, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 9164, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T091019.678352Z", "trigger_timestamp": "2026-09-15T09:10:19.678352Z", "market_start_timestamp": "2026-09-15T09:00:00Z", "resolution_timestamp": "2026-09-15T10:00:00Z", "direction": "UP", "base_run_id": 2694, "small_run_id": 2695, "last_observed_close": 77000.01, "actual_close": 76984.05, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T09:11:24.912204Z", "market_regime": { "id": 8779, "signal_id": 9164, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T08:00:00Z", "return_6h": -0.011727202859778796, "return_12h": -0.026548546144121388, "return_24h": -0.009376061382653678, "close_vs_ema12": -0.008310293070865615, "close_vs_ema24": -0.010600761957688443, "ema12_slope_3h": -0.004905208214239121, "ema24_slope_6h": -0.004284559103658547, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T09:11:24.915244Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T08:00:00Z", "return_6h": -0.011727202859778796, "return_12h": -0.026548546144121388, "return_24h": -0.009376061382653678, "close_vs_ema12": -0.008310293070865615, "close_vs_ema24": -0.010600761957688443, "ema12_slope_3h": -0.004905208214239121, "ema24_slope_6h": -0.004284559103658547, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 49.321648, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2694, 2695 ], "forecast_publication_timestamp": "2026-09-15T09:10:19.678352Z", "requested_quote_timestamp": "2026-09-15T09:10:19.678352Z", "retrieved_quote_timestamp": "2026-09-15T09:11:09Z", "quote_retrieval_timestamp": "2026-09-15T09:11:27.883802Z", "timing_difference_seconds": 49.321648, "selected_quote": { "id": 875, "contract_id": 1742, "forecast_timestamp": "2026-09-15T09:10:19.678352Z", "requested_timestamp": "2026-09-15T09:10:19.678352Z", "actual_quote_timestamp": "2026-09-15T09:11:09Z", "timestamp_delta_seconds": 49.321648, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T09:11:27.883802Z", "raw_json": "{\"request\":{\"start\":1789463419,\"end\":1789463779},\"response\":{\"history\":[{\"t\":1789463469,\"p\":0.345},{\"t\":1789463469,\"p\":0.345}]},\"selected\":{\"t\":1789463469,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "1015763", "external_market_id": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "external_contract_id": "30175647260819832426325312365845577268109097493033725689801213695070941569608", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-5am-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T09:10:19.678352Z", "id": 1743, "venue": "polymarket", "external_event_id": "1015763", "external_market_id": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "external_contract_id": "97523543046774734938845796295612758850539987146967908723265333246814039278949", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T09:00:00Z", "resolution_timestamp": "2026-09-15T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-5am-et", "first_retrieved_at": "2026-09-15T09:11:27.703838Z", "forecast_run_ids": [ 2694, 2695 ] }, { "forecast_timestamp": "2026-09-15T09:10:19.678352Z", "id": 1742, "venue": "polymarket", "external_event_id": "1015763", "external_market_id": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "external_contract_id": "30175647260819832426325312365845577268109097493033725689801213695070941569608", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T09:00:00Z", "resolution_timestamp": "2026-09-15T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-5am-et", "first_retrieved_at": "2026-09-15T09:11:27.699376Z", "forecast_run_ids": [ 2694, 2695 ] } ], "quotes": [ { "id": 875, "contract_id": 1742, "forecast_timestamp": "2026-09-15T09:10:19.678352Z", "requested_timestamp": "2026-09-15T09:10:19.678352Z", "actual_quote_timestamp": "2026-09-15T09:11:09Z", "timestamp_delta_seconds": 49.321648, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T09:11:27.883802Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "contract_side": "UP", "external_event_id": "1015763", "external_market_id": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "external_contract_id": "30175647260819832426325312365845577268109097493033725689801213695070941569608", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e": { "DOWN": "97523543046774734938845796295612758850539987146967908723265333246814039278949", "UP": "30175647260819832426325312365845577268109097493033725689801213695070941569608" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7639, "signal_id": 9164, "quote_id": 875, "settlement_id": 145, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.61601, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T11:11:24.046560Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7638, "signal_id": 9164, "quote_id": 875, "settlement_id": 145, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -34.5, "net_pnl": -36.08183, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T11:11:24.044171Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77000.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1015763", "ticker": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "market_id": "0x105b599c6dbb3c02a980a58a64217a2311b6437b8aaddf306b6ba3d9c2bd712e", "contract_id": "97523543046774734938845796295612758850539987146967908723265333246814039278949", "market_title": "Bitcoin Up or Down - September 15, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T09:10:19.678352Z", "retrieved_timestamp": "2026-09-15T09:11:09Z", "quote_offset_seconds": 49.321648, "quote_age_seconds": 49.321648, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76984.05, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T091019.678352Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8779, "signal_id": 9164, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T08:00:00Z", "return_6h": -0.011727202859778796, "return_12h": -0.026548546144121388, "return_24h": -0.009376061382653678, "close_vs_ema12": -0.008310293070865615, "close_vs_ema24": -0.010600761957688443, "ema12_slope_3h": -0.004905208214239121, "ema24_slope_6h": -0.004284559103658547, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T09:11:24.915244Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T08:00:00Z", "return_6h": -0.011727202859778796, "return_12h": -0.026548546144121388, "return_24h": -0.009376061382653678, "close_vs_ema12": -0.008310293070865615, "close_vs_ema24": -0.010600761957688443, "ema12_slope_3h": -0.004905208214239121, "ema24_slope_6h": -0.004284559103658547, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 9068, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T081018.044574Z", "trigger_timestamp": "2026-09-15T08:10:18.044574Z", "market_start_timestamp": "2026-09-15T08:00:00Z", "resolution_timestamp": "2026-09-15T09:00:00Z", "direction": "UP", "base_run_id": 2689, "small_run_id": 2690, "last_observed_close": 76930.01, "actual_close": 77000.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T08:11:24.373911Z", "market_regime": { "id": 8683, "signal_id": 9068, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T07:00:00Z", "return_6h": -0.012678094598594036, "return_12h": -0.025980476564280486, "return_24h": -0.012353348677609066, "close_vs_ema12": -0.010706614136372306, "close_vs_ema24": -0.012410580940892202, "ema12_slope_3h": -0.004325072039473965, "ema24_slope_6h": -0.003639587736675387, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h 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"strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2689, 2690 ], "forecast_publication_timestamp": "2026-09-15T08:10:18.044574Z", "requested_quote_timestamp": "2026-09-15T08:10:18.044574Z", "retrieved_quote_timestamp": "2026-09-15T08:11:13Z", "quote_retrieval_timestamp": "2026-09-15T08:11:27.037339Z", "timing_difference_seconds": 54.955426, "selected_quote": { "id": 870, "contract_id": 1732, "forecast_timestamp": "2026-09-15T08:10:18.044574Z", "requested_timestamp": "2026-09-15T08:10:18.044574Z", "actual_quote_timestamp": "2026-09-15T08:11:13Z", "timestamp_delta_seconds": 54.955426, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T08:11:27.037339Z", "raw_json": "{\"request\":{\"start\":1789459818,\"end\":1789460178},\"response\":{\"history\":[{\"t\":1789459873,\"p\":0.205},{\"t\":1789459873,\"p\":0.205}]},\"selected\":{\"t\":1789459873,\"p\":0.205}}", "venue": "polymarket", "external_event_id": "1015477", "external_market_id": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "external_contract_id": "72841269047798445599529150363874058995194312125182649559487374157299287573470", "market_title": "Bitcoin Up or Down - September 15, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4am-et" }, "selected_entry_price": 0.205, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T08:10:18.044574Z", "id": 1733, "venue": "polymarket", "external_event_id": "1015477", "external_market_id": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "external_contract_id": "21208966916092388807424737562456923971137536365468126367178392342452275664472", "market_title": "Bitcoin Up or Down - September 15, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T08:00:00Z", "resolution_timestamp": "2026-09-15T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4am-et", "first_retrieved_at": "2026-09-15T08:11:26.850203Z", "forecast_run_ids": [ 2689, 2690 ] }, { "forecast_timestamp": "2026-09-15T08:10:18.044574Z", "id": 1732, "venue": "polymarket", "external_event_id": "1015477", "external_market_id": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "external_contract_id": "72841269047798445599529150363874058995194312125182649559487374157299287573470", "market_title": "Bitcoin Up or Down - September 15, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T08:00:00Z", "resolution_timestamp": "2026-09-15T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-4am-et", "first_retrieved_at": "2026-09-15T08:11:26.846118Z", "forecast_run_ids": [ 2689, 2690 ] } ], "quotes": [ { "id": 870, "contract_id": 1732, "forecast_timestamp": "2026-09-15T08:10:18.044574Z", "requested_timestamp": "2026-09-15T08:10:18.044574Z", "actual_quote_timestamp": "2026-09-15T08:11:13Z", "timestamp_delta_seconds": 54.955426, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "implied_probability": 0.205, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T08:11:27.037339Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 4AM ET", "contract_side": "UP", "external_event_id": "1015477", "external_market_id": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "external_contract_id": "72841269047798445599529150363874058995194312125182649559487374157299287573470", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7": { "DOWN": "21208966916092388807424737562456923971137536365468126367178392342452275664472", "UP": "72841269047798445599529150363874058995194312125182649559487374157299287573470" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7548, "signal_id": 9068, "quote_id": 870, "settlement_id": 143, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 462.08960975609756, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 94.72837, "trading_fee": 5.27163, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 462.08960975609756, "gross_pnl": 367.3612397560976, "net_pnl": 362.08960975609756, "roi": 3.6208960975609754, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T10:11:23.868850Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7547, "signal_id": 9068, "quote_id": 870, "settlement_id": 143, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.205, "entry_price_type": "historical_price_sample", "gross_cost": 20.5, "trading_fee": 1.14083, "total_deployed": 21.64083, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 79.5, "net_pnl": 78.35917, "roi": 3.620894854772206, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T10:11:23.867123Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76930.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1015477", "ticker": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "market_id": "0x34170d7b0e9f0b64802bd768f07fd1f6b1c450f9d14d88d2229aca69ff862fb7", "contract_id": "21208966916092388807424737562456923971137536365468126367178392342452275664472", "market_title": "Bitcoin Up or Down - September 15, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T08:10:18.044574Z", "retrieved_timestamp": "2026-09-15T08:11:13Z", "quote_offset_seconds": 54.955426, "quote_age_seconds": 54.955426, "bid": null, "ask": null, "midpoint": null, "last_price": 0.205, "spread": null, "selected_entry_price": 0.205, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77000.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T081018.044574Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8683, "signal_id": 9068, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T07:00:00Z", "return_6h": -0.012678094598594036, "return_12h": -0.025980476564280486, "return_24h": -0.012353348677609066, "close_vs_ema12": -0.010706614136372306, "close_vs_ema24": -0.012410580940892202, "ema12_slope_3h": -0.004325072039473965, "ema24_slope_6h": -0.003639587736675387, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T08:11:24.376299Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T07:00:00Z", "return_6h": -0.012678094598594036, "return_12h": -0.025980476564280486, "return_24h": -0.012353348677609066, "close_vs_ema12": -0.010706614136372306, "close_vs_ema24": -0.012410580940892202, "ema12_slope_3h": -0.004325072039473965, "ema24_slope_6h": -0.003639587736675387, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 8973, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T071015.784732Z", "trigger_timestamp": "2026-09-15T07:10:15.784732Z", "market_start_timestamp": "2026-09-15T07:00:00Z", "resolution_timestamp": "2026-09-15T08:00:00Z", "direction": "UP", "base_run_id": 2684, "small_run_id": 2685, "last_observed_close": 77286.7, "actual_close": 76930.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T07:11:18.880646Z", "market_regime": { "id": 8588, "signal_id": 8973, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T06:00:00Z", "return_6h": -0.008546567781352099, "return_12h": -0.02447819851081734, "return_24h": -0.003949446568414783, "close_vs_ema12": -0.008050688987852106, "close_vs_ema24": 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"market_title": "Bitcoin Up or Down - September 15, 3AM ET", "entry_probability": 0.435, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.215268, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2684, 2685 ], "forecast_publication_timestamp": "2026-09-15T07:10:15.784732Z", "requested_quote_timestamp": "2026-09-15T07:10:15.784732Z", "retrieved_quote_timestamp": "2026-09-15T07:11:15Z", "quote_retrieval_timestamp": "2026-09-15T07:11:21.573650Z", "timing_difference_seconds": 59.215268, "selected_quote": { "id": 857, "contract_id": 1715, "forecast_timestamp": "2026-09-15T07:10:15.784732Z", "requested_timestamp": "2026-09-15T07:10:15.784732Z", "actual_quote_timestamp": "2026-09-15T07:11:15Z", "timestamp_delta_seconds": 59.215268, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T07:11:21.573650Z", "raw_json": "{\"request\":{\"start\":1789456215,\"end\":1789456575},\"response\":{\"history\":[{\"t\":1789456275,\"p\":0.435},{\"t\":1789456275,\"p\":0.435}]},\"selected\":{\"t\":1789456275,\"p\":0.435}}", "venue": "polymarket", "external_event_id": "1015297", "external_market_id": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "external_contract_id": "37618075771051962713032371624151540722617244618307489612185739683319134233365", "market_title": "Bitcoin Up or Down - September 15, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-3am-et" }, "selected_entry_price": 0.435, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T07:10:15.784732Z", "id": 1716, "venue": "polymarket", "external_event_id": "1015297", "external_market_id": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "external_contract_id": "102049116497071179637924193683440500259674325907844361330786947265939680681292", "market_title": "Bitcoin Up or Down - September 15, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T07:00:00Z", "resolution_timestamp": "2026-09-15T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-3am-et", "first_retrieved_at": "2026-09-15T07:11:21.384098Z", "forecast_run_ids": [ 2684, 2685 ] }, { "forecast_timestamp": "2026-09-15T07:10:15.784732Z", "id": 1715, "venue": "polymarket", "external_event_id": "1015297", "external_market_id": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "external_contract_id": "37618075771051962713032371624151540722617244618307489612185739683319134233365", "market_title": "Bitcoin Up or Down - September 15, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T07:00:00Z", "resolution_timestamp": "2026-09-15T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-3am-et", "first_retrieved_at": "2026-09-15T07:11:21.379990Z", "forecast_run_ids": [ 2684, 2685 ] } ], "quotes": [ { "id": 857, "contract_id": 1715, "forecast_timestamp": "2026-09-15T07:10:15.784732Z", "requested_timestamp": "2026-09-15T07:10:15.784732Z", "actual_quote_timestamp": "2026-09-15T07:11:15Z", "timestamp_delta_seconds": 59.215268, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T07:11:21.573650Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 3AM ET", "contract_side": "UP", "external_event_id": "1015297", "external_market_id": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "external_contract_id": "37618075771051962713032371624151540722617244618307489612185739683319134233365", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0": { "DOWN": "102049116497071179637924193683440500259674325907844361330786947265939680681292", "UP": "37618075771051962713032371624151540722617244618307489612185739683319134233365" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7457, "signal_id": 8973, "quote_id": 857, "settlement_id": 141, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 221.13901149425288, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 96.19547, "trading_fee": 3.80453, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.19547, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T09:11:27.380581Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7456, "signal_id": 8973, "quote_id": 857, "settlement_id": 141, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 43.5, "trading_fee": 1.72043, "total_deployed": 45.22043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.5, "net_pnl": -45.22043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T09:11:27.378682Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77286.7, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1015297", "ticker": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "market_id": "0xb612c5fbd9d57460cd5af6fcb361819609c47ace5cc9ebda90e3e422af29d2c0", "contract_id": "102049116497071179637924193683440500259674325907844361330786947265939680681292", "market_title": "Bitcoin Up or Down - September 15, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T07:10:15.784732Z", "retrieved_timestamp": "2026-09-15T07:11:15Z", "quote_offset_seconds": 59.215268, "quote_age_seconds": 59.215268, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "spread": null, "selected_entry_price": 0.435, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76930.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T071015.784732Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8588, "signal_id": 8973, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T06:00:00Z", "return_6h": -0.008546567781352099, "return_12h": -0.02447819851081734, "return_24h": -0.003949446568414783, "close_vs_ema12": -0.008050688987852106, "close_vs_ema24": -0.008901146142570537, "ema12_slope_3h": -0.003623753925018569, "ema24_slope_6h": -0.0028565084498367588, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T07:11:18.883065Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T06:00:00Z", "return_6h": -0.008546567781352099, "return_12h": -0.02447819851081734, "return_24h": -0.003949446568414783, "close_vs_ema12": -0.008050688987852106, "close_vs_ema24": -0.008901146142570537, "ema12_slope_3h": -0.003623753925018569, "ema24_slope_6h": -0.0028565084498367588, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 8787, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T051017.615867Z", "trigger_timestamp": "2026-09-15T05:10:17.615867Z", "market_start_timestamp": "2026-09-15T05:00:00Z", "resolution_timestamp": "2026-09-15T06:00:00Z", "direction": "UP", "base_run_id": 2674, "small_run_id": 2675, "last_observed_close": 77567.12, "actual_close": 77630.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T05:11:22.904199Z", "market_regime": { "id": 8402, "signal_id": 8787, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T04:00:00Z", "return_6h": -0.012613104359353478, "return_12h": -0.01526353755048604, "return_24h": -0.0014760217904379314, "close_vs_ema12": -0.006827799896101716, "close_vs_ema24": -0.006529602333590012, "ema12_slope_3h": -0.0033221863179698774, "ema24_slope_6h": -0.0019472647975605772, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T05:11:22.908290Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T04:00:00Z", "return_6h": -0.012613104359353478, "return_12h": -0.01526353755048604, "return_24h": -0.0014760217904379314, "close_vs_ema12": -0.006827799896101716, "close_vs_ema24": -0.006529602333590012, "ema12_slope_3h": -0.0033221863179698774, "ema24_slope_6h": -0.0019472647975605772, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.384133, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2674, 2675 ], "forecast_publication_timestamp": "2026-09-15T05:10:17.615867Z", "requested_quote_timestamp": "2026-09-15T05:10:17.615867Z", "retrieved_quote_timestamp": "2026-09-15T05:11:15Z", "quote_retrieval_timestamp": "2026-09-15T05:11:25.714535Z", "timing_difference_seconds": 57.384133, "selected_quote": { "id": 851, "contract_id": 1701, "forecast_timestamp": "2026-09-15T05:10:17.615867Z", "requested_timestamp": "2026-09-15T05:10:17.615867Z", "actual_quote_timestamp": "2026-09-15T05:11:15Z", "timestamp_delta_seconds": 57.384133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T05:11:25.714535Z", "raw_json": "{\"request\":{\"start\":1789449017,\"end\":1789449377},\"response\":{\"history\":[{\"t\":1789449075,\"p\":0.415},{\"t\":1789449075,\"p\":0.415}]},\"selected\":{\"t\":1789449075,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "1014913", "external_market_id": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "external_contract_id": "78443490860680479898881843055886003070197490837800777972784820569732208990577", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-1am-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T05:10:17.615867Z", "id": 1702, "venue": "polymarket", "external_event_id": "1014913", "external_market_id": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "external_contract_id": "24693475303835139528881338025019190288903829526930120090138058237600654796461", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T05:00:00Z", "resolution_timestamp": "2026-09-15T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-1am-et", "first_retrieved_at": "2026-09-15T05:11:25.401538Z", "forecast_run_ids": [ 2674, 2675 ] }, { "forecast_timestamp": "2026-09-15T05:10:17.615867Z", "id": 1701, "venue": "polymarket", "external_event_id": "1014913", "external_market_id": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "external_contract_id": "78443490860680479898881843055886003070197490837800777972784820569732208990577", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T05:00:00Z", "resolution_timestamp": "2026-09-15T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-1am-et", "first_retrieved_at": "2026-09-15T05:11:25.396912Z", "forecast_run_ids": [ 2674, 2675 ] } ], "quotes": [ { "id": 851, "contract_id": 1701, "forecast_timestamp": "2026-09-15T05:10:17.615867Z", "requested_timestamp": "2026-09-15T05:10:17.615867Z", "actual_quote_timestamp": "2026-09-15T05:11:15Z", "timestamp_delta_seconds": 57.384133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T05:11:25.714535Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "contract_side": "UP", "external_event_id": "1014913", "external_market_id": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "external_contract_id": "78443490860680479898881843055886003070197490837800777972784820569732208990577", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6": { "DOWN": "24693475303835139528881338025019190288903829526930120090138058237600654796461", "UP": "78443490860680479898881843055886003070197490837800777972784820569732208990577" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7281, "signal_id": 8787, "quote_id": 851, "settlement_id": 138, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48455421686748, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06609, "trading_fee": 3.93391, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 231.48455421686748, "gross_pnl": 135.41846421686748, "net_pnl": 131.48455421686748, "roi": 1.3148455421686749, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T07:11:21.277360Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7280, "signal_id": 8787, "quote_id": 851, "settlement_id": 138, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 58.5, "net_pnl": 56.80058, "roi": 1.3148458937643142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T07:11:21.275447Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77567.12, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1014913", "ticker": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "market_id": "0x4e6bb05c25f0f7e4e7a39a1b97a70f6eb9f18b521562b9e9387a897f74fc20a6", "contract_id": "24693475303835139528881338025019190288903829526930120090138058237600654796461", "market_title": "Bitcoin Up or Down - September 15, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T05:10:17.615867Z", "retrieved_timestamp": "2026-09-15T05:11:15Z", "quote_offset_seconds": 57.384133, "quote_age_seconds": 57.384133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77630.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T051017.615867Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8402, "signal_id": 8787, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T04:00:00Z", "return_6h": -0.012613104359353478, "return_12h": -0.01526353755048604, "return_24h": -0.0014760217904379314, "close_vs_ema12": -0.006827799896101716, "close_vs_ema24": -0.006529602333590012, "ema12_slope_3h": -0.0033221863179698774, "ema24_slope_6h": -0.0019472647975605772, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T05:11:22.908290Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T04:00:00Z", "return_6h": -0.012613104359353478, "return_12h": -0.01526353755048604, "return_24h": -0.0014760217904379314, "close_vs_ema12": -0.006827799896101716, "close_vs_ema24": -0.006529602333590012, "ema12_slope_3h": -0.0033221863179698774, "ema24_slope_6h": -0.0019472647975605772, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 8694, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T041018.629763Z", "trigger_timestamp": "2026-09-15T04:10:18.629763Z", "market_start_timestamp": "2026-09-15T04:00:00Z", "resolution_timestamp": "2026-09-15T05:00:00Z", "direction": "UP", "base_run_id": 2669, "small_run_id": 2670, "last_observed_close": 77676.99, "actual_close": 77567.12, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-15T04:11:22.728836Z", "market_regime": { "id": 8309, "signal_id": 8694, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T03:00:00Z", "return_6h": -0.013723587864216125, "return_12h": -0.011466692594188532, "return_24h": 0.0010394821507666574, "close_vs_ema12": -0.006654178001735067, "close_vs_ema24": -0.005686963009555401, "ema12_slope_3h": -0.003109213059374394, "ema24_slope_6h": -0.001015562895697264, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-15T04:11:22.731581Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-15T03:00:00Z", "return_6h": -0.013723587864216125, "return_12h": -0.011466692594188532, "return_24h": 0.0010394821507666574, "close_vs_ema12": -0.006654178001735067, "close_vs_ema24": -0.005686963009555401, "ema12_slope_3h": -0.003109213059374394, "ema24_slope_6h": -0.001015562895697264, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "entry_probability": 0.505, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.370237, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 2669, 2670 ], "forecast_publication_timestamp": "2026-09-15T04:10:18.629763Z", "requested_quote_timestamp": "2026-09-15T04:10:18.629763Z", "retrieved_quote_timestamp": "2026-09-15T04:11:12Z", "quote_retrieval_timestamp": "2026-09-15T04:11:25.066144Z", "timing_difference_seconds": 53.370237, "selected_quote": { "id": 847, "contract_id": 1693, "forecast_timestamp": "2026-09-15T04:10:18.629763Z", "requested_timestamp": "2026-09-15T04:10:18.629763Z", "actual_quote_timestamp": "2026-09-15T04:11:12Z", "timestamp_delta_seconds": 53.370237, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T04:11:25.066144Z", "raw_json": "{\"request\":{\"start\":1789445418,\"end\":1789445778},\"response\":{\"history\":[{\"t\":1789445472,\"p\":0.505},{\"t\":1789445472,\"p\":0.505}]},\"selected\":{\"t\":1789445472,\"p\":0.505}}", "venue": "polymarket", "external_event_id": "1014665", "external_market_id": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "external_contract_id": "33336545774219681867619575339154986919688145982800183097702752552430638633006", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-12am-et" }, "selected_entry_price": 0.505, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-15T04:10:18.629763Z", "id": 1694, "venue": "polymarket", "external_event_id": "1014665", "external_market_id": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "external_contract_id": "71482836517782273651100396152417609609161069264215826785883574366020065263349", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-15T04:00:00Z", "resolution_timestamp": "2026-09-15T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-12am-et", "first_retrieved_at": "2026-09-15T04:11:24.807897Z", "forecast_run_ids": [ 2669, 2670 ] }, { "forecast_timestamp": "2026-09-15T04:10:18.629763Z", "id": 1693, "venue": "polymarket", "external_event_id": "1014665", "external_market_id": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "external_contract_id": "33336545774219681867619575339154986919688145982800183097702752552430638633006", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-15T04:00:00Z", "resolution_timestamp": "2026-09-15T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-15-2026-12am-et", "first_retrieved_at": "2026-09-15T04:11:24.803548Z", "forecast_run_ids": [ 2669, 2670 ] } ], "quotes": [ { "id": 847, "contract_id": 1693, "forecast_timestamp": "2026-09-15T04:10:18.629763Z", "requested_timestamp": "2026-09-15T04:10:18.629763Z", "actual_quote_timestamp": "2026-09-15T04:11:12Z", "timestamp_delta_seconds": 53.370237, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-15T04:11:25.066144Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "contract_side": "UP", "external_event_id": "1014665", "external_market_id": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "external_contract_id": "33336545774219681867619575339154986919688145982800183097702752552430638633006", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885": { "DOWN": "71482836517782273651100396152417609609161069264215826785883574366020065263349", "UP": "33336545774219681867619575339154986919688145982800183097702752552430638633006" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 7192, "signal_id": 8694, "quote_id": 847, "settlement_id": 137, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.65104, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T06:11:24.767942Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7191, "signal_id": 8694, "quote_id": 847, "settlement_id": 137, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 50.5, "trading_fee": 1.74983, "total_deployed": 52.24983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -50.5, "net_pnl": -52.24983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T06:11:24.766105Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77676.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1014665", "ticker": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "market_id": "0x415f7eb5ffd54fa3df82ef86029124c471f67846df7fbc085f48005e3ffaa885", "contract_id": "71482836517782273651100396152417609609161069264215826785883574366020065263349", "market_title": "Bitcoin Up or Down - September 15, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-15T04:10:18.629763Z", "retrieved_timestamp": "2026-09-15T04:11:12Z", "quote_offset_seconds": 53.370237, "quote_age_seconds": 53.370237, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77567.12, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260915T041018.629763Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 8309, "signal_id": 8694, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-15T03:00:00Z", "return_6h": -0.013723587864216125, "return_12h": -0.011466692594188532, "return_24h": 0.0010394821507666574, "close_vs_ema12": -0.006654178001735067, "close_vs_ema24": -0.005686963009555401, "ema12_slope_3h": 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"trigger_timestamp": "2026-09-14T23:10:19.416680Z", "market_start_timestamp": "2026-09-14T23:00:00Z", "resolution_timestamp": "2026-09-15T00:00:00Z", "direction": "UP", "base_run_id": 2644, "small_run_id": 2645, "last_observed_close": 78557.98, "actual_close": 78189.21, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-14T23:11:27.545773Z", "market_regime": { "id": 7857, "signal_id": 8242, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T22:00:00Z", "return_6h": -0.0026842904264117173, "return_12h": 0.008361037447404795, "return_24h": 0.024037072763771983, "close_vs_ema12": -0.0004323723888881581, "close_vs_ema24": 0.004201951748890931, "ema12_slope_3h": 0.001521330403954968, "ema24_slope_6h": 0.005629602828549851, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T23:11:27.552082Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T22:00:00Z", "return_6h": -0.0026842904264117173, "return_12h": 0.008361037447404795, "return_24h": 0.024037072763771983, "close_vs_ema12": -0.0004323723888881581, "close_vs_ema24": 0.004201951748890931, "ema12_slope_3h": 0.001521330403954968, "ema24_slope_6h": 0.005629602828549851, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "entry_probability": 0.285, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.58332, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2644, 2645 ], "forecast_publication_timestamp": "2026-09-14T23:10:19.416680Z", "requested_quote_timestamp": "2026-09-14T23:10:19.416680Z", "retrieved_quote_timestamp": "2026-09-14T23:11:12Z", "quote_retrieval_timestamp": "2026-09-14T23:11:29.614371Z", "timing_difference_seconds": 52.58332, "selected_quote": { "id": 833, "contract_id": 1666, "forecast_timestamp": "2026-09-14T23:10:19.416680Z", "requested_timestamp": "2026-09-14T23:10:19.416680Z", "actual_quote_timestamp": "2026-09-14T23:11:12Z", "timestamp_delta_seconds": 52.58332, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "implied_probability": 0.285, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T23:11:29.614371Z", "raw_json": "{\"request\":{\"start\":1789427419,\"end\":1789427779},\"response\":{\"history\":[{\"t\":1789427472,\"p\":0.285},{\"t\":1789427472,\"p\":0.285}]},\"selected\":{\"t\":1789427472,\"p\":0.285}}", "venue": "polymarket", "external_event_id": "1013667", "external_market_id": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "external_contract_id": "57573451039046753085734915174939517358621981205225420293256260734360582565971", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-7pm-et" }, "selected_entry_price": 0.285, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-14T23:10:19.416680Z", "id": 1667, "venue": "polymarket", "external_event_id": "1013667", "external_market_id": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "external_contract_id": "54242149060337498384324636192460767528946147377201986909685094574985330930541", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-14T23:00:00Z", "resolution_timestamp": "2026-09-15T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-7pm-et", "first_retrieved_at": "2026-09-14T23:11:29.430004Z", "forecast_run_ids": [ 2644, 2645 ] }, { "forecast_timestamp": "2026-09-14T23:10:19.416680Z", "id": 1666, "venue": "polymarket", "external_event_id": "1013667", "external_market_id": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "external_contract_id": "57573451039046753085734915174939517358621981205225420293256260734360582565971", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-14T23:00:00Z", "resolution_timestamp": "2026-09-15T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-7pm-et", "first_retrieved_at": "2026-09-14T23:11:29.425659Z", "forecast_run_ids": [ 2644, 2645 ] } ], "quotes": [ { "id": 833, "contract_id": 1666, "forecast_timestamp": "2026-09-14T23:10:19.416680Z", "requested_timestamp": "2026-09-14T23:10:19.416680Z", "actual_quote_timestamp": "2026-09-14T23:11:12Z", "timestamp_delta_seconds": 52.58332, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "implied_probability": 0.285, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T23:11:29.614371Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "contract_side": "UP", "external_event_id": "1013667", "external_market_id": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "external_contract_id": "57573451039046753085734915174939517358621981205225420293256260734360582565971", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96": { "DOWN": "54242149060337498384324636192460767528946147377201986909685094574985330930541", "UP": "57573451039046753085734915174939517358621981205225420293256260734360582565971" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 6769, "signal_id": 8242, "quote_id": 833, "settlement_id": 134, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 334.1528421052632, "entry_price": 0.285, "entry_price_type": "historical_price_sample", "gross_cost": 95.23356, "trading_fee": 4.76644, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.23356, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T01:11:25.866472Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 6768, "signal_id": 8242, "quote_id": 833, "settlement_id": 134, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.285, "entry_price_type": "historical_price_sample", "gross_cost": 28.499999999999996, "trading_fee": 1.42643, "total_deployed": 29.926429999999996, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -28.499999999999996, "net_pnl": -29.926429999999996, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-15T01:11:25.864399Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78557.98, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1013667", "ticker": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "market_id": "0x3bf8dedb286173049bcf607c0c9778d6a029bb4556e00d95345988a87e552a96", "contract_id": "54242149060337498384324636192460767528946147377201986909685094574985330930541", "market_title": "Bitcoin Up or Down - September 14, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-14T23:10:19.416680Z", "retrieved_timestamp": "2026-09-14T23:11:12Z", "quote_offset_seconds": 52.58332, "quote_age_seconds": 52.58332, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "spread": null, "selected_entry_price": 0.285, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78189.21, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260914T231019.416680Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 7857, "signal_id": 8242, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T22:00:00Z", "return_6h": -0.0026842904264117173, "return_12h": 0.008361037447404795, "return_24h": 0.024037072763771983, "close_vs_ema12": -0.0004323723888881581, "close_vs_ema24": 0.004201951748890931, "ema12_slope_3h": 0.001521330403954968, "ema24_slope_6h": 0.005629602828549851, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T23:11:27.552082Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T22:00:00Z", "return_6h": -0.0026842904264117173, "return_12h": 0.008361037447404795, "return_24h": 0.024037072763771983, "close_vs_ema12": -0.0004323723888881581, "close_vs_ema24": 0.004201951748890931, "ema12_slope_3h": 0.001521330403954968, "ema24_slope_6h": 0.005629602828549851, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 8062, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260914T211018.095051Z", "trigger_timestamp": "2026-09-14T21:10:18.095051Z", "market_start_timestamp": "2026-09-14T21:00:00Z", "resolution_timestamp": "2026-09-14T22:00:00Z", "direction": "UP", "base_run_id": 2634, "small_run_id": 2635, "last_observed_close": 79100.0, "actual_close": 78757.83, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-14T21:11:23.685050Z", "market_regime": { "id": 7677, "signal_id": 8062, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T20:00:00Z", "return_6h": 0.007373053802381291, "return_12h": 0.017640822963946423, "return_24h": 0.022650744343649, "close_vs_ema12": 0.006757049199898724, "close_vs_ema24": 0.012127194767013627, "ema12_slope_3h": 0.0043844241457524635, "ema24_slope_6h": 0.0067210385275269235, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T21:11:23.687423Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T20:00:00Z", "return_6h": 0.007373053802381291, "return_12h": 0.017640822963946423, "return_24h": 0.022650744343649, "close_vs_ema12": 0.006757049199898724, "close_vs_ema24": 0.012127194767013627, "ema12_slope_3h": 0.0043844241457524635, "ema24_slope_6h": 0.0067210385275269235, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "entry_probability": 0.315, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.904949, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2634, 2635 ], "forecast_publication_timestamp": "2026-09-14T21:10:18.095051Z", "requested_quote_timestamp": "2026-09-14T21:10:18.095051Z", "retrieved_quote_timestamp": "2026-09-14T21:11:11Z", "quote_retrieval_timestamp": "2026-09-14T21:11:25.674238Z", "timing_difference_seconds": 52.904949, "selected_quote": { "id": 819, "contract_id": 1645, "forecast_timestamp": "2026-09-14T21:10:18.095051Z", "requested_timestamp": "2026-09-14T21:10:18.095051Z", "actual_quote_timestamp": "2026-09-14T21:11:11Z", "timestamp_delta_seconds": 52.904949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "implied_probability": 0.315, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T21:11:25.674238Z", "raw_json": "{\"request\":{\"start\":1789420218,\"end\":1789420578},\"response\":{\"history\":[{\"t\":1789420271,\"p\":0.315},{\"t\":1789420271,\"p\":0.315}]},\"selected\":{\"t\":1789420271,\"p\":0.315}}", "venue": "polymarket", "external_event_id": "1013107", "external_market_id": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "external_contract_id": "14300430071889644081596263684030453403594673165404264125419525393560498538550", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-5pm-et" }, "selected_entry_price": 0.315, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-14T21:10:18.095051Z", "id": 1646, "venue": "polymarket", "external_event_id": "1013107", "external_market_id": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "external_contract_id": "78476540686762559487308140758136044148226476639743660656307807916734121135025", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-14T21:00:00Z", "resolution_timestamp": "2026-09-14T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-5pm-et", "first_retrieved_at": "2026-09-14T21:11:25.309080Z", "forecast_run_ids": [ 2634, 2635 ] }, { "forecast_timestamp": "2026-09-14T21:10:18.095051Z", "id": 1645, "venue": "polymarket", "external_event_id": "1013107", "external_market_id": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "external_contract_id": "14300430071889644081596263684030453403594673165404264125419525393560498538550", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-14T21:00:00Z", "resolution_timestamp": "2026-09-14T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-5pm-et", "first_retrieved_at": "2026-09-14T21:11:25.305048Z", "forecast_run_ids": [ 2634, 2635 ] } ], "quotes": [ { "id": 819, "contract_id": 1645, "forecast_timestamp": "2026-09-14T21:10:18.095051Z", "requested_timestamp": "2026-09-14T21:10:18.095051Z", "actual_quote_timestamp": "2026-09-14T21:11:11Z", "timestamp_delta_seconds": 52.904949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "implied_probability": 0.315, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T21:11:25.674238Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "contract_side": "UP", "external_event_id": "1013107", "external_market_id": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "external_contract_id": "14300430071889644081596263684030453403594673165404264125419525393560498538550", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa": { "DOWN": "78476540686762559487308140758136044148226476639743660656307807916734121135025", "UP": "14300430071889644081596263684030453403594673165404264125419525393560498538550" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 6601, "signal_id": 8062, "quote_id": 819, "settlement_id": 132, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 302.9346031746032, "entry_price": 0.315, "entry_price_type": "historical_price_sample", "gross_cost": 95.4244, "trading_fee": 4.5756, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.4244, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T23:11:29.383399Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 6600, "signal_id": 8062, "quote_id": 819, "settlement_id": 132, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.315, "entry_price_type": "historical_price_sample", "gross_cost": 31.5, "trading_fee": 1.51043, "total_deployed": 33.01043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -31.5, "net_pnl": -33.01043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T23:11:29.381763Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79100.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1013107", "ticker": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "market_id": "0x59e1c14a9de2f9de11023bb7d345a3b1115c1a7d62526e95a3217136125a89aa", "contract_id": "78476540686762559487308140758136044148226476639743660656307807916734121135025", "market_title": "Bitcoin Up or Down - September 14, 5PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-14T21:10:18.095051Z", "retrieved_timestamp": "2026-09-14T21:11:11Z", "quote_offset_seconds": 52.904949, "quote_age_seconds": 52.904949, "bid": null, "ask": null, "midpoint": null, "last_price": 0.315, "spread": null, "selected_entry_price": 0.315, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78757.83, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260914T211018.095051Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 7677, "signal_id": 8062, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T20:00:00Z", "return_6h": 0.007373053802381291, "return_12h": 0.017640822963946423, "return_24h": 0.022650744343649, "close_vs_ema12": 0.006757049199898724, "close_vs_ema24": 0.012127194767013627, "ema12_slope_3h": 0.0043844241457524635, "ema24_slope_6h": 0.0067210385275269235, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T21:11:23.687423Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T20:00:00Z", "return_6h": 0.007373053802381291, "return_12h": 0.017640822963946423, "return_24h": 0.022650744343649, "close_vs_ema12": 0.006757049199898724, "close_vs_ema24": 0.012127194767013627, "ema12_slope_3h": 0.0043844241457524635, "ema24_slope_6h": 0.0067210385275269235, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 7356, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260914T131016.522072Z", "trigger_timestamp": "2026-09-14T13:10:16.522072Z", "market_start_timestamp": "2026-09-14T13:00:00Z", "resolution_timestamp": "2026-09-14T14:00:00Z", "direction": "UP", "base_run_id": 2594, "small_run_id": 2595, "last_observed_close": 77698.01, "actual_close": 78168.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-14T13:11:23.742595Z", "market_regime": { "id": 6971, "signal_id": 7356, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T12:00:00Z", "return_6h": 0.0013514079528926803, "return_12h": 0.011587464847411688, "return_24h": 0.012176126283213629, "close_vs_ema12": 0.00038087265332542586, "close_vs_ema24": 0.0025607006884680317, "ema12_slope_3h": 0.0009527825731947548, "ema24_slope_6h": 0.002937201917621479, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T13:11:23.745038Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T12:00:00Z", "return_6h": 0.0013514079528926803, "return_12h": 0.011587464847411688, "return_24h": 0.012176126283213629, "close_vs_ema12": 0.00038087265332542586, "close_vs_ema24": 0.0025607006884680317, "ema12_slope_3h": 0.0009527825731947548, "ema24_slope_6h": 0.002937201917621479, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "entry_probability": 0.505, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.477928, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2594, 2595 ], "forecast_publication_timestamp": "2026-09-14T13:10:16.522072Z", "requested_quote_timestamp": "2026-09-14T13:10:16.522072Z", "retrieved_quote_timestamp": "2026-09-14T13:11:09Z", "quote_retrieval_timestamp": "2026-09-14T13:11:25.797403Z", "timing_difference_seconds": 52.477928, "selected_quote": { "id": 814, "contract_id": 1621, "forecast_timestamp": "2026-09-14T13:10:16.522072Z", "requested_timestamp": "2026-09-14T13:10:16.522072Z", "actual_quote_timestamp": "2026-09-14T13:11:09Z", "timestamp_delta_seconds": 52.477928, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T13:11:25.797403Z", "raw_json": "{\"request\":{\"start\":1789391416,\"end\":1789391776},\"response\":{\"history\":[{\"t\":1789391469,\"p\":0.505},{\"t\":1789391469,\"p\":0.505}]},\"selected\":{\"t\":1789391469,\"p\":0.505}}", "venue": "polymarket", "external_event_id": "1010475", "external_market_id": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "external_contract_id": "77582553149719213866517940971685207782200044354986998447706896204771517380827", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-9am-et" }, "selected_entry_price": 0.505, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-14T13:10:16.522072Z", "id": 1622, "venue": "polymarket", "external_event_id": "1010475", "external_market_id": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "external_contract_id": "6440193560537715847250873358977509388051846192297465134224313743489434009109", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-14T13:00:00Z", "resolution_timestamp": "2026-09-14T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-9am-et", "first_retrieved_at": "2026-09-14T13:11:25.440419Z", "forecast_run_ids": [ 2594, 2595 ] }, { "forecast_timestamp": "2026-09-14T13:10:16.522072Z", "id": 1621, "venue": "polymarket", "external_event_id": "1010475", "external_market_id": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "external_contract_id": "77582553149719213866517940971685207782200044354986998447706896204771517380827", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-14T13:00:00Z", "resolution_timestamp": "2026-09-14T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-14-2026-9am-et", "first_retrieved_at": "2026-09-14T13:11:25.435616Z", "forecast_run_ids": [ 2594, 2595 ] } ], "quotes": [ { "id": 814, "contract_id": 1621, "forecast_timestamp": "2026-09-14T13:10:16.522072Z", "requested_timestamp": "2026-09-14T13:10:16.522072Z", "actual_quote_timestamp": "2026-09-14T13:11:09Z", "timestamp_delta_seconds": 52.477928, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-14T13:11:25.797403Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "contract_side": "UP", "external_event_id": "1010475", "external_market_id": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "external_contract_id": "77582553149719213866517940971685207782200044354986998447706896204771517380827", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842": { "DOWN": "6440193560537715847250873358977509388051846192297465134224313743489434009109", "UP": "77582553149719213866517940971685207782200044354986998447706896204771517380827" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 5963, "signal_id": 7356, "quote_id": 814, "settlement_id": 130, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 191.38819801980196, "gross_pnl": 94.73715801980197, "net_pnl": 91.38819801980196, "roi": 0.9138819801980196, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T15:11:25.633442Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 5962, "signal_id": 7356, "quote_id": 814, "settlement_id": 130, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 50.5, "trading_fee": 1.74983, "total_deployed": 52.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 49.5, "net_pnl": 47.75017, "roi": 0.9138818250700528, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T15:11:25.631510Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77698.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1010475", "ticker": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "market_id": "0x7f5dd9b75b7ed7f095521965cdfed54aacb9bb1c400b7adca5b55bbc1c9f1842", "contract_id": "6440193560537715847250873358977509388051846192297465134224313743489434009109", "market_title": "Bitcoin Up or Down - September 14, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-14T13:10:16.522072Z", "retrieved_timestamp": "2026-09-14T13:11:09Z", "quote_offset_seconds": 52.477928, "quote_age_seconds": 52.477928, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78168.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260914T131016.522072Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 6971, "signal_id": 7356, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-14T12:00:00Z", "return_6h": 0.0013514079528926803, "return_12h": 0.011587464847411688, "return_24h": 0.012176126283213629, "close_vs_ema12": 0.00038087265332542586, "close_vs_ema24": 0.0025607006884680317, "ema12_slope_3h": 0.0009527825731947548, "ema24_slope_6h": 0.002937201917621479, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-14T13:11:23.745038Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-14T12:00:00Z", "return_6h": 0.0013514079528926803, "return_12h": 0.011587464847411688, "return_24h": 0.012176126283213629, "close_vs_ema12": 0.00038087265332542586, "close_vs_ema24": 0.0025607006884680317, "ema12_slope_3h": 0.0009527825731947548, "ema24_slope_6h": 0.002937201917621479, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 6136, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T231014.410874Z", "trigger_timestamp": "2026-09-13T23:10:14.410874Z", "market_start_timestamp": "2026-09-13T23:00:00Z", "resolution_timestamp": "2026-09-14T00:00:00Z", "direction": "UP", "base_run_id": 2524, "small_run_id": 2525, "last_observed_close": 76714.0, "actual_close": 76842.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T23:11:18.499511Z", "market_regime": { "id": 5751, "signal_id": 6136, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-13T22:00:00Z", "return_6h": -0.007274431668041426, "return_12h": 0.00047875974750821726, "return_24h": -0.006709250821257506, "close_vs_ema12": -0.005392250020422318, "close_vs_ema24": -0.00553882364635383, "ema12_slope_3h": -0.0003366316131708791, "ema24_slope_6h": 0.00048741774588778597, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T23:11:18.502147Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T22:00:00Z", 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"requested_quote_timestamp": "2026-09-13T23:10:14.410874Z", "retrieved_quote_timestamp": "2026-09-13T23:10:15Z", "quote_retrieval_timestamp": "2026-09-13T23:11:20.843184Z", "timing_difference_seconds": 0.589126, "selected_quote": { "id": 807, "contract_id": 1582, "forecast_timestamp": "2026-09-13T23:10:14.410874Z", "requested_timestamp": "2026-09-13T23:10:14.410874Z", "actual_quote_timestamp": "2026-09-13T23:10:15Z", "timestamp_delta_seconds": 0.589126, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T23:11:20.843184Z", "raw_json": "{\"request\":{\"start\":1789341014,\"end\":1789341374},\"response\":{\"history\":[{\"t\":1789341015,\"p\":0.495},{\"t\":1789341075,\"p\":0.585},{\"t\":1789341075,\"p\":0.585}]},\"selected\":{\"t\":1789341015,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1006964", "external_market_id": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "external_contract_id": "99710022824447319607138285446750931698526363514110111484701623983950582911538", "market_title": "Bitcoin Up or Down - September 13, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-7pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T23:10:14.410874Z", "id": 1583, "venue": "polymarket", "external_event_id": "1006964", "external_market_id": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "external_contract_id": "109360318495490306829711099611356971231127587402527485322202922902072317777743", "market_title": "Bitcoin Up or Down - September 13, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T23:00:00Z", "resolution_timestamp": "2026-09-14T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-7pm-et", "first_retrieved_at": "2026-09-13T23:11:20.668354Z", "forecast_run_ids": [ 2524, 2525 ] }, { "forecast_timestamp": "2026-09-13T23:10:14.410874Z", "id": 1582, "venue": "polymarket", "external_event_id": "1006964", "external_market_id": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "external_contract_id": "99710022824447319607138285446750931698526363514110111484701623983950582911538", "market_title": "Bitcoin Up or Down - September 13, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T23:00:00Z", "resolution_timestamp": "2026-09-14T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-7pm-et", "first_retrieved_at": "2026-09-13T23:11:20.664385Z", "forecast_run_ids": [ 2524, 2525 ] } ], "quotes": [ { "id": 807, "contract_id": 1582, "forecast_timestamp": "2026-09-13T23:10:14.410874Z", "requested_timestamp": "2026-09-13T23:10:14.410874Z", "actual_quote_timestamp": "2026-09-13T23:10:15Z", "timestamp_delta_seconds": 0.589126, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T23:11:20.843184Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 13, 7PM ET", "contract_side": "UP", "external_event_id": "1006964", "external_market_id": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "external_contract_id": "99710022824447319607138285446750931698526363514110111484701623983950582911538", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42": { "DOWN": "109360318495490306829711099611356971231127587402527485322202922902072317777743", "UP": "99710022824447319607138285446750931698526363514110111484701623983950582911538" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 4879, "signal_id": 6136, "quote_id": 807, "settlement_id": 128, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 195.12262626262628, "gross_pnl": 98.53692626262628, "net_pnl": 95.12262626262628, "roi": 0.9512262626262629, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T01:11:26.619753Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 4878, "signal_id": 6136, "quote_id": 807, "settlement_id": 128, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T01:11:26.617771Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76714.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1006964", "ticker": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "market_id": "0x0199e8a1fa38e803ce20e8bf68000bfe36cc334db2cec807b7bf9c9207412a42", "contract_id": "109360318495490306829711099611356971231127587402527485322202922902072317777743", "market_title": "Bitcoin Up or Down - September 13, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T23:10:14.410874Z", "retrieved_timestamp": "2026-09-13T23:10:15Z", "quote_offset_seconds": 0.589126, "quote_age_seconds": 0.589126, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76842.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T231014.410874Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 5751, "signal_id": 6136, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-13T22:00:00Z", "return_6h": -0.007274431668041426, "return_12h": 0.00047875974750821726, "return_24h": -0.006709250821257506, "close_vs_ema12": -0.005392250020422318, "close_vs_ema24": -0.00553882364635383, "ema12_slope_3h": -0.0003366316131708791, "ema24_slope_6h": 0.00048741774588778597, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T23:11:18.502147Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T22:00:00Z", "return_6h": -0.007274431668041426, "return_12h": 0.00047875974750821726, "return_24h": -0.006709250821257506, "close_vs_ema12": -0.005392250020422318, "close_vs_ema24": -0.00553882364635383, "ema12_slope_3h": -0.0003366316131708791, "ema24_slope_6h": 0.00048741774588778597, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 6048, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T221015.622865Z", "trigger_timestamp": "2026-09-13T22:10:15.622865Z", "market_start_timestamp": "2026-09-13T22:00:00Z", "resolution_timestamp": "2026-09-13T23:00:00Z", "direction": "UP", "base_run_id": 2519, "small_run_id": 2520, "last_observed_close": 77316.0, "actual_close": 76714.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T22:11:20.372291Z", "market_regime": { "id": 5663, "signal_id": 6048, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T21:00:00Z", "return_6h": 0.002348744399903291, "return_12h": 0.006613763330152844, "return_24h": 0.0006728876743520296, "close_vs_ema12": 0.0014309522465127955, "close_vs_ema24": 0.0017825450441550927, "ema12_slope_3h": 0.0009456557993055004, "ema24_slope_6h": 0.0011640023356063178, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T22:11:20.374796Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T21:00:00Z", "return_6h": 0.002348744399903291, "return_12h": 0.006613763330152844, "return_24h": 0.0006728876743520296, "close_vs_ema12": 0.0014309522465127955, "close_vs_ema24": 0.0017825450441550927, "ema12_slope_3h": 0.0009456557993055004, "ema24_slope_6h": 0.0011640023356063178, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "entry_probability": 0.125, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.377135, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2519, 2520 ], "forecast_publication_timestamp": "2026-09-13T22:10:15.622865Z", "requested_quote_timestamp": "2026-09-13T22:10:15.622865Z", "retrieved_quote_timestamp": "2026-09-13T22:11:15Z", "quote_retrieval_timestamp": "2026-09-13T22:11:22.279588Z", "timing_difference_seconds": 59.377135, "selected_quote": { "id": 803, "contract_id": 1574, "forecast_timestamp": "2026-09-13T22:10:15.622865Z", "requested_timestamp": "2026-09-13T22:10:15.622865Z", "actual_quote_timestamp": "2026-09-13T22:11:15Z", "timestamp_delta_seconds": 59.377135, "bid": null, "ask": null, "midpoint": null, "last_price": 0.125, "implied_probability": 0.125, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T22:11:22.279588Z", "raw_json": "{\"request\":{\"start\":1789337415,\"end\":1789337775},\"response\":{\"history\":[{\"t\":1789337415,\"p\":0.115},{\"t\":1789337475,\"p\":0.125},{\"t\":1789337475,\"p\":0.125}]},\"selected\":{\"t\":1789337475,\"p\":0.125}}", "venue": "polymarket", "external_event_id": "1006713", "external_market_id": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "external_contract_id": "53938785536622789005503445401081263299108736569233084066396975841874984941952", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-6pm-et" }, "selected_entry_price": 0.125, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T22:10:15.622865Z", "id": 1575, "venue": "polymarket", "external_event_id": "1006713", "external_market_id": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "external_contract_id": "40071847220879702927757575167669605893779766165807056095935537042502392956256", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T22:00:00Z", "resolution_timestamp": "2026-09-13T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-6pm-et", "first_retrieved_at": "2026-09-13T22:11:22.103249Z", "forecast_run_ids": [ 2519, 2520 ] }, { "forecast_timestamp": "2026-09-13T22:10:15.622865Z", "id": 1574, "venue": "polymarket", "external_event_id": "1006713", "external_market_id": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "external_contract_id": "53938785536622789005503445401081263299108736569233084066396975841874984941952", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T22:00:00Z", "resolution_timestamp": "2026-09-13T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-6pm-et", "first_retrieved_at": "2026-09-13T22:11:22.098218Z", "forecast_run_ids": [ 2519, 2520 ] } ], "quotes": [ { "id": 803, "contract_id": 1574, "forecast_timestamp": "2026-09-13T22:10:15.622865Z", "requested_timestamp": "2026-09-13T22:10:15.622865Z", "actual_quote_timestamp": "2026-09-13T22:11:15Z", "timestamp_delta_seconds": 59.377135, "bid": null, "ask": null, "midpoint": null, "last_price": 0.125, "implied_probability": 0.125, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T22:11:22.279588Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "contract_side": "UP", "external_event_id": "1006713", "external_market_id": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "external_contract_id": "53938785536622789005503445401081263299108736569233084066396975841874984941952", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f": { "DOWN": "40071847220879702927757575167669605893779766165807056095935537042502392956256", "UP": "53938785536622789005503445401081263299108736569233084066396975841874984941952" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 4800, "signal_id": 6048, "quote_id": 803, "settlement_id": 127, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 753.828, "entry_price": 0.125, "entry_price_type": "historical_price_sample", "gross_cost": 94.2285, "trading_fee": 5.7715, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.2285, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T00:11:22.128270Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 4799, "signal_id": 6048, "quote_id": 803, "settlement_id": 127, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.125, "entry_price_type": "historical_price_sample", "gross_cost": 12.5, "trading_fee": 0.76563, "total_deployed": 13.26563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -12.5, "net_pnl": -13.26563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-14T00:11:22.126548Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77316.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1006713", "ticker": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "market_id": "0xaab0c37dffc3b404a0265899dcdb48444e7ae891a36ff56334ff54946e6f104f", "contract_id": "40071847220879702927757575167669605893779766165807056095935537042502392956256", "market_title": "Bitcoin Up or Down - September 13, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T22:10:15.622865Z", "retrieved_timestamp": "2026-09-13T22:11:15Z", "quote_offset_seconds": 59.377135, "quote_age_seconds": 59.377135, "bid": null, "ask": null, "midpoint": null, "last_price": 0.125, "spread": null, "selected_entry_price": 0.125, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76714.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T221015.622865Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 5663, "signal_id": 6048, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T21:00:00Z", "return_6h": 0.002348744399903291, "return_12h": 0.006613763330152844, "return_24h": 0.0006728876743520296, "close_vs_ema12": 0.0014309522465127955, "close_vs_ema24": 0.0017825450441550927, "ema12_slope_3h": 0.0009456557993055004, "ema24_slope_6h": 0.0011640023356063178, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T22:11:20.374796Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T21:00:00Z", "return_6h": 0.002348744399903291, "return_12h": 0.006613763330152844, "return_24h": 0.0006728876743520296, "close_vs_ema12": 0.0014309522465127955, "close_vs_ema24": 0.0017825450441550927, "ema12_slope_3h": 0.0009456557993055004, "ema24_slope_6h": 0.0011640023356063178, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4686, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T061018.016441Z", "trigger_timestamp": "2026-09-13T06:10:18.016441Z", "market_start_timestamp": "2026-09-13T06:00:00Z", "resolution_timestamp": "2026-09-13T07:00:00Z", "direction": "UP", "base_run_id": 2439, "small_run_id": 2440, "last_observed_close": 77322.01, "actual_close": 77122.35, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T06:11:23.075534Z", "market_regime": { "id": 4301, "signal_id": 4686, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T05:00:00Z", "return_6h": 0.0005600506115976955, "return_12h": 0.001443195997232305, "return_24h": 0.0013469657333782248, "close_vs_ema12": 0.000756821737140756, "close_vs_ema24": 0.0004916031823716249, "ema12_slope_3h": -0.00012496657872473893, "ema24_slope_6h": -0.0001414252237915692, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T06:11:23.077977Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T05:00:00Z", "return_6h": 0.0005600506115976955, "return_12h": 0.001443195997232305, "return_24h": 0.0013469657333782248, "close_vs_ema12": 0.000756821737140756, "close_vs_ema24": 0.0004916031823716249, "ema12_slope_3h": -0.00012496657872473893, "ema24_slope_6h": -0.0001414252237915692, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "entry_probability": 0.38, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.983559, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2439, 2440 ], "forecast_publication_timestamp": "2026-09-13T06:10:18.016441Z", "requested_quote_timestamp": "2026-09-13T06:10:18.016441Z", "retrieved_quote_timestamp": "2026-09-13T06:11:09Z", "quote_retrieval_timestamp": "2026-09-13T06:11:24.828084Z", "timing_difference_seconds": 50.983559, "selected_quote": { "id": 798, "contract_id": 1534, "forecast_timestamp": "2026-09-13T06:10:18.016441Z", "requested_timestamp": "2026-09-13T06:10:18.016441Z", "actual_quote_timestamp": "2026-09-13T06:11:09Z", "timestamp_delta_seconds": 50.983559, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "implied_probability": 0.38, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T06:11:24.828084Z", "raw_json": "{\"request\":{\"start\":1789279818,\"end\":1789280178},\"response\":{\"history\":[{\"t\":1789279869,\"p\":0.38},{\"t\":1789279869,\"p\":0.38}]},\"selected\":{\"t\":1789279869,\"p\":0.38}}", "venue": "polymarket", "external_event_id": "1002897", "external_market_id": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "external_contract_id": "92085635942116958062805262575151939401917696323979961485227900441458454418866", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-2am-et" }, "selected_entry_price": 0.38, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T06:10:18.016441Z", "id": 1535, "venue": "polymarket", "external_event_id": "1002897", "external_market_id": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "external_contract_id": "78324449161850621651910854362542490724479524454391560251835932895668692368285", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T06:00:00Z", "resolution_timestamp": "2026-09-13T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-2am-et", "first_retrieved_at": "2026-09-13T06:11:24.652890Z", "forecast_run_ids": [ 2439, 2440 ] }, { "forecast_timestamp": "2026-09-13T06:10:18.016441Z", "id": 1534, "venue": "polymarket", "external_event_id": "1002897", "external_market_id": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "external_contract_id": "92085635942116958062805262575151939401917696323979961485227900441458454418866", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T06:00:00Z", "resolution_timestamp": "2026-09-13T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-13-2026-2am-et", "first_retrieved_at": "2026-09-13T06:11:24.647856Z", "forecast_run_ids": [ 2439, 2440 ] } ], "quotes": [ { "id": 798, "contract_id": 1534, "forecast_timestamp": "2026-09-13T06:10:18.016441Z", "requested_timestamp": "2026-09-13T06:10:18.016441Z", "actual_quote_timestamp": "2026-09-13T06:11:09Z", "timestamp_delta_seconds": 50.983559, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "implied_probability": 0.38, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T06:11:24.828084Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "contract_side": "UP", "external_event_id": "1002897", "external_market_id": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "external_contract_id": "92085635942116958062805262575151939401917696323979961485227900441458454418866", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d": { "DOWN": "78324449161850621651910854362542490724479524454391560251835932895668692368285", "UP": "92085635942116958062805262575151939401917696323979961485227900441458454418866" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3595, "signal_id": 4686, "quote_id": 798, "settlement_id": 124, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 252.2118947368421, "entry_price": 0.38, "entry_price_type": "historical_price_sample", "gross_cost": 95.84052, "trading_fee": 4.15948, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.84052, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T08:11:23.564177Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3594, "signal_id": 4686, "quote_id": 798, "settlement_id": 124, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.38, "entry_price_type": "historical_price_sample", "gross_cost": 38.0, "trading_fee": 1.6492, "total_deployed": 39.6492, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -38.0, "net_pnl": -39.6492, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T08:11:23.562445Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77322.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1002897", "ticker": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "market_id": "0xa5e5df12d202e45d46c2109d48a72414ad1df8df8e680eed8202b26d8ded5c4d", "contract_id": "78324449161850621651910854362542490724479524454391560251835932895668692368285", "market_title": "Bitcoin Up or Down - September 13, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T06:10:18.016441Z", "retrieved_timestamp": "2026-09-13T06:11:09Z", "quote_offset_seconds": 50.983559, "quote_age_seconds": 50.983559, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "spread": null, "selected_entry_price": 0.38, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77122.35, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T061018.016441Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 4301, "signal_id": 4686, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T05:00:00Z", "return_6h": 0.0005600506115976955, "return_12h": 0.001443195997232305, "return_24h": 0.0013469657333782248, "close_vs_ema12": 0.000756821737140756, "close_vs_ema24": 0.0004916031823716249, "ema12_slope_3h": -0.00012496657872473893, "ema24_slope_6h": -0.0001414252237915692, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T06:11:23.077977Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T05:00:00Z", "return_6h": 0.0005600506115976955, "return_12h": 0.001443195997232305, "return_24h": 0.0013469657333782248, "close_vs_ema12": 0.000756821737140756, "close_vs_ema24": 0.0004916031823716249, "ema12_slope_3h": -0.00012496657872473893, "ema24_slope_6h": -0.0001414252237915692, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4432, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T031015.386917Z", "trigger_timestamp": "2026-09-13T03:10:15.386917Z", "market_start_timestamp": "2026-09-13T03:00:00Z", "resolution_timestamp": "2026-09-13T04:00:00Z", "direction": "UP", "base_run_id": 2424, "small_run_id": 2425, "last_observed_close": 77289.96, "actual_close": 77192.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T03:11:19.387046Z", "market_regime": { "id": 4047, "signal_id": 4432, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T02:00:00Z", "return_6h": 0.0015544900868214029, "return_12h": -0.0022111703866346533, "return_24h": 2.5359693613502543e-05, "close_vs_ema12": 0.00021699836869903955, "close_vs_ema24": -6.661776711280876e-05, "ema12_slope_3h": 0.0001918742901758641, "ema24_slope_6h": -0.0001310307774553543, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T03:11:19.389662Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T02:00:00Z", "return_6h": 0.0015544900868214029, "return_12h": -0.0022111703866346533, "return_24h": 2.5359693613502543e-05, "close_vs_ema12": 0.00021699836869903955, "close_vs_ema24": -6.661776711280876e-05, "ema12_slope_3h": 0.0001918742901758641, "ema24_slope_6h": -0.0001310307774553543, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "entry_probability": 0.455, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 70.613083, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2424, 2425 ], "forecast_publication_timestamp": "2026-09-13T03:10:15.386917Z", "requested_quote_timestamp": "2026-09-13T03:10:15.386917Z", "retrieved_quote_timestamp": "2026-09-13T03:11:26Z", "quote_retrieval_timestamp": "2026-09-13T04:11:22.755055Z", "timing_difference_seconds": 70.613083, "selected_quote": { "id": 795, "contract_id": 1517, "forecast_timestamp": "2026-09-13T03:10:15.386917Z", "requested_timestamp": "2026-09-13T03:10:15.386917Z", "actual_quote_timestamp": "2026-09-13T03:11:26Z", "timestamp_delta_seconds": 70.613083, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T04:11:22.755055Z", "raw_json": "{\"request\":{\"start\":1789269015,\"end\":1789269375},\"response\":{\"history\":[{\"t\":1789269086,\"p\":0.455},{\"t\":1789269134,\"p\":0.495},{\"t\":1789269194,\"p\":0.465},{\"t\":1789269254,\"p\":0.545},{\"t\":1789269311,\"p\":0.445},{\"t\":1789272674,\"p\":0.0005}]},\"selected\":{\"t\":1789269086,\"p\":0.455}}", "venue": "polymarket", "external_event_id": "1002297", "external_market_id": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "external_contract_id": "57954582484140313671899492344140841762250309494035165075744624130475482405289", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-11pm-et" }, "selected_entry_price": 0.455, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T03:10:15.386917Z", "id": 1518, "venue": "polymarket", "external_event_id": "1002297", "external_market_id": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "external_contract_id": "8747343623606261351996057093553189815697493755040151675087505461193848803934", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T03:00:00Z", "resolution_timestamp": "2026-09-13T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-11pm-et", "first_retrieved_at": "2026-09-13T03:11:22.484650Z", "forecast_run_ids": [ 2424, 2425 ] }, { "forecast_timestamp": "2026-09-13T03:10:15.386917Z", "id": 1517, "venue": "polymarket", "external_event_id": "1002297", "external_market_id": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "external_contract_id": "57954582484140313671899492344140841762250309494035165075744624130475482405289", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T03:00:00Z", "resolution_timestamp": "2026-09-13T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-11pm-et", "first_retrieved_at": "2026-09-13T03:11:22.478531Z", "forecast_run_ids": [ 2424, 2425 ] } ], "quotes": [ { "id": 795, "contract_id": 1517, "forecast_timestamp": "2026-09-13T03:10:15.386917Z", "requested_timestamp": "2026-09-13T03:10:15.386917Z", "actual_quote_timestamp": "2026-09-13T03:11:26Z", "timestamp_delta_seconds": 70.613083, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "implied_probability": 0.455, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T04:11:22.755055Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "contract_side": "UP", "external_event_id": "1002297", "external_market_id": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "external_contract_id": "57954582484140313671899492344140841762250309494035165075744624130475482405289", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e": { "DOWN": "8747343623606261351996057093553189815697493755040151675087505461193848803934", "UP": "57954582484140313671899492344140841762250309494035165075744624130475482405289" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3370, "signal_id": 4432, "quote_id": 795, "settlement_id": 122, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 211.70371428571428, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 96.32519, "trading_fee": 3.67481, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.32519, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T05:11:22.254073Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3369, "signal_id": 4432, "quote_id": 795, "settlement_id": 122, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.455, "entry_price_type": "historical_price_sample", "gross_cost": 45.5, "trading_fee": 1.73582, "total_deployed": 47.23582, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -45.5, "net_pnl": -47.23582, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T05:11:22.251791Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77289.96, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1002297", "ticker": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "market_id": "0x4dfb021eaa4f702e7d4eb80a93dd6bd4efebcf34cd5cbddd5dd9791e7438f69e", "contract_id": "8747343623606261351996057093553189815697493755040151675087505461193848803934", "market_title": "Bitcoin Up or Down - September 12, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T03:10:15.386917Z", "retrieved_timestamp": "2026-09-13T03:11:26Z", "quote_offset_seconds": 70.613083, "quote_age_seconds": 70.613083, "bid": null, "ask": null, "midpoint": null, "last_price": 0.455, "spread": null, "selected_entry_price": 0.455, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77192.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T031015.386917Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 4047, "signal_id": 4432, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T02:00:00Z", "return_6h": 0.0015544900868214029, "return_12h": -0.0022111703866346533, "return_24h": 2.5359693613502543e-05, "close_vs_ema12": 0.00021699836869903955, "close_vs_ema24": -6.661776711280876e-05, "ema12_slope_3h": 0.0001918742901758641, "ema24_slope_6h": -0.0001310307774553543, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T03:11:19.389662Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T02:00:00Z", "return_6h": 0.0015544900868214029, "return_12h": -0.0022111703866346533, "return_24h": 2.5359693613502543e-05, "close_vs_ema12": 0.00021699836869903955, "close_vs_ema24": -6.661776711280876e-05, "ema12_slope_3h": 0.0001918742901758641, "ema24_slope_6h": -0.0001310307774553543, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4347, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T021016.647276Z", "trigger_timestamp": "2026-09-13T02:10:16.647276Z", "market_start_timestamp": "2026-09-13T02:00:00Z", "resolution_timestamp": "2026-09-13T03:00:00Z", "direction": "UP", "base_run_id": 2419, "small_run_id": 2420, "last_observed_close": 77319.97, "actual_close": 77289.96, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T02:11:23.440283Z", "market_regime": { "id": 3962, "signal_id": 4347, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T01:00:00Z", "return_6h": 0.0026581083651828763, "return_12h": -0.0006016814508394974, "return_24h": 0.0006160028481072555, "close_vs_ema12": 0.0006448404302603628, "close_vs_ema24": 0.0003158398030340681, "ema12_slope_3h": 0.00020034168453175738, "ema24_slope_6h": -0.0002773191494582772, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T02:11:23.442812Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T01:00:00Z", "return_6h": 0.0026581083651828763, "return_12h": -0.0006016814508394974, "return_24h": 0.0006160028481072555, "close_vs_ema12": 0.0006448404302603628, "close_vs_ema24": 0.0003158398030340681, "ema12_slope_3h": 0.00020034168453175738, "ema24_slope_6h": -0.0002773191494582772, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "entry_probability": 0.295, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.352724, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2419, 2420 ], "forecast_publication_timestamp": "2026-09-13T02:10:16.647276Z", "requested_quote_timestamp": "2026-09-13T02:10:16.647276Z", "retrieved_quote_timestamp": "2026-09-13T02:11:13Z", "quote_retrieval_timestamp": "2026-09-13T02:11:26.016695Z", "timing_difference_seconds": 56.352724, "selected_quote": { "id": 787, "contract_id": 1507, "forecast_timestamp": "2026-09-13T02:10:16.647276Z", "requested_timestamp": "2026-09-13T02:10:16.647276Z", "actual_quote_timestamp": "2026-09-13T02:11:13Z", "timestamp_delta_seconds": 56.352724, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "implied_probability": 0.295, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T02:11:26.016695Z", "raw_json": "{\"request\":{\"start\":1789265416,\"end\":1789265776},\"response\":{\"history\":[{\"t\":1789265473,\"p\":0.295},{\"t\":1789265473,\"p\":0.295}]},\"selected\":{\"t\":1789265473,\"p\":0.295}}", "venue": "polymarket", "external_event_id": "1002126", "external_market_id": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "external_contract_id": "13289469282559500597975297142284302152811593280172697209879375225200917579487", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-10pm-et" }, "selected_entry_price": 0.295, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T02:10:16.647276Z", "id": 1508, "venue": "polymarket", "external_event_id": "1002126", "external_market_id": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "external_contract_id": "62822599169507523672312457347936124088010158675233803208472923837179347633455", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T02:00:00Z", "resolution_timestamp": "2026-09-13T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-10pm-et", "first_retrieved_at": "2026-09-13T02:11:25.824591Z", "forecast_run_ids": [ 2419, 2420 ] }, { "forecast_timestamp": "2026-09-13T02:10:16.647276Z", "id": 1507, "venue": "polymarket", "external_event_id": "1002126", "external_market_id": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "external_contract_id": "13289469282559500597975297142284302152811593280172697209879375225200917579487", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T02:00:00Z", "resolution_timestamp": "2026-09-13T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-10pm-et", "first_retrieved_at": "2026-09-13T02:11:25.820588Z", "forecast_run_ids": [ 2419, 2420 ] } ], "quotes": [ { "id": 787, "contract_id": 1507, "forecast_timestamp": "2026-09-13T02:10:16.647276Z", "requested_timestamp": "2026-09-13T02:10:16.647276Z", "actual_quote_timestamp": "2026-09-13T02:11:13Z", "timestamp_delta_seconds": 56.352724, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "implied_probability": 0.295, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T02:11:26.016695Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "contract_side": "UP", "external_event_id": "1002126", "external_market_id": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "external_contract_id": "13289469282559500597975297142284302152811593280172697209879375225200917579487", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762": { "DOWN": "62822599169507523672312457347936124088010158675233803208472923837179347633455", "UP": "13289469282559500597975297142284302152811593280172697209879375225200917579487" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3295, "signal_id": 4347, "quote_id": 787, "settlement_id": 121, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 323.04098305084744, "entry_price": 0.295, "entry_price_type": "historical_price_sample", "gross_cost": 95.29709, "trading_fee": 4.70291, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.29709, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T04:11:22.278929Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3294, "signal_id": 4347, "quote_id": 787, "settlement_id": 121, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.295, "entry_price_type": "historical_price_sample", "gross_cost": 29.5, "trading_fee": 1.45583, "total_deployed": 30.95583, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -29.5, "net_pnl": -30.95583, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T04:11:22.277373Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77319.97, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1002126", "ticker": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "market_id": "0x73c903b0424de8429727400856c49dc90d2b96f91b6a2cc4353c2d8e5947f762", "contract_id": "62822599169507523672312457347936124088010158675233803208472923837179347633455", "market_title": "Bitcoin Up or Down - September 12, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T02:10:16.647276Z", "retrieved_timestamp": "2026-09-13T02:11:13Z", "quote_offset_seconds": 56.352724, "quote_age_seconds": 56.352724, "bid": null, "ask": null, "midpoint": null, "last_price": 0.295, "spread": null, "selected_entry_price": 0.295, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77289.96, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T021016.647276Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3962, "signal_id": 4347, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T01:00:00Z", "return_6h": 0.0026581083651828763, "return_12h": -0.0006016814508394974, "return_24h": 0.0006160028481072555, "close_vs_ema12": 0.0006448404302603628, "close_vs_ema24": 0.0003158398030340681, "ema12_slope_3h": 0.00020034168453175738, "ema24_slope_6h": -0.0002773191494582772, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T02:11:23.442812Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T01:00:00Z", "return_6h": 0.0026581083651828763, "return_12h": -0.0006016814508394974, "return_24h": 0.0006160028481072555, "close_vs_ema12": 0.0006448404302603628, "close_vs_ema24": 0.0003158398030340681, "ema12_slope_3h": 0.00020034168453175738, "ema24_slope_6h": -0.0002773191494582772, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4263, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T011016.205107Z", "trigger_timestamp": "2026-09-13T01:10:16.205107Z", "market_start_timestamp": "2026-09-13T01:00:00Z", "resolution_timestamp": "2026-09-13T02:00:00Z", "direction": "UP", "base_run_id": 2414, "small_run_id": 2415, "last_observed_close": 77276.02, "actual_close": 77319.97, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T01:11:22.648741Z", "market_regime": { "id": 3878, "signal_id": 4263, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T00:00:00Z", "return_6h": 0.0018801778791925905, "return_12h": -0.0008272562710111009, "return_24h": -0.00014763073374268743, "close_vs_ema12": 0.0001933230833974786, "close_vs_ema24": -0.00022529877170762713, "ema12_slope_3h": 3.0129316252347493e-05, "ema24_slope_6h": -0.0005318489769526868, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T01:11:22.651991Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T00:00:00Z", "return_6h": 0.0018801778791925905, "return_12h": -0.0008272562710111009, "return_24h": -0.00014763073374268743, "close_vs_ema12": 0.0001933230833974786, "close_vs_ema24": -0.00022529877170762713, "ema12_slope_3h": 3.0129316252347493e-05, "ema24_slope_6h": -0.0005318489769526868, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 56.794893, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2414, 2415 ], "forecast_publication_timestamp": "2026-09-13T01:10:16.205107Z", "requested_quote_timestamp": "2026-09-13T01:10:16.205107Z", "retrieved_quote_timestamp": "2026-09-13T01:11:13Z", "quote_retrieval_timestamp": "2026-09-13T01:11:25.800744Z", "timing_difference_seconds": 56.794893, "selected_quote": { "id": 782, "contract_id": 1497, "forecast_timestamp": "2026-09-13T01:10:16.205107Z", "requested_timestamp": "2026-09-13T01:10:16.205107Z", "actual_quote_timestamp": "2026-09-13T01:11:13Z", "timestamp_delta_seconds": 56.794893, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T01:11:25.800744Z", "raw_json": "{\"request\":{\"start\":1789261816,\"end\":1789262176},\"response\":{\"history\":[{\"t\":1789261873,\"p\":0.495},{\"t\":1789261873,\"p\":0.495}]},\"selected\":{\"t\":1789261873,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "1001946", "external_market_id": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "external_contract_id": "100357236098345615627729584776473237221632524765648047414666150076306659236546", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T01:10:16.205107Z", "id": 1498, "venue": "polymarket", "external_event_id": "1001946", "external_market_id": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "external_contract_id": "76001348409417694177055593750015787854220850632168433469467869880333058022755", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T01:00:00Z", "resolution_timestamp": "2026-09-13T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9pm-et", "first_retrieved_at": "2026-09-13T01:11:25.533136Z", "forecast_run_ids": [ 2414, 2415 ] }, { "forecast_timestamp": "2026-09-13T01:10:16.205107Z", "id": 1497, "venue": "polymarket", "external_event_id": "1001946", "external_market_id": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "external_contract_id": "100357236098345615627729584776473237221632524765648047414666150076306659236546", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T01:00:00Z", "resolution_timestamp": "2026-09-13T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9pm-et", "first_retrieved_at": "2026-09-13T01:11:25.528940Z", "forecast_run_ids": [ 2414, 2415 ] } ], "quotes": [ { "id": 782, "contract_id": 1497, "forecast_timestamp": "2026-09-13T01:10:16.205107Z", "requested_timestamp": "2026-09-13T01:10:16.205107Z", "actual_quote_timestamp": "2026-09-13T01:11:13Z", "timestamp_delta_seconds": 56.794893, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T01:11:25.800744Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "contract_side": "UP", "external_event_id": "1001946", "external_market_id": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "external_contract_id": "100357236098345615627729584776473237221632524765648047414666150076306659236546", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d": { "DOWN": "76001348409417694177055593750015787854220850632168433469467869880333058022755", "UP": "100357236098345615627729584776473237221632524765648047414666150076306659236546" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3220, "signal_id": 4263, "quote_id": 782, "settlement_id": 119, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.12262626262628, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.5857, "trading_fee": 3.4143, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 195.12262626262628, "gross_pnl": 98.53692626262628, "net_pnl": 95.12262626262628, "roi": 0.9512262626262629, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T03:11:22.141798Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3219, "signal_id": 4263, "quote_id": 782, "settlement_id": 119, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T03:11:22.140148Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77276.02, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1001946", "ticker": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "market_id": "0x7b0e3d63345bdc969b480f00fd6d0b8a1425567c566f0e306d39f6edac03548d", "contract_id": "76001348409417694177055593750015787854220850632168433469467869880333058022755", "market_title": "Bitcoin Up or Down - September 12, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T01:10:16.205107Z", "retrieved_timestamp": "2026-09-13T01:11:13Z", "quote_offset_seconds": 56.794893, "quote_age_seconds": 56.794893, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77319.97, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T011016.205107Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3878, "signal_id": 4263, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-13T00:00:00Z", "return_6h": 0.0018801778791925905, "return_12h": -0.0008272562710111009, "return_24h": -0.00014763073374268743, "close_vs_ema12": 0.0001933230833974786, "close_vs_ema24": -0.00022529877170762713, "ema12_slope_3h": 3.0129316252347493e-05, "ema24_slope_6h": -0.0005318489769526868, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T01:11:22.651991Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-13T00:00:00Z", "return_6h": 0.0018801778791925905, "return_12h": -0.0008272562710111009, "return_24h": -0.00014763073374268743, "close_vs_ema12": 0.0001933230833974786, "close_vs_ema24": -0.00022529877170762713, "ema12_slope_3h": 3.0129316252347493e-05, "ema24_slope_6h": -0.0005318489769526868, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4180, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T001015.226138Z", "trigger_timestamp": "2026-09-13T00:10:15.226138Z", "market_start_timestamp": "2026-09-13T00:00:00Z", "resolution_timestamp": "2026-09-13T01:00:00Z", "direction": "UP", "base_run_id": 2409, "small_run_id": 2410, "last_observed_close": 77278.73, "actual_close": 77276.02, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-13T00:11:18.363083Z", "market_regime": { "id": 3795, "signal_id": 4180, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T23:00:00Z", "return_6h": 0.0008826510563706425, "return_12h": -0.0009994048299266645, "return_24h": 0.000686688498776844, "close_vs_ema12": 0.00026355787243637074, "close_vs_ema24": -0.0002098246656754288, "ema12_slope_3h": 7.3435307341718215e-06, "ema24_slope_6h": -0.0007409904785349308, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T00:11:18.365614Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T23:00:00Z", "return_6h": 0.0008826510563706425, "return_12h": -0.0009994048299266645, "return_24h": 0.000686688498776844, "close_vs_ema12": 0.00026355787243637074, "close_vs_ema24": -0.0002098246656754288, "ema12_slope_3h": 7.3435307341718215e-06, "ema24_slope_6h": -0.0007409904785349308, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "entry_probability": 0.605, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.773862, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 2409, 2410 ], "forecast_publication_timestamp": "2026-09-13T00:10:15.226138Z", "requested_quote_timestamp": "2026-09-13T00:10:15.226138Z", "retrieved_quote_timestamp": "2026-09-13T00:11:14Z", "quote_retrieval_timestamp": "2026-09-13T00:11:21.282101Z", "timing_difference_seconds": 58.773862, "selected_quote": { "id": 777, "contract_id": 1487, "forecast_timestamp": "2026-09-13T00:10:15.226138Z", "requested_timestamp": "2026-09-13T00:10:15.226138Z", "actual_quote_timestamp": "2026-09-13T00:11:14Z", "timestamp_delta_seconds": 58.773862, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T00:11:21.282101Z", "raw_json": "{\"request\":{\"start\":1789258215,\"end\":1789258575},\"response\":{\"history\":[{\"t\":1789258274,\"p\":0.605},{\"t\":1789258274,\"p\":0.605}]},\"selected\":{\"t\":1789258274,\"p\":0.605}}", "venue": "polymarket", "external_event_id": "1001715", "external_market_id": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "external_contract_id": "6820513502110181513459981261225574747693795422666525881377448786824735457921", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8pm-et" }, "selected_entry_price": 0.605, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-13T00:10:15.226138Z", "id": 1488, "venue": "polymarket", "external_event_id": "1001715", "external_market_id": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "external_contract_id": "69965728765331771985522438515135467392599103649349916582063716350814500759619", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-13T00:00:00Z", "resolution_timestamp": "2026-09-13T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8pm-et", "first_retrieved_at": "2026-09-13T00:11:21.090465Z", "forecast_run_ids": [ 2409, 2410 ] }, { "forecast_timestamp": "2026-09-13T00:10:15.226138Z", "id": 1487, "venue": "polymarket", "external_event_id": "1001715", "external_market_id": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "external_contract_id": "6820513502110181513459981261225574747693795422666525881377448786824735457921", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-13T00:00:00Z", "resolution_timestamp": "2026-09-13T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8pm-et", "first_retrieved_at": "2026-09-13T00:11:21.085808Z", "forecast_run_ids": [ 2409, 2410 ] } ], "quotes": [ { "id": 777, "contract_id": 1487, "forecast_timestamp": "2026-09-13T00:10:15.226138Z", "requested_timestamp": "2026-09-13T00:10:15.226138Z", "actual_quote_timestamp": "2026-09-13T00:11:14Z", "timestamp_delta_seconds": 58.773862, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-13T00:11:21.282101Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "contract_side": "UP", "external_event_id": "1001715", "external_market_id": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "external_contract_id": "6820513502110181513459981261225574747693795422666525881377448786824735457921", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7": { "DOWN": "69965728765331771985522438515135467392599103649349916582063716350814500759619", "UP": "6820513502110181513459981261225574747693795422666525881377448786824735457921" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3147, "signal_id": 4180, "quote_id": 777, "settlement_id": 117, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 160.84198347107437, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 97.3094, "trading_fee": 2.6906, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.3094, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T02:11:25.496603Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3146, "signal_id": 4180, "quote_id": 777, "settlement_id": 117, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 60.5, "trading_fee": 1.67283, "total_deployed": 62.17283, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -60.5, "net_pnl": -62.17283, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T02:11:25.494547Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77278.73, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1001715", "ticker": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "market_id": "0xf95daba8a255db8938a1192455a956638b9b16c92015dd3a143c615e9c16f1f7", "contract_id": "69965728765331771985522438515135467392599103649349916582063716350814500759619", "market_title": "Bitcoin Up or Down - September 12, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-13T00:10:15.226138Z", "retrieved_timestamp": "2026-09-13T00:11:14Z", "quote_offset_seconds": 58.773862, "quote_age_seconds": 58.773862, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "spread": null, "selected_entry_price": 0.605, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77276.02, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260913T001015.226138Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3795, "signal_id": 4180, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T23:00:00Z", "return_6h": 0.0008826510563706425, "return_12h": -0.0009994048299266645, "return_24h": 0.000686688498776844, "close_vs_ema12": 0.00026355787243637074, "close_vs_ema24": -0.0002098246656754288, "ema12_slope_3h": 7.3435307341718215e-06, "ema24_slope_6h": -0.0007409904785349308, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-13T00:11:18.365614Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T23:00:00Z", "return_6h": 0.0008826510563706425, "return_12h": -0.0009994048299266645, "return_24h": 0.000686688498776844, "close_vs_ema12": 0.00026355787243637074, "close_vs_ema24": -0.0002098246656754288, "ema12_slope_3h": 7.3435307341718215e-06, "ema24_slope_6h": -0.0007409904785349308, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4098, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T231015.858320Z", "trigger_timestamp": "2026-09-12T23:10:15.858320Z", "market_start_timestamp": "2026-09-12T23:00:00Z", "resolution_timestamp": "2026-09-13T00:00:00Z", "direction": "UP", "base_run_id": 2404, "small_run_id": 2405, "last_observed_close": 77232.17, "actual_close": 77278.73, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T23:11:26.948829Z", "market_regime": { "id": 3713, "signal_id": 4098, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T22:00:00Z", "return_6h": -0.0016267223006382059, "return_12h": -0.0013030669724958255, "return_24h": 0.0010650680492547693, "close_vs_ema12": -0.00029118963351315585, "close_vs_ema24": -0.0008304230923003031, "ema12_slope_3h": -0.00024715493536697775, "ema24_slope_6h": -0.0008818956459557548, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T23:11:26.951598Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T22:00:00Z", "return_6h": -0.0016267223006382059, "return_12h": -0.0013030669724958255, "return_24h": 0.0010650680492547693, "close_vs_ema12": -0.00029118963351315585, "close_vs_ema24": -0.0008304230923003031, "ema12_slope_3h": -0.00024715493536697775, "ema24_slope_6h": -0.0008818956459557548, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "entry_probability": 0.635, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.14168, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 2404, 2405 ], "forecast_publication_timestamp": "2026-09-12T23:10:15.858320Z", "requested_quote_timestamp": "2026-09-12T23:10:15.858320Z", "retrieved_quote_timestamp": "2026-09-12T23:10:18Z", "quote_retrieval_timestamp": "2026-09-12T23:11:30.369837Z", "timing_difference_seconds": 2.14168, "selected_quote": { "id": 771, "contract_id": 1476, "forecast_timestamp": "2026-09-12T23:10:15.858320Z", "requested_timestamp": "2026-09-12T23:10:15.858320Z", "actual_quote_timestamp": "2026-09-12T23:10:18Z", "timestamp_delta_seconds": 2.14168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "implied_probability": 0.635, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T23:11:30.369837Z", "raw_json": "{\"request\":{\"start\":1789254615,\"end\":1789254975},\"response\":{\"history\":[{\"t\":1789254618,\"p\":0.635},{\"t\":1789254676,\"p\":0.675},{\"t\":1789254676,\"p\":0.675}]},\"selected\":{\"t\":1789254618,\"p\":0.635}}", "venue": "polymarket", "external_event_id": "1001526", "external_market_id": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "external_contract_id": "40352287879098860496506920439022426211618417588393832756642837004900248037918", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7pm-et" }, "selected_entry_price": 0.635, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T23:10:15.858320Z", "id": 1477, "venue": "polymarket", "external_event_id": "1001526", "external_market_id": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "external_contract_id": "67895896100711813268817071254713515862138253396016814754298926464647899883720", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T23:00:00Z", "resolution_timestamp": "2026-09-13T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7pm-et", "first_retrieved_at": "2026-09-12T23:11:30.136923Z", "forecast_run_ids": [ 2404, 2405 ] }, { "forecast_timestamp": "2026-09-12T23:10:15.858320Z", "id": 1476, "venue": "polymarket", "external_event_id": "1001526", "external_market_id": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "external_contract_id": "40352287879098860496506920439022426211618417588393832756642837004900248037918", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T23:00:00Z", "resolution_timestamp": "2026-09-13T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7pm-et", "first_retrieved_at": "2026-09-12T23:11:30.109248Z", "forecast_run_ids": [ 2404, 2405 ] } ], "quotes": [ { "id": 771, "contract_id": 1476, "forecast_timestamp": "2026-09-12T23:10:15.858320Z", "requested_timestamp": "2026-09-12T23:10:15.858320Z", "actual_quote_timestamp": "2026-09-12T23:10:18Z", "timestamp_delta_seconds": 2.14168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "implied_probability": 0.635, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T23:11:30.369837Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "contract_side": "UP", "external_event_id": "1001526", "external_market_id": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "external_contract_id": "40352287879098860496506920439022426211618417588393832756642837004900248037918", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648": { "DOWN": "67895896100711813268817071254713515862138253396016814754298926464647899883720", "UP": "40352287879098860496506920439022426211618417588393832756642837004900248037918" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3076, "signal_id": 4098, "quote_id": 771, "settlement_id": 115, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 153.55692913385826, "entry_price": 0.635, "entry_price_type": "historical_price_sample", "gross_cost": 97.50865, "trading_fee": 2.49135, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 153.55692913385826, "gross_pnl": 56.04827913385826, "net_pnl": 53.55692913385826, "roi": 0.5355692913385827, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T01:11:25.193599Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3075, "signal_id": 4098, "quote_id": 771, "settlement_id": 115, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.635, "entry_price_type": "historical_price_sample", "gross_cost": 63.5, "trading_fee": 1.62243, "total_deployed": 65.12243, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 36.5, "net_pnl": 34.877570000000006, "roi": 0.5355692347475365, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T01:11:25.191464Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77232.17, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1001526", "ticker": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "market_id": "0xee1f5827f1fa9c5482710ab4486fd6a4e88a94a2541e2318a9acc3363525d648", "contract_id": "67895896100711813268817071254713515862138253396016814754298926464647899883720", "market_title": "Bitcoin Up or Down - September 12, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T23:10:15.858320Z", "retrieved_timestamp": "2026-09-12T23:10:18Z", "quote_offset_seconds": 2.14168, "quote_age_seconds": 2.14168, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "spread": null, "selected_entry_price": 0.635, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77278.73, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T231015.858320Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3713, "signal_id": 4098, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T22:00:00Z", "return_6h": -0.0016267223006382059, "return_12h": -0.0013030669724958255, "return_24h": 0.0010650680492547693, "close_vs_ema12": -0.00029118963351315585, "close_vs_ema24": -0.0008304230923003031, "ema12_slope_3h": -0.00024715493536697775, "ema24_slope_6h": -0.0008818956459557548, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T23:11:26.951598Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T22:00:00Z", "return_6h": -0.0016267223006382059, "return_12h": -0.0013030669724958255, "return_24h": 0.0010650680492547693, "close_vs_ema12": -0.00029118963351315585, "close_vs_ema24": -0.0008304230923003031, "ema12_slope_3h": -0.00024715493536697775, "ema24_slope_6h": -0.0008818956459557548, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4017, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T221016.448267Z", "trigger_timestamp": "2026-09-12T22:10:16.448267Z", "market_start_timestamp": "2026-09-12T22:00:00Z", "resolution_timestamp": "2026-09-12T23:00:00Z", "direction": "UP", "base_run_id": 2399, "small_run_id": 2400, "last_observed_close": 77264.01, "actual_close": 77232.17, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T22:11:21.283451Z", "market_regime": { "id": 3632, "signal_id": 4017, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T21:00:00Z", "return_6h": -0.001503740548151944, "return_12h": -0.0011044682417870044, "return_24h": 0.0020231361177651674, "close_vs_ema12": 6.800658833294726e-05, "close_vs_ema24": -0.0004906772779798008, "ema12_slope_3h": -0.0005675941002800666, "ema24_slope_6h": -0.0008171340948454064, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T22:11:21.285899Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T21:00:00Z", "return_6h": -0.001503740548151944, "return_12h": -0.0011044682417870044, "return_24h": 0.0020231361177651674, "close_vs_ema12": 6.800658833294726e-05, "close_vs_ema24": -0.0004906772779798008, "ema12_slope_3h": -0.0005675941002800666, "ema24_slope_6h": -0.0008171340948454064, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "entry_probability": 0.475, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 66.551733, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2399, 2400 ], "forecast_publication_timestamp": "2026-09-12T22:10:16.448267Z", "requested_quote_timestamp": "2026-09-12T22:10:16.448267Z", "retrieved_quote_timestamp": "2026-09-12T22:11:23Z", "quote_retrieval_timestamp": "2026-09-12T23:11:29.961206Z", "timing_difference_seconds": 66.551733, "selected_quote": { "id": 770, "contract_id": 1466, "forecast_timestamp": "2026-09-12T22:10:16.448267Z", "requested_timestamp": "2026-09-12T22:10:16.448267Z", "actual_quote_timestamp": "2026-09-12T22:11:23Z", "timestamp_delta_seconds": 66.551733, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T23:11:29.961206Z", "raw_json": "{\"request\":{\"start\":1789251016,\"end\":1789251376},\"response\":{\"history\":[{\"t\":1789251016,\"p\":0.495},{\"t\":1789251083,\"p\":0.475},{\"t\":1789251136,\"p\":0.505},{\"t\":1789251195,\"p\":0.505},{\"t\":1789251255,\"p\":0.405},{\"t\":1789251317,\"p\":0.495},{\"t\":1789254676,\"p\":0.0005}]},\"selected\":{\"t\":1789251083,\"p\":0.475}}", "venue": "polymarket", "external_event_id": "1001305", "external_market_id": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "external_contract_id": "93212997974893858566174023905017945939795606700373405680930673113558564734183", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6pm-et" }, "selected_entry_price": 0.475, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T22:10:16.448267Z", "id": 1467, "venue": "polymarket", "external_event_id": "1001305", "external_market_id": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "external_contract_id": "53505146500596275649648381343380219631149977668031151880743216133840158480844", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T22:00:00Z", "resolution_timestamp": "2026-09-12T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6pm-et", "first_retrieved_at": "2026-09-12T22:11:23.875504Z", "forecast_run_ids": [ 2399, 2400 ] }, { "forecast_timestamp": "2026-09-12T22:10:16.448267Z", "id": 1466, "venue": "polymarket", "external_event_id": "1001305", "external_market_id": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "external_contract_id": "93212997974893858566174023905017945939795606700373405680930673113558564734183", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T22:00:00Z", "resolution_timestamp": "2026-09-12T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6pm-et", "first_retrieved_at": "2026-09-12T22:11:23.871394Z", "forecast_run_ids": [ 2399, 2400 ] } ], "quotes": [ { "id": 770, "contract_id": 1466, "forecast_timestamp": "2026-09-12T22:10:16.448267Z", "requested_timestamp": "2026-09-12T22:10:16.448267Z", "actual_quote_timestamp": "2026-09-12T22:11:23Z", "timestamp_delta_seconds": 66.551733, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T23:11:29.961206Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "contract_side": "UP", "external_event_id": "1001305", "external_market_id": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "external_contract_id": "93212997974893858566174023905017945939795606700373405680930673113558564734183", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b": { "DOWN": "53505146500596275649648381343380219631149977668031151880743216133840158480844", "UP": "93212997974893858566174023905017945939795606700373405680930673113558564734183" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 3007, "signal_id": 4017, "quote_id": 770, "settlement_id": 113, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 203.0637263157895, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 96.45527, "trading_fee": 3.54473, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.45527, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T00:11:20.586339Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3006, "signal_id": 4017, "quote_id": 770, "settlement_id": 113, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 47.5, "trading_fee": 1.74563, "total_deployed": 49.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -47.5, "net_pnl": -49.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-13T00:11:20.584599Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77264.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1001305", "ticker": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "market_id": "0x0412c57e472e1ec2bbcbd13e00f635edf042b7b8a17afa670e3400646386476b", "contract_id": "53505146500596275649648381343380219631149977668031151880743216133840158480844", "market_title": "Bitcoin Up or Down - September 12, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T22:10:16.448267Z", "retrieved_timestamp": "2026-09-12T22:11:23Z", "quote_offset_seconds": 66.551733, "quote_age_seconds": 66.551733, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "spread": null, "selected_entry_price": 0.475, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77232.17, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T221016.448267Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3632, "signal_id": 4017, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T21:00:00Z", "return_6h": -0.001503740548151944, "return_12h": -0.0011044682417870044, "return_24h": 0.0020231361177651674, "close_vs_ema12": 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"signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T211013.515969Z", "trigger_timestamp": "2026-09-12T21:10:13.515969Z", "market_start_timestamp": "2026-09-12T21:00:00Z", "resolution_timestamp": "2026-09-12T22:00:00Z", "direction": "UP", "base_run_id": 2394, "small_run_id": 2395, "last_observed_close": 77170.0, "actual_close": 77264.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T21:11:17.714329Z", "market_regime": { "id": 3552, "signal_id": 3937, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T20:00:00Z", "return_6h": -0.00375981587694707, "return_12h": -0.0024561785863264074, "return_24h": -0.002189442292815369, "close_vs_ema12": -0.0011364626380248044, "close_vs_ema24": -0.0017494104611920358, "ema12_slope_3h": 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0.745, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T21:11:20.389023Z", "raw_json": "{\"request\":{\"start\":1789247413,\"end\":1789247773},\"response\":{\"history\":[{\"t\":1789247427,\"p\":0.745},{\"t\":1789247475,\"p\":0.755},{\"t\":1789247475,\"p\":0.755}]},\"selected\":{\"t\":1789247427,\"p\":0.745}}", "venue": "polymarket", "external_event_id": "1001126", "external_market_id": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "external_contract_id": "41587651755892135571439320232697125196321808467015814463687002501808841234299", "market_title": "Bitcoin Up or Down - September 12, 5PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-5pm-et" }, "selected_entry_price": 0.745, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T21:10:13.515969Z", "id": 1459, "venue": "polymarket", "external_event_id": "1001126", "external_market_id": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "external_contract_id": "48500777505804256424561198028387856575499808452227049276394990000679573383651", "market_title": "Bitcoin Up or Down - September 12, 5PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T21:00:00Z", "resolution_timestamp": "2026-09-12T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-5pm-et", "first_retrieved_at": "2026-09-12T21:11:20.092628Z", "forecast_run_ids": [ 2394, 2395 ] }, { "forecast_timestamp": "2026-09-12T21:10:13.515969Z", "id": 1458, "venue": "polymarket", "external_event_id": "1001126", "external_market_id": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "external_contract_id": "41587651755892135571439320232697125196321808467015814463687002501808841234299", "market_title": "Bitcoin Up or Down - September 12, 5PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T21:00:00Z", "resolution_timestamp": "2026-09-12T22:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-5pm-et", "first_retrieved_at": "2026-09-12T21:11:20.087283Z", "forecast_run_ids": [ 2394, 2395 ] } ], "quotes": [ { "id": 763, "contract_id": 1458, "forecast_timestamp": "2026-09-12T21:10:13.515969Z", "requested_timestamp": "2026-09-12T21:10:13.515969Z", "actual_quote_timestamp": "2026-09-12T21:10:27Z", "timestamp_delta_seconds": 13.484031, "bid": null, "ask": null, "midpoint": null, "last_price": 0.745, "implied_probability": 0.745, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T21:11:20.389023Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 5PM ET", "contract_side": "UP", "external_event_id": "1001126", "external_market_id": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "external_contract_id": 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33.627928187919466, "net_pnl": 31.87422818791947, "roi": 0.31874228187919473, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T23:11:29.110582Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2939, "signal_id": 3937, "quote_id": 763, "settlement_id": 111, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.745, "entry_price_type": "historical_price_sample", "gross_cost": 74.5, "trading_fee": 1.32983, "total_deployed": 75.82983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 25.5, "net_pnl": 24.17017, "roi": 0.31874224167454945, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T23:11:29.105542Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77170.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1001126", "ticker": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "market_id": "0x3a0753b4dde7ab37f89c4018b6cbaab08b8f0328add333187158c6f0555869ff", "contract_id": "48500777505804256424561198028387856575499808452227049276394990000679573383651", "market_title": "Bitcoin Up or Down - September 12, 5PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T21:10:13.515969Z", "retrieved_timestamp": "2026-09-12T21:10:27Z", "quote_offset_seconds": 13.484031, "quote_age_seconds": 13.484031, "bid": null, "ask": null, "midpoint": null, "last_price": 0.745, "spread": null, "selected_entry_price": 0.745, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77264.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T211013.515969Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3552, "signal_id": 3937, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T20:00:00Z", "return_6h": -0.00375981587694707, "return_12h": -0.0024561785863264074, "return_24h": -0.002189442292815369, "close_vs_ema12": -0.0011364626380248044, "close_vs_ema24": -0.0017494104611920358, "ema12_slope_3h": -0.000983239741705444, "ema24_slope_6h": -0.0007574164252902582, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T21:11:17.716759Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T20:00:00Z", "return_6h": -0.00375981587694707, "return_12h": -0.0024561785863264074, "return_24h": -0.002189442292815369, "close_vs_ema12": -0.0011364626380248044, "close_vs_ema24": -0.0017494104611920358, "ema12_slope_3h": -0.000983239741705444, "ema24_slope_6h": -0.0007574164252902582, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3781, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T191015.717518Z", "trigger_timestamp": "2026-09-12T19:10:15.717518Z", "market_start_timestamp": "2026-09-12T19:00:00Z", "resolution_timestamp": "2026-09-12T20:00:00Z", "direction": "UP", "base_run_id": 2384, "small_run_id": 2385, "last_observed_close": 77131.0, "actual_close": 77114.99, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T19:11:19.573303Z", "market_regime": { "id": 3396, "signal_id": 3781, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T18:00:00Z", "return_6h": -0.0027023532454099053, "return_12h": -0.002053701054460899, "return_24h": 0.0009992991927738615, "close_vs_ema12": -0.002220266093505452, "close_vs_ema24": -0.0026322566921267443, "ema12_slope_3h": -0.0006889749382731347, "ema24_slope_6h": -0.00025636358521397007, "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": "2026-09-12T19:11:19.575811Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T18:00:00Z", "return_6h": -0.0027023532454099053, "return_12h": -0.002053701054460899, "return_24h": 0.0009992991927738615, "close_vs_ema12": -0.002220266093505452, "close_vs_ema24": -0.0026322566921267443, "ema12_slope_3h": -0.0006889749382731347, "ema24_slope_6h": -0.00025636358521397007, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.282482, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 2384, 2385 ], "forecast_publication_timestamp": "2026-09-12T19:10:15.717518Z", "requested_quote_timestamp": "2026-09-12T19:10:15.717518Z", "retrieved_quote_timestamp": "2026-09-12T19:10:16Z", "quote_retrieval_timestamp": "2026-09-12T19:11:21.717326Z", "timing_difference_seconds": 0.282482, "selected_quote": { "id": 757, "contract_id": 1445, "forecast_timestamp": "2026-09-12T19:10:15.717518Z", "requested_timestamp": "2026-09-12T19:10:15.717518Z", "actual_quote_timestamp": "2026-09-12T19:10:16Z", "timestamp_delta_seconds": 0.282482, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T19:11:21.717326Z", "raw_json": "{\"request\":{\"start\":1789240215,\"end\":1789240575},\"response\":{\"history\":[{\"t\":1789240216,\"p\":0.585},{\"t\":1789240275,\"p\":0.575},{\"t\":1789240275,\"p\":0.575}]},\"selected\":{\"t\":1789240216,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "1000620", "external_market_id": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "external_contract_id": "95060737378239191948943043180274787739499753574609554553206479427228384395924", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-3pm-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T19:10:15.717518Z", "id": 1446, "venue": "polymarket", "external_event_id": "1000620", "external_market_id": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "external_contract_id": "38541724299736458752087359332275317776284429055116801439262678487401541445603", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T19:00:00Z", "resolution_timestamp": "2026-09-12T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-3pm-et", "first_retrieved_at": "2026-09-12T19:11:21.533740Z", "forecast_run_ids": [ 2384, 2385 ] }, { "forecast_timestamp": "2026-09-12T19:10:15.717518Z", "id": 1445, "venue": "polymarket", "external_event_id": "1000620", "external_market_id": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "external_contract_id": "95060737378239191948943043180274787739499753574609554553206479427228384395924", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T19:00:00Z", "resolution_timestamp": "2026-09-12T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-3pm-et", "first_retrieved_at": "2026-09-12T19:11:21.529501Z", "forecast_run_ids": [ 2384, 2385 ] } ], "quotes": [ { "id": 757, "contract_id": 1445, "forecast_timestamp": "2026-09-12T19:10:15.717518Z", "requested_timestamp": "2026-09-12T19:10:15.717518Z", "actual_quote_timestamp": "2026-09-12T19:10:16Z", "timestamp_delta_seconds": 0.282482, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T19:11:21.717326Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "contract_side": "UP", "external_event_id": "1000620", "external_market_id": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "external_contract_id": "95060737378239191948943043180274787739499753574609554553206479427228384395924", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da": { "DOWN": "38541724299736458752087359332275317776284429055116801439262678487401541445603", "UP": "95060737378239191948943043180274787739499753574609554553206479427228384395924" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2813, "signal_id": 3781, "quote_id": 757, "settlement_id": 108, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.17701, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T21:11:19.984197Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2812, "signal_id": 3781, "quote_id": 757, "settlement_id": 108, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -58.5, "net_pnl": -60.19943, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T21:11:19.982536Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77131.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "1000620", "ticker": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "market_id": "0xcae4706a8ea06ce61a8b452a8bc180dd5f791afa57fc9f760c9f7ddac87322da", "contract_id": "38541724299736458752087359332275317776284429055116801439262678487401541445603", "market_title": "Bitcoin Up or Down - September 12, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T19:10:15.717518Z", "retrieved_timestamp": "2026-09-12T19:10:16Z", "quote_offset_seconds": 0.282482, "quote_age_seconds": 0.282482, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77114.99, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T191015.717518Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3396, "signal_id": 3781, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T18:00:00Z", "return_6h": -0.0027023532454099053, "return_12h": -0.002053701054460899, "return_24h": 0.0009992991927738615, "close_vs_ema12": -0.002220266093505452, "close_vs_ema24": -0.0026322566921267443, "ema12_slope_3h": -0.0006889749382731347, "ema24_slope_6h": -0.00025636358521397007, "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": "2026-09-12T19:11:19.575811Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T18:00:00Z", "return_6h": -0.0027023532454099053, "return_12h": -0.002053701054460899, "return_24h": 0.0009992991927738615, "close_vs_ema12": -0.002220266093505452, "close_vs_ema24": -0.0026322566921267443, "ema12_slope_3h": -0.0006889749382731347, "ema24_slope_6h": -0.00025636358521397007, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3627, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T171016.345709Z", "trigger_timestamp": "2026-09-12T17:10:16.345709Z", "market_start_timestamp": "2026-09-12T17:00:00Z", "resolution_timestamp": "2026-09-12T18:00:00Z", "direction": "UP", "base_run_id": 2374, "small_run_id": 2375, "last_observed_close": 77358.01, "actual_close": 77210.58, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T17:11:20.998942Z", "market_regime": { "id": 3242, "signal_id": 3627, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T16:00:00Z", "return_6h": 0.00032418268334288847, "return_12h": 0.0017515563742549478, "return_24h": -0.0071614302582269085, "close_vs_ema12": 2.2765990496331767e-05, "close_vs_ema24": -8.500236635333724e-05, "ema12_slope_3h": 0.00031965685195101123, "ema24_slope_6h": 0.00011600070517525651, "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": "2026-09-12T17:11:21.001379Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T16:00:00Z", "return_6h": 0.00032418268334288847, "return_12h": 0.0017515563742549478, "return_24h": -0.0071614302582269085, "close_vs_ema12": 2.2765990496331767e-05, "close_vs_ema24": -8.500236635333724e-05, "ema12_slope_3h": 0.00031965685195101123, "ema24_slope_6h": 0.00011600070517525651, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "entry_probability": 0.655, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.654291, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 2374, 2375 ], "forecast_publication_timestamp": "2026-09-12T17:10:16.345709Z", "requested_quote_timestamp": "2026-09-12T17:10:16.345709Z", "retrieved_quote_timestamp": "2026-09-12T17:10:17Z", "quote_retrieval_timestamp": "2026-09-12T17:11:23.240790Z", "timing_difference_seconds": 0.654291, "selected_quote": { "id": 751, "contract_id": 1431, "forecast_timestamp": "2026-09-12T17:10:16.345709Z", "requested_timestamp": "2026-09-12T17:10:16.345709Z", "actual_quote_timestamp": "2026-09-12T17:10:17Z", "timestamp_delta_seconds": 0.654291, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T17:11:23.240790Z", "raw_json": "{\"request\":{\"start\":1789233016,\"end\":1789233376},\"response\":{\"history\":[{\"t\":1789233017,\"p\":0.655},{\"t\":1789233077,\"p\":0.665},{\"t\":1789233077,\"p\":0.665}]},\"selected\":{\"t\":1789233017,\"p\":0.655}}", "venue": "polymarket", "external_event_id": "999924", "external_market_id": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "external_contract_id": "85158560970150818838625610908104560853658255414456361409709903058108826228104", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-1pm-et" }, "selected_entry_price": 0.655, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T17:10:16.345709Z", "id": 1432, "venue": "polymarket", "external_event_id": "999924", "external_market_id": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "external_contract_id": "9305747916035575004209356181848511242552359752301717439023497462087747435383", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T17:00:00Z", "resolution_timestamp": "2026-09-12T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-1pm-et", "first_retrieved_at": "2026-09-12T17:11:23.043558Z", "forecast_run_ids": [ 2374, 2375 ] }, { "forecast_timestamp": "2026-09-12T17:10:16.345709Z", "id": 1431, "venue": "polymarket", "external_event_id": "999924", "external_market_id": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "external_contract_id": "85158560970150818838625610908104560853658255414456361409709903058108826228104", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T17:00:00Z", "resolution_timestamp": "2026-09-12T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-1pm-et", "first_retrieved_at": "2026-09-12T17:11:23.038688Z", "forecast_run_ids": [ 2374, 2375 ] } ], "quotes": [ { "id": 751, "contract_id": 1431, "forecast_timestamp": "2026-09-12T17:10:16.345709Z", "requested_timestamp": "2026-09-12T17:10:16.345709Z", "actual_quote_timestamp": "2026-09-12T17:10:17Z", "timestamp_delta_seconds": 0.654291, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T17:11:23.240790Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "contract_side": "UP", "external_event_id": "999924", "external_market_id": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "external_contract_id": "85158560970150818838625610908104560853658255414456361409709903058108826228104", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537": { "DOWN": "9305747916035575004209356181848511242552359752301717439023497462087747435383", "UP": "85158560970150818838625610908104560853658255414456361409709903058108826228104" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2691, "signal_id": 3627, "quote_id": 751, "settlement_id": 106, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 149.07167938931295, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 97.64194999999998, "trading_fee": 2.35805, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.64194999999998, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T19:11:21.486905Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2690, "signal_id": 3627, "quote_id": 751, "settlement_id": 106, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 65.5, "trading_fee": 1.58183, "total_deployed": 67.08183, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -65.5, "net_pnl": -67.08183, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T19:11:21.485296Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77358.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "999924", "ticker": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "market_id": "0x6187f7ec6d3808d50259fe24467d2b3ec57dd9d54198f8509946c6dd19a7f537", "contract_id": "9305747916035575004209356181848511242552359752301717439023497462087747435383", "market_title": "Bitcoin Up or Down - September 12, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T17:10:16.345709Z", "retrieved_timestamp": "2026-09-12T17:10:17Z", "quote_offset_seconds": 0.654291, "quote_age_seconds": 0.654291, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "spread": null, "selected_entry_price": 0.655, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77210.58, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T171016.345709Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3242, "signal_id": 3627, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T16:00:00Z", "return_6h": 0.00032418268334288847, "return_12h": 0.0017515563742549478, "return_24h": -0.0071614302582269085, "close_vs_ema12": 2.2765990496331767e-05, "close_vs_ema24": -8.500236635333724e-05, "ema12_slope_3h": 0.00031965685195101123, "ema24_slope_6h": 0.00011600070517525651, "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": "2026-09-12T17:11:21.001379Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T16:00:00Z", "return_6h": 0.00032418268334288847, "return_12h": 0.0017515563742549478, "return_24h": -0.0071614302582269085, "close_vs_ema12": 2.2765990496331767e-05, "close_vs_ema24": -8.500236635333724e-05, "ema12_slope_3h": 0.00031965685195101123, "ema24_slope_6h": 0.00011600070517525651, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3550, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T161014.716679Z", "trigger_timestamp": "2026-09-12T16:10:14.716679Z", "market_start_timestamp": "2026-09-12T16:00:00Z", "resolution_timestamp": "2026-09-12T17:00:00Z", "direction": "UP", "base_run_id": 2369, "small_run_id": 2370, "last_observed_close": 77380.37, "actual_close": 77358.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T16:11:18.918693Z", "market_regime": { "id": 3165, "signal_id": 3550, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T15:00:00Z", "return_6h": 0.0003998736125303548, "return_12h": 0.0014531224985629976, "return_24h": -0.0045268212357162385, "close_vs_ema12": 0.0003159588477938957, "close_vs_ema24": 0.00019662579864632157, "ema12_slope_3h": 0.00039781731107280116, "ema24_slope_6h": 9.790369161200019e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T16:11:18.921030Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T15:00:00Z", "return_6h": 0.0003998736125303548, "return_12h": 0.0014531224985629976, "return_24h": -0.0045268212357162385, "close_vs_ema12": 0.0003159588477938957, "close_vs_ema24": 0.00019662579864632157, "ema12_slope_3h": 0.00039781731107280116, "ema24_slope_6h": 9.790369161200019e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "entry_probability": 0.425, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 2.283321, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2369, 2370 ], "forecast_publication_timestamp": "2026-09-12T16:10:14.716679Z", "requested_quote_timestamp": "2026-09-12T16:10:14.716679Z", "retrieved_quote_timestamp": "2026-09-12T16:10:17Z", "quote_retrieval_timestamp": "2026-09-12T16:11:20.659549Z", "timing_difference_seconds": 2.283321, "selected_quote": { "id": 747, "contract_id": 1423, "forecast_timestamp": "2026-09-12T16:10:14.716679Z", "requested_timestamp": "2026-09-12T16:10:14.716679Z", "actual_quote_timestamp": "2026-09-12T16:10:17Z", "timestamp_delta_seconds": 2.283321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T16:11:20.659549Z", "raw_json": "{\"request\":{\"start\":1789229414,\"end\":1789229774},\"response\":{\"history\":[{\"t\":1789229417,\"p\":0.425},{\"t\":1789229417,\"p\":0.425}]},\"selected\":{\"t\":1789229417,\"p\":0.425}}", "venue": "polymarket", "external_event_id": "999708", "external_market_id": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "external_contract_id": "114238460171035351876465383745041878520551962535489091127944121349385846294936", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-12pm-et" }, "selected_entry_price": 0.425, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T16:10:14.716679Z", "id": 1424, "venue": "polymarket", "external_event_id": "999708", "external_market_id": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "external_contract_id": "4122147472715550855770865253034164358567328286898802429581841727727372005544", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T16:00:00Z", "resolution_timestamp": "2026-09-12T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-12pm-et", "first_retrieved_at": "2026-09-12T16:11:20.467276Z", "forecast_run_ids": [ 2369, 2370 ] }, { "forecast_timestamp": "2026-09-12T16:10:14.716679Z", "id": 1423, "venue": "polymarket", "external_event_id": "999708", "external_market_id": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "external_contract_id": "114238460171035351876465383745041878520551962535489091127944121349385846294936", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T16:00:00Z", "resolution_timestamp": "2026-09-12T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-12pm-et", "first_retrieved_at": "2026-09-12T16:11:20.463162Z", "forecast_run_ids": [ 2369, 2370 ] } ], "quotes": [ { "id": 747, "contract_id": 1423, "forecast_timestamp": "2026-09-12T16:10:14.716679Z", "requested_timestamp": "2026-09-12T16:10:14.716679Z", "actual_quote_timestamp": "2026-09-12T16:10:17Z", "timestamp_delta_seconds": 2.283321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T16:11:20.659549Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "contract_side": "UP", "external_event_id": "999708", "external_market_id": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "external_contract_id": "114238460171035351876465383745041878520551962535489091127944121349385846294936", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173": { "DOWN": "4122147472715550855770865253034164358567328286898802429581841727727372005544", "UP": "114238460171035351876465383745041878520551962535489091127944121349385846294936" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2631, "signal_id": 3550, "quote_id": 747, "settlement_id": 105, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 226.18997647058825, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 96.13074, "trading_fee": 3.86926, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.13074, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T18:11:22.917849Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2630, "signal_id": 3550, "quote_id": 747, "settlement_id": 105, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 42.5, "trading_fee": 1.71062, "total_deployed": 44.21062, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -42.5, "net_pnl": -44.21062, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T18:11:22.916241Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77380.37, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "999708", "ticker": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "market_id": "0xc17e71a1145b5b4f27db4b86b4c8f88099f9c90d599d8dc878c1a73af2499173", "contract_id": "4122147472715550855770865253034164358567328286898802429581841727727372005544", "market_title": "Bitcoin Up or Down - September 12, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T16:10:14.716679Z", "retrieved_timestamp": "2026-09-12T16:10:17Z", "quote_offset_seconds": 2.283321, "quote_age_seconds": 2.283321, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "spread": null, "selected_entry_price": 0.425, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77358.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T161014.716679Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 3165, "signal_id": 3550, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T15:00:00Z", "return_6h": 0.0003998736125303548, "return_12h": 0.0014531224985629976, "return_24h": -0.0045268212357162385, "close_vs_ema12": 0.0003159588477938957, "close_vs_ema24": 0.00019662579864632157, "ema12_slope_3h": 0.00039781731107280116, "ema24_slope_6h": 9.790369161200019e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T16:11:18.921030Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T15:00:00Z", "return_6h": 0.0003998736125303548, "return_12h": 0.0014531224985629976, "return_24h": -0.0045268212357162385, "close_vs_ema12": 0.0003159588477938957, "close_vs_ema24": 0.00019662579864632157, "ema12_slope_3h": 0.00039781731107280116, "ema24_slope_6h": 9.790369161200019e-05, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3326, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T131016.686591Z", "trigger_timestamp": "2026-09-12T13:10:16.686591Z", "market_start_timestamp": "2026-09-12T13:00:00Z", "resolution_timestamp": "2026-09-12T14:00:00Z", "direction": "UP", "base_run_id": 2354, "small_run_id": 2355, "last_observed_close": 77340.0, "actual_close": 77366.52, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T13:11:20.558422Z", "market_regime": { "id": 2941, "signal_id": 3326, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T12:00:00Z", "return_6h": 0.0006504098280586401, "return_12h": 0.0006801882272449156, "return_24h": -0.00888073108566012, "close_vs_ema12": 0.00019182086222802042, "close_vs_ema24": -0.00018609511189759953, "ema12_slope_3h": 0.0001528018661645092, "ema24_slope_6h": -0.00014802119315093787, "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": "2026-09-12T13:11:20.560740Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T12:00:00Z", "return_6h": 0.0006504098280586401, "return_12h": 0.0006801882272449156, "return_24h": -0.00888073108566012, "close_vs_ema12": 0.00019182086222802042, "close_vs_ema24": -0.00018609511189759953, "ema12_slope_3h": 0.0001528018661645092, "ema24_slope_6h": -0.00014802119315093787, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "entry_probability": 0.595, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 13.313409, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2354, 2355 ], "forecast_publication_timestamp": "2026-09-12T13:10:16.686591Z", "requested_quote_timestamp": "2026-09-12T13:10:16.686591Z", "retrieved_quote_timestamp": "2026-09-12T13:10:30Z", "quote_retrieval_timestamp": "2026-09-12T13:11:22.867566Z", "timing_difference_seconds": 13.313409, "selected_quote": { "id": 741, "contract_id": 1407, "forecast_timestamp": "2026-09-12T13:10:16.686591Z", "requested_timestamp": "2026-09-12T13:10:16.686591Z", "actual_quote_timestamp": "2026-09-12T13:10:30Z", "timestamp_delta_seconds": 13.313409, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "implied_probability": 0.595, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T13:11:22.867566Z", "raw_json": "{\"request\":{\"start\":1789218616,\"end\":1789218976},\"response\":{\"history\":[{\"t\":1789218630,\"p\":0.595},{\"t\":1789218677,\"p\":0.555},{\"t\":1789218677,\"p\":0.555}]},\"selected\":{\"t\":1789218630,\"p\":0.595}}", "venue": "polymarket", "external_event_id": "999017", "external_market_id": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "external_contract_id": "105082325357429904614830015082102404547433839668456989375398152744686909851855", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9am-et" }, "selected_entry_price": 0.595, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T13:10:16.686591Z", "id": 1408, "venue": "polymarket", "external_event_id": "999017", "external_market_id": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "external_contract_id": "82882493737634847501495450034328199252679585427669698691046810614571009557540", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T13:00:00Z", "resolution_timestamp": "2026-09-12T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9am-et", "first_retrieved_at": "2026-09-12T13:11:22.673149Z", "forecast_run_ids": [ 2354, 2355 ] }, { "forecast_timestamp": "2026-09-12T13:10:16.686591Z", "id": 1407, "venue": "polymarket", "external_event_id": "999017", "external_market_id": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "external_contract_id": "105082325357429904614830015082102404547433839668456989375398152744686909851855", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T13:00:00Z", "resolution_timestamp": "2026-09-12T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-9am-et", "first_retrieved_at": "2026-09-12T13:11:22.668825Z", "forecast_run_ids": [ 2354, 2355 ] } ], "quotes": [ { "id": 741, "contract_id": 1407, "forecast_timestamp": "2026-09-12T13:10:16.686591Z", "requested_timestamp": "2026-09-12T13:10:16.686591Z", "actual_quote_timestamp": "2026-09-12T13:10:30Z", "timestamp_delta_seconds": 13.313409, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "implied_probability": 0.595, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T13:11:22.867566Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "contract_side": "UP", "external_event_id": "999017", "external_market_id": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "external_contract_id": "105082325357429904614830015082102404547433839668456989375398152744686909851855", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b": { "DOWN": "82882493737634847501495450034328199252679585427669698691046810614571009557540", "UP": "105082325357429904614830015082102404547433839668456989375398152744686909851855" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2461, "signal_id": 3326, "quote_id": 741, "settlement_id": 102, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 163.4338823529412, "entry_price": 0.595, "entry_price_type": "historical_price_sample", "gross_cost": 97.24316, "trading_fee": 2.75684, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 163.4338823529412, "gross_pnl": 66.1907223529412, "net_pnl": 63.4338823529412, "roi": 0.634338823529412, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T15:11:21.147964Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2460, "signal_id": 3326, "quote_id": 741, "settlement_id": 102, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.595, "entry_price_type": "historical_price_sample", "gross_cost": 59.5, "trading_fee": 1.68683, "total_deployed": 61.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 40.5, "net_pnl": 38.81317, "roi": 0.6343386313688746, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T15:11:21.146327Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77340.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "999017", "ticker": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "market_id": "0xd70e434f2091e4f82c49995ee7de96892dc39ae0fffda4f0c3de5041a939745b", "contract_id": "82882493737634847501495450034328199252679585427669698691046810614571009557540", "market_title": "Bitcoin Up or Down - September 12, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T13:10:16.686591Z", "retrieved_timestamp": "2026-09-12T13:10:30Z", "quote_offset_seconds": 13.313409, "quote_age_seconds": 13.313409, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "spread": null, "selected_entry_price": 0.595, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77366.52, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T131016.686591Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 2941, "signal_id": 3326, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T12:00:00Z", "return_6h": 0.0006504098280586401, "return_12h": 0.0006801882272449156, "return_24h": -0.00888073108566012, "close_vs_ema12": 0.00019182086222802042, "close_vs_ema24": -0.00018609511189759953, "ema12_slope_3h": 0.0001528018661645092, "ema24_slope_6h": -0.00014802119315093787, "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": "2026-09-12T13:11:20.560740Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T12:00:00Z", "return_6h": 0.0006504098280586401, "return_12h": 0.0006801882272449156, "return_24h": -0.00888073108566012, "close_vs_ema12": 0.00019182086222802042, "close_vs_ema24": -0.00018609511189759953, "ema12_slope_3h": 0.0001528018661645092, "ema24_slope_6h": -0.00014802119315093787, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3251, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T121013.851867Z", "trigger_timestamp": "2026-09-12T12:10:13.851867Z", "market_start_timestamp": "2026-09-12T12:00:00Z", "resolution_timestamp": "2026-09-12T13:00:00Z", "direction": "UP", "base_run_id": 2349, "small_run_id": 2350, "last_observed_close": 77356.04, "actual_close": 77340.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T12:11:17.851161Z", "market_regime": { "id": 2866, "signal_id": 3251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T11:00:00Z", "return_6h": 0.0017876660882176765, "return_12h": 0.001687780104291603, "return_24h": 0.004152857127279974, "close_vs_ema12": 0.000434148221220898, "close_vs_ema24": 5.079941034047408e-06, "ema12_slope_3h": 0.0002028013270973794, "ema24_slope_6h": -0.00021737573600766336, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T12:11:17.853448Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T11:00:00Z", "return_6h": 0.0017876660882176765, "return_12h": 0.001687780104291603, "return_24h": 0.004152857127279974, "close_vs_ema12": 0.000434148221220898, "close_vs_ema24": 5.079941034047408e-06, "ema12_slope_3h": 0.0002028013270973794, "ema24_slope_6h": -0.00021737573600766336, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "entry_probability": 0.51, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 0.148133, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 2349, 2350 ], "forecast_publication_timestamp": "2026-09-12T12:10:13.851867Z", "requested_quote_timestamp": "2026-09-12T12:10:13.851867Z", "retrieved_quote_timestamp": "2026-09-12T12:10:14Z", "quote_retrieval_timestamp": "2026-09-12T12:11:20.946827Z", "timing_difference_seconds": 0.148133, "selected_quote": { "id": 736, "contract_id": 1397, "forecast_timestamp": "2026-09-12T12:10:13.851867Z", "requested_timestamp": "2026-09-12T12:10:13.851867Z", "actual_quote_timestamp": "2026-09-12T12:10:14Z", "timestamp_delta_seconds": 0.148133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.51, "implied_probability": 0.51, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T12:11:20.946827Z", "raw_json": "{\"request\":{\"start\":1789215013,\"end\":1789215373},\"response\":{\"history\":[{\"t\":1789215014,\"p\":0.51},{\"t\":1789215074,\"p\":0.36},{\"t\":1789215074,\"p\":0.36}]},\"selected\":{\"t\":1789215014,\"p\":0.51}}", "venue": "polymarket", "external_event_id": "998777", "external_market_id": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "external_contract_id": "14145706829055689236861403595092845189854035979291953365492668246035704459909", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8am-et" }, "selected_entry_price": 0.51, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T12:10:13.851867Z", "id": 1398, "venue": "polymarket", "external_event_id": "998777", "external_market_id": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "external_contract_id": "32066132098444443227315121760850971685167782413120021825552378637001377604129", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T12:00:00Z", "resolution_timestamp": "2026-09-12T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8am-et", "first_retrieved_at": "2026-09-12T12:11:20.579356Z", "forecast_run_ids": [ 2349, 2350 ] }, { "forecast_timestamp": "2026-09-12T12:10:13.851867Z", "id": 1397, "venue": "polymarket", "external_event_id": "998777", "external_market_id": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "external_contract_id": "14145706829055689236861403595092845189854035979291953365492668246035704459909", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T12:00:00Z", "resolution_timestamp": "2026-09-12T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-8am-et", "first_retrieved_at": "2026-09-12T12:11:20.575316Z", "forecast_run_ids": [ 2349, 2350 ] } ], "quotes": [ { "id": 736, "contract_id": 1397, "forecast_timestamp": "2026-09-12T12:10:13.851867Z", "requested_timestamp": "2026-09-12T12:10:13.851867Z", "actual_quote_timestamp": "2026-09-12T12:10:14Z", "timestamp_delta_seconds": 0.148133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.51, "implied_probability": 0.51, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T12:11:20.946827Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "contract_side": "UP", "external_event_id": "998777", "external_market_id": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "external_contract_id": "14145706829055689236861403595092845189854035979291953365492668246035704459909", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9": { "DOWN": "32066132098444443227315121760850971685167782413120021825552378637001377604129", "UP": "14145706829055689236861403595092845189854035979291953365492668246035704459909" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2405, "signal_id": 3251, "quote_id": 736, "settlement_id": 101, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 189.57598039215688, "entry_price": 0.51, "entry_price_type": "historical_price_sample", "gross_cost": 96.68375, "trading_fee": 3.31625, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.68375, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T14:11:22.679468Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2404, "signal_id": 3251, "quote_id": 736, "settlement_id": 101, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.51, "entry_price_type": "historical_price_sample", "gross_cost": 51.0, "trading_fee": 1.7493, "total_deployed": 52.7493, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -51.0, "net_pnl": -52.7493, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T14:11:22.677739Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77356.04, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "998777", "ticker": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "market_id": "0xda787716748a94252238ed67a1be5e9397c7676bee458097c376f1bf6b454df9", "contract_id": "32066132098444443227315121760850971685167782413120021825552378637001377604129", "market_title": "Bitcoin Up or Down - September 12, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T12:10:13.851867Z", "retrieved_timestamp": "2026-09-12T12:10:14Z", "quote_offset_seconds": 0.148133, "quote_age_seconds": 0.148133, "bid": null, "ask": null, "midpoint": null, "last_price": 0.51, "spread": null, "selected_entry_price": 0.51, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77340.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T121013.851867Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 2866, "signal_id": 3251, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T11:00:00Z", "return_6h": 0.0017876660882176765, "return_12h": 0.001687780104291603, "return_24h": 0.004152857127279974, "close_vs_ema12": 0.000434148221220898, "close_vs_ema24": 5.079941034047408e-06, "ema12_slope_3h": 0.0002028013270973794, "ema24_slope_6h": -0.00021737573600766336, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T12:11:17.853448Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "source_interval_minutes": 60, "feature_timestamp": "2026-09-12T11:00:00Z", "return_6h": 0.0017876660882176765, "return_12h": 0.001687780104291603, "return_24h": 0.004152857127279974, "close_vs_ema12": 0.000434148221220898, "close_vs_ema24": 5.079941034047408e-06, "ema12_slope_3h": 0.0002028013270973794, "ema24_slope_6h": -0.00021737573600766336, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3177, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T111015.324700Z", "trigger_timestamp": "2026-09-12T11:10:15.324700Z", "market_start_timestamp": "2026-09-12T11:00:00Z", "resolution_timestamp": "2026-09-12T12:00:00Z", "direction": "UP", "base_run_id": 2344, "small_run_id": 2345, "last_observed_close": 77332.94, "actual_close": 77356.04, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T11:11:21.026715Z", "market_regime": { "id": 2792, "signal_id": 3177, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T10:00:00Z", "return_6h": 0.0014269111110392085, "return_12h": 0.0023712248865845886, "return_24h": 0.00441194520298871, "close_vs_ema12": 0.00021435232079336508, "close_vs_ema24": -0.0002930991871744615, "ema12_slope_3h": 0.00024904252660284953, "ema24_slope_6h": -0.000391348923095558, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T11:11:21.028930Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-12T10:00:00Z", "return_6h": 0.0014269111110392085, "return_12h": 0.0023712248865845886, "return_24h": 0.00441194520298871, "close_vs_ema12": 0.00021435232079336508, "close_vs_ema24": -0.0002930991871744615, "ema12_slope_3h": 0.00024904252660284953, "ema24_slope_6h": -0.000391348923095558, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.6753, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2344, 2345 ], "forecast_publication_timestamp": "2026-09-12T11:10:15.324700Z", "requested_quote_timestamp": "2026-09-12T11:10:15.324700Z", "retrieved_quote_timestamp": "2026-09-12T11:11:15Z", "quote_retrieval_timestamp": "2026-09-12T11:11:23.034189Z", "timing_difference_seconds": 59.6753, "selected_quote": { "id": 731, "contract_id": 1387, "forecast_timestamp": "2026-09-12T11:10:15.324700Z", "requested_timestamp": "2026-09-12T11:10:15.324700Z", "actual_quote_timestamp": "2026-09-12T11:11:15Z", "timestamp_delta_seconds": 59.6753, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T11:11:23.034189Z", "raw_json": "{\"request\":{\"start\":1789211415,\"end\":1789211775},\"response\":{\"history\":[{\"t\":1789211475,\"p\":0.405},{\"t\":1789211475,\"p\":0.405}]},\"selected\":{\"t\":1789211475,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "998588", "external_market_id": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "external_contract_id": "52861732586515215082302043477183096291690906279021201371842523870487371057983", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7am-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T11:10:15.324700Z", "id": 1388, "venue": "polymarket", "external_event_id": "998588", "external_market_id": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "external_contract_id": "108313093883684418117941961303274862364807837067606311694146628018534321078032", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T11:00:00Z", "resolution_timestamp": "2026-09-12T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7am-et", "first_retrieved_at": "2026-09-12T11:11:22.856818Z", "forecast_run_ids": [ 2344, 2345 ] }, { "forecast_timestamp": "2026-09-12T11:10:15.324700Z", "id": 1387, "venue": "polymarket", "external_event_id": "998588", "external_market_id": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "external_contract_id": "52861732586515215082302043477183096291690906279021201371842523870487371057983", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T11:00:00Z", "resolution_timestamp": "2026-09-12T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-7am-et", "first_retrieved_at": "2026-09-12T11:11:22.853386Z", "forecast_run_ids": [ 2344, 2345 ] } ], "quotes": [ { "id": 731, "contract_id": 1387, "forecast_timestamp": "2026-09-12T11:10:15.324700Z", "requested_timestamp": "2026-09-12T11:10:15.324700Z", "actual_quote_timestamp": "2026-09-12T11:11:15Z", "timestamp_delta_seconds": 59.6753, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T11:11:23.034189Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "contract_side": "UP", "external_event_id": "998588", "external_market_id": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "external_contract_id": "52861732586515215082302043477183096291690906279021201371842523870487371057983", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d": { "DOWN": "108313093883684418117941961303274862364807837067606311694146628018534321078032", "UP": "52861732586515215082302043477183096291690906279021201371842523870487371057983" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2349, "signal_id": 3177, "quote_id": 731, "settlement_id": 99, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 237.04083950617283, "gross_pnl": 141.03929950617282, "net_pnl": 137.04083950617283, "roi": 1.3704083950617283, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T13:11:22.387988Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2348, "signal_id": 3177, "quote_id": 731, "settlement_id": 99, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 59.5, "net_pnl": 57.81317, "roi": 1.3704080159613794, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T13:11:22.386358Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77332.94, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "998588", "ticker": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "market_id": "0x894d1165f58d0beba93ab9ec0d63204f49a6300c3ec7f063fd964962fcc8052d", "contract_id": "108313093883684418117941961303274862364807837067606311694146628018534321078032", "market_title": "Bitcoin Up or Down - September 12, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T11:10:15.324700Z", "retrieved_timestamp": "2026-09-12T11:11:15Z", "quote_offset_seconds": 59.6753, "quote_age_seconds": 59.6753, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77356.04, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T111015.324700Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 2792, "signal_id": 3177, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T10:00:00Z", "return_6h": 0.0014269111110392085, "return_12h": 0.0023712248865845886, "return_24h": 0.00441194520298871, "close_vs_ema12": 0.00021435232079336508, "close_vs_ema24": -0.0002930991871744615, "ema12_slope_3h": 0.00024904252660284953, "ema24_slope_6h": -0.000391348923095558, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T11:11:21.028930Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-12T10:00:00Z", "return_6h": 0.0014269111110392085, "return_12h": 0.0023712248865845886, "return_24h": 0.00441194520298871, "close_vs_ema12": 0.00021435232079336508, "close_vs_ema24": -0.0002930991871744615, "ema12_slope_3h": 0.00024904252660284953, "ema24_slope_6h": -0.000391348923095558, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3104, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T101014.780096Z", "trigger_timestamp": "2026-09-12T10:10:14.780096Z", "market_start_timestamp": "2026-09-12T10:00:00Z", "resolution_timestamp": "2026-09-12T11:00:00Z", "direction": "UP", "base_run_id": 2339, "small_run_id": 2340, "last_observed_close": 77349.44, "actual_close": 77332.94, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-12T10:11:18.574527Z", "market_regime": { "id": 2719, "signal_id": 3104, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T09:00:00Z", "return_6h": 0.0010528278879418096, "return_12h": 0.003131062518667127, "return_24h": 0.003990550608758969, "close_vs_ema12": 0.0004667525499073566, "close_vs_ema24": -0.00010528277207799697, "ema12_slope_3h": 0.00014520769131221023, "ema24_slope_6h": -0.0005490962399482546, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T10:11:18.575805Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-12T09:00:00Z", "return_6h": 0.0010528278879418096, "return_12h": 0.003131062518667127, "return_24h": 0.003990550608758969, "close_vs_ema12": 0.0004667525499073566, "close_vs_ema24": -0.00010528277207799697, "ema12_slope_3h": 0.00014520769131221023, "ema24_slope_6h": -0.0005490962399482546, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "entry_probability": 0.715, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 73.219904, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "loss", "forecast_ids": [ 2339, 2340 ], "forecast_publication_timestamp": "2026-09-12T10:10:14.780096Z", "requested_quote_timestamp": "2026-09-12T10:10:14.780096Z", "retrieved_quote_timestamp": "2026-09-12T10:11:28Z", "quote_retrieval_timestamp": "2026-09-12T11:11:22.809935Z", "timing_difference_seconds": 73.219904, "selected_quote": { "id": 730, "contract_id": 1379, "forecast_timestamp": "2026-09-12T10:10:14.780096Z", "requested_timestamp": "2026-09-12T10:10:14.780096Z", "actual_quote_timestamp": "2026-09-12T10:11:28Z", "timestamp_delta_seconds": 73.219904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T11:11:22.809935Z", "raw_json": "{\"request\":{\"start\":1789207814,\"end\":1789208174},\"response\":{\"history\":[{\"t\":1789207888,\"p\":0.715},{\"t\":1789207943,\"p\":0.715},{\"t\":1789208005,\"p\":0.715},{\"t\":1789208054,\"p\":0.715},{\"t\":1789208115,\"p\":0.725},{\"t\":1789211474,\"p\":0.0005}]},\"selected\":{\"t\":1789207888,\"p\":0.715}}", "venue": "polymarket", "external_event_id": "998427", "external_market_id": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "external_contract_id": "52794201147863671836211049325899835060264931854959129814461190328373452474356", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6am-et" }, "selected_entry_price": 0.715, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-12T10:10:14.780096Z", "id": 1380, "venue": "polymarket", "external_event_id": "998427", "external_market_id": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "external_contract_id": "93555284129034802640156445660972899129362677217613527982690056461956999207203", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-12T10:00:00Z", "resolution_timestamp": "2026-09-12T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6am-et", "first_retrieved_at": "2026-09-12T10:11:20.371723Z", "forecast_run_ids": [ 2339, 2340 ] }, { "forecast_timestamp": "2026-09-12T10:10:14.780096Z", "id": 1379, "venue": "polymarket", "external_event_id": "998427", "external_market_id": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "external_contract_id": "52794201147863671836211049325899835060264931854959129814461190328373452474356", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-12T10:00:00Z", "resolution_timestamp": "2026-09-12T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-12-2026-6am-et", "first_retrieved_at": "2026-09-12T10:11:20.367334Z", "forecast_run_ids": [ 2339, 2340 ] } ], "quotes": [ { "id": 730, "contract_id": 1379, "forecast_timestamp": "2026-09-12T10:10:14.780096Z", "requested_timestamp": "2026-09-12T10:10:14.780096Z", "actual_quote_timestamp": "2026-09-12T10:11:28Z", "timestamp_delta_seconds": 73.219904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "implied_probability": 0.715, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-12T11:11:22.809935Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "contract_side": "UP", "external_event_id": "998427", "external_market_id": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "external_contract_id": "52794201147863671836211049325899835060264931854959129814461190328373452474356", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60": { "DOWN": "93555284129034802640156445660972899129362677217613527982690056461956999207203", "UP": "52794201147863671836211049325899835060264931854959129814461190328373452474356" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2295, "signal_id": 3104, "quote_id": 730, "settlement_id": 97, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 137.1245034965035, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 98.04402, "trading_fee": 1.95598, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.04402, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T12:11:20.130101Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 2294, "signal_id": 3104, "quote_id": 730, "settlement_id": 97, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.715, "entry_price_type": "historical_price_sample", "gross_cost": 71.5, "trading_fee": 1.42643, "total_deployed": 72.92643, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -71.5, "net_pnl": -72.92643, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T12:11:20.128468Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77349.44, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "998427", "ticker": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "market_id": "0x2d461096e736f21d9aefaa618dd2370bd536d68e364ca1d674883d2d9c5e6b60", "contract_id": "93555284129034802640156445660972899129362677217613527982690056461956999207203", "market_title": "Bitcoin Up or Down - September 12, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-12T10:10:14.780096Z", "retrieved_timestamp": "2026-09-12T10:11:28Z", "quote_offset_seconds": 73.219904, "quote_age_seconds": 73.219904, "bid": null, "ask": null, "midpoint": null, "last_price": 0.715, "spread": null, "selected_entry_price": 0.715, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77332.94, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260912T101014.780096Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 2719, "signal_id": 3104, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-12T09:00:00Z", "return_6h": 0.0010528278879418096, "return_12h": 0.003131062518667127, "return_24h": 0.003990550608758969, "close_vs_ema12": 0.0004667525499073566, "close_vs_ema24": -0.00010528277207799697, "ema12_slope_3h": 0.00014520769131221023, "ema24_slope_6h": -0.0005490962399482546, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-12T10:11:18.575805Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-12T09:00:00Z", "return_6h": 0.0010528278879418096, "return_12h": 0.003131062518667127, "return_24h": 0.003990550608758969, "close_vs_ema12": 0.0004667525499073566, "close_vs_ema24": -0.00010528277207799697, "ema12_slope_3h": 0.00014520769131221023, "ema24_slope_6h": -0.0005490962399482546, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 2262, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T221020.860458Z", "trigger_timestamp": "2026-09-11T22:10:20.860458Z", "market_start_timestamp": "2026-09-11T22:00:00Z", "resolution_timestamp": "2026-09-11T23:00:00Z", "direction": "UP", "base_run_id": 2279, "small_run_id": 2280, "last_observed_close": 77108.01, "actual_close": 77150.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T22:11:27.475247Z", "market_regime": { "id": 1877, "signal_id": 2262, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T21:00:00Z", "return_6h": -0.0080306436517662, "return_12h": 0.0008568053788842178, "return_24h": -0.00046653012547970274, "close_vs_ema12": -0.0047408659337037085, "close_vs_ema24": -0.004995910708890494, "ema12_slope_3h": -0.002021207688350235, "ema24_slope_6h": -0.0012683143650971118, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T22:11:27.476568Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T21:00:00Z", "return_6h": -0.0080306436517662, "return_12h": 0.0008568053788842178, "return_24h": -0.00046653012547970274, "close_vs_ema12": -0.0047408659337037085, "close_vs_ema24": -0.004995910708890494, "ema12_slope_3h": -0.002021207688350235, "ema24_slope_6h": -0.0012683143650971118, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "entry_probability": 0.605, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.139542, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 2279, 2280 ], "forecast_publication_timestamp": "2026-09-11T22:10:20.860458Z", "requested_quote_timestamp": "2026-09-11T22:10:20.860458Z", "retrieved_quote_timestamp": "2026-09-11T22:11:19Z", "quote_retrieval_timestamp": "2026-09-11T22:11:29.188166Z", "timing_difference_seconds": 58.139542, "selected_quote": { "id": 715, "contract_id": 1339, "forecast_timestamp": "2026-09-11T22:10:20.860458Z", "requested_timestamp": "2026-09-11T22:10:20.860458Z", "actual_quote_timestamp": "2026-09-11T22:11:19Z", "timestamp_delta_seconds": 58.139542, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T22:11:29.188166Z", "raw_json": "{\"request\":{\"start\":1789164620,\"end\":1789164980},\"response\":{\"history\":[{\"t\":1789164679,\"p\":0.605},{\"t\":1789164679,\"p\":0.605}]},\"selected\":{\"t\":1789164679,\"p\":0.605}}", "venue": "polymarket", "external_event_id": "996161", "external_market_id": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "external_contract_id": "88205474650703664958045827515994233581329570783365876614370909871406181067148", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-6pm-et" }, "selected_entry_price": 0.605, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T22:10:20.860458Z", "id": 1340, "venue": "polymarket", "external_event_id": "996161", "external_market_id": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "external_contract_id": "11841619357731560491627572228452079306576302841419471588209026854804970245153", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T22:00:00Z", "resolution_timestamp": "2026-09-11T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-6pm-et", "first_retrieved_at": "2026-09-11T22:11:28.995573Z", "forecast_run_ids": [ 2279, 2280 ] }, { "forecast_timestamp": "2026-09-11T22:10:20.860458Z", "id": 1339, "venue": "polymarket", "external_event_id": "996161", "external_market_id": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "external_contract_id": "88205474650703664958045827515994233581329570783365876614370909871406181067148", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T22:00:00Z", "resolution_timestamp": "2026-09-11T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-6pm-et", "first_retrieved_at": "2026-09-11T22:11:28.991576Z", "forecast_run_ids": [ 2279, 2280 ] } ], "quotes": [ { "id": 715, "contract_id": 1339, "forecast_timestamp": "2026-09-11T22:10:20.860458Z", "requested_timestamp": "2026-09-11T22:10:20.860458Z", "actual_quote_timestamp": "2026-09-11T22:11:19Z", "timestamp_delta_seconds": 58.139542, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T22:11:29.188166Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "contract_side": "UP", "external_event_id": "996161", "external_market_id": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "external_contract_id": "88205474650703664958045827515994233581329570783365876614370909871406181067148", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa": { "DOWN": "11841619357731560491627572228452079306576302841419471588209026854804970245153", "UP": "88205474650703664958045827515994233581329570783365876614370909871406181067148" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 1735, "signal_id": 2262, "quote_id": 715, "settlement_id": 94, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 160.84198347107437, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 97.3094, "trading_fee": 2.6906, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 160.84198347107437, "gross_pnl": 63.532583471074375, "net_pnl": 60.84198347107437, "roi": 0.6084198347107437, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T00:11:25.507071Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1734, "signal_id": 2262, "quote_id": 715, "settlement_id": 94, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 60.5, "trading_fee": 1.67283, "total_deployed": 62.17283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 39.5, "net_pnl": 37.82717, "roi": 0.6084196263866387, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-12T00:11:25.505256Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77108.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "996161", "ticker": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "market_id": "0xfc62586388dc23ec6e5170e0267beb8524a4078c0ff8326a93f6bf8d1139e3aa", "contract_id": "11841619357731560491627572228452079306576302841419471588209026854804970245153", "market_title": "Bitcoin Up or Down - September 11, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T22:10:20.860458Z", "retrieved_timestamp": "2026-09-11T22:11:19Z", "quote_offset_seconds": 58.139542, "quote_age_seconds": 58.139542, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "spread": null, "selected_entry_price": 0.605, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77150.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T221020.860458Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 1877, "signal_id": 2262, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T21:00:00Z", "return_6h": -0.0080306436517662, "return_12h": 0.0008568053788842178, "return_24h": -0.00046653012547970274, "close_vs_ema12": -0.0047408659337037085, "close_vs_ema24": -0.004995910708890494, "ema12_slope_3h": -0.002021207688350235, "ema24_slope_6h": -0.0012683143650971118, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T22:11:27.476568Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T21:00:00Z", "return_6h": -0.0080306436517662, "return_12h": 0.0008568053788842178, "return_24h": -0.00046653012547970274, "close_vs_ema12": -0.0047408659337037085, "close_vs_ema24": -0.004995910708890494, "ema12_slope_3h": -0.002021207688350235, "ema24_slope_6h": -0.0012683143650971118, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 2053, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T191020.643331Z", "trigger_timestamp": "2026-09-11T19:10:20.643331Z", "market_start_timestamp": "2026-09-11T19:00:00Z", "resolution_timestamp": "2026-09-11T20:00:00Z", "direction": "UP", "base_run_id": 2264, "small_run_id": 2265, "last_observed_close": 77054.0, "actual_close": 77286.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T19:11:31.409737Z", "market_regime": { "id": 1668, "signal_id": 2053, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T18:00:00Z", "return_6h": -0.012545847595997639, "return_12h": -0.0031567436212134314, "return_24h": -0.002563040439082509, "close_vs_ema12": -0.007448207628247161, "close_vs_ema24": -0.006624673672606107, "ema12_slope_3h": -0.0014964273219855162, "ema24_slope_6h": 0.0031789482085657905, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T19:11:31.410985Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T18:00:00Z", "return_6h": -0.012545847595997639, "return_12h": -0.0031567436212134314, "return_24h": -0.002563040439082509, "close_vs_ema12": -0.007448207628247161, "close_vs_ema24": -0.006624673672606107, "ema12_slope_3h": -0.0014964273219855162, "ema24_slope_6h": 0.0031789482085657905, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "entry_probability": 0.645, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.356669, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 2264, 2265 ], "forecast_publication_timestamp": "2026-09-11T19:10:20.643331Z", "requested_quote_timestamp": "2026-09-11T19:10:20.643331Z", "retrieved_quote_timestamp": "2026-09-11T19:11:15Z", "quote_retrieval_timestamp": "2026-09-11T19:11:33.028989Z", "timing_difference_seconds": 54.356669, "selected_quote": { "id": 702, "contract_id": 1317, "forecast_timestamp": "2026-09-11T19:10:20.643331Z", "requested_timestamp": "2026-09-11T19:10:20.643331Z", "actual_quote_timestamp": "2026-09-11T19:11:15Z", "timestamp_delta_seconds": 54.356669, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T19:11:33.028989Z", "raw_json": "{\"request\":{\"start\":1789153820,\"end\":1789154180},\"response\":{\"history\":[{\"t\":1789153875,\"p\":0.645},{\"t\":1789153875,\"p\":0.645}]},\"selected\":{\"t\":1789153875,\"p\":0.645}}", "venue": "polymarket", "external_event_id": "995262", "external_market_id": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "external_contract_id": "83915741111699916618976542282046425962823367071803728224275232882074152066094", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-3pm-et" }, "selected_entry_price": 0.645, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T19:10:20.643331Z", "id": 1318, "venue": "polymarket", "external_event_id": "995262", "external_market_id": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "external_contract_id": "33265410324132759992544312213765204973821263522006724575538143295834102983522", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T19:00:00Z", "resolution_timestamp": "2026-09-11T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-3pm-et", "first_retrieved_at": "2026-09-11T19:11:32.860161Z", "forecast_run_ids": [ 2264, 2265 ] }, { "forecast_timestamp": "2026-09-11T19:10:20.643331Z", "id": 1317, "venue": "polymarket", "external_event_id": "995262", "external_market_id": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "external_contract_id": "83915741111699916618976542282046425962823367071803728224275232882074152066094", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T19:00:00Z", "resolution_timestamp": "2026-09-11T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-3pm-et", "first_retrieved_at": "2026-09-11T19:11:32.855881Z", "forecast_run_ids": [ 2264, 2265 ] } ], "quotes": [ { "id": 702, "contract_id": 1317, "forecast_timestamp": "2026-09-11T19:10:20.643331Z", "requested_timestamp": "2026-09-11T19:10:20.643331Z", "actual_quote_timestamp": "2026-09-11T19:11:15Z", "timestamp_delta_seconds": 54.356669, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T19:11:33.028989Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "contract_side": "UP", "external_event_id": "995262", "external_market_id": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "external_contract_id": "83915741111699916618976542282046425962823367071803728224275232882074152066094", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1": { "DOWN": "33265410324132759992544312213765204973821263522006724575538143295834102983522", "UP": "83915741111699916618976542282046425962823367071803728224275232882074152066094" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 1597, "signal_id": 2053, "quote_id": 702, "settlement_id": 92, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 151.27945970396016, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 97.5752515090543, "trading_fee": 2.42474, "total_deployed": 99.9999915090543, "settlement_value": 1.0, "settlement_payout": 151.27945970396016, "gross_pnl": 53.70420819490586, "net_pnl": 51.27946819490586, "roi": 0.5127947254901803, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T21:13:05.449379Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1596, "signal_id": 2053, "quote_id": 702, "settlement_id": 92, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 64.5, "trading_fee": 1.60283, "total_deployed": 66.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 35.5, "net_pnl": 33.89717, "roi": 0.5127945354230674, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T21:13:05.447208Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77054.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "995262", "ticker": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "market_id": "0xa2a3bba6ffd573791d67e644bbde86c86971a74b2dd8b6c21c0c76310022b5b1", "contract_id": "33265410324132759992544312213765204973821263522006724575538143295834102983522", "market_title": "Bitcoin Up or Down - September 11, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T19:10:20.643331Z", "retrieved_timestamp": "2026-09-11T19:11:15Z", "quote_offset_seconds": 54.356669, "quote_age_seconds": 54.356669, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "spread": null, "selected_entry_price": 0.645, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77286.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T191020.643331Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 1668, "signal_id": 2053, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T18:00:00Z", "return_6h": -0.012545847595997639, "return_12h": -0.0031567436212134314, "return_24h": -0.002563040439082509, "close_vs_ema12": -0.007448207628247161, "close_vs_ema24": -0.006624673672606107, "ema12_slope_3h": -0.0014964273219855162, "ema24_slope_6h": 0.0031789482085657905, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T19:11:31.410985Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T18:00:00Z", "return_6h": -0.012545847595997639, "return_12h": -0.0031567436212134314, "return_24h": -0.002563040439082509, "close_vs_ema12": -0.007448207628247161, "close_vs_ema24": -0.006624673672606107, "ema12_slope_3h": -0.0014964273219855162, "ema24_slope_6h": 0.0031789482085657905, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 1779, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T151020.857771Z", "trigger_timestamp": "2026-09-11T15:10:20.857771Z", "market_start_timestamp": "2026-09-11T15:00:00Z", "resolution_timestamp": "2026-09-11T16:00:00Z", "direction": "UP", "base_run_id": 2244, "small_run_id": 2245, "last_observed_close": 78798.51, "actual_close": 77732.25, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T15:11:25.045919Z", "market_regime": { "id": 1394, "signal_id": 1779, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-11T14:00:00Z", "return_6h": 0.018530101429678814, "return_12h": 0.02550577391490849, "return_24h": 0.01791065753233889, "close_vs_ema12": 0.013465682878323948, "close_vs_ema24": 0.015686545282458164, "ema12_slope_3h": 0.008266117900902925, "ema24_slope_6h": 0.0032853424136771725, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T15:11:25.046969Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T14:00:00Z", "return_6h": 0.018530101429678814, "return_12h": 0.02550577391490849, "return_24h": 0.01791065753233889, "close_vs_ema12": 0.013465682878323948, "close_vs_ema24": 0.015686545282458164, "ema12_slope_3h": 0.008266117900902925, "ema24_slope_6h": 0.0032853424136771725, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "entry_probability": 0.305, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.142229, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2244, 2245 ], "forecast_publication_timestamp": "2026-09-11T15:10:20.857771Z", "requested_quote_timestamp": "2026-09-11T15:10:20.857771Z", "retrieved_quote_timestamp": "2026-09-11T15:11:16Z", "quote_retrieval_timestamp": "2026-09-11T15:11:27.119175Z", "timing_difference_seconds": 55.142229, "selected_quote": { "id": 689, "contract_id": 1293, "forecast_timestamp": "2026-09-11T15:10:20.857771Z", "requested_timestamp": "2026-09-11T15:10:20.857771Z", "actual_quote_timestamp": "2026-09-11T15:11:16Z", "timestamp_delta_seconds": 55.142229, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "implied_probability": 0.305, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T15:11:27.119175Z", "raw_json": "{\"request\":{\"start\":1789139420,\"end\":1789139780},\"response\":{\"history\":[{\"t\":1789139476,\"p\":0.305},{\"t\":1789139476,\"p\":0.305}]},\"selected\":{\"t\":1789139476,\"p\":0.305}}", "venue": "polymarket", "external_event_id": "994152", "external_market_id": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "external_contract_id": "43654038521322084760998704603374902656106001211344521075723623720872471947074", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-11am-et" }, "selected_entry_price": 0.305, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T15:10:20.857771Z", "id": 1294, "venue": "polymarket", "external_event_id": "994152", "external_market_id": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "external_contract_id": "53373323268858020207046791526355644581679274251487060684448413242299709629000", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T15:00:00Z", "resolution_timestamp": "2026-09-11T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-11am-et", "first_retrieved_at": "2026-09-11T15:11:26.923587Z", "forecast_run_ids": [ 2244, 2245 ] }, { "forecast_timestamp": "2026-09-11T15:10:20.857771Z", "id": 1293, "venue": "polymarket", "external_event_id": "994152", "external_market_id": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "external_contract_id": "43654038521322084760998704603374902656106001211344521075723623720872471947074", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T15:00:00Z", "resolution_timestamp": "2026-09-11T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-11am-et", "first_retrieved_at": "2026-09-11T15:11:26.919587Z", "forecast_run_ids": [ 2244, 2245 ] } ], "quotes": [ { "id": 689, "contract_id": 1293, "forecast_timestamp": "2026-09-11T15:10:20.857771Z", "requested_timestamp": "2026-09-11T15:10:20.857771Z", "actual_quote_timestamp": "2026-09-11T15:11:16Z", "timestamp_delta_seconds": 55.142229, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "implied_probability": 0.305, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T15:11:27.119175Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "contract_side": "UP", "external_event_id": "994152", "external_market_id": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "external_contract_id": "43654038521322084760998704603374902656106001211344521075723623720872471947074", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc": { "DOWN": "53373323268858020207046791526355644581679274251487060684448413242299709629000", "UP": "43654038521322084760998704603374902656106001211344521075723623720872471947074" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 1423, "signal_id": 1779, "quote_id": 689, "settlement_id": 90, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 312.6580327868852, "entry_price": 0.305, "entry_price_type": "historical_price_sample", "gross_cost": 95.36069999999998, "trading_fee": 4.6393, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.36069999999998, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T17:11:59.941760Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1422, "signal_id": 1779, "quote_id": 689, "settlement_id": 90, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.305, "entry_price_type": "historical_price_sample", "gross_cost": 30.5, "trading_fee": 1.48383, "total_deployed": 31.98383, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -30.5, "net_pnl": -31.98383, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T17:11:59.939356Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78798.51, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "994152", "ticker": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "market_id": "0x524d5d358fb2ce810f0b8d55dcd5d66948e9d36f86f2a68855ecfff365a069dc", "contract_id": "53373323268858020207046791526355644581679274251487060684448413242299709629000", "market_title": "Bitcoin Up or Down - September 11, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T15:10:20.857771Z", "retrieved_timestamp": "2026-09-11T15:11:16Z", "quote_offset_seconds": 55.142229, "quote_age_seconds": 55.142229, "bid": null, "ask": null, "midpoint": null, "last_price": 0.305, "spread": null, "selected_entry_price": 0.305, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77732.25, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T151020.857771Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 1394, "signal_id": 1779, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-11T14:00:00Z", "return_6h": 0.018530101429678814, "return_12h": 0.02550577391490849, "return_24h": 0.01791065753233889, "close_vs_ema12": 0.013465682878323948, "close_vs_ema24": 0.015686545282458164, "ema12_slope_3h": 0.008266117900902925, "ema24_slope_6h": 0.0032853424136771725, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T15:11:25.046969Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T14:00:00Z", "return_6h": 0.018530101429678814, "return_12h": 0.02550577391490849, "return_24h": 0.01791065753233889, "close_vs_ema12": 0.013465682878323948, "close_vs_ema24": 0.015686545282458164, "ema12_slope_3h": 0.008266117900902925, "ema24_slope_6h": 0.0032853424136771725, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 1643, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T131022.356430Z", "trigger_timestamp": "2026-09-11T13:10:22.356430Z", "market_start_timestamp": "2026-09-11T13:00:00Z", "resolution_timestamp": "2026-09-11T14:00:00Z", "direction": "UP", "base_run_id": 2234, "small_run_id": 2235, "last_observed_close": 78032.99, "actual_close": 79242.56, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T13:11:30.586648Z", "market_regime": { "id": 1258, "signal_id": 1643, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-11T12:00:00Z", "return_6h": 0.009508394847422386, "return_12h": 0.014619953375819339, "return_24h": 0.014785942729668378, "close_vs_ema12": 0.010064320249858039, "close_vs_ema24": 0.009194414358732583, "ema12_slope_3h": 0.001330344945311479, "ema24_slope_6h": -0.00013310177324843409, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T13:11:30.587588Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T12:00:00Z", "return_6h": 0.009508394847422386, "return_12h": 0.014619953375819339, "return_24h": 0.014785942729668378, "close_vs_ema12": 0.010064320249858039, "close_vs_ema24": 0.009194414358732583, "ema12_slope_3h": 0.001330344945311479, "ema24_slope_6h": -0.00013310177324843409, "score": 3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 9AM ET", "entry_probability": 0.245, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 66.64357, "strike": 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this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T13:11:32.727799Z", "raw_json": "{\"request\":{\"start\":1789132222,\"end\":1789132582},\"response\":{\"history\":[{\"t\":1789132289,\"p\":0.245},{\"t\":1789132289,\"p\":0.245}]},\"selected\":{\"t\":1789132289,\"p\":0.245}}", "venue": "polymarket", "external_event_id": "993682", "external_market_id": "0x0f2c029e3c2a7ee1cae779e102b2d012c0c73d63f91ef6a889dac352bc5f6a00", "external_contract_id": "101403094294082202727848745819017788155481667508430954304582082282413284592489", "market_title": "Bitcoin Up or Down - September 11, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-9am-et" }, "selected_entry_price": 0.245, "selected_entry_price_label": "Historical 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null, "ask": null, "midpoint": null, "last_price": 0.245, "implied_probability": 0.245, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T13:11:32.727799Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 9AM ET", "contract_side": "UP", "external_event_id": "993682", "external_market_id": "0x0f2c029e3c2a7ee1cae779e102b2d012c0c73d63f91ef6a889dac352bc5f6a00", "external_contract_id": "101403094294082202727848745819017788155481667508430954304582082282413284592489", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0f2c029e3c2a7ee1cae779e102b2d012c0c73d63f91ef6a889dac352bc5f6a00": { "DOWN": 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"First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1336, "signal_id": 1643, "quote_id": 676, "settlement_id": 88, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.245, "entry_price_type": "historical_price_sample", "gross_cost": 24.5, "trading_fee": 1.29483, "total_deployed": 25.79483, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 75.5, "net_pnl": 74.20517, "roi": 2.8767458440315363, "fee_rate": 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"kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "993682", "ticker": "0x0f2c029e3c2a7ee1cae779e102b2d012c0c73d63f91ef6a889dac352bc5f6a00", "market_id": "0x0f2c029e3c2a7ee1cae779e102b2d012c0c73d63f91ef6a889dac352bc5f6a00", "contract_id": "3528998880536901444130736761241142905332474262542707581322183716801986712976", "market_title": "Bitcoin Up or Down - September 11, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T13:10:22.356430Z", "retrieved_timestamp": "2026-09-11T13:11:29Z", "quote_offset_seconds": 66.64357, "quote_age_seconds": 66.64357, "bid": null, "ask": null, "midpoint": null, "last_price": 0.245, "spread": null, "selected_entry_price": 0.245, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79242.56, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T131022.356430Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 1258, "signal_id": 1643, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-11T12:00:00Z", "return_6h": 0.009508394847422386, "return_12h": 0.014619953375819339, "return_24h": 0.014785942729668378, 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1253, "forecast_timestamp": "2026-09-11T11:10:19.817642Z", "requested_timestamp": "2026-09-11T11:10:19.817642Z", "actual_quote_timestamp": "2026-09-11T11:11:12Z", "timestamp_delta_seconds": 52.182358, "bid": null, "ask": null, "midpoint": null, "last_price": 0.195, "implied_probability": 0.195, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T11:11:25.018203Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 7AM ET", "contract_side": "UP", "external_event_id": "993310", "external_market_id": "0xb315543b4b242326b6ed5b8ac7956ec4c06d8f7d003ca5f5053a6dce8671341b", "external_contract_id": "24272210204369292027594651735925916061313888484837241099718713021253765177124", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb315543b4b242326b6ed5b8ac7956ec4c06d8f7d003ca5f5053a6dce8671341b": { "DOWN": "4732879466792418748527901798490309572631081598872771079053989440345369006768", "UP": "24272210204369292027594651735925916061313888484837241099718713021253765177124" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 1253, "signal_id": 1509, "quote_id": 663, "settlement_id": 86, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 485.46456410256405, "entry_price": 0.195, "entry_price_type": "historical_price_sample", "gross_cost": 94.66559, "trading_fee": 5.33441, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 485.46456410256405, "gross_pnl": 390.79897410256405, "net_pnl": 385.46456410256405, "roi": 3.8546456410256407, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T13:11:32.411234Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1252, "signal_id": 1509, "quote_id": 663, "settlement_id": 86, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.195, "entry_price_type": "historical_price_sample", "gross_cost": 19.5, "trading_fee": 1.09883, "total_deployed": 20.59883, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 80.5, "net_pnl": 79.40117000000001, "roi": 3.854644657002364, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T13:11:32.409597Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76993.25, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "993310", "ticker": "0xb315543b4b242326b6ed5b8ac7956ec4c06d8f7d003ca5f5053a6dce8671341b", "market_id": "0xb315543b4b242326b6ed5b8ac7956ec4c06d8f7d003ca5f5053a6dce8671341b", "contract_id": "4732879466792418748527901798490309572631081598872771079053989440345369006768", "market_title": "Bitcoin Up or Down - September 11, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T11:10:19.817642Z", "retrieved_timestamp": "2026-09-11T11:11:12Z", "quote_offset_seconds": 52.182358, "quote_age_seconds": 52.182358, "bid": null, "ask": null, "midpoint": null, "last_price": 0.195, "spread": null, "selected_entry_price": 0.195, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77036.12, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T111019.817642Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 1124, "signal_id": 1509, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T10:00:00Z", "return_6h": -0.001565993001790389, "return_12h": 0.002040698132201646, "return_24h": -0.011172927496824303, "close_vs_ema12": -0.0017506700445385492, "close_vs_ema24": -0.0037070194944812673, "ema12_slope_3h": -0.00012704293250032084, "ema24_slope_6h": -0.0008117509450852323, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T11:11:23.405276Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T10:00:00Z", "return_6h": -0.001565993001790389, "return_12h": 0.002040698132201646, "return_24h": -0.011172927496824303, "close_vs_ema12": -0.0017506700445385492, "close_vs_ema24": -0.0037070194944812673, "ema12_slope_3h": -0.00012704293250032084, "ema24_slope_6h": -0.0008117509450852323, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 1312, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T081024.466528Z", "trigger_timestamp": "2026-09-11T08:10:24.466528Z", "market_start_timestamp": "2026-09-11T08:00:00Z", "resolution_timestamp": "2026-09-11T09:00:00Z", "direction": "UP", "base_run_id": 2209, "small_run_id": 2210, "last_observed_close": 77230.7, "actual_close": 77364.93, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T08:11:30.774132Z", "market_regime": { "id": 927, "signal_id": 1312, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-11T07:00:00Z", "return_6h": 0.003368392662056685, "return_12h": 0.0009055112548685962, "return_24h": -0.011282517410897253, "close_vs_ema12": 0.001200755771239459, "close_vs_ema24": -0.00120945109250159, "ema12_slope_3h": 0.0010220326707701677, "ema24_slope_6h": -0.0016549186425746099, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T08:11:30.775542Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T07:00:00Z", "return_6h": 0.003368392662056685, "return_12h": 0.0009055112548685962, "return_24h": -0.011282517410897253, "close_vs_ema12": 0.001200755771239459, "close_vs_ema24": -0.00120945109250159, "ema12_slope_3h": 0.0010220326707701677, "ema24_slope_6h": -0.0016549186425746099, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "entry_probability": 0.365, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 65.533472, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2209, 2210 ], "forecast_publication_timestamp": "2026-09-11T08:10:24.466528Z", "requested_quote_timestamp": "2026-09-11T08:10:24.466528Z", "retrieved_quote_timestamp": "2026-09-11T08:11:30Z", "quote_retrieval_timestamp": "2026-09-11T09:11:26.508096Z", "timing_difference_seconds": 65.533472, "selected_quote": { "id": 660, "contract_id": 1231, "forecast_timestamp": "2026-09-11T08:10:24.466528Z", "requested_timestamp": "2026-09-11T08:10:24.466528Z", "actual_quote_timestamp": "2026-09-11T08:11:30Z", "timestamp_delta_seconds": 65.533472, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T09:11:26.508096Z", "raw_json": "{\"request\":{\"start\":1789114224,\"end\":1789114584},\"response\":{\"history\":[{\"t\":1789114290,\"p\":0.365},{\"t\":1789114336,\"p\":0.295},{\"t\":1789114392,\"p\":0.315},{\"t\":1789114455,\"p\":0.385},{\"t\":1789114517,\"p\":0.375},{\"t\":1789114578,\"p\":0.45},{\"t\":1789117876,\"p\":0.9995}]},\"selected\":{\"t\":1789114290,\"p\":0.365}}", "venue": "polymarket", "external_event_id": "992767", "external_market_id": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "external_contract_id": "93455249375202756255277930858795983436476937311881911548841438436596215052571", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-4am-et" }, "selected_entry_price": 0.365, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T08:10:24.466528Z", "id": 1232, "venue": "polymarket", "external_event_id": "992767", "external_market_id": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "external_contract_id": "17382495947520862055144334574029061629620493005845047760580512499023247908470", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T08:00:00Z", "resolution_timestamp": "2026-09-11T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-4am-et", "first_retrieved_at": "2026-09-11T08:11:32.215755Z", "forecast_run_ids": [ 2209, 2210 ] }, { "forecast_timestamp": "2026-09-11T08:10:24.466528Z", "id": 1231, "venue": "polymarket", "external_event_id": "992767", "external_market_id": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "external_contract_id": "93455249375202756255277930858795983436476937311881911548841438436596215052571", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T08:00:00Z", "resolution_timestamp": "2026-09-11T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-11-2026-4am-et", "first_retrieved_at": "2026-09-11T08:11:32.211481Z", "forecast_run_ids": [ 2209, 2210 ] } ], "quotes": [ { "id": 660, "contract_id": 1231, "forecast_timestamp": "2026-09-11T08:10:24.466528Z", "requested_timestamp": "2026-09-11T08:10:24.466528Z", "actual_quote_timestamp": "2026-09-11T08:11:30Z", "timestamp_delta_seconds": 65.533472, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T09:11:26.508096Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "contract_side": "UP", "external_event_id": "992767", "external_market_id": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "external_contract_id": "93455249375202756255277930858795983436476937311881911548841438436596215052571", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b": { "DOWN": "17382495947520862055144334574029061629620493005845047760580512499023247908470", "UP": "93455249375202756255277930858795983436476937311881911548841438436596215052571" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 1136, "signal_id": 1312, "quote_id": 660, "settlement_id": 84, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 262.3127945205479, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 95.74417, "trading_fee": 4.25583, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 262.3127945205479, "gross_pnl": 166.56862452054793, "net_pnl": 162.31279452054793, "roi": 1.6231279452054792, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T10:11:27.145422Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1135, "signal_id": 1312, "quote_id": 660, "settlement_id": 84, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 36.5, "trading_fee": 1.62243, "total_deployed": 38.12243, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 63.5, "net_pnl": 61.87757, "roi": 1.6231276442766107, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T10:11:27.143769Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77230.7, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "992767", "ticker": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "market_id": "0xdb2f14fbfe3ceec5ff2e9622c4efdbfcf6bb10f8fc0625974fa2443632980f2b", "contract_id": "17382495947520862055144334574029061629620493005845047760580512499023247908470", "market_title": "Bitcoin Up or Down - September 11, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T08:10:24.466528Z", "retrieved_timestamp": "2026-09-11T08:11:30Z", "quote_offset_seconds": 65.533472, "quote_age_seconds": 65.533472, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "spread": null, "selected_entry_price": 0.365, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77364.93, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T081024.466528Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 927, "signal_id": 1312, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-11T07:00:00Z", "return_6h": 0.003368392662056685, "return_12h": 0.0009055112548685962, "return_24h": -0.011282517410897253, "close_vs_ema12": 0.001200755771239459, "close_vs_ema24": -0.00120945109250159, "ema12_slope_3h": 0.0010220326707701677, "ema24_slope_6h": -0.0016549186425746099, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T08:11:30.775542Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T07:00:00Z", "return_6h": 0.003368392662056685, "return_12h": 0.0009055112548685962, "return_24h": -0.011282517410897253, "close_vs_ema12": 0.001200755771239459, "close_vs_ema24": -0.00120945109250159, "ema12_slope_3h": 0.0010220326707701677, "ema24_slope_6h": -0.0016549186425746099, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 990, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T031020.068714Z", "trigger_timestamp": "2026-09-11T03:10:20.068714Z", "market_start_timestamp": "2026-09-11T03:00:00Z", "resolution_timestamp": "2026-09-11T04:00:00Z", "direction": "UP", "base_run_id": 2184, "small_run_id": 2185, "last_observed_close": 76838.68, "actual_close": 76891.8, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": 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"retrieved_quote_timestamp": "2026-09-11T03:11:16Z", "quote_retrieval_timestamp": "2026-09-11T04:11:25.041311Z", "timing_difference_seconds": 55.931286, "selected_quote": { "id": 657, "contract_id": 1203, "forecast_timestamp": "2026-09-11T03:10:20.068714Z", "requested_timestamp": "2026-09-11T03:10:20.068714Z", "actual_quote_timestamp": "2026-09-11T03:11:16Z", "timestamp_delta_seconds": 55.931286, "bid": null, "ask": null, "midpoint": null, "last_price": 0.32, "implied_probability": 0.32, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T04:11:25.041311Z", "raw_json": 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executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T03:10:20.068714Z", "id": 1204, "venue": "polymarket", "external_event_id": "991873", "external_market_id": "0xb2ac4b571c259def19fadc7bf4af7056675f09691e37f3102084640864d31083", "external_contract_id": "9986378403207340385802627368696769879166620413545560345772962524196225034073", "market_title": "Bitcoin Up or Down - September 10, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T03:00:00Z", "resolution_timestamp": "2026-09-11T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-11pm-et", "first_retrieved_at": "2026-09-11T03:11:26.272634Z", "forecast_run_ids": [ 2184, 2185 ] }, { "forecast_timestamp": "2026-09-11T03:10:20.068714Z", "id": 1203, "venue": "polymarket", 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"implied_probability": 0.32, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T04:11:25.041311Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 11PM ET", "contract_side": "UP", "external_event_id": "991873", "external_market_id": "0xb2ac4b571c259def19fadc7bf4af7056675f09691e37f3102084640864d31083", "external_contract_id": "34850776073061974244664299817882546310168566898644933238809002477310415229622", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb2ac4b571c259def19fadc7bf4af7056675f09691e37f3102084640864d31083": { "DOWN": "9986378403207340385802627368696769879166620413545560345772962524196225034073", "UP": 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represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 954, "signal_id": 990, "quote_id": 657, "settlement_id": 82, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.32, "entry_price_type": "historical_price_sample", "gross_cost": 32.0, "trading_fee": 1.5232, "total_deployed": 33.5232, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 68.0, "net_pnl": 66.4768, "roi": 1.983008781977854, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": 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"kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "991873", "ticker": "0xb2ac4b571c259def19fadc7bf4af7056675f09691e37f3102084640864d31083", "market_id": "0xb2ac4b571c259def19fadc7bf4af7056675f09691e37f3102084640864d31083", "contract_id": "9986378403207340385802627368696769879166620413545560345772962524196225034073", "market_title": "Bitcoin Up or Down - September 10, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T03:10:20.068714Z", "retrieved_timestamp": "2026-09-11T03:11:16Z", "quote_offset_seconds": 55.931286, "quote_age_seconds": 55.931286, "bid": null, "ask": null, "midpoint": null, "last_price": 0.32, "spread": null, "selected_entry_price": 0.32, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76891.8, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T031020.068714Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 605, "signal_id": 990, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T02:00:00Z", "return_6h": -0.005557275397551131, "return_12h": -0.007406215133801575, "return_24h": -0.019387716816156142, "close_vs_ema12": -0.003105230462533637, "close_vs_ema24": -0.007294519701958713, 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prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T02:11:29.418924Z", "raw_json": "{\"request\":{\"start\":1789092622,\"end\":1789092982},\"response\":{\"history\":[{\"t\":1789092677,\"p\":0.43},{\"t\":1789092677,\"p\":0.43}]},\"selected\":{\"t\":1789092677,\"p\":0.43}}", "venue": "polymarket", "external_event_id": "991696", "external_market_id": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "external_contract_id": "81383017873005869817451715587037398258192283752670585159185606304205321799854", "market_title": "Bitcoin Up or Down - September 10, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-10pm-et" }, "selected_entry_price": 0.43, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T02:10:22.013615Z", "id": 1186, "venue": "polymarket", "external_event_id": "991696", "external_market_id": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "external_contract_id": "111289195474231104756125599224345405402571397178564593918843699879482693004558", "market_title": "Bitcoin Up or Down - September 10, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T02:00:00Z", "resolution_timestamp": "2026-09-11T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-10pm-et", "first_retrieved_at": "2026-09-11T02:11:29.232308Z", "forecast_run_ids": [ 2179, 2180 ] }, { "forecast_timestamp": "2026-09-11T02:10:22.013615Z", "id": 1185, "venue": "polymarket", "external_event_id": "991696", "external_market_id": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "external_contract_id": "81383017873005869817451715587037398258192283752670585159185606304205321799854", "market_title": "Bitcoin Up or Down - September 10, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T02:00:00Z", "resolution_timestamp": "2026-09-11T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-10pm-et", "first_retrieved_at": "2026-09-11T02:11:29.228462Z", "forecast_run_ids": [ 2179, 2180 ] } ], "quotes": [ { "id": 634, "contract_id": 1185, "forecast_timestamp": "2026-09-11T02:10:22.013615Z", "requested_timestamp": "2026-09-11T02:10:22.013615Z", "actual_quote_timestamp": "2026-09-11T02:11:17Z", "timestamp_delta_seconds": 54.986385, "bid": null, "ask": null, "midpoint": null, "last_price": 0.43, "implied_probability": 0.43, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T02:11:29.418924Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 10PM ET", "contract_side": "UP", "external_event_id": "991696", "external_market_id": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "external_contract_id": "81383017873005869817451715587037398258192283752670585159185606304205321799854", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762": { "DOWN": "111289195474231104756125599224345405402571397178564593918843699879482693004558", "UP": "81383017873005869817451715587037398258192283752670585159185606304205321799854" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 918, "signal_id": 925, "quote_id": 634, "settlement_id": 81, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 223.63509302325582, "entry_price": 0.43, "entry_price_type": "historical_price_sample", "gross_cost": 96.16309, "trading_fee": 3.83691, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.16309, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T04:11:24.636593Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 917, "signal_id": 925, "quote_id": 634, "settlement_id": 81, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.43, "entry_price_type": "historical_price_sample", "gross_cost": 43.0, "trading_fee": 1.7157, "total_deployed": 44.7157, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.0, "net_pnl": -44.7157, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T04:11:24.635044Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76971.43, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "991696", "ticker": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "market_id": "0xd45087a395249033a71c9c03b8c0388c2a53146d5719ae160ddff1e1304b5762", "contract_id": "111289195474231104756125599224345405402571397178564593918843699879482693004558", "market_title": "Bitcoin Up or Down - September 10, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T02:10:22.013615Z", "retrieved_timestamp": "2026-09-11T02:11:17Z", "quote_offset_seconds": 54.986385, "quote_age_seconds": 54.986385, "bid": null, "ask": null, "midpoint": null, "last_price": 0.43, "spread": null, "selected_entry_price": 0.43, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76838.68, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T021022.013615Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 540, "signal_id": 925, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T01:00:00Z", "return_6h": -0.002454613305740816, "return_12h": -0.002630534150944386, "return_24h": -0.01437459984121714, "close_vs_ema12": -0.0019464381189105984, "close_vs_ema24": -0.006209843662148495, "ema12_slope_3h": -0.0023852202037161208, "ema24_slope_6h": -0.004327124314717712, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T02:11:26.973888Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T01:00:00Z", "return_6h": -0.002454613305740816, "return_12h": -0.002630534150944386, "return_24h": -0.01437459984121714, "close_vs_ema12": -0.0019464381189105984, "close_vs_ema24": -0.006209843662148495, "ema12_slope_3h": -0.0023852202037161208, "ema24_slope_6h": -0.004327124314717712, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 861, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T011024.245803Z", "trigger_timestamp": "2026-09-11T01:10:24.245803Z", "market_start_timestamp": "2026-09-11T01:00:00Z", "resolution_timestamp": "2026-09-11T02:00:00Z", "direction": "UP", "base_run_id": 2174, "small_run_id": 2175, "last_observed_close": 76908.59, "actual_close": 76971.43, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T01:11:29.387607Z", "market_regime": { "id": 476, "signal_id": 861, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T00:00:00Z", "return_6h": -0.0044453218039662845, "return_12h": 0.00016359756507533518, "return_24h": -0.01627140713756725, "close_vs_ema12": -0.0031140516320622424, "close_vs_ema24": -0.0075570863997875826, "ema12_slope_3h": -0.003132900850168263, "ema24_slope_6h": -0.0044885231464856234, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T01:11:29.388821Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T00:00:00Z", "return_6h": -0.0044453218039662845, "return_12h": 0.00016359756507533518, "return_24h": -0.01627140713756725, "close_vs_ema12": -0.0031140516320622424, "close_vs_ema24": -0.0075570863997875826, "ema12_slope_3h": -0.003132900850168263, "ema24_slope_6h": -0.0044885231464856234, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "entry_probability": 0.6, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.754197, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 2174, 2175 ], "forecast_publication_timestamp": "2026-09-11T01:10:24.245803Z", "requested_quote_timestamp": "2026-09-11T01:10:24.245803Z", "retrieved_quote_timestamp": "2026-09-11T01:11:17Z", "quote_retrieval_timestamp": "2026-09-11T01:11:32.155246Z", "timing_difference_seconds": 52.754197, "selected_quote": { "id": 621, "contract_id": 1167, "forecast_timestamp": "2026-09-11T01:10:24.245803Z", "requested_timestamp": "2026-09-11T01:10:24.245803Z", "actual_quote_timestamp": "2026-09-11T01:11:17Z", "timestamp_delta_seconds": 52.754197, "bid": null, "ask": null, "midpoint": null, "last_price": 0.6, "implied_probability": 0.6, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T01:11:32.155246Z", "raw_json": "{\"request\":{\"start\":1789089024,\"end\":1789089384},\"response\":{\"history\":[{\"t\":1789089077,\"p\":0.6},{\"t\":1789089077,\"p\":0.6}]},\"selected\":{\"t\":1789089077,\"p\":0.6}}", "venue": "polymarket", "external_event_id": "991533", "external_market_id": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "external_contract_id": "90947898175884894023133486610067514814066296658654414449016959704314111181170", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9pm-et" }, "selected_entry_price": 0.6, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T01:10:24.245803Z", "id": 1168, "venue": "polymarket", "external_event_id": "991533", "external_market_id": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "external_contract_id": "18319889751961750039285845496467928211246629554998096352059675621340556009194", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T01:00:00Z", "resolution_timestamp": "2026-09-11T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9pm-et", "first_retrieved_at": "2026-09-11T01:11:31.950553Z", "forecast_run_ids": [ 2174, 2175 ] }, { "forecast_timestamp": "2026-09-11T01:10:24.245803Z", "id": 1167, "venue": "polymarket", "external_event_id": "991533", "external_market_id": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "external_contract_id": "90947898175884894023133486610067514814066296658654414449016959704314111181170", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T01:00:00Z", "resolution_timestamp": "2026-09-11T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9pm-et", "first_retrieved_at": "2026-09-11T01:11:31.946188Z", "forecast_run_ids": [ 2174, 2175 ] } ], "quotes": [ { "id": 621, "contract_id": 1167, "forecast_timestamp": "2026-09-11T01:10:24.245803Z", "requested_timestamp": "2026-09-11T01:10:24.245803Z", "actual_quote_timestamp": "2026-09-11T01:11:17Z", "timestamp_delta_seconds": 52.754197, "bid": null, "ask": null, "midpoint": null, "last_price": 0.6, "implied_probability": 0.6, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T01:11:32.155246Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "contract_side": "UP", "external_event_id": "991533", "external_market_id": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "external_contract_id": "90947898175884894023133486610067514814066296658654414449016959704314111181170", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95": { "DOWN": "18319889751961750039285845496467928211246629554998096352059675621340556009194", "UP": "90947898175884894023133486610067514814066296658654414449016959704314111181170" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 881, "signal_id": 861, "quote_id": 621, "settlement_id": 79, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 162.12709999999998, "entry_price": 0.6, "entry_price_type": "historical_price_sample", "gross_cost": 97.27626, "trading_fee": 2.72374, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 162.12709999999998, "gross_pnl": 64.85083999999999, "net_pnl": 62.127099999999984, "roi": 0.6212709999999998, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T03:11:25.832757Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 880, "signal_id": 861, "quote_id": 621, "settlement_id": 79, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.6, "entry_price_type": "historical_price_sample", "gross_cost": 60.0, "trading_fee": 1.68, "total_deployed": 61.68, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 40.0, "net_pnl": 38.32, "roi": 0.6212710765239948, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T03:11:25.831052Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76908.59, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "991533", "ticker": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "market_id": "0xcaa0c8ef0a28f22a004b2f9ab8ba1d584c2faf41dd6757c686c51268c5733a95", "contract_id": "18319889751961750039285845496467928211246629554998096352059675621340556009194", "market_title": "Bitcoin Up or Down - September 10, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T01:10:24.245803Z", "retrieved_timestamp": "2026-09-11T01:11:17Z", "quote_offset_seconds": 52.754197, "quote_age_seconds": 52.754197, "bid": null, "ask": null, "midpoint": null, "last_price": 0.6, "spread": null, "selected_entry_price": 0.6, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76971.43, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T011024.245803Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 476, "signal_id": 861, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-11T00:00:00Z", "return_6h": -0.0044453218039662845, "return_12h": 0.00016359756507533518, "return_24h": -0.01627140713756725, "close_vs_ema12": -0.0031140516320622424, "close_vs_ema24": -0.0075570863997875826, "ema12_slope_3h": -0.003132900850168263, "ema24_slope_6h": -0.0044885231464856234, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T01:11:29.388821Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-11T00:00:00Z", "return_6h": -0.0044453218039662845, "return_12h": 0.00016359756507533518, "return_24h": -0.01627140713756725, "close_vs_ema12": -0.0031140516320622424, "close_vs_ema24": -0.0075570863997875826, "ema12_slope_3h": -0.003132900850168263, "ema24_slope_6h": -0.0044885231464856234, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 798, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T001021.558581Z", "trigger_timestamp": "2026-09-11T00:10:21.558581Z", "market_start_timestamp": "2026-09-11T00:00:00Z", "resolution_timestamp": "2026-09-11T01:00:00Z", "direction": "UP", "base_run_id": 2169, "small_run_id": 2170, "last_observed_close": 76568.72, "actual_close": 76908.59, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-11T00:11:23.720315Z", "market_regime": { "id": 413, "signal_id": 798, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T23:00:00Z", "return_6h": -0.009828172508221988, "return_12h": -0.01634207253779507, "return_24h": -0.022191153395704433, "close_vs_ema12": -0.008081048239348076, "close_vs_ema24": -0.012591696283351772, "ema12_slope_3h": -0.003147633209395151, "ema24_slope_6h": -0.004492248771737706, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T00:11:23.721265Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T23:00:00Z", "return_6h": -0.009828172508221988, "return_12h": -0.01634207253779507, "return_24h": -0.022191153395704433, "close_vs_ema12": -0.008081048239348076, "close_vs_ema24": -0.012591696283351772, "ema12_slope_3h": -0.003147633209395151, "ema24_slope_6h": -0.004492248771737706, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "entry_probability": 0.795, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.441419, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 2169, 2170 ], "forecast_publication_timestamp": "2026-09-11T00:10:21.558581Z", "requested_quote_timestamp": "2026-09-11T00:10:21.558581Z", "retrieved_quote_timestamp": "2026-09-11T00:11:12Z", "quote_retrieval_timestamp": "2026-09-11T00:11:26.420416Z", "timing_difference_seconds": 50.441419, "selected_quote": { "id": 608, "contract_id": 1149, "forecast_timestamp": "2026-09-11T00:10:21.558581Z", "requested_timestamp": "2026-09-11T00:10:21.558581Z", "actual_quote_timestamp": "2026-09-11T00:11:12Z", "timestamp_delta_seconds": 50.441419, "bid": null, "ask": null, "midpoint": null, "last_price": 0.795, "implied_probability": 0.795, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T00:11:26.420416Z", "raw_json": "{\"request\":{\"start\":1789085421,\"end\":1789085781},\"response\":{\"history\":[{\"t\":1789085472,\"p\":0.795},{\"t\":1789085472,\"p\":0.795}]},\"selected\":{\"t\":1789085472,\"p\":0.795}}", "venue": "polymarket", "external_event_id": "991347", "external_market_id": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "external_contract_id": "7374689167727285868643101811319255751735710265534039143665750832312305548424", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-8pm-et" }, "selected_entry_price": 0.795, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-11T00:10:21.558581Z", "id": 1150, "venue": "polymarket", "external_event_id": "991347", "external_market_id": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "external_contract_id": "53940155142044406088827263252179822122748416953452315811642982294389867683452", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-11T00:00:00Z", "resolution_timestamp": "2026-09-11T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-8pm-et", "first_retrieved_at": "2026-09-11T00:11:26.224132Z", "forecast_run_ids": [ 2169, 2170 ] }, { "forecast_timestamp": "2026-09-11T00:10:21.558581Z", "id": 1149, "venue": "polymarket", "external_event_id": "991347", "external_market_id": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "external_contract_id": "7374689167727285868643101811319255751735710265534039143665750832312305548424", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-11T00:00:00Z", "resolution_timestamp": "2026-09-11T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-8pm-et", "first_retrieved_at": "2026-09-11T00:11:26.220821Z", "forecast_run_ids": [ 2169, 2170 ] } ], "quotes": [ { "id": 608, "contract_id": 1149, "forecast_timestamp": "2026-09-11T00:10:21.558581Z", "requested_timestamp": "2026-09-11T00:10:21.558581Z", "actual_quote_timestamp": "2026-09-11T00:11:12Z", "timestamp_delta_seconds": 50.441419, "bid": null, "ask": null, "midpoint": null, "last_price": 0.795, "implied_probability": 0.795, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-11T00:11:26.420416Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "contract_side": "UP", "external_event_id": "991347", "external_market_id": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "external_contract_id": "7374689167727285868643101811319255751735710265534039143665750832312305548424", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5": { "DOWN": "53940155142044406088827263252179822122748416953452315811642982294389867683452", "UP": "7374689167727285868643101811319255751735710265534039143665750832312305548424" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 846, "signal_id": 798, "quote_id": 608, "settlement_id": 77, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 124.00666666666666, "entry_price": 0.795, "entry_price_type": "historical_price_sample", "gross_cost": 98.5853, "trading_fee": 1.4147, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 124.00666666666666, "gross_pnl": 25.421366666666657, 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"entry_price_type": "historical_price_sample", "gross_cost": 79.5, "trading_fee": 1.14082, "total_deployed": 80.64082, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 20.5, "net_pnl": 19.359179999999995, "roi": 0.2400667552735698, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T02:11:28.949409Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76568.72, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "991347", "ticker": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "market_id": "0xb717321bbc37298fceff3a6dd6ee232fe05fd119e78ac8e16151c3ae08a330f5", "contract_id": "53940155142044406088827263252179822122748416953452315811642982294389867683452", "market_title": "Bitcoin Up or Down - September 10, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-11T00:10:21.558581Z", "retrieved_timestamp": "2026-09-11T00:11:12Z", "quote_offset_seconds": 50.441419, "quote_age_seconds": 50.441419, "bid": null, "ask": null, "midpoint": null, "last_price": 0.795, "spread": null, "selected_entry_price": 0.795, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 76908.59, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260911T001021.558581Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 413, "signal_id": 798, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T23:00:00Z", "return_6h": -0.009828172508221988, "return_12h": -0.01634207253779507, "return_24h": -0.022191153395704433, "close_vs_ema12": -0.008081048239348076, "close_vs_ema24": -0.012591696283351772, "ema12_slope_3h": -0.003147633209395151, "ema24_slope_6h": -0.004492248771737706, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-11T00:11:23.721265Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T23:00:00Z", "return_6h": -0.009828172508221988, "return_12h": -0.01634207253779507, "return_24h": -0.022191153395704433, "close_vs_ema12": -0.008081048239348076, "close_vs_ema24": -0.012591696283351772, "ema12_slope_3h": -0.003147633209395151, "ema24_slope_6h": -0.004492248771737706, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 736, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T231019.178015Z", "trigger_timestamp": "2026-09-10T23:10:19.178015Z", "market_start_timestamp": "2026-09-10T23:00:00Z", "resolution_timestamp": "2026-09-11T00:00:00Z", "direction": "UP", "base_run_id": 2164, "small_run_id": 2165, "last_observed_close": 76836.45, "actual_close": 76568.72, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T23:11:22.267225Z", "market_regime": { "id": 351, "signal_id": 736, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T22:00:00Z", "return_6h": -0.004709325814854171, "return_12h": -0.013186715523287651, "return_24h": -0.013957306639310163, "close_vs_ema12": -0.00607306530231988, "close_vs_ema24": -0.010222863602129206, "ema12_slope_3h": -0.0020770321290481952, "ema24_slope_6h": -0.004031919978096488, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T23:11:22.268497Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T22:00:00Z", "return_6h": -0.004709325814854171, "return_12h": -0.013186715523287651, "return_24h": -0.013957306639310163, "close_vs_ema12": -0.00607306530231988, "close_vs_ema24": -0.010222863602129206, "ema12_slope_3h": -0.0020770321290481952, "ema24_slope_6h": -0.004031919978096488, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "entry_probability": 0.335, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 58.821985, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2164, 2165 ], "forecast_publication_timestamp": "2026-09-10T23:10:19.178015Z", "requested_quote_timestamp": "2026-09-10T23:10:19.178015Z", "retrieved_quote_timestamp": "2026-09-10T23:11:18Z", "quote_retrieval_timestamp": "2026-09-10T23:11:24.702078Z", "timing_difference_seconds": 58.821985, "selected_quote": { "id": 595, "contract_id": 1131, "forecast_timestamp": "2026-09-10T23:10:19.178015Z", "requested_timestamp": "2026-09-10T23:10:19.178015Z", "actual_quote_timestamp": "2026-09-10T23:11:18Z", "timestamp_delta_seconds": 58.821985, "bid": null, "ask": null, "midpoint": null, "last_price": 0.335, "implied_probability": 0.335, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T23:11:24.702078Z", "raw_json": "{\"request\":{\"start\":1789081819,\"end\":1789082179},\"response\":{\"history\":[{\"t\":1789081878,\"p\":0.335},{\"t\":1789081878,\"p\":0.335}]},\"selected\":{\"t\":1789081878,\"p\":0.335}}", "venue": "polymarket", "external_event_id": "991166", "external_market_id": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "external_contract_id": "110998034242935197346112851601263830862025857932441555631647242731223662892287", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-7pm-et" }, "selected_entry_price": 0.335, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T23:10:19.178015Z", "id": 1132, "venue": "polymarket", "external_event_id": "991166", "external_market_id": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "external_contract_id": "70273227630243048477231383629401095591135289740846132901351877979256452444573", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T23:00:00Z", "resolution_timestamp": "2026-09-11T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-7pm-et", "first_retrieved_at": "2026-09-10T23:11:24.383763Z", "forecast_run_ids": [ 2164, 2165 ] }, { "forecast_timestamp": "2026-09-10T23:10:19.178015Z", "id": 1131, "venue": "polymarket", "external_event_id": "991166", "external_market_id": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "external_contract_id": "110998034242935197346112851601263830862025857932441555631647242731223662892287", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T23:00:00Z", "resolution_timestamp": "2026-09-11T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-7pm-et", "first_retrieved_at": "2026-09-10T23:11:24.379410Z", "forecast_run_ids": [ 2164, 2165 ] } ], "quotes": [ { "id": 595, "contract_id": 1131, "forecast_timestamp": "2026-09-10T23:10:19.178015Z", "requested_timestamp": "2026-09-10T23:10:19.178015Z", "actual_quote_timestamp": "2026-09-10T23:11:18Z", "timestamp_delta_seconds": 58.821985, "bid": null, "ask": null, "midpoint": null, "last_price": 0.335, "implied_probability": 0.335, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T23:11:24.702078Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "contract_side": "UP", "external_event_id": "991166", "external_market_id": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "external_contract_id": "110998034242935197346112851601263830862025857932441555631647242731223662892287", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a": { "DOWN": "70273227630243048477231383629401095591135289740846132901351877979256452444573", "UP": "110998034242935197346112851601263830862025857932441555631647242731223662892287" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 813, "signal_id": 736, "quote_id": 595, "settlement_id": 75, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 285.22999999999996, "entry_price": 0.335, "entry_price_type": "historical_price_sample", "gross_cost": 95.55205, "trading_fee": 4.44795, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.55205, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T01:11:31.561242Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 812, "signal_id": 736, "quote_id": 595, "settlement_id": 75, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.335, "entry_price_type": "historical_price_sample", "gross_cost": 33.5, "trading_fee": 1.55943, "total_deployed": 35.05943, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -33.5, "net_pnl": -35.05943, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T01:11:31.559290Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76836.45, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "991166", "ticker": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "market_id": "0x2ebc9f921376d06194dcf16d6e1f24b2646c61cbce556d395a0098dbe0a01d4a", "contract_id": "70273227630243048477231383629401095591135289740846132901351877979256452444573", "market_title": "Bitcoin Up or Down - September 10, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T23:10:19.178015Z", "retrieved_timestamp": "2026-09-10T23:11:18Z", "quote_offset_seconds": 58.821985, "quote_age_seconds": 58.821985, "bid": null, "ask": null, "midpoint": null, "last_price": 0.335, "spread": null, "selected_entry_price": 0.335, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76568.72, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T231019.178015Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 351, "signal_id": 736, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T22:00:00Z", "return_6h": -0.004709325814854171, "return_12h": -0.013186715523287651, "return_24h": -0.013957306639310163, "close_vs_ema12": -0.00607306530231988, "close_vs_ema24": -0.010222863602129206, "ema12_slope_3h": -0.0020770321290481952, "ema24_slope_6h": -0.004031919978096488, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T23:11:22.268497Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T22:00:00Z", "return_6h": -0.004709325814854171, "return_12h": -0.013186715523287651, "return_24h": -0.013957306639310163, "close_vs_ema12": -0.00607306530231988, "close_vs_ema24": -0.010222863602129206, "ema12_slope_3h": -0.0020770321290481952, "ema24_slope_6h": -0.004031919978096488, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 675, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T221021.940130Z", "trigger_timestamp": "2026-09-10T22:10:21.940130Z", "market_start_timestamp": "2026-09-10T22:00:00Z", "resolution_timestamp": "2026-09-10T23:00:00Z", "direction": "UP", "base_run_id": 2159, "small_run_id": 2160, "last_observed_close": 77144.0, "actual_close": 76836.45, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T22:11:24.135437Z", "market_regime": { "id": 290, "signal_id": 675, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T21:00:00Z", "return_6h": -0.0013721682847896988, "return_12h": -0.010873036866212216, "return_24h": -0.012809773418702819, "close_vs_ema12": -0.0031953814816733095, "close_vs_ema24": -0.007143718922157483, "ema12_slope_3h": -0.0016921244384192624, "ema24_slope_6h": -0.003973626022905408, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T22:11:24.136382Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T21:00:00Z", "return_6h": -0.0013721682847896988, "return_12h": -0.010873036866212216, "return_24h": -0.012809773418702819, "close_vs_ema12": -0.0031953814816733095, "close_vs_ema24": -0.007143718922157483, "ema12_slope_3h": -0.0016921244384192624, "ema24_slope_6h": -0.003973626022905408, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "entry_probability": 0.565, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 8.05987, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 2159, 2160 ], "forecast_publication_timestamp": "2026-09-10T22:10:21.940130Z", "requested_quote_timestamp": "2026-09-10T22:10:21.940130Z", "retrieved_quote_timestamp": "2026-09-10T22:10:30Z", "quote_retrieval_timestamp": "2026-09-10T22:11:26.151511Z", "timing_difference_seconds": 8.05987, "selected_quote": { "id": 583, "contract_id": 1115, "forecast_timestamp": "2026-09-10T22:10:21.940130Z", "requested_timestamp": "2026-09-10T22:10:21.940130Z", "actual_quote_timestamp": "2026-09-10T22:10:30Z", "timestamp_delta_seconds": 8.05987, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T22:11:26.151511Z", "raw_json": "{\"request\":{\"start\":1789078221,\"end\":1789078581},\"response\":{\"history\":[{\"t\":1789078230,\"p\":0.565},{\"t\":1789078279,\"p\":0.615},{\"t\":1789078279,\"p\":0.615}]},\"selected\":{\"t\":1789078230,\"p\":0.565}}", "venue": "polymarket", "external_event_id": "990981", "external_market_id": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "external_contract_id": "54158057539193479399496677323661094901726925373938349409072782175447691852931", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-6pm-et" }, "selected_entry_price": 0.565, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T22:10:21.940130Z", "id": 1116, "venue": "polymarket", "external_event_id": "990981", "external_market_id": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "external_contract_id": "71524593701600676848971811556578104626552205647570799388262599007942400870752", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T22:00:00Z", "resolution_timestamp": "2026-09-10T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-6pm-et", "first_retrieved_at": "2026-09-10T22:11:25.806193Z", "forecast_run_ids": [ 2159, 2160 ] }, { "forecast_timestamp": "2026-09-10T22:10:21.940130Z", "id": 1115, "venue": "polymarket", "external_event_id": "990981", "external_market_id": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "external_contract_id": "54158057539193479399496677323661094901726925373938349409072782175447691852931", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T22:00:00Z", "resolution_timestamp": "2026-09-10T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-6pm-et", "first_retrieved_at": "2026-09-10T22:11:25.802211Z", "forecast_run_ids": [ 2159, 2160 ] } ], "quotes": [ { "id": 583, "contract_id": 1115, "forecast_timestamp": "2026-09-10T22:10:21.940130Z", "requested_timestamp": "2026-09-10T22:10:21.940130Z", "actual_quote_timestamp": "2026-09-10T22:10:30Z", "timestamp_delta_seconds": 8.05987, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T22:11:26.151511Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "contract_side": "UP", "external_event_id": "990981", "external_market_id": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "external_contract_id": "54158057539193479399496677323661094901726925373938349409072782175447691852931", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7": { "DOWN": "71524593701600676848971811556578104626552205647570799388262599007942400870752", "UP": "54158057539193479399496677323661094901726925373938349409072782175447691852931" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 782, "signal_id": 675, "quote_id": 583, "settlement_id": 73, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 171.76102654867256, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 97.04497999999998, "trading_fee": 2.95502, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.04497999999998, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T00:11:25.772502Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 781, "signal_id": 675, "quote_id": 583, "settlement_id": 73, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 56.49999999999999, "trading_fee": 1.72043, "total_deployed": 58.22042999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -56.49999999999999, "net_pnl": -58.22042999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-11T00:11:25.770931Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77144.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "990981", "ticker": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "market_id": "0x5ca140ae6c2bec4801f72499a07254fbbbd528f5062b200facf4e1d2567f69b7", "contract_id": "71524593701600676848971811556578104626552205647570799388262599007942400870752", "market_title": "Bitcoin Up or Down - September 10, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T22:10:21.940130Z", "retrieved_timestamp": "2026-09-10T22:10:30Z", "quote_offset_seconds": 8.05987, "quote_age_seconds": 8.05987, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "spread": null, "selected_entry_price": 0.565, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76836.45, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T221021.940130Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 290, "signal_id": 675, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T21:00:00Z", "return_6h": -0.0013721682847896988, "return_12h": -0.010873036866212216, "return_24h": -0.012809773418702819, "close_vs_ema12": -0.0031953814816733095, "close_vs_ema24": -0.007143718922157483, "ema12_slope_3h": -0.0016921244384192624, "ema24_slope_6h": -0.003973626022905408, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T22:11:24.136382Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T21:00:00Z", "return_6h": -0.0013721682847896988, "return_12h": -0.010873036866212216, "return_24h": -0.012809773418702819, "close_vs_ema12": -0.0031953814816733095, "close_vs_ema24": -0.007143718922157483, "ema12_slope_3h": -0.0016921244384192624, "ema24_slope_6h": -0.003973626022905408, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 557, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T201021.090515Z", "trigger_timestamp": "2026-09-10T20:10:21.090515Z", "market_start_timestamp": "2026-09-10T20:00:00Z", "resolution_timestamp": "2026-09-10T21:00:00Z", "direction": "UP", "base_run_id": 2149, "small_run_id": 2150, "last_observed_close": 77160.83, "actual_close": 77268.08, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T20:11:25.134981Z", "market_regime": { "id": 172, "signal_id": 557, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T19:00:00Z", "return_6h": -0.0001763537254044767, "return_12h": -0.012177002253174862, "return_24h": -0.013729287707001547, "close_vs_ema12": -0.003950143185926125, "close_vs_ema24": -0.008075305658341136, "ema12_slope_3h": -0.001919493092577551, "ema24_slope_6h": -0.004398893615443766, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T20:11:25.135978Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T19:00:00Z", "return_6h": -0.0001763537254044767, "return_12h": -0.012177002253174862, "return_24h": -0.013729287707001547, "close_vs_ema12": -0.003950143185926125, "close_vs_ema24": -0.008075305658341136, "ema12_slope_3h": -0.001919493092577551, "ema24_slope_6h": -0.004398893615443766, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "entry_probability": 0.735, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.909485, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 2149, 2150 ], "forecast_publication_timestamp": "2026-09-10T20:10:21.090515Z", "requested_quote_timestamp": "2026-09-10T20:10:21.090515Z", "retrieved_quote_timestamp": "2026-09-10T20:11:14Z", "quote_retrieval_timestamp": "2026-09-10T20:11:26.996987Z", "timing_difference_seconds": 52.909485, "selected_quote": { "id": 560, "contract_id": 1084, "forecast_timestamp": "2026-09-10T20:10:21.090515Z", "requested_timestamp": "2026-09-10T20:10:21.090515Z", "actual_quote_timestamp": "2026-09-10T20:11:14Z", "timestamp_delta_seconds": 52.909485, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T20:11:26.996987Z", "raw_json": "{\"request\":{\"start\":1789071021,\"end\":1789071381},\"response\":{\"history\":[{\"t\":1789071074,\"p\":0.735},{\"t\":1789071074,\"p\":0.735}]},\"selected\":{\"t\":1789071074,\"p\":0.735}}", "venue": "polymarket", "external_event_id": "990486", "external_market_id": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "external_contract_id": "96069919567997068306581413259540296636235886176927957427693608971099181810680", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-4pm-et" }, "selected_entry_price": 0.735, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T20:10:21.090515Z", "id": 1085, "venue": "polymarket", "external_event_id": "990486", "external_market_id": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "external_contract_id": "74755325099951963069558316050975974950443325173786926694112458164473219257101", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T20:00:00Z", "resolution_timestamp": "2026-09-10T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-4pm-et", "first_retrieved_at": "2026-09-10T20:11:26.767288Z", "forecast_run_ids": [ 2149, 2150 ] }, { "forecast_timestamp": "2026-09-10T20:10:21.090515Z", "id": 1084, "venue": "polymarket", "external_event_id": "990486", "external_market_id": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "external_contract_id": "96069919567997068306581413259540296636235886176927957427693608971099181810680", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T20:00:00Z", "resolution_timestamp": "2026-09-10T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-4pm-et", "first_retrieved_at": "2026-09-10T20:11:26.764249Z", "forecast_run_ids": [ 2149, 2150 ] } ], "quotes": [ { "id": 560, "contract_id": 1084, "forecast_timestamp": "2026-09-10T20:10:21.090515Z", "requested_timestamp": "2026-09-10T20:10:21.090515Z", "actual_quote_timestamp": "2026-09-10T20:11:14Z", "timestamp_delta_seconds": 52.909485, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T20:11:26.996987Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "contract_side": "UP", "external_event_id": "990486", "external_market_id": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "external_contract_id": "96069919567997068306581413259540296636235886176927957427693608971099181810680", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84": { "DOWN": "74755325099951963069558316050975974950443325173786926694112458164473219257101", "UP": "96069919567997068306581413259540296636235886176927957427693608971099181810680" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 728, "signal_id": 557, "quote_id": 560, "settlement_id": 70, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 133.57657142857144, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 98.17878, "trading_fee": 1.82122, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 133.57657142857144, "gross_pnl": 35.39779142857144, "net_pnl": 33.57657142857144, "roi": 0.3357657142857144, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T22:11:25.746025Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 727, "signal_id": 557, "quote_id": 560, "settlement_id": 70, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 73.5, "trading_fee": 1.36343, "total_deployed": 74.86343, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 26.5, "net_pnl": 25.136570000000006, "roi": 0.33576567357386655, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T22:11:25.744482Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77160.83, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "990486", "ticker": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "market_id": "0x297302b9553a026c78cf4e90e5da3b6094d9a586223789650a9992b77984ab84", "contract_id": "74755325099951963069558316050975974950443325173786926694112458164473219257101", "market_title": "Bitcoin Up or Down - September 10, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T20:10:21.090515Z", "retrieved_timestamp": "2026-09-10T20:11:14Z", "quote_offset_seconds": 52.909485, "quote_age_seconds": 52.909485, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "spread": null, "selected_entry_price": 0.735, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77268.08, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T201021.090515Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 172, "signal_id": 557, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T19:00:00Z", "return_6h": -0.0001763537254044767, "return_12h": -0.012177002253174862, "return_24h": -0.013729287707001547, "close_vs_ema12": -0.003950143185926125, "close_vs_ema24": -0.008075305658341136, "ema12_slope_3h": -0.001919493092577551, "ema24_slope_6h": 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"market_start_timestamp": "2026-09-10T19:00:00Z", "resolution_timestamp": "2026-09-10T20:00:00Z", "direction": "UP", "base_run_id": 2144, "small_run_id": 2145, "last_observed_close": 77252.0, "actual_close": 77160.83, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T19:11:25.402419Z", "market_regime": { "id": 113, "signal_id": 498, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T18:00:00Z", "return_6h": 0.004629498981806757, "return_12h": -0.014844035038252934, "return_24h": -0.014824059146264168, "close_vs_ema12": -0.0034889545146857825, "close_vs_ema24": -0.0076001527096351, "ema12_slope_3h": -0.0021745929514160878, "ema24_slope_6h": -0.004761181383730273, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T19:11:25.404037Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T18:00:00Z", "return_6h": 0.004629498981806757, "return_12h": -0.014844035038252934, "return_24h": -0.014824059146264168, "close_vs_ema12": -0.0034889545146857825, "close_vs_ema24": -0.0076001527096351, "ema12_slope_3h": -0.0021745929514160878, "ema24_slope_6h": -0.004761181383730273, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "entry_probability": 0.34, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.362153, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2144, 2145 ], "forecast_publication_timestamp": "2026-09-10T19:10:19.637847Z", "requested_quote_timestamp": "2026-09-10T19:10:19.637847Z", "retrieved_quote_timestamp": "2026-09-10T19:11:15Z", "quote_retrieval_timestamp": "2026-09-10T19:11:26.859227Z", "timing_difference_seconds": 55.362153, "selected_quote": { "id": 549, "contract_id": 1069, "forecast_timestamp": "2026-09-10T19:10:19.637847Z", "requested_timestamp": "2026-09-10T19:10:19.637847Z", "actual_quote_timestamp": "2026-09-10T19:11:15Z", "timestamp_delta_seconds": 55.362153, "bid": null, "ask": null, "midpoint": null, "last_price": 0.34, "implied_probability": 0.34, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T19:11:26.859227Z", "raw_json": "{\"request\":{\"start\":1789067419,\"end\":1789067779},\"response\":{\"history\":[{\"t\":1789067475,\"p\":0.34},{\"t\":1789067475,\"p\":0.34}]},\"selected\":{\"t\":1789067475,\"p\":0.34}}", "venue": "polymarket", "external_event_id": "990073", "external_market_id": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "external_contract_id": "52845286911315282661424611359997585511714712777092124780610943839904863947641", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3pm-et" }, "selected_entry_price": 0.34, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T19:10:19.637847Z", "id": 1070, "venue": "polymarket", "external_event_id": "990073", "external_market_id": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "external_contract_id": "107061212982783285819973090972301022629440967969548503765001883031888886199614", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T19:00:00Z", "resolution_timestamp": "2026-09-10T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3pm-et", "first_retrieved_at": "2026-09-10T19:11:26.682601Z", "forecast_run_ids": [ 2144, 2145 ] }, { "forecast_timestamp": "2026-09-10T19:10:19.637847Z", "id": 1069, "venue": "polymarket", "external_event_id": "990073", "external_market_id": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "external_contract_id": "52845286911315282661424611359997585511714712777092124780610943839904863947641", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T19:00:00Z", "resolution_timestamp": "2026-09-10T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3pm-et", "first_retrieved_at": "2026-09-10T19:11:26.679085Z", "forecast_run_ids": [ 2144, 2145 ] } ], "quotes": [ { "id": 549, "contract_id": 1069, "forecast_timestamp": "2026-09-10T19:10:19.637847Z", "requested_timestamp": "2026-09-10T19:10:19.637847Z", "actual_quote_timestamp": "2026-09-10T19:11:15Z", "timestamp_delta_seconds": 55.362153, "bid": null, "ask": null, "midpoint": null, "last_price": 0.34, "implied_probability": 0.34, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T19:11:26.859227Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "contract_side": "UP", "external_event_id": "990073", "external_market_id": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "external_contract_id": "52845286911315282661424611359997585511714712777092124780610943839904863947641", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33": { "DOWN": "107061212982783285819973090972301022629440967969548503765001883031888886199614", "UP": "52845286911315282661424611359997585511714712777092124780610943839904863947641" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 703, "signal_id": 498, "quote_id": 549, "settlement_id": 69, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 281.1294705882353, "entry_price": 0.34, "entry_price_type": "historical_price_sample", "gross_cost": 95.58402, "trading_fee": 4.41598, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.58402, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T21:11:22.902508Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 702, "signal_id": 498, "quote_id": 549, "settlement_id": 69, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.34, "entry_price_type": "historical_price_sample", "gross_cost": 34.0, "trading_fee": 1.5708, "total_deployed": 35.5708, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -34.0, "net_pnl": -35.5708, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T21:11:22.900683Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77252.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "990073", "ticker": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "market_id": "0x31adb86b4fd71c6594be549bd33735a613d90c8ce97b5e60e2f912d9cc322e33", "contract_id": "107061212982783285819973090972301022629440967969548503765001883031888886199614", "market_title": "Bitcoin Up or Down - September 10, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T19:10:19.637847Z", "retrieved_timestamp": "2026-09-10T19:11:15Z", "quote_offset_seconds": 55.362153, "quote_age_seconds": 55.362153, "bid": null, "ask": null, "midpoint": null, "last_price": 0.34, "spread": null, "selected_entry_price": 0.34, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77160.83, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T191019.637847Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 113, "signal_id": 498, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T18:00:00Z", "return_6h": 0.004629498981806757, "return_12h": -0.014844035038252934, "return_24h": -0.014824059146264168, "close_vs_ema12": -0.0034889545146857825, "close_vs_ema24": 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"abc-20260910T131020.582488Z", "trigger_timestamp": "2026-09-10T13:10:20.582488Z", "market_start_timestamp": "2026-09-10T13:00:00Z", "resolution_timestamp": "2026-09-10T14:00:00Z", "direction": "UP", "base_run_id": 2114, "small_run_id": 2115, "last_observed_close": 76896.01, "actual_close": 77174.44, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T13:11:24.537453Z", "market_regime": { "id": 56, "signal_id": 376, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T12:00:00Z", "return_6h": -0.0193837967527295, "return_12h": -0.01643231641568832, "return_24h": -0.03404423327145378, "close_vs_ema12": -0.013616902256511243, "close_vs_ema24": -0.016876517530124535, "ema12_slope_3h": -0.003983830452351289, "ema24_slope_6h": -0.0038358799009856615, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.880551Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T12:00:00Z", "return_6h": -0.0193837967527295, "return_12h": -0.01643231641568832, "return_24h": -0.03404423327145378, "close_vs_ema12": -0.013616902256511243, "close_vs_ema24": -0.016876517530124535, "ema12_slope_3h": -0.003983830452351289, "ema24_slope_6h": -0.0038358799009856615, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "entry_probability": 0.585, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.417512, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 2114, 2115 ], "forecast_publication_timestamp": "2026-09-10T13:10:20.582488Z", "requested_quote_timestamp": "2026-09-10T13:10:20.582488Z", "retrieved_quote_timestamp": "2026-09-10T13:11:13Z", "quote_retrieval_timestamp": "2026-09-10T13:11:26.045028Z", "timing_difference_seconds": 52.417512, "selected_quote": { "id": 536, "contract_id": 1041, "forecast_timestamp": "2026-09-10T13:10:20.582488Z", "requested_timestamp": "2026-09-10T13:10:20.582488Z", "actual_quote_timestamp": "2026-09-10T13:11:13Z", "timestamp_delta_seconds": 52.417512, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T13:11:26.045028Z", "raw_json": "{\"request\":{\"start\":1789045820,\"end\":1789046180},\"response\":{\"history\":[{\"t\":1789045873,\"p\":0.585},{\"t\":1789045873,\"p\":0.585}]},\"selected\":{\"t\":1789045873,\"p\":0.585}}", "venue": "polymarket", "external_event_id": "988189", "external_market_id": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "external_contract_id": "23506023392388559996273187505991113581468092170086915412700191934032345306949", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9am-et" }, "selected_entry_price": 0.585, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T13:10:20.582488Z", "id": 1042, "venue": "polymarket", "external_event_id": "988189", "external_market_id": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "external_contract_id": "80116063464000574007159812396858289641175517208285961361276712120614552648807", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T13:00:00Z", "resolution_timestamp": "2026-09-10T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9am-et", "first_retrieved_at": "2026-09-10T13:11:25.859682Z", "forecast_run_ids": [ 2114, 2115 ] }, { "forecast_timestamp": "2026-09-10T13:10:20.582488Z", "id": 1041, "venue": "polymarket", "external_event_id": "988189", "external_market_id": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "external_contract_id": "23506023392388559996273187505991113581468092170086915412700191934032345306949", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T13:00:00Z", "resolution_timestamp": "2026-09-10T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-9am-et", "first_retrieved_at": "2026-09-10T13:11:25.855331Z", "forecast_run_ids": [ 2114, 2115 ] } ], "quotes": [ { "id": 536, "contract_id": 1041, "forecast_timestamp": "2026-09-10T13:10:20.582488Z", "requested_timestamp": "2026-09-10T13:10:20.582488Z", "actual_quote_timestamp": "2026-09-10T13:11:13Z", "timestamp_delta_seconds": 52.417512, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "implied_probability": 0.585, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T13:11:26.045028Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "contract_side": "UP", "external_event_id": "988189", "external_market_id": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "external_contract_id": "23506023392388559996273187505991113581468092170086915412700191934032345306949", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d": { "DOWN": "80116063464000574007159812396858289641175517208285961361276712120614552648807", "UP": "23506023392388559996273187505991113581468092170086915412700191934032345306949" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 571, "signal_id": 376, "quote_id": 536, "settlement_id": 67, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 166.11454700854702, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 97.17701, "trading_fee": 2.82299, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 166.11454700854702, "gross_pnl": 68.93753700854703, "net_pnl": 66.11454700854702, "roi": 0.6611454700854702, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T15:11:28.462629Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 570, "signal_id": 376, "quote_id": 536, "settlement_id": 67, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.585, "entry_price_type": "historical_price_sample", "gross_cost": 58.5, "trading_fee": 1.69943, "total_deployed": 60.19943, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 41.5, "net_pnl": 39.80057, "roi": 0.6611452965584558, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T15:11:28.460967Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76896.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "988189", "ticker": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "market_id": "0x9e3f107ad74a191c022d684bfa8489ebb513a27b95b9406a0c092e1c10ca1a2d", "contract_id": "80116063464000574007159812396858289641175517208285961361276712120614552648807", "market_title": "Bitcoin Up or Down - September 10, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T13:10:20.582488Z", "retrieved_timestamp": "2026-09-10T13:11:13Z", "quote_offset_seconds": 52.417512, "quote_age_seconds": 52.417512, "bid": null, "ask": null, "midpoint": null, "last_price": 0.585, "spread": null, "selected_entry_price": 0.585, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77174.44, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T131020.582488Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 56, "signal_id": 376, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T12:00:00Z", "return_6h": -0.0193837967527295, "return_12h": -0.01643231641568832, "return_24h": -0.03404423327145378, "close_vs_ema12": -0.013616902256511243, "close_vs_ema24": -0.016876517530124535, "ema12_slope_3h": -0.003983830452351289, "ema24_slope_6h": -0.0038358799009856615, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.880551Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T12:00:00Z", "return_6h": -0.0193837967527295, "return_12h": -0.01643231641568832, "return_24h": -0.03404423327145378, "close_vs_ema12": -0.013616902256511243, "close_vs_ema24": -0.016876517530124535, "ema12_slope_3h": -0.003983830452351289, "ema24_slope_6h": -0.0038358799009856615, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 364, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T071020.036012Z", "trigger_timestamp": "2026-09-10T07:10:20.036012Z", "market_start_timestamp": "2026-09-10T07:00:00Z", "resolution_timestamp": "2026-09-10T08:00:00Z", "direction": "UP", "base_run_id": 2084, "small_run_id": 2085, "last_observed_close": 78416.01, "actual_close": 78112.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T07:11:24.483168Z", "market_regime": { "id": 55, "signal_id": 364, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-10T06:00:00Z", "return_6h": 0.0030098221172232265, "return_12h": 2.0276882746861347e-05, "return_24h": -0.00938642123330724, "close_vs_ema12": 0.0001704191817097911, "close_vs_ema24": -0.0012888468473927217, "ema12_slope_3h": 0.00040471658943586064, "ema24_slope_6h": -0.0012130967668341208, "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": "2026-09-10T18:06:04.880057Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T06:00:00Z", "return_6h": 0.0030098221172232265, "return_12h": 2.0276882746861347e-05, "return_24h": -0.00938642123330724, "close_vs_ema12": 0.0001704191817097911, "close_vs_ema24": -0.0012888468473927217, "ema12_slope_3h": 0.00040471658943586064, "ema24_slope_6h": -0.0012130967668341208, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "entry_probability": 0.195, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.963988, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2084, 2085 ], "forecast_publication_timestamp": "2026-09-10T07:10:20.036012Z", "requested_quote_timestamp": "2026-09-10T07:10:20.036012Z", "retrieved_quote_timestamp": "2026-09-10T07:11:14Z", "quote_retrieval_timestamp": "2026-09-10T07:11:26.509371Z", "timing_difference_seconds": 53.963988, "selected_quote": { "id": 523, "contract_id": 1013, "forecast_timestamp": "2026-09-10T07:10:20.036012Z", "requested_timestamp": "2026-09-10T07:10:20.036012Z", "actual_quote_timestamp": "2026-09-10T07:11:14Z", "timestamp_delta_seconds": 53.963988, "bid": null, "ask": null, "midpoint": null, "last_price": 0.195, "implied_probability": 0.195, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T07:11:26.509371Z", "raw_json": "{\"request\":{\"start\":1789024220,\"end\":1789024580},\"response\":{\"history\":[{\"t\":1789024274,\"p\":0.195},{\"t\":1789024274,\"p\":0.195}]},\"selected\":{\"t\":1789024274,\"p\":0.195}}", "venue": "polymarket", "external_event_id": "987086", "external_market_id": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "external_contract_id": "28884772780492856802079223862855409555421130678795763930412916387391145002163", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3am-et" }, "selected_entry_price": 0.195, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T07:10:20.036012Z", "id": 1014, "venue": "polymarket", "external_event_id": "987086", "external_market_id": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "external_contract_id": "101684128688820043360843391056071656836122091165535844359433621077131416141641", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T07:00:00Z", "resolution_timestamp": "2026-09-10T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3am-et", "first_retrieved_at": "2026-09-10T07:11:25.954453Z", "forecast_run_ids": [ 2084, 2085 ] }, { "forecast_timestamp": "2026-09-10T07:10:20.036012Z", "id": 1013, "venue": "polymarket", "external_event_id": "987086", "external_market_id": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "external_contract_id": "28884772780492856802079223862855409555421130678795763930412916387391145002163", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T07:00:00Z", "resolution_timestamp": "2026-09-10T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-3am-et", "first_retrieved_at": "2026-09-10T07:11:25.950755Z", "forecast_run_ids": [ 2084, 2085 ] } ], "quotes": [ { "id": 523, "contract_id": 1013, "forecast_timestamp": "2026-09-10T07:10:20.036012Z", "requested_timestamp": "2026-09-10T07:10:20.036012Z", "actual_quote_timestamp": "2026-09-10T07:11:14Z", "timestamp_delta_seconds": 53.963988, "bid": null, "ask": null, "midpoint": null, "last_price": 0.195, "implied_probability": 0.195, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T07:11:26.509371Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "contract_side": "UP", "external_event_id": "987086", "external_market_id": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "external_contract_id": "28884772780492856802079223862855409555421130678795763930412916387391145002163", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440": { "DOWN": "101684128688820043360843391056071656836122091165535844359433621077131416141641", "UP": "28884772780492856802079223862855409555421130678795763930412916387391145002163" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 451, "signal_id": 364, "quote_id": 523, "settlement_id": 65, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 485.46456410256405, "entry_price": 0.195, "entry_price_type": "historical_price_sample", "gross_cost": 94.66559, "trading_fee": 5.33441, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.66559, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T09:11:24.816846Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 450, "signal_id": 364, "quote_id": 523, "settlement_id": 65, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.195, "entry_price_type": "historical_price_sample", "gross_cost": 19.5, "trading_fee": 1.09883, "total_deployed": 20.59883, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -19.5, "net_pnl": -20.59883, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T09:11:24.815220Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78416.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "987086", "ticker": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "market_id": "0xe4c984025ac8638430112df755144984db79120d6b517a70b2d0d6fca79fc440", "contract_id": "101684128688820043360843391056071656836122091165535844359433621077131416141641", "market_title": "Bitcoin Up or Down - September 10, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T07:10:20.036012Z", "retrieved_timestamp": "2026-09-10T07:11:14Z", "quote_offset_seconds": 53.963988, "quote_age_seconds": 53.963988, "bid": null, "ask": null, "midpoint": null, "last_price": 0.195, "spread": null, "selected_entry_price": 0.195, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78112.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T071020.036012Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 55, "signal_id": 364, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-10T06:00:00Z", "return_6h": 0.0030098221172232265, "return_12h": 2.0276882746861347e-05, "return_24h": -0.00938642123330724, "close_vs_ema12": 0.0001704191817097911, "close_vs_ema24": -0.0012888468473927217, "ema12_slope_3h": 0.00040471658943586064, "ema24_slope_6h": -0.0012130967668341208, "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": "2026-09-10T18:06:04.880057Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T06:00:00Z", "return_6h": 0.0030098221172232265, "return_12h": 2.0276882746861347e-05, "return_24h": -0.00938642123330724, "close_vs_ema12": 0.0001704191817097911, "close_vs_ema24": -0.0012888468473927217, "ema12_slope_3h": 0.00040471658943586064, "ema24_slope_6h": -0.0012130967668341208, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 358, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T051020.033977Z", "trigger_timestamp": "2026-09-10T05:10:20.033977Z", "market_start_timestamp": "2026-09-10T05:00:00Z", "resolution_timestamp": "2026-09-10T06:00:00Z", "direction": "UP", "base_run_id": 2074, "small_run_id": 2075, "last_observed_close": 78400.0, "actual_close": 78536.71, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T05:11:22.993990Z", "market_regime": { "id": 54, "signal_id": 358, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-10T04:00:00Z", "return_6h": 0.0061077413060870445, "return_12h": -0.005138005377838151, "return_24h": -0.009744668220255992, "close_vs_ema12": 0.00031383731798828585, "close_vs_ema24": -0.0015928109117876454, "ema12_slope_3h": -9.07327647478029e-05, "ema24_slope_6h": -0.001969194750422676, "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": "2026-09-10T18:06:04.879558Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T04:00:00Z", "return_6h": 0.0061077413060870445, "return_12h": -0.005138005377838151, "return_24h": -0.009744668220255992, "close_vs_ema12": 0.00031383731798828585, "close_vs_ema24": -0.0015928109117876454, "ema12_slope_3h": -9.07327647478029e-05, "ema24_slope_6h": -0.001969194750422676, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "entry_probability": 0.365, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.966023, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2074, 2075 ], "forecast_publication_timestamp": "2026-09-10T05:10:20.033977Z", "requested_quote_timestamp": "2026-09-10T05:10:20.033977Z", "retrieved_quote_timestamp": "2026-09-10T05:11:16Z", "quote_retrieval_timestamp": "2026-09-10T05:11:24.351924Z", "timing_difference_seconds": 55.966023, "selected_quote": { "id": 511, "contract_id": 994, "forecast_timestamp": "2026-09-10T05:10:20.033977Z", "requested_timestamp": "2026-09-10T05:10:20.033977Z", "actual_quote_timestamp": "2026-09-10T05:11:16Z", "timestamp_delta_seconds": 55.966023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T05:11:24.351924Z", "raw_json": "{\"request\":{\"start\":1789017020,\"end\":1789017380},\"response\":{\"history\":[{\"t\":1789017076,\"p\":0.365},{\"t\":1789017076,\"p\":0.365}]},\"selected\":{\"t\":1789017076,\"p\":0.365}}", "venue": "polymarket", "external_event_id": "986748", "external_market_id": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "external_contract_id": "36341581226456017402325834338437424189977934251391952950844203773335817610852", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-1am-et" }, "selected_entry_price": 0.365, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T05:10:20.033977Z", "id": 995, "venue": "polymarket", "external_event_id": "986748", "external_market_id": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "external_contract_id": "64248700374529213856458963416481585227226144289365839743269948103686700031271", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T05:00:00Z", "resolution_timestamp": "2026-09-10T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-1am-et", "first_retrieved_at": "2026-09-10T05:11:24.162523Z", "forecast_run_ids": [ 2074, 2075 ] }, { "forecast_timestamp": "2026-09-10T05:10:20.033977Z", "id": 994, "venue": "polymarket", "external_event_id": "986748", "external_market_id": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "external_contract_id": "36341581226456017402325834338437424189977934251391952950844203773335817610852", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T05:00:00Z", "resolution_timestamp": "2026-09-10T06:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-10-2026-1am-et", "first_retrieved_at": "2026-09-10T05:11:24.158043Z", "forecast_run_ids": [ 2074, 2075 ] } ], "quotes": [ { "id": 511, "contract_id": 994, "forecast_timestamp": "2026-09-10T05:10:20.033977Z", "requested_timestamp": "2026-09-10T05:10:20.033977Z", "actual_quote_timestamp": "2026-09-10T05:11:16Z", "timestamp_delta_seconds": 55.966023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "implied_probability": 0.365, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T05:11:24.351924Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "contract_side": "UP", "external_event_id": "986748", "external_market_id": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "external_contract_id": "36341581226456017402325834338437424189977934251391952950844203773335817610852", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a": { "DOWN": "64248700374529213856458963416481585227226144289365839743269948103686700031271", "UP": "36341581226456017402325834338437424189977934251391952950844203773335817610852" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 411, "signal_id": 358, "quote_id": 511, "settlement_id": 64, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 262.3127945205479, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 95.74417, 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358, "quote_id": 511, "settlement_id": 64, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.365, "entry_price_type": "historical_price_sample", "gross_cost": 36.5, "trading_fee": 1.62243, "total_deployed": 38.12243, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 63.5, "net_pnl": 61.87757, "roi": 1.6231276442766107, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T07:11:25.902097Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78400.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "986748", "ticker": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "market_id": "0x5c0dc59748ffd75e6303471d19d6305a08d4a6e22ecf8d27e521af7a2be9696a", "contract_id": "64248700374529213856458963416481585227226144289365839743269948103686700031271", "market_title": "Bitcoin Up or Down - September 10, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T05:10:20.033977Z", "retrieved_timestamp": "2026-09-10T05:11:16Z", "quote_offset_seconds": 55.966023, "quote_age_seconds": 55.966023, "bid": null, "ask": null, "midpoint": null, "last_price": 0.365, "spread": null, "selected_entry_price": 0.365, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78536.71, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T051020.033977Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 54, "signal_id": 358, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-10T04:00:00Z", "return_6h": 0.0061077413060870445, "return_12h": -0.005138005377838151, "return_24h": -0.009744668220255992, "close_vs_ema12": 0.00031383731798828585, "close_vs_ema24": -0.0015928109117876454, "ema12_slope_3h": -9.07327647478029e-05, "ema24_slope_6h": -0.001969194750422676, "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": "2026-09-10T18:06:04.879558Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T04:00:00Z", "return_6h": 0.0061077413060870445, "return_12h": -0.005138005377838151, "return_24h": -0.009744668220255992, "close_vs_ema12": 0.00031383731798828585, "close_vs_ema24": -0.0015928109117876454, "ema12_slope_3h": -9.07327647478029e-05, "ema24_slope_6h": -0.001969194750422676, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 348, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T021020.411714Z", "trigger_timestamp": "2026-09-10T02:10:20.411714Z", "market_start_timestamp": "2026-09-10T02:00:00Z", "resolution_timestamp": "2026-09-10T03:00:00Z", "direction": "UP", "base_run_id": 2059, "small_run_id": 2060, "last_observed_close": 78094.0, "actual_close": 78357.86, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T02:11:24.129754Z", "market_regime": { "id": 53, "signal_id": 348, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T01:00:00Z", "return_6h": -0.0018014968759483274, "return_12h": -0.013225687064391312, "return_24h": -0.01010882034186189, "close_vs_ema12": -0.003680855826166507, "close_vs_ema24": -0.006072024855061531, "ema12_slope_3h": -0.001661705367478561, "ema24_slope_6h": -0.0034006973943468966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.879053Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T01:00:00Z", "return_6h": -0.0018014968759483274, "return_12h": -0.013225687064391312, "return_24h": -0.01010882034186189, "close_vs_ema12": -0.003680855826166507, "close_vs_ema24": -0.006072024855061531, "ema12_slope_3h": -0.001661705367478561, "ema24_slope_6h": -0.0034006973943468966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.588286, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2059, 2060 ], "forecast_publication_timestamp": "2026-09-10T02:10:20.411714Z", "requested_quote_timestamp": "2026-09-10T02:10:20.411714Z", "retrieved_quote_timestamp": "2026-09-10T02:11:15Z", "quote_retrieval_timestamp": "2026-09-10T02:11:26.670544Z", "timing_difference_seconds": 54.588286, "selected_quote": { "id": 498, "contract_id": 971, "forecast_timestamp": "2026-09-10T02:10:20.411714Z", "requested_timestamp": "2026-09-10T02:10:20.411714Z", "actual_quote_timestamp": "2026-09-10T02:11:15Z", "timestamp_delta_seconds": 54.588286, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T02:11:26.670544Z", "raw_json": "{\"request\":{\"start\":1789006220,\"end\":1789006580},\"response\":{\"history\":[{\"t\":1789006275,\"p\":0.415},{\"t\":1789006275,\"p\":0.415}]},\"selected\":{\"t\":1789006275,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "986173", "external_market_id": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "external_contract_id": "52449192565808267670144227173297981435527692492699252661927602857146163699469", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-10pm-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T02:10:20.411714Z", "id": 972, "venue": "polymarket", "external_event_id": "986173", "external_market_id": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "external_contract_id": "14296464113535418412364675300910046099765544460950790223375245107008424911788", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T02:00:00Z", "resolution_timestamp": "2026-09-10T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-10pm-et", "first_retrieved_at": "2026-09-10T02:11:26.354579Z", "forecast_run_ids": [ 2059, 2060 ] }, { "forecast_timestamp": "2026-09-10T02:10:20.411714Z", "id": 971, "venue": "polymarket", "external_event_id": "986173", "external_market_id": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "external_contract_id": "52449192565808267670144227173297981435527692492699252661927602857146163699469", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T02:00:00Z", "resolution_timestamp": "2026-09-10T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-10pm-et", "first_retrieved_at": "2026-09-10T02:11:26.351306Z", "forecast_run_ids": [ 2059, 2060 ] } ], "quotes": [ { "id": 498, "contract_id": 971, "forecast_timestamp": "2026-09-10T02:10:20.411714Z", "requested_timestamp": "2026-09-10T02:10:20.411714Z", "actual_quote_timestamp": "2026-09-10T02:11:15Z", "timestamp_delta_seconds": 54.588286, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T02:11:26.670544Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "contract_side": "UP", "external_event_id": "986173", "external_market_id": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "external_contract_id": "52449192565808267670144227173297981435527692492699252661927602857146163699469", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481": { "DOWN": "14296464113535418412364675300910046099765544460950790223375245107008424911788", "UP": "52449192565808267670144227173297981435527692492699252661927602857146163699469" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 352, "signal_id": 348, "quote_id": 498, "settlement_id": 63, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48455421686748, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06609, "trading_fee": 3.93391, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 231.48455421686748, "gross_pnl": 135.41846421686748, "net_pnl": 131.48455421686748, "roi": 1.3148455421686749, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T04:11:22.379990Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 351, "signal_id": 348, "quote_id": 498, "settlement_id": 63, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 58.5, "net_pnl": 56.80058, "roi": 1.3148458937643142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T04:11:22.378581Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78094.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "986173", "ticker": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "market_id": "0xed98ec77fde477792dfd322fd60c89ca4b2f2f01f19c9998048fc37c7fea9481", "contract_id": "14296464113535418412364675300910046099765544460950790223375245107008424911788", "market_title": "Bitcoin Up or Down - September 9, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T02:10:20.411714Z", "retrieved_timestamp": "2026-09-10T02:11:15Z", "quote_offset_seconds": 54.588286, "quote_age_seconds": 54.588286, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78357.86, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T021020.411714Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 53, "signal_id": 348, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T01:00:00Z", "return_6h": -0.0018014968759483274, "return_12h": -0.013225687064391312, "return_24h": -0.01010882034186189, "close_vs_ema12": -0.003680855826166507, "close_vs_ema24": -0.006072024855061531, "ema12_slope_3h": -0.001661705367478561, "ema24_slope_6h": -0.0034006973943468966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.879053Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T01:00:00Z", "return_6h": -0.0018014968759483274, "return_12h": -0.013225687064391312, "return_24h": -0.01010882034186189, "close_vs_ema12": -0.003680855826166507, "close_vs_ema24": -0.006072024855061531, "ema12_slope_3h": -0.001661705367478561, "ema24_slope_6h": -0.0034006973943468966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 343, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T011021.573783Z", "trigger_timestamp": "2026-09-10T01:10:21.573783Z", "market_start_timestamp": "2026-09-10T01:00:00Z", "resolution_timestamp": "2026-09-10T02:00:00Z", "direction": "UP", "base_run_id": 2054, "small_run_id": 2055, "last_observed_close": 78180.7, "actual_close": 78094.0, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-10T01:11:28.367570Z", "market_regime": { "id": 52, "signal_id": 343, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T00:00:00Z", "return_6h": -0.0029805742362183363, "return_12h": -0.017906156484914337, "return_24h": -0.0075398621256964615, "close_vs_ema12": -0.0032418187246457952, "close_vs_ema24": -0.005493667073998343, "ema12_slope_3h": -0.002354165332096092, "ema24_slope_6h": -0.0035386006414647175, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.878555Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T00:00:00Z", "return_6h": -0.0029805742362183363, "return_12h": -0.017906156484914337, "return_24h": -0.0075398621256964615, "close_vs_ema12": -0.0032418187246457952, "close_vs_ema24": -0.005493667073998343, "ema12_slope_3h": -0.002354165332096092, "ema24_slope_6h": -0.0035386006414647175, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "entry_probability": 0.815, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 47.426217, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "loss", "forecast_ids": [ 2054, 2055 ], "forecast_publication_timestamp": "2026-09-10T01:10:21.573783Z", "requested_quote_timestamp": "2026-09-10T01:10:21.573783Z", "retrieved_quote_timestamp": "2026-09-10T01:11:09Z", "quote_retrieval_timestamp": "2026-09-10T01:11:30.081590Z", "timing_difference_seconds": 47.426217, "selected_quote": { "id": 486, "contract_id": 955, "forecast_timestamp": "2026-09-10T01:10:21.573783Z", "requested_timestamp": "2026-09-10T01:10:21.573783Z", "actual_quote_timestamp": "2026-09-10T01:11:09Z", "timestamp_delta_seconds": 47.426217, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T01:11:30.081590Z", "raw_json": "{\"request\":{\"start\":1789002621,\"end\":1789002981},\"response\":{\"history\":[{\"t\":1789002669,\"p\":0.815},{\"t\":1789002669,\"p\":0.815}]},\"selected\":{\"t\":1789002669,\"p\":0.815}}", "venue": "polymarket", "external_event_id": "986010", "external_market_id": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "external_contract_id": "40365534291826290943331719874509352988593143146058776047795986325752259336738", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-9pm-et" }, "selected_entry_price": 0.815, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-10T01:10:21.573783Z", "id": 956, "venue": "polymarket", "external_event_id": "986010", "external_market_id": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "external_contract_id": "28516214481175773164984677592448129347714946257091734267900586745639842818970", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-10T01:00:00Z", "resolution_timestamp": "2026-09-10T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-9pm-et", "first_retrieved_at": "2026-09-10T01:11:29.900135Z", "forecast_run_ids": [ 2054, 2055 ] }, { "forecast_timestamp": "2026-09-10T01:10:21.573783Z", "id": 955, "venue": "polymarket", "external_event_id": "986010", "external_market_id": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "external_contract_id": "40365534291826290943331719874509352988593143146058776047795986325752259336738", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-10T01:00:00Z", "resolution_timestamp": "2026-09-10T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-9pm-et", "first_retrieved_at": "2026-09-10T01:11:29.896616Z", "forecast_run_ids": [ 2054, 2055 ] } ], "quotes": [ { "id": 486, "contract_id": 955, "forecast_timestamp": "2026-09-10T01:10:21.573783Z", "requested_timestamp": "2026-09-10T01:10:21.573783Z", "actual_quote_timestamp": "2026-09-10T01:11:09Z", "timestamp_delta_seconds": 47.426217, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "implied_probability": 0.815, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T01:11:30.081590Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "contract_side": "UP", "external_event_id": "986010", "external_market_id": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "external_contract_id": "40365534291826290943331719874509352988593143146058776047795986325752259336738", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd": { "DOWN": "28516214481175773164984677592448129347714946257091734267900586745639842818970", "UP": "40365534291826290943331719874509352988593143146058776047795986325752259336738" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 331, "signal_id": 343, "quote_id": 486, "settlement_id": 62, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 121.13074846625767, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 98.72156, "trading_fee": 1.27844, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.72156, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T03:11:23.241741Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 330, "signal_id": 343, "quote_id": 486, "settlement_id": 62, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.815, "entry_price_type": "historical_price_sample", "gross_cost": 81.5, "trading_fee": 1.05543, "total_deployed": 82.55543, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -81.5, "net_pnl": -82.55543, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T03:11:23.239696Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78180.7, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "986010", "ticker": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "market_id": "0x2d2a38f17b3a25e1c996c052bc8b2593b8039264b4d499069c2760785560e1dd", "contract_id": "28516214481175773164984677592448129347714946257091734267900586745639842818970", "market_title": "Bitcoin Up or Down - September 9, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-10T01:10:21.573783Z", "retrieved_timestamp": "2026-09-10T01:11:09Z", "quote_offset_seconds": 47.426217, "quote_age_seconds": 47.426217, "bid": null, "ask": null, "midpoint": null, "last_price": 0.815, "spread": null, "selected_entry_price": 0.815, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78094.0, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260910T011021.573783Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 52, "signal_id": 343, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-10T00:00:00Z", "return_6h": -0.0029805742362183363, "return_12h": -0.017906156484914337, "return_24h": -0.0075398621256964615, "close_vs_ema12": -0.0032418187246457952, "close_vs_ema24": -0.005493667073998343, "ema12_slope_3h": -0.002354165332096092, "ema24_slope_6h": -0.0035386006414647175, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.878555Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-10T00:00:00Z", "return_6h": -0.0029805742362183363, "return_12h": -0.017906156484914337, "return_24h": -0.0075398621256964615, "close_vs_ema12": -0.0032418187246457952, "close_vs_ema24": -0.005493667073998343, "ema12_slope_3h": -0.002354165332096092, "ema24_slope_6h": -0.0035386006414647175, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 337, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T231019.728042Z", "trigger_timestamp": "2026-09-09T23:10:19.728042Z", "market_start_timestamp": "2026-09-09T23:00:00Z", "resolution_timestamp": "2026-09-10T00:00:00Z", "direction": "UP", "base_run_id": 2044, "small_run_id": 2045, "last_observed_close": 77924.06, "actual_close": 78306.43, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-09T23:11:23.531602Z", "market_regime": { "id": 51, "signal_id": 337, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T22:00:00Z", "return_6h": -0.01117747754264009, "return_12h": -0.01261973991133547, "return_24h": -0.008125765951261243, "close_vs_ema12": -0.007500927557292814, "close_vs_ema24": -0.009607928287721501, "ema12_slope_3h": -0.003338152352300283, "ema24_slope_6h": -0.003380805513159668, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.878045Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T22:00:00Z", "return_6h": -0.01117747754264009, "return_12h": -0.01261973991133547, "return_24h": -0.008125765951261243, "close_vs_ema12": -0.007500927557292814, "close_vs_ema24": -0.009607928287721501, "ema12_slope_3h": -0.003338152352300283, "ema24_slope_6h": -0.003380805513159668, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "entry_probability": 0.885, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.271958, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 2044, 2045 ], "forecast_publication_timestamp": "2026-09-09T23:10:19.728042Z", "requested_quote_timestamp": "2026-09-09T23:10:19.728042Z", "retrieved_quote_timestamp": "2026-09-09T23:11:17Z", "quote_retrieval_timestamp": "2026-09-10T00:11:25.292307Z", "timing_difference_seconds": 57.271958, "selected_quote": { "id": 483, "contract_id": 935, "forecast_timestamp": "2026-09-09T23:10:19.728042Z", "requested_timestamp": "2026-09-09T23:10:19.728042Z", "actual_quote_timestamp": "2026-09-09T23:11:17Z", "timestamp_delta_seconds": 57.271958, "bid": null, "ask": null, "midpoint": null, "last_price": 0.885, "implied_probability": 0.885, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T00:11:25.292307Z", "raw_json": "{\"request\":{\"start\":1788995419,\"end\":1788995779},\"response\":{\"history\":[{\"t\":1788995477,\"p\":0.885},{\"t\":1788995545,\"p\":0.895},{\"t\":1788995602,\"p\":0.895},{\"t\":1788995657,\"p\":0.885},{\"t\":1788995717,\"p\":0.895},{\"t\":1788995772,\"p\":0.855},{\"t\":1788999072,\"p\":0.9995}]},\"selected\":{\"t\":1788995477,\"p\":0.885}}", "venue": "polymarket", "external_event_id": "985624", "external_market_id": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "external_contract_id": "95289236497877832115199235352734262451347134090492977298162161187953185306045", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-7pm-et" }, "selected_entry_price": 0.885, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T23:10:19.728042Z", "id": 936, "venue": "polymarket", "external_event_id": "985624", "external_market_id": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "external_contract_id": "82511748753620209294568811642083632064227262455683623659789341569350451236764", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T23:00:00Z", "resolution_timestamp": "2026-09-10T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-7pm-et", "first_retrieved_at": "2026-09-09T23:11:24.782887Z", "forecast_run_ids": [ 2044, 2045 ] }, { "forecast_timestamp": "2026-09-09T23:10:19.728042Z", "id": 935, "venue": "polymarket", "external_event_id": "985624", "external_market_id": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "external_contract_id": "95289236497877832115199235352734262451347134090492977298162161187953185306045", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T23:00:00Z", "resolution_timestamp": "2026-09-10T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-7pm-et", "first_retrieved_at": "2026-09-09T23:11:24.778688Z", "forecast_run_ids": [ 2044, 2045 ] } ], "quotes": [ { "id": 483, "contract_id": 935, "forecast_timestamp": "2026-09-09T23:10:19.728042Z", "requested_timestamp": "2026-09-09T23:10:19.728042Z", "actual_quote_timestamp": "2026-09-09T23:11:17Z", "timestamp_delta_seconds": 57.271958, "bid": null, "ask": null, "midpoint": null, "last_price": 0.885, "implied_probability": 0.885, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-10T00:11:25.292307Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "contract_side": "UP", "external_event_id": "985624", "external_market_id": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "external_contract_id": "95289236497877832115199235352734262451347134090492977298162161187953185306045", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54": { "DOWN": "82511748753620209294568811642083632064227262455683623659789341569350451236764", "UP": "95289236497877832115199235352734262451347134090492977298162161187953185306045" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 293, "signal_id": 337, "quote_id": 483, "settlement_id": 59, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 112.09201129943503, "entry_price": 0.885, "entry_price_type": "historical_price_sample", "gross_cost": 99.20143, "trading_fee": 0.79857, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 112.09201129943503, "gross_pnl": 12.890581299435027, "net_pnl": 12.092011299435029, "roi": 0.12092011299435029, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T01:11:29.814046Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 292, "signal_id": 337, "quote_id": 483, "settlement_id": 59, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.885, "entry_price_type": "historical_price_sample", "gross_cost": 88.5, "trading_fee": 0.71243, "total_deployed": 89.21243, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 11.5, "net_pnl": 10.787570000000002, "roi": 0.12092003322855349, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-10T01:11:29.812346Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77924.06, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "985624", "ticker": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "market_id": "0x9f57714b996a99f74b738cf56869bbd18ccf5be2069125a6aa36199387577f54", "contract_id": "82511748753620209294568811642083632064227262455683623659789341569350451236764", "market_title": "Bitcoin Up or Down - September 9, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T23:10:19.728042Z", "retrieved_timestamp": "2026-09-09T23:11:17Z", "quote_offset_seconds": 57.271958, "quote_age_seconds": 57.271958, "bid": null, "ask": null, "midpoint": null, "last_price": 0.885, "spread": null, "selected_entry_price": 0.885, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78306.43, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T231019.728042Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 51, "signal_id": 337, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T22:00:00Z", "return_6h": -0.01117747754264009, "return_12h": -0.01261973991133547, "return_24h": -0.008125765951261243, "close_vs_ema12": -0.007500927557292814, "close_vs_ema24": -0.009607928287721501, "ema12_slope_3h": -0.003338152352300283, "ema24_slope_6h": -0.003380805513159668, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.878045Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T22:00:00Z", "return_6h": -0.01117747754264009, "return_12h": -0.01261973991133547, "return_24h": -0.008125765951261243, "close_vs_ema12": -0.007500927557292814, "close_vs_ema24": -0.009607928287721501, "ema12_slope_3h": -0.003338152352300283, "ema24_slope_6h": -0.003380805513159668, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 328, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T191020.618685Z", "trigger_timestamp": "2026-09-09T19:10:20.618685Z", "market_start_timestamp": "2026-09-09T19:00:00Z", "resolution_timestamp": "2026-09-09T20:00:00Z", "direction": "UP", "base_run_id": 2024, "small_run_id": 2025, "last_observed_close": 78414.42, "actual_close": 78234.94, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-09T19:11:23.545249Z", "market_regime": { "id": 50, "signal_id": 328, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T18:00:00Z", "return_6h": -0.014970202047228987, "return_12h": -0.009406507381406803, "return_24h": -0.0002751287674027658, "close_vs_ema12": -0.005830682515682972, "close_vs_ema24": -0.0060502878388424275, 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"spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T19:11:25.424882Z", "raw_json": "{\"request\":{\"start\":1788981020,\"end\":1788981380},\"response\":{\"history\":[{\"t\":1788981075,\"p\":0.505},{\"t\":1788981075,\"p\":0.505}]},\"selected\":{\"t\":1788981075,\"p\":0.505}}", "venue": "polymarket", "external_event_id": "984502", "external_market_id": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "external_contract_id": "69656551283528138864077760000800300601458130277930292791600481100115436682084", "market_title": "Bitcoin Up or Down - September 9, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-3pm-et" }, "selected_entry_price": 0.505, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T19:10:20.618685Z", "id": 912, "venue": "polymarket", "external_event_id": "984502", "external_market_id": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "external_contract_id": "103201479424130946228540548551998359646673133078502675664407983829927699743202", "market_title": "Bitcoin Up or Down - September 9, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T19:00:00Z", "resolution_timestamp": "2026-09-09T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-3pm-et", "first_retrieved_at": "2026-09-09T19:11:25.081874Z", "forecast_run_ids": [ 2024, 2025 ] }, { "forecast_timestamp": "2026-09-09T19:10:20.618685Z", "id": 911, "venue": "polymarket", "external_event_id": "984502", "external_market_id": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "external_contract_id": "69656551283528138864077760000800300601458130277930292791600481100115436682084", "market_title": "Bitcoin Up or Down - September 9, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T19:00:00Z", "resolution_timestamp": "2026-09-09T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-3pm-et", "first_retrieved_at": "2026-09-09T19:11:25.077541Z", "forecast_run_ids": [ 2024, 2025 ] } ], "quotes": [ { "id": 461, "contract_id": 911, "forecast_timestamp": "2026-09-09T19:10:20.618685Z", "requested_timestamp": "2026-09-09T19:10:20.618685Z", "actual_quote_timestamp": "2026-09-09T19:11:15Z", "timestamp_delta_seconds": 54.381315, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "implied_probability": 0.505, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T19:11:25.424882Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 3PM ET", "contract_side": "UP", "external_event_id": "984502", "external_market_id": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "external_contract_id": "69656551283528138864077760000800300601458130277930292791600481100115436682084", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73": { "DOWN": "103201479424130946228540548551998359646673133078502675664407983829927699743202", "UP": "69656551283528138864077760000800300601458130277930292791600481100115436682084" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 235, "signal_id": 328, "quote_id": 461, "settlement_id": 57, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 191.38819801980196, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 96.65104, "trading_fee": 3.34896, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.65104, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T21:11:22.016805Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 234, "signal_id": 328, "quote_id": 461, "settlement_id": 57, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.505, "entry_price_type": "historical_price_sample", "gross_cost": 50.5, "trading_fee": 1.74983, "total_deployed": 52.24983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -50.5, "net_pnl": -52.24983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T21:11:22.015353Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78414.42, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "984502", "ticker": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "market_id": "0xa809936daea870391a8fd0ddfacf6508cbe426a0a28858117ff7e76286388d73", "contract_id": "103201479424130946228540548551998359646673133078502675664407983829927699743202", "market_title": "Bitcoin Up or Down - September 9, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T19:10:20.618685Z", "retrieved_timestamp": "2026-09-09T19:11:15Z", "quote_offset_seconds": 54.381315, "quote_age_seconds": 54.381315, "bid": null, "ask": null, "midpoint": null, "last_price": 0.505, "spread": null, "selected_entry_price": 0.505, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78234.94, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T191020.618685Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 50, "signal_id": 328, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T18:00:00Z", "return_6h": -0.014970202047228987, "return_12h": -0.009406507381406803, "return_24h": -0.0002751287674027658, "close_vs_ema12": -0.005830682515682972, "close_vs_ema24": -0.0060502878388424275, "ema12_slope_3h": -0.0019048377474665257, "ema24_slope_6h": -0.0011283624868142494, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.877533Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T18:00:00Z", "return_6h": -0.014970202047228987, "return_12h": -0.009406507381406803, "return_24h": -0.0002751287674027658, "close_vs_ema12": -0.005830682515682972, "close_vs_ema24": -0.0060502878388424275, "ema12_slope_3h": -0.0019048377474665257, "ema24_slope_6h": -0.0011283624868142494, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 317, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T161022.300023Z", "trigger_timestamp": "2026-09-09T16:10:22.300023Z", "market_start_timestamp": "2026-09-09T16:00:00Z", "resolution_timestamp": "2026-09-09T17:00:00Z", "direction": "UP", "base_run_id": 2009, "small_run_id": 2010, "last_observed_close": 78596.7, "actual_close": 78804.9, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-09T16:11:25.710967Z", "market_regime": { "id": 49, "signal_id": 317, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T15:00:00Z", "return_6h": -0.0045003287440053, "return_12h": -0.0005253184814824063, "return_24h": -0.00389460610361958, "close_vs_ema12": -0.0054177972736647595, "close_vs_ema24": -0.0045918019581565606, "ema12_slope_3h": -0.0012893302228674797, "ema24_slope_6h": 0.0008855601208481723, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.877028Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T15:00:00Z", "return_6h": -0.0045003287440053, "return_12h": -0.0005253184814824063, "return_24h": -0.00389460610361958, "close_vs_ema12": -0.0054177972736647595, "close_vs_ema24": -0.0045918019581565606, "ema12_slope_3h": -0.0012893302228674797, "ema24_slope_6h": 0.0008855601208481723, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "entry_probability": 0.425, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.699977, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 2009, 2010 ], "forecast_publication_timestamp": "2026-09-09T16:10:22.300023Z", "requested_quote_timestamp": "2026-09-09T16:10:22.300023Z", "retrieved_quote_timestamp": "2026-09-09T16:11:13Z", "quote_retrieval_timestamp": "2026-09-09T16:11:28.122713Z", "timing_difference_seconds": 50.699977, "selected_quote": { "id": 447, "contract_id": 887, "forecast_timestamp": "2026-09-09T16:10:22.300023Z", "requested_timestamp": "2026-09-09T16:10:22.300023Z", "actual_quote_timestamp": "2026-09-09T16:11:13Z", "timestamp_delta_seconds": 50.699977, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T16:11:28.122713Z", "raw_json": "{\"request\":{\"start\":1788970222,\"end\":1788970582},\"response\":{\"history\":[{\"t\":1788970273,\"p\":0.425},{\"t\":1788970273,\"p\":0.425}]},\"selected\":{\"t\":1788970273,\"p\":0.425}}", "venue": "polymarket", "external_event_id": "983344", "external_market_id": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "external_contract_id": "10167424725495018801075733791456629720996570381998905685572115381414677940567", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-12pm-et" }, "selected_entry_price": 0.425, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T16:10:22.300023Z", "id": 888, "venue": "polymarket", "external_event_id": "983344", "external_market_id": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "external_contract_id": "58059037232670438498406383598357753121191274263260194609273421744526958207160", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T16:00:00Z", "resolution_timestamp": "2026-09-09T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-12pm-et", "first_retrieved_at": "2026-09-09T16:11:27.931341Z", "forecast_run_ids": [ 2009, 2010 ] }, { "forecast_timestamp": "2026-09-09T16:10:22.300023Z", "id": 887, "venue": "polymarket", "external_event_id": "983344", "external_market_id": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "external_contract_id": "10167424725495018801075733791456629720996570381998905685572115381414677940567", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T16:00:00Z", "resolution_timestamp": "2026-09-09T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-12pm-et", "first_retrieved_at": "2026-09-09T16:11:27.926941Z", "forecast_run_ids": [ 2009, 2010 ] } ], "quotes": [ { "id": 447, "contract_id": 887, "forecast_timestamp": "2026-09-09T16:10:22.300023Z", "requested_timestamp": "2026-09-09T16:10:22.300023Z", "actual_quote_timestamp": "2026-09-09T16:11:13Z", "timestamp_delta_seconds": 50.699977, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "implied_probability": 0.425, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T16:11:28.122713Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "contract_side": "UP", "external_event_id": "983344", "external_market_id": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "external_contract_id": "10167424725495018801075733791456629720996570381998905685572115381414677940567", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26": { "DOWN": "58059037232670438498406383598357753121191274263260194609273421744526958207160", "UP": "10167424725495018801075733791456629720996570381998905685572115381414677940567" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 196, "signal_id": 317, "quote_id": 447, "settlement_id": 55, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 226.18997647058825, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 96.13074, "trading_fee": 3.86926, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 226.18997647058825, "gross_pnl": 130.05923647058825, "net_pnl": 126.18997647058825, "roi": 1.2618997647058825, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T18:11:27.161480Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 195, "signal_id": 317, "quote_id": 447, "settlement_id": 55, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.425, "entry_price_type": "historical_price_sample", "gross_cost": 42.5, "trading_fee": 1.71062, "total_deployed": 44.21062, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 57.5, "net_pnl": 55.78938, "roi": 1.2618999688310184, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T18:11:27.160031Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78596.7, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "983344", "ticker": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "market_id": "0x3cb458ff5660f27e282884c6efb2ee6fe65460d29db4aec44ec42af5d0597a26", "contract_id": "58059037232670438498406383598357753121191274263260194609273421744526958207160", "market_title": "Bitcoin Up or Down - September 9, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T16:10:22.300023Z", "retrieved_timestamp": "2026-09-09T16:11:13Z", "quote_offset_seconds": 50.699977, "quote_age_seconds": 50.699977, "bid": null, "ask": null, "midpoint": null, "last_price": 0.425, "spread": null, "selected_entry_price": 0.425, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78804.9, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T161022.300023Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 49, "signal_id": 317, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-09T15:00:00Z", "return_6h": -0.0045003287440053, "return_12h": -0.0005253184814824063, "return_24h": -0.00389460610361958, "close_vs_ema12": -0.0054177972736647595, "close_vs_ema24": -0.0045918019581565606, "ema12_slope_3h": -0.0012893302228674797, "ema24_slope_6h": 0.0008855601208481723, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.877028Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T15:00:00Z", "return_6h": -0.0045003287440053, "return_12h": -0.0005253184814824063, "return_24h": -0.00389460610361958, "close_vs_ema12": -0.0054177972736647595, "close_vs_ema24": -0.0045918019581565606, "ema12_slope_3h": -0.0012893302228674797, "ema24_slope_6h": 0.0008855601208481723, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 312, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T151020.766589Z", "trigger_timestamp": "2026-09-09T15:10:20.766589Z", "market_start_timestamp": "2026-09-09T15:00:00Z", "resolution_timestamp": "2026-09-09T16:00:00Z", "direction": "UP", "base_run_id": 2004, "small_run_id": 2005, "last_observed_close": 78958.01, "actual_close": 78596.7, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-09T15:11:25.655656Z", "market_regime": { "id": 48, "signal_id": 312, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": 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aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 11AM ET", "entry_probability": 0.185, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.233411, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 2004, 2005 ], "forecast_publication_timestamp": "2026-09-09T15:10:20.766589Z", "requested_quote_timestamp": "2026-09-09T15:10:20.766589Z", "retrieved_quote_timestamp": "2026-09-09T15:11:11Z", "quote_retrieval_timestamp": "2026-09-09T15:11:28.179502Z", "timing_difference_seconds": 50.233411, "selected_quote": { "id": 434, "contract_id": 869, "forecast_timestamp": "2026-09-09T15:10:20.766589Z", "requested_timestamp": "2026-09-09T15:10:20.766589Z", "actual_quote_timestamp": "2026-09-09T15:11:11Z", "timestamp_delta_seconds": 50.233411, "bid": null, "ask": null, "midpoint": null, "last_price": 0.185, "implied_probability": 0.185, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T15:11:28.179502Z", "raw_json": "{\"request\":{\"start\":1788966620,\"end\":1788966980},\"response\":{\"history\":[{\"t\":1788966671,\"p\":0.185},{\"t\":1788966671,\"p\":0.185}]},\"selected\":{\"t\":1788966671,\"p\":0.185}}", "venue": "polymarket", "external_event_id": "983167", "external_market_id": "0xf6eb5edcc81333f7d312e3c0507f31a25584923fab34eb269208b7e77273b296", "external_contract_id": "85701144183894808455879082375228967099018164253642740654583326635508619783828", "market_title": "Bitcoin Up or Down - September 9, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-11am-et" }, "selected_entry_price": 0.185, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T15:10:20.766589Z", "id": 870, "venue": "polymarket", "external_event_id": "983167", "external_market_id": "0xf6eb5edcc81333f7d312e3c0507f31a25584923fab34eb269208b7e77273b296", "external_contract_id": "74478357667753447770339543861952633031339738624798653858131091949616776660216", "market_title": "Bitcoin Up or Down - 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94.6029, "trading_fee": 5.3971, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -94.6029, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T17:11:24.103727Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 182, "signal_id": 312, "quote_id": 434, "settlement_id": 54, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.185, "entry_price_type": "historical_price_sample", "gross_cost": 18.5, "trading_fee": 1.05543, "total_deployed": 19.55543, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -18.5, "net_pnl": -19.55543, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T17:11:24.102136Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78958.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "983167", "ticker": "0xf6eb5edcc81333f7d312e3c0507f31a25584923fab34eb269208b7e77273b296", "market_id": "0xf6eb5edcc81333f7d312e3c0507f31a25584923fab34eb269208b7e77273b296", "contract_id": "74478357667753447770339543861952633031339738624798653858131091949616776660216", "market_title": "Bitcoin Up or Down - September 9, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T15:10:20.766589Z", "retrieved_timestamp": "2026-09-09T15:11:11Z", "quote_offset_seconds": 50.233411, "quote_age_seconds": 50.233411, "bid": null, "ask": null, "midpoint": null, "last_price": 0.185, "spread": null, "selected_entry_price": 0.185, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78596.7, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T151020.766589Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not 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0.0022898607415546834, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 10AM ET", "entry_probability": 0.33, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.673209, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1999, 2000 ], "forecast_publication_timestamp": "2026-09-09T14:10:21.326791Z", "requested_quote_timestamp": "2026-09-09T14:10:21.326791Z", "retrieved_quote_timestamp": "2026-09-09T14:11:15Z", "quote_retrieval_timestamp": "2026-09-09T14:11:25.953817Z", "timing_difference_seconds": 53.673209, "selected_quote": { "id": 422, "contract_id": 853, "forecast_timestamp": "2026-09-09T14:10:21.326791Z", "requested_timestamp": "2026-09-09T14:10:21.326791Z", "actual_quote_timestamp": "2026-09-09T14:11:15Z", "timestamp_delta_seconds": 53.673209, "bid": null, "ask": null, "midpoint": null, "last_price": 0.33, "implied_probability": 0.33, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T14:11:25.953817Z", "raw_json": "{\"request\":{\"start\":1788963021,\"end\":1788963381},\"response\":{\"history\":[{\"t\":1788963075,\"p\":0.33},{\"t\":1788963075,\"p\":0.33}]},\"selected\":{\"t\":1788963075,\"p\":0.33}}", "venue": "polymarket", "external_event_id": "982959", "external_market_id": 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"60807778853493731179077505990388712305078664400386058509810511983603261887164", "market_title": "Bitcoin Up or Down - September 9, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T14:00:00Z", "resolution_timestamp": "2026-09-09T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-10am-et", "first_retrieved_at": "2026-09-09T14:11:25.582904Z", "forecast_run_ids": [ 1999, 2000 ] }, { "forecast_timestamp": "2026-09-09T14:10:21.326791Z", "id": 853, "venue": "polymarket", "external_event_id": "982959", "external_market_id": "0xa673daf653c43d07bd12493f4b98c938e03416c43edee3a99fdcb763e628e6b5", "external_contract_id": "27008232254047974380302455307693190922898335854961781804848196000018112192351", "market_title": "Bitcoin Up or Down - September 9, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T14:00:00Z", "resolution_timestamp": "2026-09-09T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-10am-et", "first_retrieved_at": "2026-09-09T14:11:25.579053Z", "forecast_run_ids": [ 1999, 2000 ] } ], "quotes": [ { "id": 422, "contract_id": 853, "forecast_timestamp": "2026-09-09T14:10:21.326791Z", "requested_timestamp": "2026-09-09T14:10:21.326791Z", "actual_quote_timestamp": "2026-09-09T14:11:15Z", "timestamp_delta_seconds": 53.673209, "bid": null, "ask": null, "midpoint": null, "last_price": 0.33, "implied_probability": 0.33, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T14:11:25.953817Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 10AM ET", "contract_side": "UP", "external_event_id": "982959", "external_market_id": "0xa673daf653c43d07bd12493f4b98c938e03416c43edee3a99fdcb763e628e6b5", "external_contract_id": "27008232254047974380302455307693190922898335854961781804848196000018112192351", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa673daf653c43d07bd12493f4b98c938e03416c43edee3a99fdcb763e628e6b5": { "DOWN": "60807778853493731179077505990388712305078664400386058509810511983603261887164", "UP": "27008232254047974380302455307693190922898335854961781804848196000018112192351" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 170, "signal_id": 308, "quote_id": 422, "settlement_id": 52, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 289.4548787878788, "entry_price": 0.33, "entry_price_type": "historical_price_sample", "gross_cost": 95.52011, "trading_fee": 4.47989, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.52011, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T16:11:27.585927Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 169, "signal_id": 308, "quote_id": 422, "settlement_id": 52, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.33, "entry_price_type": "historical_price_sample", "gross_cost": 33.0, "trading_fee": 1.5477, "total_deployed": 34.5477, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -33.0, "net_pnl": -34.5477, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T16:11:27.582282Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79140.69, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "982959", "ticker": "0xa673daf653c43d07bd12493f4b98c938e03416c43edee3a99fdcb763e628e6b5", "market_id": "0xa673daf653c43d07bd12493f4b98c938e03416c43edee3a99fdcb763e628e6b5", "contract_id": "60807778853493731179077505990388712305078664400386058509810511983603261887164", "market_title": "Bitcoin Up or Down - September 9, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T14:10:21.326791Z", "retrieved_timestamp": "2026-09-09T14:11:15Z", "quote_offset_seconds": 53.673209, "quote_age_seconds": 53.673209, "bid": null, "ask": null, "midpoint": null, "last_price": 0.33, "spread": null, "selected_entry_price": 0.33, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78958.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T141021.326791Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 47, "signal_id": 308, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-09T13:00:00Z", "return_6h": -0.0017248288699569514, "return_12h": 0.003158641932273998, "return_24h": 0.015123202866639707, "close_vs_ema12": 0.00014787596932630542, "close_vs_ema24": 0.0018614984284570646, "ema12_slope_3h": 0.001786258571317978, "ema24_slope_6h": 0.0022898607415546834, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.876030Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T13:00:00Z", "return_6h": -0.0017248288699569514, "return_12h": 0.003158641932273998, "return_24h": 0.015123202866639707, "close_vs_ema12": 0.00014787596932630542, "close_vs_ema24": 0.0018614984284570646, "ema12_slope_3h": 0.001786258571317978, "ema24_slope_6h": 0.0022898607415546834, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 299, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T101021.136605Z", "trigger_timestamp": "2026-09-09T10:10:21.136605Z", "market_start_timestamp": "2026-09-09T10:00:00Z", "resolution_timestamp": "2026-09-09T11:00:00Z", "direction": "UP", "base_run_id": 1979, "small_run_id": 1980, "last_observed_close": 78952.01, "actual_close": 78920.01, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-09T10:11:24.921120Z", "market_regime": { "id": 46, "signal_id": 299, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-09T09:00:00Z", "return_6h": 0.0039929799851241565, "return_12h": 0.005858290596592042, "return_24h": 0.0024125850553038397, "close_vs_ema12": -0.0006104894476208766, "close_vs_ema24": 0.0007935911974401577, "ema12_slope_3h": 0.002386528106967045, "ema24_slope_6h": 0.0026077449386974205, "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": "2026-09-10T18:06:04.875521Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T09:00:00Z", "return_6h": 0.0039929799851241565, "return_12h": 0.005858290596592042, "return_24h": 0.0024125850553038397, "close_vs_ema12": -0.0006104894476208766, "close_vs_ema24": 0.0007935911974401577, "ema12_slope_3h": 0.002386528106967045, "ema24_slope_6h": 0.0026077449386974205, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "entry_probability": 0.615, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.863395, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 1979, 1980 ], "forecast_publication_timestamp": "2026-09-09T10:10:21.136605Z", "requested_quote_timestamp": "2026-09-09T10:10:21.136605Z", "retrieved_quote_timestamp": "2026-09-09T10:11:17Z", "quote_retrieval_timestamp": "2026-09-09T10:11:26.610762Z", "timing_difference_seconds": 55.863395, "selected_quote": { "id": 409, "contract_id": 829, "forecast_timestamp": "2026-09-09T10:10:21.136605Z", "requested_timestamp": "2026-09-09T10:10:21.136605Z", "actual_quote_timestamp": "2026-09-09T10:11:17Z", "timestamp_delta_seconds": 55.863395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T10:11:26.610762Z", "raw_json": "{\"request\":{\"start\":1788948621,\"end\":1788948981},\"response\":{\"history\":[{\"t\":1788948677,\"p\":0.615},{\"t\":1788948677,\"p\":0.615}]},\"selected\":{\"t\":1788948677,\"p\":0.615}}", "venue": "polymarket", "external_event_id": "981941", "external_market_id": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "external_contract_id": "36790308243739842038109353246108133140837452953957821662297361200852973410667", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-6am-et" }, "selected_entry_price": 0.615, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T10:10:21.136605Z", "id": 830, "venue": "polymarket", "external_event_id": "981941", "external_market_id": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "external_contract_id": "108968181709764643440072167111013054150462079334708966582968408058914263680491", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T10:00:00Z", "resolution_timestamp": "2026-09-09T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-6am-et", "first_retrieved_at": "2026-09-09T10:11:26.308865Z", "forecast_run_ids": [ 1979, 1980 ] }, { "forecast_timestamp": "2026-09-09T10:10:21.136605Z", "id": 829, "venue": "polymarket", "external_event_id": "981941", "external_market_id": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "external_contract_id": "36790308243739842038109353246108133140837452953957821662297361200852973410667", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T10:00:00Z", "resolution_timestamp": "2026-09-09T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-6am-et", "first_retrieved_at": "2026-09-09T10:11:26.305769Z", "forecast_run_ids": [ 1979, 1980 ] } ], "quotes": [ { "id": 409, "contract_id": 829, "forecast_timestamp": "2026-09-09T10:10:21.136605Z", "requested_timestamp": "2026-09-09T10:10:21.136605Z", "actual_quote_timestamp": "2026-09-09T10:11:17Z", "timestamp_delta_seconds": 55.863395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T10:11:26.610762Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "contract_side": "UP", "external_event_id": "981941", "external_market_id": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "external_contract_id": "36790308243739842038109353246108133140837452953957821662297361200852973410667", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f": { "DOWN": "108968181709764643440072167111013054150462079334708966582968408058914263680491", "UP": "36790308243739842038109353246108133140837452953957821662297361200852973410667" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 140, "signal_id": 299, "quote_id": 409, "settlement_id": 49, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 158.33450406504065, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 97.37572, "trading_fee": 2.62428, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.37572, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T12:11:27.949964Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 139, "signal_id": 299, "quote_id": 409, "settlement_id": 49, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 61.5, "trading_fee": 1.65743, "total_deployed": 63.15743, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -61.5, "net_pnl": -63.15743, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T12:11:27.947965Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78952.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "981941", "ticker": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "market_id": "0xe272cb5517bf699c642d850dfef44767545917a0e023bd9ce9246aa30eedc11f", "contract_id": "108968181709764643440072167111013054150462079334708966582968408058914263680491", "market_title": "Bitcoin Up or Down - September 9, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T10:10:21.136605Z", "retrieved_timestamp": "2026-09-09T10:11:17Z", "quote_offset_seconds": 55.863395, "quote_age_seconds": 55.863395, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "spread": null, "selected_entry_price": 0.615, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78920.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T101021.136605Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 46, "signal_id": 299, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-09T09:00:00Z", "return_6h": 0.0039929799851241565, "return_12h": 0.005858290596592042, "return_24h": 0.0024125850553038397, "close_vs_ema12": -0.0006104894476208766, "close_vs_ema24": 0.0007935911974401577, "ema12_slope_3h": 0.002386528106967045, "ema24_slope_6h": 0.0026077449386974205, "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": "2026-09-10T18:06:04.875521Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T09:00:00Z", "return_6h": 0.0039929799851241565, "return_12h": 0.005858290596592042, "return_24h": 0.0024125850553038397, "close_vs_ema12": -0.0006104894476208766, "close_vs_ema24": 0.0007935911974401577, "ema12_slope_3h": 0.002386528106967045, "ema24_slope_6h": 0.0026077449386974205, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 290, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T061021.923412Z", "trigger_timestamp": "2026-09-09T06:10:21.923412Z", "market_start_timestamp": "2026-09-09T06:00:00Z", "resolution_timestamp": "2026-09-09T07:00:00Z", "direction": "UP", "base_run_id": 1959, "small_run_id": 1960, "last_observed_close": 78923.43, "actual_close": 79159.03, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, 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"retrieved_quote_timestamp": "2026-09-09T06:11:15Z", "quote_retrieval_timestamp": "2026-09-09T06:11:26.490280Z", "timing_difference_seconds": 53.076588, "selected_quote": { "id": 396, "contract_id": 805, "forecast_timestamp": "2026-09-09T06:10:21.923412Z", "requested_timestamp": "2026-09-09T06:10:21.923412Z", "actual_quote_timestamp": "2026-09-09T06:11:15Z", "timestamp_delta_seconds": 53.076588, "bid": null, "ask": null, "midpoint": null, "last_price": 0.67, "implied_probability": 0.67, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T06:11:26.490280Z", "raw_json": "{\"request\":{\"start\":1788934221,\"end\":1788934581},\"response\":{\"history\":[{\"t\":1788934275,\"p\":0.67},{\"t\":1788934275,\"p\":0.67}]},\"selected\":{\"t\":1788934275,\"p\":0.67}}", "venue": "polymarket", "external_event_id": "981048", "external_market_id": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", "external_contract_id": "105006256969141394899876276192223328817817797084342734398712637981403099638970", "market_title": "Bitcoin Up or Down - September 9, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-2am-et" }, "selected_entry_price": 0.67, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T06:10:21.923412Z", "id": 806, "venue": "polymarket", "external_event_id": "981048", "external_market_id": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", "external_contract_id": "29113761543592678067087484796236787679931438873605385466319663770463637491023", "market_title": "Bitcoin Up or Down - September 9, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T06:00:00Z", "resolution_timestamp": "2026-09-09T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-9-2026-2am-et", "first_retrieved_at": "2026-09-09T06:11:26.290486Z", "forecast_run_ids": [ 1959, 1960 ] }, { "forecast_timestamp": "2026-09-09T06:10:21.923412Z", "id": 805, "venue": "polymarket", "external_event_id": "981048", "external_market_id": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", 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"quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T06:11:26.490280Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 9, 2AM ET", "contract_side": "UP", "external_event_id": "981048", "external_market_id": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", "external_contract_id": "105006256969141394899876276192223328817817797084342734398712637981403099638970", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5": { "DOWN": "29113761543592678067087484796236787679931438873605385466319663770463637491023", "UP": "105006256969141394899876276192223328817817797084342734398712637981403099638970" } }, "data_quality_warnings": [ "First prices-history sample at/after 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"historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 117, "signal_id": 290, "quote_id": 396, "settlement_id": 47, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.67, "entry_price_type": "historical_price_sample", "gross_cost": 67.0, "trading_fee": 1.5477, "total_deployed": 68.5477, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 33.0, "net_pnl": 31.452299999999994, "roi": 0.45883815211888934, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T08:11:33.107497Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78923.43, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "981048", "ticker": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", "market_id": "0x08a768bb922e9b1f06c4928218b8067eafe8b198099b9dfbb8978daa488372a5", "contract_id": "29113761543592678067087484796236787679931438873605385466319663770463637491023", "market_title": "Bitcoin Up or Down - September 9, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T06:10:21.923412Z", "retrieved_timestamp": "2026-09-09T06:11:15Z", "quote_offset_seconds": 53.076588, "quote_age_seconds": 53.076588, "bid": null, "ask": null, "midpoint": null, "last_price": 0.67, "spread": null, "selected_entry_price": 0.67, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79159.03, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T061021.923412Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 45, "signal_id": 290, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-09T05:00:00Z", "return_6h": 0.005960426125283247, "return_12h": 0.005337918725044188, "return_24h": 0.004396014151543559, "close_vs_ema12": 0.002213961527470776, "close_vs_ema24": 0.002339533330792287, "ema12_slope_3h": 0.0014605206994953157, "ema24_slope_6h": 0.001037295544779715, "score": 1, 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"data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T02:11:25.294602Z", "raw_json": "{\"request\":{\"start\":1788919820,\"end\":1788920180},\"response\":{\"history\":[{\"t\":1788919875,\"p\":0.54},{\"t\":1788919875,\"p\":0.54}]},\"selected\":{\"t\":1788919875,\"p\":0.54}}", "venue": "polymarket", "external_event_id": "979979", "external_market_id": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "external_contract_id": "30870479713256640338083935757610569169860141841648034347580579440853611443190", "market_title": "Bitcoin Up or Down - September 8, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10pm-et" }, "selected_entry_price": 0.54, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-09T02:10:20.996962Z", "id": 782, "venue": "polymarket", "external_event_id": "979979", "external_market_id": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "external_contract_id": "12208676729015978316770585339908065400843685785594905658036146242748494746320", "market_title": "Bitcoin Up or Down - September 8, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-09T02:00:00Z", "resolution_timestamp": "2026-09-09T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10pm-et", "first_retrieved_at": "2026-09-09T02:11:25.120419Z", "forecast_run_ids": [ 1939, 1940 ] }, { "forecast_timestamp": "2026-09-09T02:10:20.996962Z", "id": 781, "venue": "polymarket", "external_event_id": "979979", "external_market_id": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "external_contract_id": "30870479713256640338083935757610569169860141841648034347580579440853611443190", "market_title": "Bitcoin Up or Down - September 8, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-09T02:00:00Z", "resolution_timestamp": "2026-09-09T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10pm-et", "first_retrieved_at": "2026-09-09T02:11:25.116591Z", "forecast_run_ids": [ 1939, 1940 ] } ], "quotes": [ { "id": 383, "contract_id": 781, "forecast_timestamp": "2026-09-09T02:10:20.996962Z", "requested_timestamp": "2026-09-09T02:10:20.996962Z", "actual_quote_timestamp": "2026-09-09T02:11:15Z", "timestamp_delta_seconds": 54.003038, "bid": null, "ask": null, "midpoint": null, "last_price": 0.54, "implied_probability": 0.54, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-09T02:11:25.294602Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 10PM ET", "contract_side": "UP", "external_event_id": "979979", "external_market_id": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "external_contract_id": "30870479713256640338083935757610569169860141841648034347580579440853611443190", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8": { "DOWN": "12208676729015978316770585339908065400843685785594905658036146242748494746320", "UP": "30870479713256640338083935757610569169860141841648034347580579440853611443190" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 100, "signal_id": 281, "quote_id": 383, "settlement_id": 45, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 179.40824074074072, "entry_price": 0.54, "entry_price_type": "historical_price_sample", "gross_cost": 96.88045, "trading_fee": 3.11955, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.88045, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T04:11:27.461519Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 99, "signal_id": 281, "quote_id": 383, "settlement_id": 45, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.54, "entry_price_type": "historical_price_sample", "gross_cost": 54.0, "trading_fee": 1.7388, "total_deployed": 55.7388, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -54.0, "net_pnl": -55.7388, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T04:11:27.460103Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78891.5, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "979979", "ticker": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "market_id": "0x6db86d879d6de1f8ed59e4e83b2a37d72f4599f4c80ed6f96dbc0005fb9f1ac8", "contract_id": "12208676729015978316770585339908065400843685785594905658036146242748494746320", "market_title": "Bitcoin Up or Down - September 8, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-09T02:10:20.996962Z", "retrieved_timestamp": "2026-09-09T02:11:15Z", "quote_offset_seconds": 54.003038, "quote_age_seconds": 54.003038, "bid": null, "ask": null, "midpoint": null, "last_price": 0.54, "spread": null, "selected_entry_price": 0.54, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78726.01, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260909T021020.996962Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 44, "signal_id": 281, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-09T01:00:00Z", "return_6h": 0.00567906585421829, "return_12h": 0.011926888165285199, "return_24h": -0.006929458841602565, "close_vs_ema12": 0.003484598779900594, "close_vs_ema24": 0.002625041732173372, "ema12_slope_3h": 0.0009410871565833645, "ema24_slope_6h": -0.00044947373383918965, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.874485Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-09T01:00:00Z", "return_6h": 0.00567906585421829, "return_12h": 0.011926888165285199, "return_24h": -0.006929458841602565, "close_vs_ema12": 0.003484598779900594, "close_vs_ema24": 0.002625041732173372, "ema12_slope_3h": 0.0009410871565833645, "ema24_slope_6h": -0.00044947373383918965, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 273, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T231022.465691Z", "trigger_timestamp": "2026-09-08T23:10:22.465691Z", "market_start_timestamp": "2026-09-08T23:00:00Z", "resolution_timestamp": "2026-09-09T00:00:00Z", "direction": "UP", "base_run_id": 1924, "small_run_id": 1925, "last_observed_close": 78562.44, "actual_close": 78455.8, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-08T23:11:25.888321Z", "market_regime": { "id": 43, "signal_id": 273, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-08T22:00:00Z", "return_6h": -0.0022029343924352407, "return_12h": -7.076672436612252e-05, "return_24h": -0.0049365318428785665, "close_vs_ema12": 0.00023944679122500645, "close_vs_ema24": -0.001432927855530286, "ema12_slope_3h": -0.00020871911143904853, "ema24_slope_6h": -0.001510166677700986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.873952Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T22:00:00Z", "return_6h": -0.0022029343924352407, "return_12h": -7.076672436612252e-05, "return_24h": -0.0049365318428785665, "close_vs_ema12": 0.00023944679122500645, "close_vs_ema24": -0.001432927855530286, "ema12_slope_3h": -0.00020871911143904853, "ema24_slope_6h": -0.001510166677700986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "entry_probability": 0.285, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.534309, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1924, 1925 ], "forecast_publication_timestamp": "2026-09-08T23:10:22.465691Z", "requested_quote_timestamp": "2026-09-08T23:10:22.465691Z", "retrieved_quote_timestamp": "2026-09-08T23:11:16Z", "quote_retrieval_timestamp": "2026-09-08T23:11:27.561558Z", "timing_difference_seconds": 53.534309, "selected_quote": { "id": 370, "contract_id": 759, "forecast_timestamp": "2026-09-08T23:10:22.465691Z", "requested_timestamp": "2026-09-08T23:10:22.465691Z", "actual_quote_timestamp": "2026-09-08T23:11:16Z", "timestamp_delta_seconds": 53.534309, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "implied_probability": 0.285, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T23:11:27.561558Z", "raw_json": "{\"request\":{\"start\":1788909022,\"end\":1788909382},\"response\":{\"history\":[{\"t\":1788909076,\"p\":0.285},{\"t\":1788909076,\"p\":0.285}]},\"selected\":{\"t\":1788909076,\"p\":0.285}}", "venue": "polymarket", "external_event_id": "979264", "external_market_id": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "external_contract_id": "113924912653436003168713693272791115791379309729120020970417416415821114847974", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-7pm-et" }, "selected_entry_price": 0.285, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T23:10:22.465691Z", "id": 760, "venue": "polymarket", "external_event_id": "979264", "external_market_id": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "external_contract_id": "102419355461726113987464192627706990179446781734726871178994882651081942467180", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T23:00:00Z", "resolution_timestamp": "2026-09-09T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-7pm-et", "first_retrieved_at": "2026-09-08T23:11:27.385314Z", "forecast_run_ids": [ 1924, 1925 ] }, { "forecast_timestamp": "2026-09-08T23:10:22.465691Z", "id": 759, "venue": "polymarket", "external_event_id": "979264", "external_market_id": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "external_contract_id": "113924912653436003168713693272791115791379309729120020970417416415821114847974", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T23:00:00Z", "resolution_timestamp": "2026-09-09T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-7pm-et", "first_retrieved_at": "2026-09-08T23:11:27.382330Z", "forecast_run_ids": [ 1924, 1925 ] } ], "quotes": [ { "id": 370, "contract_id": 759, "forecast_timestamp": "2026-09-08T23:10:22.465691Z", "requested_timestamp": "2026-09-08T23:10:22.465691Z", "actual_quote_timestamp": "2026-09-08T23:11:16Z", "timestamp_delta_seconds": 53.534309, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "implied_probability": 0.285, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T23:11:27.561558Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "contract_side": "UP", "external_event_id": "979264", "external_market_id": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "external_contract_id": "113924912653436003168713693272791115791379309729120020970417416415821114847974", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa": { "DOWN": "102419355461726113987464192627706990179446781734726871178994882651081942467180", "UP": "113924912653436003168713693272791115791379309729120020970417416415821114847974" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 88, "signal_id": 273, "quote_id": 370, "settlement_id": 43, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 334.1528421052632, "entry_price": 0.285, "entry_price_type": "historical_price_sample", "gross_cost": 95.23356, "trading_fee": 4.76644, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.23356, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T01:11:30.792142Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 87, "signal_id": 273, "quote_id": 370, "settlement_id": 43, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.285, "entry_price_type": "historical_price_sample", "gross_cost": 28.499999999999996, "trading_fee": 1.42643, "total_deployed": 29.926429999999996, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -28.499999999999996, "net_pnl": -29.926429999999996, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-09T01:11:30.787312Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78562.44, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "979264", "ticker": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "market_id": "0x5cee90ebd54645e88493b7c22e3bcca193905903cbc3184238fa6618b75777aa", "contract_id": "102419355461726113987464192627706990179446781734726871178994882651081942467180", "market_title": "Bitcoin Up or Down - September 8, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T23:10:22.465691Z", "retrieved_timestamp": "2026-09-08T23:11:16Z", "quote_offset_seconds": 53.534309, "quote_age_seconds": 53.534309, "bid": null, "ask": null, "midpoint": null, "last_price": 0.285, "spread": null, "selected_entry_price": 0.285, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78455.8, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T231022.465691Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 43, "signal_id": 273, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-08T22:00:00Z", "return_6h": -0.0022029343924352407, "return_12h": -7.076672436612252e-05, "return_24h": -0.0049365318428785665, "close_vs_ema12": 0.00023944679122500645, "close_vs_ema24": -0.001432927855530286, "ema12_slope_3h": -0.00020871911143904853, "ema24_slope_6h": -0.001510166677700986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.873952Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T22:00:00Z", "return_6h": -0.0022029343924352407, "return_12h": -7.076672436612252e-05, "return_24h": -0.0049365318428785665, "close_vs_ema12": 0.00023944679122500645, "close_vs_ema24": -0.001432927855530286, "ema12_slope_3h": -0.00020871911143904853, "ema24_slope_6h": -0.001510166677700986, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 260, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T141023.283243Z", "trigger_timestamp": "2026-09-08T14:10:23.283243Z", "market_start_timestamp": "2026-09-08T14:00:00Z", "resolution_timestamp": "2026-09-08T15:00:00Z", "direction": "UP", "base_run_id": 1879, "small_run_id": 1880, "last_observed_close": 77961.66, "actual_close": 78567.52, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-08T14:11:27.069264Z", "market_regime": { "id": 42, "signal_id": 260, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T13:00:00Z", "return_6h": -0.006630055299304272, "return_12h": -0.018634100178004154, "return_24h": -0.01752129530178237, "close_vs_ema12": -0.007472180754633406, "close_vs_ema24": -0.01075787936439232, "ema12_slope_3h": -0.002435775316763422, "ema24_slope_6h": -0.003303499515216246, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.873421Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T13:00:00Z", "return_6h": -0.006630055299304272, "return_12h": -0.018634100178004154, "return_24h": -0.01752129530178237, "close_vs_ema12": -0.007472180754633406, "close_vs_ema24": -0.01075787936439232, "ema12_slope_3h": -0.002435775316763422, "ema24_slope_6h": -0.003303499515216246, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "entry_probability": 0.655, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 57.716757, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1879, 1880 ], "forecast_publication_timestamp": "2026-09-08T14:10:23.283243Z", "requested_quote_timestamp": "2026-09-08T14:10:23.283243Z", "retrieved_quote_timestamp": "2026-09-08T14:11:21Z", "quote_retrieval_timestamp": "2026-09-08T14:11:27.328824Z", "timing_difference_seconds": 57.716757, "selected_quote": { "id": 356, "contract_id": 723, "forecast_timestamp": "2026-09-08T14:10:23.283243Z", "requested_timestamp": "2026-09-08T14:10:23.283243Z", "actual_quote_timestamp": "2026-09-08T14:11:21Z", "timestamp_delta_seconds": 57.716757, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T14:11:27.328824Z", "raw_json": "{\"request\":{\"start\":1788876623,\"end\":1788876983},\"response\":{\"history\":[{\"t\":1788876681,\"p\":0.655},{\"t\":1788876681,\"p\":0.655}]},\"selected\":{\"t\":1788876681,\"p\":0.655}}", "venue": "polymarket", "external_event_id": "976155", "external_market_id": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "external_contract_id": "96194161222497504378948059640897981649910804351738086609175151468105433720356", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10am-et" }, "selected_entry_price": 0.655, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T14:10:23.283243Z", "id": 724, "venue": "polymarket", "external_event_id": "976155", "external_market_id": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "external_contract_id": "80883441185647644488789011307477826302373712129956547702983660543356932424779", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T14:00:00Z", "resolution_timestamp": "2026-09-08T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10am-et", "first_retrieved_at": "2026-09-08T14:11:27.158424Z", "forecast_run_ids": [ 1879, 1880 ] }, { "forecast_timestamp": "2026-09-08T14:10:23.283243Z", "id": 723, "venue": "polymarket", "external_event_id": "976155", "external_market_id": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "external_contract_id": "96194161222497504378948059640897981649910804351738086609175151468105433720356", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T14:00:00Z", "resolution_timestamp": "2026-09-08T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-10am-et", "first_retrieved_at": "2026-09-08T14:11:27.153135Z", "forecast_run_ids": [ 1879, 1880 ] } ], "quotes": [ { "id": 356, "contract_id": 723, "forecast_timestamp": "2026-09-08T14:10:23.283243Z", "requested_timestamp": "2026-09-08T14:10:23.283243Z", "actual_quote_timestamp": "2026-09-08T14:11:21Z", "timestamp_delta_seconds": 57.716757, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T14:11:27.328824Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "contract_side": "UP", "external_event_id": "976155", "external_market_id": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "external_contract_id": "96194161222497504378948059640897981649910804351738086609175151468105433720356", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c": { "DOWN": "80883441185647644488789011307477826302373712129956547702983660543356932424779", "UP": "96194161222497504378948059640897981649910804351738086609175151468105433720356" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 82, "signal_id": 260, "quote_id": 356, "settlement_id": 41, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 149.07167938931295, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 97.64194999999998, "trading_fee": 2.35805, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 149.07167938931295, "gross_pnl": 51.42972938931297, "net_pnl": 49.07167938931296, "roi": 0.49071679389312967, 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"trading_fee": 1.58183, "total_deployed": 67.08183, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 34.5, "net_pnl": 32.91817, "roi": 0.4907166366809016, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T16:11:25.189109Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77961.66, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "976155", "ticker": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "market_id": "0x9e7d5c468c92c1882daf245e025e5d7177a760ff2fafd64d5d007e7991cec73c", "contract_id": "80883441185647644488789011307477826302373712129956547702983660543356932424779", "market_title": "Bitcoin Up or Down - September 8, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T14:10:23.283243Z", "retrieved_timestamp": "2026-09-08T14:11:21Z", "quote_offset_seconds": 57.716757, "quote_age_seconds": 57.716757, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "spread": null, "selected_entry_price": 0.655, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78567.52, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T141023.283243Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 42, "signal_id": 260, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T13:00:00Z", "return_6h": -0.006630055299304272, "return_12h": -0.018634100178004154, "return_24h": -0.01752129530178237, "close_vs_ema12": -0.007472180754633406, "close_vs_ema24": -0.01075787936439232, "ema12_slope_3h": -0.002435775316763422, "ema24_slope_6h": -0.003303499515216246, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.873421Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T13:00:00Z", "return_6h": -0.006630055299304272, "return_12h": -0.018634100178004154, "return_24h": -0.01752129530178237, "close_vs_ema12": -0.007472180754633406, "close_vs_ema24": -0.01075787936439232, "ema12_slope_3h": -0.002435775316763422, "ema24_slope_6h": -0.003303499515216246, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 256, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T131022.597585Z", "trigger_timestamp": "2026-09-08T13:10:22.597585Z", "market_start_timestamp": "2026-09-08T13:00:00Z", "resolution_timestamp": "2026-09-08T14:00:00Z", "direction": "UP", "base_run_id": 1874, "small_run_id": 1875, "last_observed_close": 78449.99, "actual_close": 77961.66, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-08T13:11:26.362656Z", "market_regime": { "id": 41, "signal_id": 256, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T12:00:00Z", "return_6h": 0.0016138177527358355, "return_12h": 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otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "entry_probability": 0.525, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.402415, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 1874, 1875 ], "forecast_publication_timestamp": "2026-09-08T13:10:22.597585Z", "requested_quote_timestamp": "2026-09-08T13:10:22.597585Z", "retrieved_quote_timestamp": "2026-09-08T13:11:13Z", "quote_retrieval_timestamp": "2026-09-08T13:11:26.578522Z", "timing_difference_seconds": 50.402415, "selected_quote": { "id": 345, "contract_id": 708, "forecast_timestamp": "2026-09-08T13:10:22.597585Z", "requested_timestamp": "2026-09-08T13:10:22.597585Z", "actual_quote_timestamp": "2026-09-08T13:11:13Z", "timestamp_delta_seconds": 50.402415, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T13:11:26.578522Z", "raw_json": "{\"request\":{\"start\":1788873022,\"end\":1788873382},\"response\":{\"history\":[{\"t\":1788873073,\"p\":0.525},{\"t\":1788873073,\"p\":0.525}]},\"selected\":{\"t\":1788873073,\"p\":0.525}}", "venue": "polymarket", "external_event_id": "975914", "external_market_id": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "external_contract_id": "42745419018902625597055012477331958932872465390988386964489100791169692454387", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-9am-et" }, "selected_entry_price": 0.525, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T13:10:22.597585Z", "id": 709, "venue": "polymarket", "external_event_id": "975914", "external_market_id": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "external_contract_id": "84352026381101874633655553554329117802471056377542898606776974876999521252604", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T13:00:00Z", "resolution_timestamp": "2026-09-08T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-9am-et", "first_retrieved_at": "2026-09-08T13:11:26.406996Z", "forecast_run_ids": [ 1874, 1875 ] }, { "forecast_timestamp": "2026-09-08T13:10:22.597585Z", "id": 708, "venue": "polymarket", "external_event_id": "975914", "external_market_id": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "external_contract_id": "42745419018902625597055012477331958932872465390988386964489100791169692454387", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T13:00:00Z", "resolution_timestamp": "2026-09-08T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-9am-et", "first_retrieved_at": "2026-09-08T13:11:26.402904Z", "forecast_run_ids": [ 1874, 1875 ] } ], "quotes": [ { "id": 345, "contract_id": 708, "forecast_timestamp": "2026-09-08T13:10:22.597585Z", "requested_timestamp": "2026-09-08T13:10:22.597585Z", "actual_quote_timestamp": "2026-09-08T13:11:13Z", "timestamp_delta_seconds": 50.402415, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "implied_probability": 0.525, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T13:11:26.578522Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "contract_side": "UP", "external_event_id": "975914", "external_market_id": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "external_contract_id": "42745419018902625597055012477331958932872465390988386964489100791169692454387", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc": { "DOWN": "84352026381101874633655553554329117802471056377542898606776974876999521252604", "UP": "42745419018902625597055012477331958932872465390988386964489100791169692454387" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 80, "signal_id": 256, "quote_id": 345, "settlement_id": 40, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 184.34666666666666, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 96.782, "trading_fee": 3.218, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.782, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T15:11:27.576104Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 79, "signal_id": 256, "quote_id": 345, "settlement_id": 40, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.525, "entry_price_type": "historical_price_sample", "gross_cost": 52.5, "trading_fee": 1.74563, "total_deployed": 54.24563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -52.5, "net_pnl": -54.24563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T15:11:27.574583Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78449.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "975914", "ticker": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "market_id": "0x467561647c6ac7f9219b67477ab3710f88c86464d08e28271cfe56ea34cf09fc", "contract_id": "84352026381101874633655553554329117802471056377542898606776974876999521252604", "market_title": "Bitcoin Up or Down - September 8, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T13:10:22.597585Z", "retrieved_timestamp": "2026-09-08T13:11:13Z", "quote_offset_seconds": 50.402415, "quote_age_seconds": 50.402415, "bid": null, "ask": null, "midpoint": null, "last_price": 0.525, "spread": null, "selected_entry_price": 0.525, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77961.66, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T131022.597585Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 41, "signal_id": 256, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T12:00:00Z", "return_6h": 0.0016138177527358355, "return_12h": -0.010882063841172185, "return_24h": -0.014532042723966798, "close_vs_ema12": -0.0026102965436666237, "close_vs_ema24": -0.005491874060921442, "ema12_slope_3h": -0.0014779650869591876, "ema24_slope_6h": -0.0030165731384137473, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.872891Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T12:00:00Z", "return_6h": 0.0016138177527358355, "return_12h": -0.010882063841172185, "return_24h": -0.014532042723966798, "close_vs_ema12": 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"method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T08:00:00Z", "return_6h": -0.006486886293312177, "return_12h": -0.010348570130492951, "return_24h": -0.012832497748541116, "close_vs_ema12": -0.0045128836871322076, "close_vs_ema24": -0.007599202813973749, "ema12_slope_3h": -0.0029707365190111412, "ema24_slope_6h": -0.003896060537591617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.872320Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T08:00:00Z", "return_6h": -0.006486886293312177, "return_12h": -0.010348570130492951, "return_24h": -0.012832497748541116, "close_vs_ema12": -0.0045128836871322076, "close_vs_ema24": -0.007599202813973749, "ema12_slope_3h": -0.0029707365190111412, "ema24_slope_6h": -0.003896060537591617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.460721, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1854, 1855 ], "forecast_publication_timestamp": "2026-09-08T09:10:19.539279Z", "requested_quote_timestamp": "2026-09-08T09:10:19.539279Z", "retrieved_quote_timestamp": "2026-09-08T09:11:10Z", "quote_retrieval_timestamp": "2026-09-08T09:11:23.887270Z", "timing_difference_seconds": 50.460721, "selected_quote": { "id": 334, "contract_id": 686, "forecast_timestamp": "2026-09-08T09:10:19.539279Z", "requested_timestamp": "2026-09-08T09:10:19.539279Z", "actual_quote_timestamp": "2026-09-08T09:11:10Z", "timestamp_delta_seconds": 50.460721, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T09:11:23.887270Z", "raw_json": "{\"request\":{\"start\":1788858619,\"end\":1788858979},\"response\":{\"history\":[{\"t\":1788858670,\"p\":0.405},{\"t\":1788858670,\"p\":0.405}]},\"selected\":{\"t\":1788858670,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "974984", "external_market_id": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "external_contract_id": "12556512952047860084104317927846626475021586703307459961872458303351581817531", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-5am-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T09:10:19.539279Z", "id": 687, "venue": "polymarket", "external_event_id": "974984", "external_market_id": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "external_contract_id": "2517805700938759010961014634494185047810260046531726027918628542947927058659", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T09:00:00Z", "resolution_timestamp": "2026-09-08T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-5am-et", "first_retrieved_at": "2026-09-08T09:11:23.719231Z", "forecast_run_ids": [ 1854, 1855 ] }, { "forecast_timestamp": "2026-09-08T09:10:19.539279Z", "id": 686, "venue": "polymarket", "external_event_id": "974984", "external_market_id": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "external_contract_id": "12556512952047860084104317927846626475021586703307459961872458303351581817531", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T09:00:00Z", "resolution_timestamp": "2026-09-08T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-5am-et", "first_retrieved_at": "2026-09-08T09:11:23.714605Z", "forecast_run_ids": [ 1854, 1855 ] } ], "quotes": [ { "id": 334, "contract_id": 686, "forecast_timestamp": "2026-09-08T09:10:19.539279Z", "requested_timestamp": "2026-09-08T09:10:19.539279Z", "actual_quote_timestamp": "2026-09-08T09:11:10Z", "timestamp_delta_seconds": 50.460721, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T09:11:23.887270Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "contract_side": "UP", "external_event_id": "974984", "external_market_id": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "external_contract_id": "12556512952047860084104317927846626475021586703307459961872458303351581817531", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05": { "DOWN": "2517805700938759010961014634494185047810260046531726027918628542947927058659", "UP": "12556512952047860084104317927846626475021586703307459961872458303351581817531" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 78, "signal_id": 248, "quote_id": 334, "settlement_id": 39, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 237.04083950617283, "gross_pnl": 141.03929950617282, "net_pnl": 137.04083950617283, "roi": 1.3704083950617283, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T11:11:26.255511Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 77, "signal_id": 248, "quote_id": 334, "settlement_id": 39, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 59.5, "net_pnl": 57.81317, "roi": 1.3704080159613794, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T11:11:26.252220Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78418.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "974984", "ticker": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "market_id": "0x3299d79cea4f0d785e2e6c168c86f5141cfeab05e295f7f2f9adc5f77097ad05", "contract_id": "2517805700938759010961014634494185047810260046531726027918628542947927058659", "market_title": "Bitcoin Up or Down - September 8, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T09:10:19.539279Z", "retrieved_timestamp": "2026-09-08T09:11:10Z", "quote_offset_seconds": 50.460721, "quote_age_seconds": 50.460721, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78761.99, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T091019.539279Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 40, "signal_id": 248, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T08:00:00Z", "return_6h": -0.006486886293312177, "return_12h": -0.010348570130492951, "return_24h": -0.012832497748541116, "close_vs_ema12": -0.0045128836871322076, "close_vs_ema24": -0.007599202813973749, "ema12_slope_3h": -0.0029707365190111412, "ema24_slope_6h": -0.003896060537591617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.872320Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T08:00:00Z", "return_6h": -0.006486886293312177, "return_12h": -0.010348570130492951, "return_24h": -0.012832497748541116, "close_vs_ema12": -0.0045128836871322076, "close_vs_ema24": -0.007599202813973749, "ema12_slope_3h": -0.0029707365190111412, "ema24_slope_6h": -0.003896060537591617, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 241, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T071019.600093Z", "trigger_timestamp": "2026-09-08T07:10:19.600093Z", "market_start_timestamp": "2026-09-08T07:00:00Z", "resolution_timestamp": "2026-09-08T08:00:00Z", "direction": "UP", "base_run_id": 1844, "small_run_id": 1845, "last_observed_close": 78323.59, "actual_close": 78482.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-08T07:11:22.761913Z", "market_regime": { "id": 39, "signal_id": 241, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T06:00:00Z", "return_6h": -0.012475748010290388, "return_12h": -0.011017832177721787, "return_24h": -0.016767414514343493, "close_vs_ema12": -0.00734183973940572, "close_vs_ema24": -0.010089415438019, "ema12_slope_3h": -0.003255106750559511, "ema24_slope_6h": -0.0029397049850115042, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.871770Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T06:00:00Z", "return_6h": -0.012475748010290388, "return_12h": -0.011017832177721787, "return_24h": -0.016767414514343493, "close_vs_ema12": -0.00734183973940572, "close_vs_ema24": -0.010089415438019, "ema12_slope_3h": -0.003255106750559511, "ema24_slope_6h": -0.0029397049850115042, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "entry_probability": 0.735, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.399907, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 1844, 1845 ], "forecast_publication_timestamp": "2026-09-08T07:10:19.600093Z", "requested_quote_timestamp": "2026-09-08T07:10:19.600093Z", "retrieved_quote_timestamp": "2026-09-08T07:11:14Z", "quote_retrieval_timestamp": "2026-09-08T07:11:23.009704Z", "timing_difference_seconds": 54.399907, "selected_quote": { "id": 321, "contract_id": 665, "forecast_timestamp": "2026-09-08T07:10:19.600093Z", "requested_timestamp": "2026-09-08T07:10:19.600093Z", "actual_quote_timestamp": "2026-09-08T07:11:14Z", "timestamp_delta_seconds": 54.399907, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T07:11:23.009704Z", "raw_json": "{\"request\":{\"start\":1788851419,\"end\":1788851779},\"response\":{\"history\":[{\"t\":1788851474,\"p\":0.735},{\"t\":1788851474,\"p\":0.735}]},\"selected\":{\"t\":1788851474,\"p\":0.735}}", "venue": "polymarket", "external_event_id": "974446", "external_market_id": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "external_contract_id": "104931621774943077397189625491543243284226415574246306635420535530301057637927", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-3am-et" }, "selected_entry_price": 0.735, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T07:10:19.600093Z", "id": 666, "venue": "polymarket", "external_event_id": "974446", "external_market_id": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "external_contract_id": "114917805360469070537663641286292066890622722313376523604512854896228117025161", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T07:00:00Z", "resolution_timestamp": "2026-09-08T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-3am-et", "first_retrieved_at": "2026-09-08T07:11:22.842934Z", "forecast_run_ids": [ 1844, 1845 ] }, { "forecast_timestamp": "2026-09-08T07:10:19.600093Z", "id": 665, "venue": "polymarket", "external_event_id": "974446", "external_market_id": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "external_contract_id": "104931621774943077397189625491543243284226415574246306635420535530301057637927", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T07:00:00Z", "resolution_timestamp": "2026-09-08T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-3am-et", "first_retrieved_at": "2026-09-08T07:11:22.834694Z", "forecast_run_ids": [ 1844, 1845 ] } ], "quotes": [ { "id": 321, "contract_id": 665, "forecast_timestamp": "2026-09-08T07:10:19.600093Z", "requested_timestamp": "2026-09-08T07:10:19.600093Z", "actual_quote_timestamp": "2026-09-08T07:11:14Z", "timestamp_delta_seconds": 54.399907, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "implied_probability": 0.735, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T07:11:23.009704Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "contract_side": "UP", "external_event_id": "974446", "external_market_id": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "external_contract_id": "104931621774943077397189625491543243284226415574246306635420535530301057637927", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6": { "DOWN": "114917805360469070537663641286292066890622722313376523604512854896228117025161", "UP": "104931621774943077397189625491543243284226415574246306635420535530301057637927" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 76, "signal_id": 241, "quote_id": 321, "settlement_id": 38, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 133.57657142857144, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 98.17878, "trading_fee": 1.82122, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 133.57657142857144, "gross_pnl": 35.39779142857144, "net_pnl": 33.57657142857144, "roi": 0.3357657142857144, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T09:11:23.639685Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 75, "signal_id": 241, "quote_id": 321, "settlement_id": 38, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.735, "entry_price_type": "historical_price_sample", "gross_cost": 73.5, "trading_fee": 1.36343, "total_deployed": 74.86343, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 26.5, "net_pnl": 25.136570000000006, "roi": 0.33576567357386655, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T09:11:23.637850Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78323.59, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "974446", "ticker": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "market_id": "0x946b08a5cbc74559464c05b7481bede656a7377363216115e35b8e86a9e54cd6", "contract_id": "114917805360469070537663641286292066890622722313376523604512854896228117025161", "market_title": "Bitcoin Up or Down - September 8, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T07:10:19.600093Z", "retrieved_timestamp": "2026-09-08T07:11:14Z", "quote_offset_seconds": 54.399907, "quote_age_seconds": 54.399907, "bid": null, "ask": null, "midpoint": null, "last_price": 0.735, "spread": null, "selected_entry_price": 0.735, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 78482.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T071019.600093Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 39, "signal_id": 241, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T06:00:00Z", "return_6h": -0.012475748010290388, "return_12h": -0.011017832177721787, "return_24h": -0.016767414514343493, "close_vs_ema12": -0.00734183973940572, "close_vs_ema24": -0.010089415438019, "ema12_slope_3h": -0.003255106750559511, "ema24_slope_6h": -0.0029397049850115042, "score": -3, 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"resolution_timestamp": "2026-09-08T07:00:00Z", "direction": "UP", "base_run_id": 1839, "small_run_id": 1840, "last_observed_close": 78578.0, "actual_close": 78323.59, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-08T06:11:23.624231Z", "market_regime": { "id": 38, "signal_id": 237, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T05:00:00Z", "return_6h": -0.006750049708002526, "return_12h": -0.007674741395956031, "return_24h": -0.014812911871154633, "close_vs_ema12": -0.005445107572967789, "close_vs_ema24": -0.007744542984342462, "ema12_slope_3h": -0.002507141417277148, "ema24_slope_6h": -0.0021109622046404652, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise 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"data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1839, 1840 ], "forecast_publication_timestamp": "2026-09-08T06:10:19.415360Z", "requested_quote_timestamp": "2026-09-08T06:10:19.415360Z", "retrieved_quote_timestamp": "2026-09-08T06:10:22Z", "quote_retrieval_timestamp": "2026-09-08T06:11:23.869533Z", "timing_difference_seconds": 2.58464, "selected_quote": { "id": 310, "contract_id": 650, "forecast_timestamp": "2026-09-08T06:10:19.415360Z", "requested_timestamp": "2026-09-08T06:10:19.415360Z", "actual_quote_timestamp": "2026-09-08T06:10:22Z", "timestamp_delta_seconds": 2.58464, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "implied_probability": 0.465, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T06:11:23.869533Z", "raw_json": "{\"request\":{\"start\":1788847819,\"end\":1788848179},\"response\":{\"history\":[{\"t\":1788847822,\"p\":0.465},{\"t\":1788847872,\"p\":0.495},{\"t\":1788847872,\"p\":0.495}]},\"selected\":{\"t\":1788847822,\"p\":0.465}}", "venue": "polymarket", "external_event_id": "974235", "external_market_id": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "external_contract_id": "62106214585184756264616862253372222779362056712655224689555347146784764097940", "market_title": "Bitcoin Up or Down - September 8, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-2am-et" }, "selected_entry_price": 0.465, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-08T06:10:19.415360Z", "id": 651, "venue": "polymarket", "external_event_id": "974235", "external_market_id": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "external_contract_id": "76608290170257353237178810659267173127390413453419414675648937974928491692866", "market_title": "Bitcoin Up or Down - September 8, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-08T06:00:00Z", "resolution_timestamp": "2026-09-08T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-2am-et", "first_retrieved_at": "2026-09-08T06:11:23.702581Z", "forecast_run_ids": [ 1839, 1840 ] }, { "forecast_timestamp": "2026-09-08T06:10:19.415360Z", "id": 650, "venue": "polymarket", "external_event_id": "974235", "external_market_id": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "external_contract_id": "62106214585184756264616862253372222779362056712655224689555347146784764097940", "market_title": "Bitcoin Up or Down - September 8, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-08T06:00:00Z", "resolution_timestamp": "2026-09-08T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-8-2026-2am-et", "first_retrieved_at": "2026-09-08T06:11:23.698702Z", "forecast_run_ids": [ 1839, 1840 ] } ], "quotes": [ { "id": 310, "contract_id": 650, "forecast_timestamp": "2026-09-08T06:10:19.415360Z", "requested_timestamp": "2026-09-08T06:10:19.415360Z", "actual_quote_timestamp": "2026-09-08T06:10:22Z", "timestamp_delta_seconds": 2.58464, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "implied_probability": 0.465, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-08T06:11:23.869533Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 8, 2AM ET", "contract_side": "UP", "external_event_id": "974235", "external_market_id": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "external_contract_id": "62106214585184756264616862253372222779362056712655224689555347146784764097940", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941": { "DOWN": "76608290170257353237178810659267173127390413453419414675648937974928491692866", "UP": "62106214585184756264616862253372222779362056712655224689555347146784764097940" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 74, "signal_id": 237, "quote_id": 310, "settlement_id": 37, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 207.2907311827957, "entry_price": 0.465, "entry_price_type": "historical_price_sample", "gross_cost": 96.39019, "trading_fee": 3.60981, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.39019, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T08:11:25.682019Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 73, "signal_id": 237, "quote_id": 310, "settlement_id": 37, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.465, "entry_price_type": "historical_price_sample", "gross_cost": 46.5, "trading_fee": 1.74143, "total_deployed": 48.24143, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -46.5, "net_pnl": -48.24143, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T08:11:25.676584Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78578.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "974235", "ticker": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "market_id": "0xd47081103538070e698add976fb3186d793cb550b321e3e8c1756ecec0f0e941", "contract_id": "76608290170257353237178810659267173127390413453419414675648937974928491692866", "market_title": "Bitcoin Up or Down - September 8, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-08T06:10:19.415360Z", "retrieved_timestamp": "2026-09-08T06:10:22Z", "quote_offset_seconds": 2.58464, "quote_age_seconds": 2.58464, "bid": null, "ask": null, "midpoint": null, "last_price": 0.465, "spread": null, "selected_entry_price": 0.465, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78323.59, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260908T061019.415360Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 38, "signal_id": 237, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-08T05:00:00Z", "return_6h": -0.006750049708002526, "return_12h": -0.007674741395956031, "return_24h": -0.014812911871154633, "close_vs_ema12": -0.005445107572967789, "close_vs_ema24": -0.007744542984342462, "ema12_slope_3h": -0.002507141417277148, "ema24_slope_6h": -0.0021109622046404652, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.871215Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-08T05:00:00Z", "return_6h": -0.006750049708002526, "return_12h": -0.007674741395956031, "return_24h": -0.014812911871154633, "close_vs_ema12": -0.005445107572967789, "close_vs_ema24": -0.007744542984342462, "ema12_slope_3h": -0.002507141417277148, "ema24_slope_6h": -0.0021109622046404652, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 226, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T231020.170908Z", "trigger_timestamp": "2026-09-07T23:10:20.170908Z", "market_start_timestamp": "2026-09-07T23:00:00Z", "resolution_timestamp": "2026-09-08T00:00:00Z", "direction": "UP", "base_run_id": 1804, "small_run_id": 1805, "last_observed_close": 78952.19, "actual_close": 79112.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T23:11:27.482969Z", "market_regime": { "id": 37, "signal_id": 226, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T22:00:00Z", "return_6h": -0.0009702783299317952, "return_12h": -0.0051387348790322696, "return_24h": -0.013777748520176769, "close_vs_ema12": -0.003437490719976677, "close_vs_ema24": -0.0053929766700056, "ema12_slope_3h": -0.0010051466468901094, "ema24_slope_6h": -0.0016906398755546226, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.870643Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T22:00:00Z", "return_6h": -0.0009702783299317952, "return_12h": -0.0051387348790322696, "return_24h": -0.013777748520176769, "close_vs_ema12": -0.003437490719976677, "close_vs_ema24": -0.0053929766700056, "ema12_slope_3h": -0.0010051466468901094, "ema24_slope_6h": -0.0016906398755546226, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "entry_probability": 0.775, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.829092, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 1804, 1805 ], "forecast_publication_timestamp": "2026-09-07T23:10:20.170908Z", "requested_quote_timestamp": "2026-09-07T23:10:20.170908Z", "retrieved_quote_timestamp": "2026-09-07T23:11:14Z", "quote_retrieval_timestamp": "2026-09-07T23:11:27.728354Z", "timing_difference_seconds": 53.829092, "selected_quote": { "id": 298, "contract_id": 621, "forecast_timestamp": "2026-09-07T23:10:20.170908Z", "requested_timestamp": "2026-09-07T23:10:20.170908Z", "actual_quote_timestamp": "2026-09-07T23:11:14Z", "timestamp_delta_seconds": 53.829092, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T23:11:27.728354Z", "raw_json": "{\"request\":{\"start\":1788822620,\"end\":1788822980},\"response\":{\"history\":[{\"t\":1788822674,\"p\":0.775},{\"t\":1788822674,\"p\":0.775}]},\"selected\":{\"t\":1788822674,\"p\":0.775}}", "venue": "polymarket", "external_event_id": "972643", "external_market_id": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "external_contract_id": "93854774247085841765301893897848835300971000425509027888828207453579320161029", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7pm-et" }, "selected_entry_price": 0.775, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T23:10:20.170908Z", "id": 622, "venue": "polymarket", "external_event_id": "972643", "external_market_id": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "external_contract_id": "12143060186102423995666747438317185631705607363582691257145053288644166149992", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T23:00:00Z", "resolution_timestamp": "2026-09-08T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7pm-et", "first_retrieved_at": "2026-09-07T23:11:27.562590Z", "forecast_run_ids": [ 1804, 1805 ] }, { "forecast_timestamp": "2026-09-07T23:10:20.170908Z", "id": 621, "venue": "polymarket", "external_event_id": "972643", "external_market_id": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "external_contract_id": "93854774247085841765301893897848835300971000425509027888828207453579320161029", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T23:00:00Z", "resolution_timestamp": "2026-09-08T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7pm-et", "first_retrieved_at": "2026-09-07T23:11:27.557583Z", "forecast_run_ids": [ 1804, 1805 ] } ], "quotes": [ { "id": 298, "contract_id": 621, "forecast_timestamp": "2026-09-07T23:10:20.170908Z", "requested_timestamp": "2026-09-07T23:10:20.170908Z", "actual_quote_timestamp": "2026-09-07T23:11:14Z", "timestamp_delta_seconds": 53.829092, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T23:11:27.728354Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "contract_side": "UP", "external_event_id": "972643", "external_market_id": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "external_contract_id": "93854774247085841765301893897848835300971000425509027888828207453579320161029", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d": { "DOWN": "12143060186102423995666747438317185631705607363582691257145053288644166149992", "UP": "93854774247085841765301893897848835300971000425509027888828207453579320161029" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 72, "signal_id": 226, "quote_id": 298, "settlement_id": 36, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 127.03150967741936, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 98.44942, "trading_fee": 1.55058, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 127.03150967741936, "gross_pnl": 28.58208967741936, "net_pnl": 27.031509677419365, "roi": 0.27031509677419363, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T01:11:22.478179Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 71, "signal_id": 226, "quote_id": 298, "settlement_id": 36, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 77.5, "trading_fee": 1.22063, "total_deployed": 78.72063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 22.5, "net_pnl": 21.27937, "roi": 0.27031503685882596, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-08T01:11:22.476206Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78952.19, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "972643", "ticker": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "market_id": "0x50fed4b63c1e468b8ce5123fb501950493ffc49f4499d8fc523009fe283b2c8d", "contract_id": "12143060186102423995666747438317185631705607363582691257145053288644166149992", "market_title": "Bitcoin Up or Down - September 7, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T23:10:20.170908Z", "retrieved_timestamp": "2026-09-07T23:11:14Z", "quote_offset_seconds": 53.829092, "quote_age_seconds": 53.829092, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "spread": null, "selected_entry_price": 0.775, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79112.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T231020.170908Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 37, "signal_id": 226, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T22:00:00Z", "return_6h": -0.0009702783299317952, "return_12h": -0.0051387348790322696, "return_24h": -0.013777748520176769, "close_vs_ema12": -0.003437490719976677, "close_vs_ema24": -0.0053929766700056, "ema12_slope_3h": -0.0010051466468901094, "ema24_slope_6h": -0.0016906398755546226, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.870643Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T22:00:00Z", "return_6h": -0.0009702783299317952, "return_12h": -0.0051387348790322696, "return_24h": -0.013777748520176769, "close_vs_ema12": -0.003437490719976677, "close_vs_ema24": -0.0053929766700056, "ema12_slope_3h": -0.0010051466468901094, "ema24_slope_6h": -0.0016906398755546226, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 218, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T191021.438837Z", "trigger_timestamp": "2026-09-07T19:10:21.438837Z", "market_start_timestamp": "2026-09-07T19:00:00Z", "resolution_timestamp": "2026-09-07T20:00:00Z", "direction": "UP", "base_run_id": 1784, "small_run_id": 1785, "last_observed_close": 79196.16, "actual_close": 79365.82, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T19:11:27.888855Z", "market_regime": { "id": 36, "signal_id": 218, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T18:00:00Z", "return_6h": -0.005158853183972578, "return_12h": -0.005813636002438893, "return_24h": -0.009495050612004063, "close_vs_ema12": -0.0012217825556407602, "close_vs_ema24": -0.0033833600604686875, "ema12_slope_3h": -0.001205342916842822, 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"entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.561163, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1784, 1785 ], "forecast_publication_timestamp": "2026-09-07T19:10:21.438837Z", "requested_quote_timestamp": "2026-09-07T19:10:21.438837Z", "retrieved_quote_timestamp": "2026-09-07T19:11:15Z", "quote_retrieval_timestamp": "2026-09-07T19:11:28.136975Z", "timing_difference_seconds": 53.561163, "selected_quote": { "id": 286, "contract_id": 598, "forecast_timestamp": "2026-09-07T19:10:21.438837Z", "requested_timestamp": "2026-09-07T19:10:21.438837Z", "actual_quote_timestamp": "2026-09-07T19:11:15Z", "timestamp_delta_seconds": 53.561163, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "implied_probability": 0.38, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T19:11:28.136975Z", "raw_json": "{\"request\":{\"start\":1788808221,\"end\":1788808581},\"response\":{\"history\":[{\"t\":1788808275,\"p\":0.38},{\"t\":1788808275,\"p\":0.38}]},\"selected\":{\"t\":1788808275,\"p\":0.38}}", "venue": "polymarket", "external_event_id": "971110", "external_market_id": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "external_contract_id": "23281019960515813085422084499509339443595207792094040442958520052385791522214", "market_title": "Bitcoin Up or Down - September 7, 3PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-3pm-et" }, "selected_entry_price": 0.38, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T19:10:21.438837Z", "id": 599, "venue": "polymarket", "external_event_id": "971110", "external_market_id": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "external_contract_id": "37327827010993771049093471530029435424222848327634747069548025348351368195395", "market_title": "Bitcoin Up or Down - September 7, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T19:00:00Z", "resolution_timestamp": "2026-09-07T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-3pm-et", "first_retrieved_at": "2026-09-07T19:11:27.940838Z", "forecast_run_ids": [ 1784, 1785 ] }, { "forecast_timestamp": "2026-09-07T19:10:21.438837Z", "id": 598, "venue": "polymarket", "external_event_id": "971110", "external_market_id": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "external_contract_id": "23281019960515813085422084499509339443595207792094040442958520052385791522214", "market_title": "Bitcoin Up or Down - September 7, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T19:00:00Z", "resolution_timestamp": "2026-09-07T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-3pm-et", "first_retrieved_at": "2026-09-07T19:11:27.936783Z", "forecast_run_ids": [ 1784, 1785 ] } ], "quotes": [ { "id": 286, "contract_id": 598, "forecast_timestamp": "2026-09-07T19:10:21.438837Z", "requested_timestamp": "2026-09-07T19:10:21.438837Z", "actual_quote_timestamp": "2026-09-07T19:11:15Z", "timestamp_delta_seconds": 53.561163, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "implied_probability": 0.38, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T19:11:28.136975Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 3PM ET", "contract_side": "UP", "external_event_id": "971110", "external_market_id": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "external_contract_id": "23281019960515813085422084499509339443595207792094040442958520052385791522214", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04": { "DOWN": "37327827010993771049093471530029435424222848327634747069548025348351368195395", "UP": "23281019960515813085422084499509339443595207792094040442958520052385791522214" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 70, "signal_id": 218, "quote_id": 286, "settlement_id": 35, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 252.2118947368421, "entry_price": 0.38, "entry_price_type": "historical_price_sample", "gross_cost": 95.84052, "trading_fee": 4.15948, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 252.2118947368421, "gross_pnl": 156.3713747368421, "net_pnl": 152.2118947368421, "roi": 1.5221189473684211, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T21:11:26.997050Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 69, "signal_id": 218, "quote_id": 286, "settlement_id": 35, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.38, "entry_price_type": "historical_price_sample", "gross_cost": 38.0, "trading_fee": 1.6492, "total_deployed": 39.6492, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 62.0, "net_pnl": 60.3508, "roi": 1.522118983485165, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T21:11:26.994779Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79196.16, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "971110", "ticker": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "market_id": "0x6dcb2641f84644f685afd3ffea9987702b165ee4dd9bae08a560a055b807ef04", "contract_id": "37327827010993771049093471530029435424222848327634747069548025348351368195395", "market_title": "Bitcoin Up or Down - September 7, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T19:10:21.438837Z", "retrieved_timestamp": "2026-09-07T19:11:15Z", "quote_offset_seconds": 53.561163, "quote_age_seconds": 53.561163, "bid": null, "ask": null, "midpoint": null, "last_price": 0.38, "spread": null, "selected_entry_price": 0.38, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79365.82, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T191021.438837Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 36, "signal_id": 218, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T18:00:00Z", "return_6h": -0.005158853183972578, "return_12h": -0.005813636002438893, "return_24h": -0.009495050612004063, "close_vs_ema12": -0.0012217825556407602, "close_vs_ema24": -0.0033833600604686875, "ema12_slope_3h": -0.001205342916842822, "ema24_slope_6h": -0.0027580795536733538, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.870032Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T18:00:00Z", "return_6h": -0.005158853183972578, "return_12h": -0.005813636002438893, "return_24h": -0.009495050612004063, "close_vs_ema12": -0.0012217825556407602, "close_vs_ema24": -0.0033833600604686875, "ema12_slope_3h": -0.001205342916842822, "ema24_slope_6h": -0.0027580795536733538, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 210, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T161022.338651Z", "trigger_timestamp": "2026-09-07T16:10:22.338651Z", "market_start_timestamp": "2026-09-07T16:00:00Z", "resolution_timestamp": "2026-09-07T17:00:00Z", "direction": "UP", "base_run_id": 1769, "small_run_id": 1770, "last_observed_close": 78821.99, "actual_close": 79028.87, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T16:11:31.726896Z", "market_regime": { "id": 35, "signal_id": 210, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T15:00:00Z", "return_6h": -0.006201438966838668, "return_12h": -0.009729084447171465, "return_24h": -0.011221139914572187, "close_vs_ema12": -0.007138790330002087, "close_vs_ema24": -0.009238339784508831, "ema12_slope_3h": -0.002423672918852038, "ema24_slope_6h": -0.002371231581457134, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.869226Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T15:00:00Z", "return_6h": -0.006201438966838668, "return_12h": -0.009729084447171465, "return_24h": -0.011221139914572187, "close_vs_ema12": -0.007138790330002087, "close_vs_ema24": -0.009238339784508831, "ema12_slope_3h": -0.002423672918852038, "ema24_slope_6h": -0.002371231581457134, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "entry_probability": 0.63, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.661349, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1769, 1770 ], "forecast_publication_timestamp": "2026-09-07T16:10:22.338651Z", "requested_quote_timestamp": "2026-09-07T16:10:22.338651Z", "retrieved_quote_timestamp": "2026-09-07T16:11:16Z", "quote_retrieval_timestamp": "2026-09-07T16:11:31.962616Z", "timing_difference_seconds": 53.661349, "selected_quote": { "id": 273, "contract_id": 575, "forecast_timestamp": "2026-09-07T16:10:22.338651Z", "requested_timestamp": "2026-09-07T16:10:22.338651Z", "actual_quote_timestamp": "2026-09-07T16:11:16Z", "timestamp_delta_seconds": 53.661349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.63, "implied_probability": 0.63, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T16:11:31.962616Z", "raw_json": "{\"request\":{\"start\":1788797422,\"end\":1788797782},\"response\":{\"history\":[{\"t\":1788797476,\"p\":0.63},{\"t\":1788797476,\"p\":0.63}]},\"selected\":{\"t\":1788797476,\"p\":0.63}}", "venue": "polymarket", "external_event_id": "970262", "external_market_id": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "external_contract_id": "17284514066806899575286653526020472259340067479160223568991496337219693993669", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-12pm-et" }, "selected_entry_price": 0.63, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T16:10:22.338651Z", "id": 576, "venue": "polymarket", "external_event_id": "970262", "external_market_id": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "external_contract_id": "28466951706730445819640266964099781780243182918761314134870285632920267913283", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T16:00:00Z", "resolution_timestamp": "2026-09-07T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-12pm-et", "first_retrieved_at": "2026-09-07T16:11:31.775080Z", "forecast_run_ids": [ 1769, 1770 ] }, { "forecast_timestamp": "2026-09-07T16:10:22.338651Z", "id": 575, "venue": "polymarket", "external_event_id": "970262", "external_market_id": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "external_contract_id": "17284514066806899575286653526020472259340067479160223568991496337219693993669", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T16:00:00Z", "resolution_timestamp": "2026-09-07T17:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-12pm-et", "first_retrieved_at": "2026-09-07T16:11:31.770253Z", "forecast_run_ids": [ 1769, 1770 ] } ], "quotes": [ { "id": 273, "contract_id": 575, "forecast_timestamp": "2026-09-07T16:10:22.338651Z", "requested_timestamp": "2026-09-07T16:10:22.338651Z", "actual_quote_timestamp": "2026-09-07T16:11:16Z", "timestamp_delta_seconds": 53.661349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.63, "implied_probability": 0.63, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T16:11:31.962616Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "contract_side": "UP", "external_event_id": "970262", "external_market_id": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "external_contract_id": "17284514066806899575286653526020472259340067479160223568991496337219693993669", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b": { "DOWN": "28466951706730445819640266964099781780243182918761314134870285632920267913283", "UP": "17284514066806899575286653526020472259340067479160223568991496337219693993669" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 68, "signal_id": 210, "quote_id": 273, "settlement_id": 34, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 154.72284126984127, "entry_price": 0.63, "entry_price_type": "historical_price_sample", "gross_cost": 97.47539, "trading_fee": 2.52461, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 154.72284126984127, "gross_pnl": 57.247451269841264, "net_pnl": 54.72284126984127, "roi": 0.5472284126984127, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T18:11:31.040123Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 67, "signal_id": 210, "quote_id": 273, "settlement_id": 34, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.63, "entry_price_type": "historical_price_sample", "gross_cost": 63.0, "trading_fee": 1.6317, "total_deployed": 64.6317, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 37.0, "net_pnl": 35.368300000000005, "roi": 0.5472283724550029, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T18:11:31.037561Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 78821.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "970262", "ticker": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "market_id": "0xafcc41db050d5ea3478453f821ee7002c4caa7a67277fceb0003b232c0925c7b", "contract_id": "28466951706730445819640266964099781780243182918761314134870285632920267913283", "market_title": "Bitcoin Up or Down - September 7, 12PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T16:10:22.338651Z", "retrieved_timestamp": "2026-09-07T16:11:16Z", "quote_offset_seconds": 53.661349, "quote_age_seconds": 53.661349, "bid": null, "ask": null, "midpoint": null, "last_price": 0.63, "spread": null, "selected_entry_price": 0.63, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79028.87, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T161022.338651Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 35, "signal_id": 210, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T15:00:00Z", "return_6h": -0.006201438966838668, "return_12h": -0.009729084447171465, "return_24h": -0.011221139914572187, "close_vs_ema12": -0.007138790330002087, "close_vs_ema24": -0.009238339784508831, "ema12_slope_3h": -0.002423672918852038, "ema24_slope_6h": -0.002371231581457134, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.869226Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T15:00:00Z", "return_6h": -0.006201438966838668, "return_12h": -0.009729084447171465, "return_24h": -0.011221139914572187, "close_vs_ema12": -0.007138790330002087, "close_vs_ema24": -0.009238339784508831, "ema12_slope_3h": -0.002423672918852038, "ema24_slope_6h": -0.002371231581457134, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 205, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T151021.550924Z", "trigger_timestamp": "2026-09-07T15:10:21.550924Z", "market_start_timestamp": "2026-09-07T15:00:00Z", "resolution_timestamp": "2026-09-07T16:00:00Z", "direction": "UP", "base_run_id": 1764, "small_run_id": 1765, "last_observed_close": 79191.95, "actual_close": 78821.99, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T15:11:30.084910Z", "market_regime": { "id": 34, "signal_id": 205, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T14:00:00Z", "return_6h": -0.0030896034083702784, "return_12h": -0.008542053107485015, "return_24h": -0.004414087162349589, "close_vs_ema12": -0.0037717492943635245, "close_vs_ema24": -0.005387093226243311, "ema12_slope_3h": -0.0010712746243105586, "ema24_slope_6h": -0.0020401312752492684, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.868704Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T14:00:00Z", "return_6h": -0.0030896034083702784, "return_12h": -0.008542053107485015, "return_24h": -0.004414087162349589, "close_vs_ema12": -0.0037717492943635245, "close_vs_ema24": -0.005387093226243311, "ema12_slope_3h": -0.0010712746243105586, "ema24_slope_6h": -0.0020401312752492684, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "entry_probability": 0.345, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 59.449076, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1764, 1765 ], "forecast_publication_timestamp": "2026-09-07T15:10:21.550924Z", "requested_quote_timestamp": "2026-09-07T15:10:21.550924Z", "retrieved_quote_timestamp": "2026-09-07T15:11:21Z", "quote_retrieval_timestamp": "2026-09-07T15:11:30.354028Z", "timing_difference_seconds": 59.449076, "selected_quote": { "id": 261, "contract_id": 558, "forecast_timestamp": "2026-09-07T15:10:21.550924Z", "requested_timestamp": "2026-09-07T15:10:21.550924Z", "actual_quote_timestamp": "2026-09-07T15:11:21Z", "timestamp_delta_seconds": 59.449076, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T15:11:30.354028Z", "raw_json": "{\"request\":{\"start\":1788793821,\"end\":1788794181},\"response\":{\"history\":[{\"t\":1788793881,\"p\":0.345},{\"t\":1788793881,\"p\":0.345}]},\"selected\":{\"t\":1788793881,\"p\":0.345}}", "venue": "polymarket", "external_event_id": "970096", "external_market_id": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "external_contract_id": "22018325215526492086058208637662133612881313271606501717011336787774755189577", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-11am-et" }, "selected_entry_price": 0.345, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T15:10:21.550924Z", "id": 559, "venue": "polymarket", "external_event_id": "970096", "external_market_id": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "external_contract_id": "44847898753009953076816519513278246278872030964918015877304836758759693658679", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T15:00:00Z", "resolution_timestamp": "2026-09-07T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-11am-et", "first_retrieved_at": "2026-09-07T15:11:30.176630Z", "forecast_run_ids": [ 1764, 1765 ] }, { "forecast_timestamp": "2026-09-07T15:10:21.550924Z", "id": 558, "venue": "polymarket", "external_event_id": "970096", "external_market_id": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "external_contract_id": "22018325215526492086058208637662133612881313271606501717011336787774755189577", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T15:00:00Z", "resolution_timestamp": "2026-09-07T16:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-11am-et", "first_retrieved_at": "2026-09-07T15:11:30.169755Z", "forecast_run_ids": [ 1764, 1765 ] } ], "quotes": [ { "id": 261, "contract_id": 558, "forecast_timestamp": "2026-09-07T15:10:21.550924Z", "requested_timestamp": "2026-09-07T15:10:21.550924Z", "actual_quote_timestamp": "2026-09-07T15:11:21Z", "timestamp_delta_seconds": 59.449076, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "implied_probability": 0.345, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T15:11:30.354028Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "contract_side": "UP", "external_event_id": "970096", "external_market_id": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "external_contract_id": "22018325215526492086058208637662133612881313271606501717011336787774755189577", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03": { "DOWN": "44847898753009953076816519513278246278872030964918015877304836758759693658679", "UP": "22018325215526492086058208637662133612881313271606501717011336787774755189577" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 66, "signal_id": 205, "quote_id": 261, "settlement_id": 33, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 277.1478550724638, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 95.61601, "trading_fee": 4.38399, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.61601, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T17:11:30.774812Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 65, "signal_id": 205, "quote_id": 261, "settlement_id": 33, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.345, "entry_price_type": "historical_price_sample", "gross_cost": 34.5, "trading_fee": 1.58183, "total_deployed": 36.08183, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -34.5, "net_pnl": -36.08183, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T17:11:30.770216Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79191.95, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "970096", "ticker": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "market_id": "0xde7c24a0cc1664bef79d59d0e534570a00f9f9f597455d0e441ce825f6508c03", "contract_id": "44847898753009953076816519513278246278872030964918015877304836758759693658679", "market_title": "Bitcoin Up or Down - September 7, 11AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T15:10:21.550924Z", "retrieved_timestamp": "2026-09-07T15:11:21Z", "quote_offset_seconds": 59.449076, "quote_age_seconds": 59.449076, "bid": null, "ask": null, "midpoint": null, "last_price": 0.345, "spread": null, "selected_entry_price": 0.345, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78821.99, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T151021.550924Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 34, "signal_id": 205, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T14:00:00Z", "return_6h": -0.0030896034083702784, "return_12h": -0.008542053107485015, "return_24h": -0.004414087162349589, "close_vs_ema12": -0.0037717492943635245, "close_vs_ema24": -0.005387093226243311, "ema12_slope_3h": -0.0010712746243105586, "ema24_slope_6h": -0.0020401312752492684, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.868704Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T14:00:00Z", "return_6h": -0.0030896034083702784, "return_12h": -0.008542053107485015, "return_24h": -0.004414087162349589, "close_vs_ema12": -0.0037717492943635245, "close_vs_ema24": -0.005387093226243311, "ema12_slope_3h": -0.0010712746243105586, "ema24_slope_6h": -0.0020401312752492684, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 201, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T141021.188273Z", "trigger_timestamp": "2026-09-07T14:10:21.188273Z", "market_start_timestamp": "2026-09-07T14:00:00Z", "resolution_timestamp": "2026-09-07T15:00:00Z", "direction": "UP", "base_run_id": 1759, "small_run_id": 1760, "last_observed_close": 79352.01, "actual_close": 79191.95, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T14:11:31.019031Z", "market_regime": { "id": 33, "signal_id": 201, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T13:00:00Z", "return_6h": -0.0005770938576029616, "return_12h": -0.00718325694197175, "return_24h": -0.005987349614768767, "close_vs_ema12": -0.0024423053250128834, "close_vs_ema24": -0.003843458975194669, "ema12_slope_3h": -0.0007443691123848462, "ema24_slope_6h": -0.0019493032539463773, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.868180Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T13:00:00Z", "return_6h": -0.0005770938576029616, "return_12h": -0.00718325694197175, "return_24h": -0.005987349614768767, "close_vs_ema12": -0.0024423053250128834, "close_vs_ema24": -0.003843458975194669, "ema12_slope_3h": -0.0007443691123848462, "ema24_slope_6h": -0.0019493032539463773, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "entry_probability": 0.255, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 51.811727, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1759, 1760 ], "forecast_publication_timestamp": "2026-09-07T14:10:21.188273Z", "requested_quote_timestamp": "2026-09-07T14:10:21.188273Z", "retrieved_quote_timestamp": "2026-09-07T14:11:13Z", "quote_retrieval_timestamp": "2026-09-07T14:11:31.245280Z", "timing_difference_seconds": 51.811727, "selected_quote": { "id": 250, "contract_id": 543, "forecast_timestamp": "2026-09-07T14:10:21.188273Z", "requested_timestamp": "2026-09-07T14:10:21.188273Z", "actual_quote_timestamp": "2026-09-07T14:11:13Z", "timestamp_delta_seconds": 51.811727, "bid": null, "ask": null, "midpoint": null, "last_price": 0.255, "implied_probability": 0.255, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T14:11:31.245280Z", "raw_json": "{\"request\":{\"start\":1788790221,\"end\":1788790581},\"response\":{\"history\":[{\"t\":1788790273,\"p\":0.255},{\"t\":1788790273,\"p\":0.255}]},\"selected\":{\"t\":1788790273,\"p\":0.255}}", "venue": "polymarket", "external_event_id": "969886", "external_market_id": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "external_contract_id": "105005443866679840518399712432637748907555025012867447096346326482617903996488", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-10am-et" }, "selected_entry_price": 0.255, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T14:10:21.188273Z", "id": 544, "venue": "polymarket", "external_event_id": "969886", "external_market_id": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "external_contract_id": "40006178499795358992970515174797764945935559447630664579376357317571240995460", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T14:00:00Z", "resolution_timestamp": "2026-09-07T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-10am-et", "first_retrieved_at": "2026-09-07T14:11:31.058930Z", "forecast_run_ids": [ 1759, 1760 ] }, { "forecast_timestamp": "2026-09-07T14:10:21.188273Z", "id": 543, "venue": "polymarket", "external_event_id": "969886", "external_market_id": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "external_contract_id": "105005443866679840518399712432637748907555025012867447096346326482617903996488", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T14:00:00Z", "resolution_timestamp": "2026-09-07T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-10am-et", "first_retrieved_at": "2026-09-07T14:11:31.054669Z", "forecast_run_ids": [ 1759, 1760 ] } ], "quotes": [ { "id": 250, "contract_id": 543, "forecast_timestamp": "2026-09-07T14:10:21.188273Z", "requested_timestamp": "2026-09-07T14:10:21.188273Z", "actual_quote_timestamp": "2026-09-07T14:11:13Z", "timestamp_delta_seconds": 51.811727, "bid": null, "ask": null, "midpoint": null, "last_price": 0.255, "implied_probability": 0.255, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T14:11:31.245280Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "contract_side": "UP", "external_event_id": "969886", "external_market_id": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "external_contract_id": "105005443866679840518399712432637748907555025012867447096346326482617903996488", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910": { "DOWN": "40006178499795358992970515174797764945935559447630664579376357317571240995460", "UP": "105005443866679840518399712432637748907555025012867447096346326482617903996488" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 64, "signal_id": 201, "quote_id": 250, "settlement_id": 32, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 372.7195294117647, "entry_price": 0.255, "entry_price_type": "historical_price_sample", "gross_cost": 95.04348, "trading_fee": 4.95652, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -95.04348, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T16:11:31.431591Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 63, "signal_id": 201, "quote_id": 250, "settlement_id": 32, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.255, "entry_price_type": "historical_price_sample", "gross_cost": 25.5, "trading_fee": 1.32983, "total_deployed": 26.82983, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -25.5, "net_pnl": -26.82983, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T16:11:31.428439Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79352.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "969886", "ticker": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "market_id": "0x6db0af7ed9028d3ea226c349dad2523cef47e2d72054efffd4b2c01dc7c0d910", "contract_id": "40006178499795358992970515174797764945935559447630664579376357317571240995460", "market_title": "Bitcoin Up or Down - September 7, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T14:10:21.188273Z", "retrieved_timestamp": "2026-09-07T14:11:13Z", "quote_offset_seconds": 51.811727, "quote_age_seconds": 51.811727, "bid": null, "ask": null, "midpoint": null, "last_price": 0.255, "spread": null, "selected_entry_price": 0.255, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79191.95, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T141021.188273Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 33, "signal_id": 201, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T13:00:00Z", "return_6h": -0.0005770938576029616, "return_12h": -0.00718325694197175, "return_24h": -0.005987349614768767, "close_vs_ema12": -0.0024423053250128834, "close_vs_ema24": -0.003843458975194669, "ema12_slope_3h": -0.0007443691123848462, "ema24_slope_6h": -0.0019493032539463773, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.868180Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T13:00:00Z", "return_6h": -0.0005770938576029616, "return_12h": -0.00718325694197175, "return_24h": -0.005987349614768767, "close_vs_ema12": -0.0024423053250128834, "close_vs_ema24": -0.003843458975194669, "ema12_slope_3h": -0.0007443691123848462, "ema24_slope_6h": -0.0019493032539463773, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 194, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T121021.325277Z", "trigger_timestamp": "2026-09-07T12:10:21.325277Z", "market_start_timestamp": "2026-09-07T12:00:00Z", "resolution_timestamp": "2026-09-07T13:00:00Z", "direction": "UP", "base_run_id": 1749, "small_run_id": 1750, "last_observed_close": 79420.16, "actual_close": 79606.84, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T12:11:30.690103Z", "market_regime": { "id": 32, "signal_id": 194, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T11:00:00Z", "return_6h": -0.0042541656808903205, "return_12h": -0.01147185718821686, "return_24h": -0.006243933714526695, "close_vs_ema12": -0.001971195696655381, "close_vs_ema24": -0.0034058121709426015, "ema12_slope_3h": -0.0016850354624722286, "ema24_slope_6h": -0.0021902209268201966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.867437Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T11:00:00Z", "return_6h": -0.0042541656808903205, "return_12h": -0.01147185718821686, "return_24h": -0.006243933714526695, "close_vs_ema12": -0.001971195696655381, "close_vs_ema24": -0.0034058121709426015, "ema12_slope_3h": -0.0016850354624722286, "ema24_slope_6h": -0.0021902209268201966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "entry_probability": 0.655, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 47.674723, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1749, 1750 ], "forecast_publication_timestamp": "2026-09-07T12:10:21.325277Z", "requested_quote_timestamp": "2026-09-07T12:10:21.325277Z", "retrieved_quote_timestamp": "2026-09-07T12:11:09Z", "quote_retrieval_timestamp": "2026-09-07T12:11:30.947524Z", "timing_difference_seconds": 47.674723, "selected_quote": { "id": 237, "contract_id": 522, "forecast_timestamp": "2026-09-07T12:10:21.325277Z", "requested_timestamp": "2026-09-07T12:10:21.325277Z", "actual_quote_timestamp": "2026-09-07T12:11:09Z", "timestamp_delta_seconds": 47.674723, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T12:11:30.947524Z", "raw_json": "{\"request\":{\"start\":1788783021,\"end\":1788783381},\"response\":{\"history\":[{\"t\":1788783069,\"p\":0.655},{\"t\":1788783069,\"p\":0.655}]},\"selected\":{\"t\":1788783069,\"p\":0.655}}", "venue": "polymarket", "external_event_id": "969411", "external_market_id": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "external_contract_id": "54102353291213495901711680317229722701673164090265388345858117707428807711833", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-8am-et" }, "selected_entry_price": 0.655, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T12:10:21.325277Z", "id": 523, "venue": "polymarket", "external_event_id": "969411", "external_market_id": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "external_contract_id": "13960737780835321125412801532668147265344397593524181447633432261616351090676", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T12:00:00Z", "resolution_timestamp": "2026-09-07T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-8am-et", "first_retrieved_at": "2026-09-07T12:11:30.773182Z", "forecast_run_ids": [ 1749, 1750 ] }, { "forecast_timestamp": "2026-09-07T12:10:21.325277Z", "id": 522, "venue": "polymarket", "external_event_id": "969411", "external_market_id": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "external_contract_id": "54102353291213495901711680317229722701673164090265388345858117707428807711833", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T12:00:00Z", "resolution_timestamp": "2026-09-07T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-8am-et", "first_retrieved_at": "2026-09-07T12:11:30.768971Z", "forecast_run_ids": [ 1749, 1750 ] } ], "quotes": [ { "id": 237, "contract_id": 522, "forecast_timestamp": "2026-09-07T12:10:21.325277Z", "requested_timestamp": "2026-09-07T12:10:21.325277Z", "actual_quote_timestamp": "2026-09-07T12:11:09Z", "timestamp_delta_seconds": 47.674723, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "implied_probability": 0.655, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T12:11:30.947524Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "contract_side": "UP", "external_event_id": "969411", "external_market_id": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "external_contract_id": "54102353291213495901711680317229722701673164090265388345858117707428807711833", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522": { "DOWN": "13960737780835321125412801532668147265344397593524181447633432261616351090676", "UP": "54102353291213495901711680317229722701673164090265388345858117707428807711833" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 62, "signal_id": 194, "quote_id": 237, "settlement_id": 31, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 149.07167938931295, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 97.64194999999998, "trading_fee": 2.35805, "total_deployed": 99.99999999999999, "settlement_value": 1.0, "settlement_payout": 149.07167938931295, "gross_pnl": 51.42972938931297, "net_pnl": 49.07167938931296, "roi": 0.49071679389312967, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T14:11:31.017352Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 61, "signal_id": 194, "quote_id": 237, "settlement_id": 31, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.655, "entry_price_type": "historical_price_sample", "gross_cost": 65.5, "trading_fee": 1.58183, "total_deployed": 67.08183, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 34.5, "net_pnl": 32.91817, "roi": 0.4907166366809016, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T14:11:31.015495Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79420.16, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "969411", "ticker": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "market_id": "0x19446bd098f097ba901714ecc7d2caeeb318a6b8c796d60e362f494bf640d522", "contract_id": "13960737780835321125412801532668147265344397593524181447633432261616351090676", "market_title": "Bitcoin Up or Down - September 7, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T12:10:21.325277Z", "retrieved_timestamp": "2026-09-07T12:11:09Z", "quote_offset_seconds": 47.674723, "quote_age_seconds": 47.674723, "bid": null, "ask": null, "midpoint": null, "last_price": 0.655, "spread": null, "selected_entry_price": 0.655, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79606.84, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T121021.325277Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 32, "signal_id": 194, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T11:00:00Z", "return_6h": -0.0042541656808903205, "return_12h": -0.01147185718821686, "return_24h": -0.006243933714526695, "close_vs_ema12": -0.001971195696655381, "close_vs_ema24": -0.0034058121709426015, "ema12_slope_3h": -0.0016850354624722286, "ema24_slope_6h": -0.0021902209268201966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.867437Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T11:00:00Z", "return_6h": -0.0042541656808903205, "return_12h": -0.01147185718821686, "return_24h": -0.006243933714526695, "close_vs_ema12": -0.001971195696655381, "close_vs_ema24": -0.0034058121709426015, "ema12_slope_3h": -0.0016850354624722286, "ema24_slope_6h": -0.0021902209268201966, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 190, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T111021.924465Z", "trigger_timestamp": "2026-09-07T11:10:21.924465Z", "market_start_timestamp": "2026-09-07T11:00:00Z", "resolution_timestamp": "2026-09-07T12:00:00Z", "direction": "UP", "base_run_id": 1744, "small_run_id": 1745, "last_observed_close": 79360.0, "actual_close": 79420.16, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T11:11:30.900790Z", "market_regime": { "id": 31, "signal_id": 190, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T10:00:00Z", "return_6h": -0.004565751843861321, "return_12h": -0.0086836365471461, "return_24h": -0.00804872960615799, "close_vs_ema12": -0.0030844865646778574, "close_vs_ema24": -0.004455560650076684, "ema12_slope_3h": -0.0019509083590769638, "ema24_slope_6h": -0.002011008885302923, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.866918Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T10:00:00Z", "return_6h": -0.004565751843861321, "return_12h": -0.0086836365471461, "return_24h": -0.00804872960615799, "close_vs_ema12": -0.0030844865646778574, "close_vs_ema24": -0.004455560650076684, "ema12_slope_3h": -0.0019509083590769638, "ema24_slope_6h": -0.002011008885302923, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "entry_probability": 0.405, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 48.075535, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1744, 1745 ], "forecast_publication_timestamp": "2026-09-07T11:10:21.924465Z", "requested_quote_timestamp": "2026-09-07T11:10:21.924465Z", "retrieved_quote_timestamp": "2026-09-07T11:11:10Z", "quote_retrieval_timestamp": "2026-09-07T11:11:31.132343Z", "timing_difference_seconds": 48.075535, "selected_quote": { "id": 226, "contract_id": 507, "forecast_timestamp": "2026-09-07T11:10:21.924465Z", "requested_timestamp": "2026-09-07T11:10:21.924465Z", "actual_quote_timestamp": "2026-09-07T11:11:10Z", "timestamp_delta_seconds": 48.075535, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T11:11:31.132343Z", "raw_json": "{\"request\":{\"start\":1788779421,\"end\":1788779781},\"response\":{\"history\":[{\"t\":1788779470,\"p\":0.405},{\"t\":1788779470,\"p\":0.405}]},\"selected\":{\"t\":1788779470,\"p\":0.405}}", "venue": "polymarket", "external_event_id": "969239", "external_market_id": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "external_contract_id": "8831911349844980530130586783032275915082303086269001635535528406232578443778", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7am-et" }, "selected_entry_price": 0.405, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T11:10:21.924465Z", "id": 508, "venue": "polymarket", "external_event_id": "969239", "external_market_id": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "external_contract_id": "26173814307785980550527943754350335116672317479307902675957085068683494161985", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T11:00:00Z", "resolution_timestamp": "2026-09-07T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7am-et", "first_retrieved_at": "2026-09-07T11:11:30.961379Z", "forecast_run_ids": [ 1744, 1745 ] }, { "forecast_timestamp": "2026-09-07T11:10:21.924465Z", "id": 507, "venue": "polymarket", "external_event_id": "969239", "external_market_id": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "external_contract_id": "8831911349844980530130586783032275915082303086269001635535528406232578443778", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T11:00:00Z", "resolution_timestamp": "2026-09-07T12:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-7am-et", "first_retrieved_at": "2026-09-07T11:11:30.955183Z", "forecast_run_ids": [ 1744, 1745 ] } ], "quotes": [ { "id": 226, "contract_id": 507, "forecast_timestamp": "2026-09-07T11:10:21.924465Z", "requested_timestamp": "2026-09-07T11:10:21.924465Z", "actual_quote_timestamp": "2026-09-07T11:11:10Z", "timestamp_delta_seconds": 48.075535, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "implied_probability": 0.405, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T11:11:31.132343Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "contract_side": "UP", "external_event_id": "969239", "external_market_id": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "external_contract_id": "8831911349844980530130586783032275915082303086269001635535528406232578443778", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a": { "DOWN": "26173814307785980550527943754350335116672317479307902675957085068683494161985", "UP": "8831911349844980530130586783032275915082303086269001635535528406232578443778" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 60, "signal_id": 190, "quote_id": 226, "settlement_id": 30, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 237.04083950617283, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 96.00154, "trading_fee": 3.99846, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 237.04083950617283, "gross_pnl": 141.03929950617282, "net_pnl": 137.04083950617283, "roi": 1.3704083950617283, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T13:11:30.019779Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 59, "signal_id": 190, "quote_id": 226, "settlement_id": 30, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.405, "entry_price_type": "historical_price_sample", "gross_cost": 40.5, "trading_fee": 1.68683, "total_deployed": 42.18683, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 59.5, "net_pnl": 57.81317, "roi": 1.3704080159613794, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T13:11:30.017258Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79360.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "969239", "ticker": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "market_id": "0x40f908f3a84c1d85e03b6625ad6625b10b096540f88309812d94b024db4ebf9a", "contract_id": "26173814307785980550527943754350335116672317479307902675957085068683494161985", "market_title": "Bitcoin Up or Down - September 7, 7AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T11:10:21.924465Z", "retrieved_timestamp": "2026-09-07T11:11:10Z", "quote_offset_seconds": 48.075535, "quote_age_seconds": 48.075535, "bid": null, "ask": null, "midpoint": null, "last_price": 0.405, "spread": null, "selected_entry_price": 0.405, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79420.16, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T111021.924465Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 31, "signal_id": 190, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T10:00:00Z", "return_6h": -0.004565751843861321, "return_12h": -0.0086836365471461, "return_24h": -0.00804872960615799, "close_vs_ema12": -0.0030844865646778574, "close_vs_ema24": -0.004455560650076684, "ema12_slope_3h": -0.0019509083590769638, "ema24_slope_6h": -0.002011008885302923, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.866918Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T10:00:00Z", "return_6h": -0.004565751843861321, "return_12h": -0.0086836365471461, "return_24h": -0.00804872960615799, "close_vs_ema12": -0.0030844865646778574, "close_vs_ema24": -0.004455560650076684, "ema12_slope_3h": -0.0019509083590769638, "ema24_slope_6h": -0.002011008885302923, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 183, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T091020.936230Z", "trigger_timestamp": "2026-09-07T09:10:20.936230Z", "market_start_timestamp": "2026-09-07T09:00:00Z", "resolution_timestamp": "2026-09-07T10:00:00Z", "direction": "UP", "base_run_id": 1734, "small_run_id": 1735, "last_observed_close": 79437.38, "actual_close": 79313.85, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T09:11:28.515263Z", "market_regime": { "id": 30, "signal_id": 183, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T08:00:00Z", "return_6h": -0.0054693478147648245, "return_12h": -0.005939283211532587, "return_24h": -0.005007567277246827, "close_vs_ema12": -0.003436880131506892, "close_vs_ema24": -0.004340039705547416, "ema12_slope_3h": -0.0018332921568962046, "ema24_slope_6h": -0.0016368521280117898, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.866403Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T08:00:00Z", "return_6h": -0.0054693478147648245, "return_12h": -0.005939283211532587, "return_24h": -0.005007567277246827, "close_vs_ema12": -0.003436880131506892, "close_vs_ema24": -0.004340039705547416, "ema12_slope_3h": -0.0018332921568962046, "ema24_slope_6h": -0.0016368521280117898, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "entry_probability": 0.725, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.06377, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "loss", "forecast_ids": [ 1734, 1735 ], "forecast_publication_timestamp": "2026-09-07T09:10:20.936230Z", "requested_quote_timestamp": "2026-09-07T09:10:20.936230Z", "retrieved_quote_timestamp": "2026-09-07T09:11:11Z", "quote_retrieval_timestamp": "2026-09-07T09:11:28.765838Z", "timing_difference_seconds": 50.06377, "selected_quote": { "id": 213, "contract_id": 486, "forecast_timestamp": "2026-09-07T09:10:20.936230Z", "requested_timestamp": "2026-09-07T09:10:20.936230Z", "actual_quote_timestamp": "2026-09-07T09:11:11Z", "timestamp_delta_seconds": 50.06377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T09:11:28.765838Z", "raw_json": "{\"request\":{\"start\":1788772220,\"end\":1788772580},\"response\":{\"history\":[{\"t\":1788772271,\"p\":0.725},{\"t\":1788772271,\"p\":0.725}]},\"selected\":{\"t\":1788772271,\"p\":0.725}}", "venue": "polymarket", "external_event_id": "968945", "external_market_id": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "external_contract_id": "41637706245592045279531526484670583543246101821171556981185098999652388690868", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-5am-et" }, "selected_entry_price": 0.725, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T09:10:20.936230Z", "id": 487, "venue": "polymarket", "external_event_id": "968945", "external_market_id": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "external_contract_id": "55729045382786872299294063949996031408389463467424615267919993915017481178071", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T09:00:00Z", "resolution_timestamp": "2026-09-07T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-5am-et", "first_retrieved_at": "2026-09-07T09:11:28.588285Z", "forecast_run_ids": [ 1734, 1735 ] }, { "forecast_timestamp": "2026-09-07T09:10:20.936230Z", "id": 486, "venue": "polymarket", "external_event_id": "968945", "external_market_id": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "external_contract_id": "41637706245592045279531526484670583543246101821171556981185098999652388690868", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T09:00:00Z", "resolution_timestamp": "2026-09-07T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-5am-et", "first_retrieved_at": "2026-09-07T09:11:28.584291Z", "forecast_run_ids": [ 1734, 1735 ] } ], "quotes": [ { "id": 213, "contract_id": 486, "forecast_timestamp": "2026-09-07T09:10:20.936230Z", "requested_timestamp": "2026-09-07T09:10:20.936230Z", "actual_quote_timestamp": "2026-09-07T09:11:11Z", "timestamp_delta_seconds": 50.06377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "implied_probability": 0.725, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T09:11:28.765838Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "contract_side": "UP", "external_event_id": "968945", "external_market_id": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "external_contract_id": "41637706245592045279531526484670583543246101821171556981185098999652388690868", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79": { "DOWN": "55729045382786872299294063949996031408389463467424615267919993915017481178071", "UP": "41637706245592045279531526484670583543246101821171556981185098999652388690868" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 58, "signal_id": 183, "quote_id": 213, "settlement_id": 29, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 135.32601379310344, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 98.11135999999999, "trading_fee": 1.88864, "total_deployed": 99.99999999999999, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.11135999999999, "net_pnl": -99.99999999999999, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T11:11:30.898847Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 57, "signal_id": 183, "quote_id": 213, "settlement_id": 29, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.725, "entry_price_type": "historical_price_sample", "gross_cost": 72.5, "trading_fee": 1.39563, "total_deployed": 73.89563, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -72.5, "net_pnl": -73.89563, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T11:11:30.896807Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79437.38, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "968945", "ticker": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "market_id": "0x67fef866ddbcb7fa237d992902ec8780115174dda6222edc5a8508387a402f79", "contract_id": "55729045382786872299294063949996031408389463467424615267919993915017481178071", "market_title": "Bitcoin Up or Down - September 7, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T09:10:20.936230Z", "retrieved_timestamp": "2026-09-07T09:11:11Z", "quote_offset_seconds": 50.06377, "quote_age_seconds": 50.06377, "bid": null, "ask": null, "midpoint": null, "last_price": 0.725, "spread": null, "selected_entry_price": 0.725, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79313.85, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T091020.936230Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 30, "signal_id": 183, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T08:00:00Z", "return_6h": -0.0054693478147648245, "return_12h": -0.005939283211532587, "return_24h": -0.005007567277246827, "close_vs_ema12": -0.003436880131506892, "close_vs_ema24": -0.004340039705547416, "ema12_slope_3h": -0.0018332921568962046, "ema24_slope_6h": -0.0016368521280117898, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.866403Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T08:00:00Z", "return_6h": -0.0054693478147648245, "return_12h": -0.005939283211532587, "return_24h": -0.005007567277246827, "close_vs_ema12": -0.003436880131506892, "close_vs_ema24": -0.004340039705547416, "ema12_slope_3h": -0.0018332921568962046, "ema24_slope_6h": -0.0016368521280117898, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 178, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T081022.428484Z", "trigger_timestamp": "2026-09-07T08:10:22.428484Z", "market_start_timestamp": "2026-09-07T08:00:00Z", "resolution_timestamp": "2026-09-07T09:00:00Z", "direction": "UP", "base_run_id": 1729, "small_run_id": 1730, "last_observed_close": 79397.83, "actual_close": 79437.38, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T08:11:38.118575Z", "market_regime": { "id": 29, "signal_id": 178, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T07:00:00Z", "return_6h": -0.006609977661876321, "return_12h": -0.005413504373481759, "return_24h": -0.0051020612743561955, "close_vs_ema12": -0.004555086311464285, "close_vs_ema24": -0.005211183502516814, "ema12_slope_3h": -0.0014329706321634106, "ema24_slope_6h": -0.0013037739512253843, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.865880Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T07:00:00Z", "return_6h": -0.006609977661876321, "return_12h": -0.005413504373481759, "return_24h": -0.0051020612743561955, "close_vs_ema12": -0.004555086311464285, "close_vs_ema24": -0.005211183502516814, "ema12_slope_3h": -0.0014329706321634106, "ema24_slope_6h": -0.0013037739512253843, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 4AM ET", "entry_probability": 0.645, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 51.571516, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1729, 1730 ], "forecast_publication_timestamp": "2026-09-07T08:10:22.428484Z", "requested_quote_timestamp": "2026-09-07T08:10:22.428484Z", "retrieved_quote_timestamp": "2026-09-07T08:11:14Z", "quote_retrieval_timestamp": "2026-09-07T08:11:38.406751Z", "timing_difference_seconds": 51.571516, "selected_quote": { "id": 201, "contract_id": 469, "forecast_timestamp": "2026-09-07T08:10:22.428484Z", "requested_timestamp": "2026-09-07T08:10:22.428484Z", "actual_quote_timestamp": "2026-09-07T08:11:14Z", "timestamp_delta_seconds": 51.571516, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "implied_probability": 0.645, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T08:11:38.406751Z", "raw_json": "{\"request\":{\"start\":1788768622,\"end\":1788768982},\"response\":{\"history\":[{\"t\":1788768674,\"p\":0.645},{\"t\":1788768674,\"p\":0.645}]},\"selected\":{\"t\":1788768674,\"p\":0.645}}", "venue": "polymarket", "external_event_id": "968770", "external_market_id": "0x8e1b101d6950d3ed582b142062d5e63f43bd90b4778bc6007a741fc5d725f82b", "external_contract_id": "59810615363874876828229763488198237195337624865824216276444496671649919392457", "market_title": "Bitcoin Up or Down - September 7, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-4am-et" }, "selected_entry_price": 0.645, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T08:10:22.428484Z", "id": 470, "venue": "polymarket", "external_event_id": "968770", "external_market_id": "0x8e1b101d6950d3ed582b142062d5e63f43bd90b4778bc6007a741fc5d725f82b", "external_contract_id": "89795308463846947712359658197536215433046499602593004176560323531618584431707", "market_title": "Bitcoin Up or Down - September 7, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T08:00:00Z", "resolution_timestamp": "2026-09-07T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-4am-et", "first_retrieved_at": "2026-09-07T08:11:38.217589Z", "forecast_run_ids": [ 1729, 1730 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"89795308463846947712359658197536215433046499602593004176560323531618584431707", "UP": "59810615363874876828229763488198237195337624865824216276444496671649919392457" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 56, "signal_id": 178, "quote_id": 201, "settlement_id": 28, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 151.27945970396016, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 97.5752515090543, "trading_fee": 2.42474, "total_deployed": 99.9999915090543, "settlement_value": 1.0, "settlement_payout": 151.27945970396016, "gross_pnl": 53.70420819490586, "net_pnl": 51.27946819490586, "roi": 0.5127947254901803, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T10:11:30.770724Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 55, "signal_id": 178, "quote_id": 201, "settlement_id": 28, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.645, "entry_price_type": "historical_price_sample", "gross_cost": 64.5, "trading_fee": 1.60283, "total_deployed": 66.10283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 35.5, "net_pnl": 33.89717, "roi": 0.5127945354230674, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T10:11:30.768644Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79397.83, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "968770", "ticker": "0x8e1b101d6950d3ed582b142062d5e63f43bd90b4778bc6007a741fc5d725f82b", "market_id": "0x8e1b101d6950d3ed582b142062d5e63f43bd90b4778bc6007a741fc5d725f82b", "contract_id": "89795308463846947712359658197536215433046499602593004176560323531618584431707", "market_title": "Bitcoin Up or Down - September 7, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T08:10:22.428484Z", "retrieved_timestamp": "2026-09-07T08:11:14Z", "quote_offset_seconds": 51.571516, "quote_age_seconds": 51.571516, "bid": null, "ask": null, "midpoint": null, "last_price": 0.645, "spread": null, "selected_entry_price": 0.645, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79437.38, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T081022.428484Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 29, "signal_id": 178, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T07:00:00Z", "return_6h": -0.006609977661876321, "return_12h": -0.005413504373481759, "return_24h": -0.0051020612743561955, 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"KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T071021.285340Z", "trigger_timestamp": "2026-09-07T07:10:21.285340Z", "market_start_timestamp": "2026-09-07T07:00:00Z", "resolution_timestamp": "2026-09-07T08:00:00Z", "direction": "UP", "base_run_id": 1724, "small_run_id": 1725, "last_observed_close": 79659.27, "actual_close": 79397.83, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T07:11:30.522857Z", "market_regime": { "id": 28, "signal_id": 173, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T06:00:00Z", "return_6h": -0.006246755707739915, "return_12h": -0.0037029421674649177, "return_24h": -0.001571480228339528, "close_vs_ema12": -0.002103755212783387, "close_vs_ema24": -0.002387622092784092, "ema12_slope_3h": -0.000950732761398787, 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"entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 63.71466, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 1724, 1725 ], "forecast_publication_timestamp": "2026-09-07T07:10:21.285340Z", "requested_quote_timestamp": "2026-09-07T07:10:21.285340Z", "retrieved_quote_timestamp": "2026-09-07T07:11:25Z", "quote_retrieval_timestamp": "2026-09-07T07:11:30.843395Z", "timing_difference_seconds": 63.71466, "selected_quote": { "id": 189, "contract_id": 452, "forecast_timestamp": "2026-09-07T07:10:21.285340Z", "requested_timestamp": "2026-09-07T07:10:21.285340Z", "actual_quote_timestamp": "2026-09-07T07:11:25Z", "timestamp_delta_seconds": 63.71466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T07:11:30.843395Z", "raw_json": "{\"request\":{\"start\":1788765021,\"end\":1788765381},\"response\":{\"history\":[{\"t\":1788765085,\"p\":0.555},{\"t\":1788765085,\"p\":0.555}]},\"selected\":{\"t\":1788765085,\"p\":0.555}}", "venue": "polymarket", "external_event_id": "968547", "external_market_id": "0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62", "external_contract_id": "86986979460704541103539266111699029956430542675282129526716694526702972198496", "market_title": "Bitcoin Up or Down - September 7, 3AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-3am-et" }, "selected_entry_price": 0.555, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T07:10:21.285340Z", "id": 453, "venue": "polymarket", "external_event_id": "968547", "external_market_id": "0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62", "external_contract_id": "29937006459698342810067550952486167105339978882069421984456954852924231275760", "market_title": "Bitcoin Up or Down - September 7, 3AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T07:00:00Z", "resolution_timestamp": "2026-09-07T08:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": 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452, "forecast_timestamp": "2026-09-07T07:10:21.285340Z", "requested_timestamp": "2026-09-07T07:10:21.285340Z", "actual_quote_timestamp": "2026-09-07T07:11:25Z", "timestamp_delta_seconds": 63.71466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "implied_probability": 0.555, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T07:11:30.843395Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 3AM ET", "contract_side": "UP", "external_event_id": "968547", "external_market_id": "0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62", "external_contract_id": "86986979460704541103539266111699029956430542675282129526716694526702972198496", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62": { "DOWN": "29937006459698342810067550952486167105339978882069421984456954852924231275760", "UP": "86986979460704541103539266111699029956430542675282129526716694526702972198496" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 54, "signal_id": 173, "quote_id": 189, "settlement_id": 27, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 174.7371171171171, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 96.9791, "trading_fee": 3.0209, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.9791, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T09:11:28.236292Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 53, "signal_id": 173, "quote_id": 189, "settlement_id": 27, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.555, "entry_price_type": "historical_price_sample", "gross_cost": 55.50000000000001, "trading_fee": 1.72883, "total_deployed": 57.22883000000001, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -55.50000000000001, "net_pnl": -57.22883000000001, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T09:11:28.234570Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79659.27, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "968547", "ticker": "0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62", "market_id": "0xaf4b762d803351ea3f36c16d95c0aa6bd844d5bab86463fde6d7d0768e985e62", "contract_id": "29937006459698342810067550952486167105339978882069421984456954852924231275760", "market_title": "Bitcoin Up or Down - September 7, 3AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T07:10:21.285340Z", "retrieved_timestamp": "2026-09-07T07:11:25Z", "quote_offset_seconds": 63.71466, "quote_age_seconds": 63.71466, "bid": null, "ask": null, "midpoint": null, "last_price": 0.555, "spread": null, "selected_entry_price": 0.555, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79397.83, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T071021.285340Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 28, "signal_id": 173, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T06:00:00Z", "return_6h": -0.006246755707739915, "return_12h": -0.0037029421674649177, "return_24h": -0.001571480228339528, "close_vs_ema12": -0.002103755212783387, "close_vs_ema24": -0.002387622092784092, "ema12_slope_3h": -0.000950732761398787, "ema24_slope_6h": -0.0008423135548173422, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.865356Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T06:00:00Z", "return_6h": -0.006246755707739915, "return_12h": -0.0037029421674649177, "return_24h": -0.001571480228339528, "close_vs_ema12": -0.002103755212783387, "close_vs_ema24": -0.002387622092784092, "ema12_slope_3h": -0.000950732761398787, "ema24_slope_6h": -0.0008423135548173422, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 168, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T061021.686163Z", "trigger_timestamp": "2026-09-07T06:10:21.686163Z", "market_start_timestamp": "2026-09-07T06:00:00Z", "resolution_timestamp": "2026-09-07T07:00:00Z", "direction": "UP", "base_run_id": 1719, "small_run_id": 1720, "last_observed_close": 79759.47, "actual_close": 79659.27, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T06:11:29.965216Z", "market_regime": { "id": 27, "signal_id": 168, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T05:00:00Z", "return_6h": -0.00724852794615205, "return_12h": 0.0001771890370021456, "return_24h": -0.0028711401161632955, "close_vs_ema12": -0.0012305743169437333, "close_vs_ema24": -0.0013401090876533628, "ema12_slope_3h": -0.0012657919072863733, "ema24_slope_6h": -0.0003708098891135325, "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": "2026-09-10T18:06:04.864839Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T05:00:00Z", "return_6h": -0.00724852794615205, "return_12h": 0.0001771890370021456, "return_24h": -0.0028711401161632955, "close_vs_ema12": -0.0012305743169437333, "close_vs_ema24": -0.0013401090876533628, "ema12_slope_3h": -0.0012657919072863733, "ema24_slope_6h": -0.0003708098891135325, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "entry_probability": 0.535, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 66.313837, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 1719, 1720 ], "forecast_publication_timestamp": "2026-09-07T06:10:21.686163Z", "requested_quote_timestamp": "2026-09-07T06:10:21.686163Z", "retrieved_quote_timestamp": "2026-09-07T06:11:28Z", "quote_retrieval_timestamp": "2026-09-07T06:11:30.221697Z", "timing_difference_seconds": 66.313837, "selected_quote": { "id": 177, "contract_id": 435, "forecast_timestamp": "2026-09-07T06:10:21.686163Z", "requested_timestamp": "2026-09-07T06:10:21.686163Z", "actual_quote_timestamp": "2026-09-07T06:11:28Z", "timestamp_delta_seconds": 66.313837, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T06:11:30.221697Z", "raw_json": "{\"request\":{\"start\":1788761421,\"end\":1788761781},\"response\":{\"history\":[{\"t\":1788761488,\"p\":0.535},{\"t\":1788761488,\"p\":0.535}]},\"selected\":{\"t\":1788761488,\"p\":0.535}}", "venue": "polymarket", "external_event_id": "968392", "external_market_id": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "external_contract_id": "43423195032163733432807922870849334117596311004284366806946535528581492778910", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-2am-et" }, "selected_entry_price": 0.535, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T06:10:21.686163Z", "id": 436, "venue": "polymarket", "external_event_id": "968392", "external_market_id": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "external_contract_id": "42448228846911507344466698091798007181468969823066796818728953763136954644968", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T06:00:00Z", "resolution_timestamp": "2026-09-07T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-2am-et", "first_retrieved_at": "2026-09-07T06:11:30.045054Z", "forecast_run_ids": [ 1719, 1720 ] }, { "forecast_timestamp": "2026-09-07T06:10:21.686163Z", "id": 435, "venue": "polymarket", "external_event_id": "968392", "external_market_id": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "external_contract_id": "43423195032163733432807922870849334117596311004284366806946535528581492778910", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T06:00:00Z", "resolution_timestamp": "2026-09-07T07:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-2am-et", "first_retrieved_at": "2026-09-07T06:11:30.040502Z", "forecast_run_ids": [ 1719, 1720 ] } ], "quotes": [ { "id": 177, "contract_id": 435, "forecast_timestamp": "2026-09-07T06:10:21.686163Z", "requested_timestamp": "2026-09-07T06:10:21.686163Z", "actual_quote_timestamp": "2026-09-07T06:11:28Z", "timestamp_delta_seconds": 66.313837, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "implied_probability": 0.535, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T06:11:30.221697Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "contract_side": "UP", "external_event_id": "968392", "external_market_id": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "external_contract_id": "43423195032163733432807922870849334117596311004284366806946535528581492778910", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d": { "DOWN": "42448228846911507344466698091798007181468969823066796818728953763136954644968", "UP": "43423195032163733432807922870849334117596311004284366806946535528581492778910" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 52, "signal_id": 168, "quote_id": 177, "settlement_id": 26, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 181.02357009345795, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 96.84761, "trading_fee": 3.15239, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.84761, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T08:11:37.839700Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 51, "signal_id": 168, "quote_id": 177, "settlement_id": 26, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.535, "entry_price_type": "historical_price_sample", "gross_cost": 53.5, "trading_fee": 1.74143, "total_deployed": 55.24143, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -53.5, "net_pnl": -55.24143, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T08:11:37.837873Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79759.47, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "968392", "ticker": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "market_id": "0x041380cf0068e2c5a7f31e9251f375d60cd58c7d280bda2c9214e9261155ff3d", "contract_id": "42448228846911507344466698091798007181468969823066796818728953763136954644968", "market_title": "Bitcoin Up or Down - September 7, 2AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T06:10:21.686163Z", "retrieved_timestamp": "2026-09-07T06:11:28Z", "quote_offset_seconds": 66.313837, "quote_age_seconds": 66.313837, "bid": null, "ask": null, "midpoint": null, "last_price": 0.535, "spread": null, "selected_entry_price": 0.535, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79659.27, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T061021.686163Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 27, "signal_id": 168, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T05:00:00Z", "return_6h": -0.00724852794615205, "return_12h": 0.0001771890370021456, "return_24h": -0.0028711401161632955, "close_vs_ema12": -0.0012305743169437333, "close_vs_ema24": -0.0013401090876533628, "ema12_slope_3h": -0.0012657919072863733, "ema24_slope_6h": -0.0003708098891135325, "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": "2026-09-10T18:06:04.864839Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T05:00:00Z", "return_6h": -0.00724852794615205, "return_12h": 0.0001771890370021456, "return_24h": -0.0028711401161632955, "close_vs_ema12": -0.0012305743169437333, "close_vs_ema24": -0.0013401090876533628, "ema12_slope_3h": -0.0012657919072863733, "ema24_slope_6h": -0.0003708098891135325, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 163, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T051021.067901Z", "trigger_timestamp": "2026-09-07T05:10:21.067901Z", "market_start_timestamp": "2026-09-07T05:00:00Z", "resolution_timestamp": "2026-09-07T06:00:00Z", "direction": "UP", "base_run_id": 1714, "small_run_id": 1715, "last_observed_close": 79724.0, "actual_close": 79759.47, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T05:11:30.024247Z", "market_regime": { "id": 26, "signal_id": 163, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": 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"timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79724.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "968236", "ticker": "0xd4aef99a2042ba667bb1fbb8dcf11db3f65dd2cf48f441f35481102f192617cc", "market_id": "0xd4aef99a2042ba667bb1fbb8dcf11db3f65dd2cf48f441f35481102f192617cc", "contract_id": "102822849563614269763644706197906826424941566392654973209110748212299207392858", "market_title": "Bitcoin Up or Down - September 7, 1AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, 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"contracts": [ { "forecast_timestamp": "2026-09-07T04:10:20.796774Z", "id": 402, "venue": "polymarket", "external_event_id": "967948", "external_market_id": "0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd", "external_contract_id": "89117969380120969892079963143943976622141471890327681715266832965542800283893", "market_title": "Bitcoin Up or Down - September 7, 12AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T04:00:00Z", "resolution_timestamp": "2026-09-07T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-12am-et", "first_retrieved_at": "2026-09-07T04:11:41.601507Z", "forecast_run_ids": [ 1709, 1710 ] }, { "forecast_timestamp": "2026-09-07T04:10:20.796774Z", "id": 401, "venue": "polymarket", "external_event_id": "967948", "external_market_id": "0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd", "external_contract_id": "54868075211772628625747248843873137703922434368062607073426846667654434957768", "market_title": "Bitcoin Up or Down - September 7, 12AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T04:00:00Z", "resolution_timestamp": "2026-09-07T05:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-7-2026-12am-et", "first_retrieved_at": "2026-09-07T04:11:41.597852Z", "forecast_run_ids": [ 1709, 1710 ] } ], "quotes": [ { "id": 153, "contract_id": 401, "forecast_timestamp": "2026-09-07T04:10:20.796774Z", "requested_timestamp": "2026-09-07T04:10:20.796774Z", "actual_quote_timestamp": "2026-09-07T04:11:13Z", "timestamp_delta_seconds": 52.203226, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "implied_probability": 0.605, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T04:11:41.765156Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 7, 12AM ET", "contract_side": "UP", "external_event_id": "967948", "external_market_id": "0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd", "external_contract_id": "54868075211772628625747248843873137703922434368062607073426846667654434957768", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd": { "DOWN": "89117969380120969892079963143943976622141471890327681715266832965542800283893", "UP": "54868075211772628625747248843873137703922434368062607073426846667654434957768" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 48, "signal_id": 158, "quote_id": 153, "settlement_id": 24, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 160.84198347107437, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 97.3094, "trading_fee": 2.6906, "total_deployed": 100.0, "settlement_value": 1.0, "settlement_payout": 160.84198347107437, "gross_pnl": 63.532583471074375, "net_pnl": 60.84198347107437, "roi": 0.6084198347107437, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T06:11:29.701460Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 47, "signal_id": 158, "quote_id": 153, "settlement_id": 24, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.605, "entry_price_type": "historical_price_sample", "gross_cost": 60.5, "trading_fee": 1.67283, "total_deployed": 62.17283, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 39.5, "net_pnl": 37.82717, "roi": 0.6084196263866387, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T06:11:29.698690Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79596.39, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "967948", "ticker": "0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd", "market_id": "0xd6c70d8191f7dbf8cf6c7af1941893e453649ef33da428c17ce5a0506d03e8bd", "contract_id": "89117969380120969892079963143943976622141471890327681715266832965542800283893", "market_title": "Bitcoin Up or Down - September 7, 12AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T04:10:20.796774Z", "retrieved_timestamp": "2026-09-07T04:11:13Z", "quote_offset_seconds": 52.203226, "quote_age_seconds": 52.203226, "bid": null, "ask": null, "midpoint": null, "last_price": 0.605, "spread": null, "selected_entry_price": 0.605, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79724.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T041020.796774Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 25, "signal_id": 158, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-07T03:00:00Z", "return_6h": -0.004352901354666927, "return_12h": -0.0015067144192231208, "return_24h": -0.005393361649252526, "close_vs_ema12": -0.0038394403386711184, "close_vs_ema24": -0.003662798608044193, "ema12_slope_3h": -0.0009995523942830653, "ema24_slope_6h": 0.0006116994492848526, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.863794Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T03:00:00Z", "return_6h": -0.004352901354666927, "return_12h": -0.0015067144192231208, "return_24h": -0.005393361649252526, "close_vs_ema12": -0.0038394403386711184, "close_vs_ema24": -0.003662798608044193, "ema12_slope_3h": -0.0009995523942830653, "ema24_slope_6h": 0.0006116994492848526, "score": -2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 154, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T031020.477206Z", "trigger_timestamp": "2026-09-07T03:10:20.477206Z", "market_start_timestamp": "2026-09-07T03:00:00Z", "resolution_timestamp": "2026-09-07T04:00:00Z", "direction": "UP", "base_run_id": 1704, "small_run_id": 1705, "last_observed_close": 79874.24, "actual_close": 79596.39, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-07T03:11:26.478020Z", "market_regime": { "id": 24, "signal_id": 154, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T02:00:00Z", "return_6h": -0.0004725197717488916, "return_12h": 0.004163531048466229, "return_24h": -0.00041347922241874446, "close_vs_ema12": -0.00105944709426109, "close_vs_ema24": -0.0005031922697154023, "ema12_slope_3h": 9.997587892884852e-05, "ema24_slope_6h": 0.0010440163876108688, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.863271Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T02:00:00Z", "return_6h": -0.0004725197717488916, "return_12h": 0.004163531048466229, "return_24h": -0.00041347922241874446, "close_vs_ema12": -0.00105944709426109, "close_vs_ema24": -0.0005031922697154023, "ema12_slope_3h": 9.997587892884852e-05, "ema24_slope_6h": 0.0010440163876108688, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "entry_probability": 0.435, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.522794, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1704, 1705 ], "forecast_publication_timestamp": "2026-09-07T03:10:20.477206Z", "requested_quote_timestamp": "2026-09-07T03:10:20.477206Z", "retrieved_quote_timestamp": "2026-09-07T03:11:14Z", "quote_retrieval_timestamp": "2026-09-07T03:11:26.730358Z", "timing_difference_seconds": 53.522794, "selected_quote": { "id": 142, "contract_id": 386, "forecast_timestamp": "2026-09-07T03:10:20.477206Z", "requested_timestamp": "2026-09-07T03:10:20.477206Z", "actual_quote_timestamp": "2026-09-07T03:11:14Z", "timestamp_delta_seconds": 53.522794, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T03:11:26.730358Z", "raw_json": "{\"request\":{\"start\":1788750620,\"end\":1788750980},\"response\":{\"history\":[{\"t\":1788750674,\"p\":0.435},{\"t\":1788750674,\"p\":0.435}]},\"selected\":{\"t\":1788750674,\"p\":0.435}}", "venue": "polymarket", "external_event_id": "967774", "external_market_id": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "external_contract_id": "1155287245516822756989446960521920536346210855100441184228729296648215625870", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-11pm-et" }, "selected_entry_price": 0.435, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-07T03:10:20.477206Z", "id": 387, "venue": "polymarket", "external_event_id": "967774", "external_market_id": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "external_contract_id": "84847202308937099771647263775299553385781270695205528362407078968181432533290", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-07T03:00:00Z", "resolution_timestamp": "2026-09-07T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-11pm-et", "first_retrieved_at": "2026-09-07T03:11:26.555670Z", "forecast_run_ids": [ 1704, 1705 ] }, { "forecast_timestamp": "2026-09-07T03:10:20.477206Z", "id": 386, "venue": "polymarket", "external_event_id": "967774", "external_market_id": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "external_contract_id": "1155287245516822756989446960521920536346210855100441184228729296648215625870", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-07T03:00:00Z", "resolution_timestamp": "2026-09-07T04:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-11pm-et", "first_retrieved_at": "2026-09-07T03:11:26.551900Z", "forecast_run_ids": [ 1704, 1705 ] } ], "quotes": [ { "id": 142, "contract_id": 386, "forecast_timestamp": "2026-09-07T03:10:20.477206Z", "requested_timestamp": "2026-09-07T03:10:20.477206Z", "actual_quote_timestamp": "2026-09-07T03:11:14Z", "timestamp_delta_seconds": 53.522794, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-07T03:11:26.730358Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "contract_side": "UP", "external_event_id": "967774", "external_market_id": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "external_contract_id": "1155287245516822756989446960521920536346210855100441184228729296648215625870", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72": { "DOWN": "84847202308937099771647263775299553385781270695205528362407078968181432533290", "UP": "1155287245516822756989446960521920536346210855100441184228729296648215625870" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 46, "signal_id": 154, "quote_id": 142, "settlement_id": 23, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 221.13901149425288, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 96.19547, "trading_fee": 3.80453, "total_deployed": 100.0, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.19547, "net_pnl": -100.0, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T05:11:29.778875Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 45, "signal_id": 154, "quote_id": 142, "settlement_id": 23, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 43.5, "trading_fee": 1.72043, "total_deployed": 45.22043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.5, "net_pnl": -45.22043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-07T05:11:29.775765Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79874.24, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "967774", "ticker": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "market_id": "0x48bc3de89ff7881dab942ec3ddf10d215171e19497980c549ad04cca5df9fd72", "contract_id": "84847202308937099771647263775299553385781270695205528362407078968181432533290", "market_title": "Bitcoin Up or Down - September 6, 11PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-07T03:10:20.477206Z", "retrieved_timestamp": "2026-09-07T03:11:14Z", "quote_offset_seconds": 53.522794, "quote_age_seconds": 53.522794, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "spread": null, "selected_entry_price": 0.435, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79596.39, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260907T031020.477206Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 24, "signal_id": 154, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-07T02:00:00Z", "return_6h": -0.0004725197717488916, "return_12h": 0.004163531048466229, "return_24h": -0.00041347922241874446, "close_vs_ema12": -0.00105944709426109, "close_vs_ema24": -0.0005031922697154023, "ema12_slope_3h": 9.997587892884852e-05, "ema24_slope_6h": 0.0010440163876108688, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.863271Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-07T02:00:00Z", "return_6h": -0.0004725197717488916, "return_12h": 0.004163531048466229, "return_24h": -0.00041347922241874446, "close_vs_ema12": -0.00105944709426109, "close_vs_ema24": -0.0005031922697154023, "ema12_slope_3h": 9.997587892884852e-05, "ema24_slope_6h": 0.0010440163876108688, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 135, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T121020.143028Z", "trigger_timestamp": "2026-09-06T12:10:20.143028Z", "market_start_timestamp": "2026-09-06T12:00:00Z", "resolution_timestamp": "2026-09-06T13:00:00Z", "direction": "UP", "base_run_id": 1629, "small_run_id": 1630, "last_observed_close": 79919.17, "actual_close": 79922.04, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-06T12:11:26.926690Z", "market_regime": { "id": 23, "signal_id": 135, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T11:00:00Z", "return_6h": -0.0008746188388347731, "return_12h": 0.0010950530334108421, "return_24h": 0.003892636637336855, "close_vs_ema12": 0.00034480967706951304, "close_vs_ema24": 0.0006937463494778306, "ema12_slope_3h": 0.00037644607612441483, "ema24_slope_6h": 0.00014545029321388903, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.862753Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T11:00:00Z", "return_6h": -0.0008746188388347731, "return_12h": 0.0010950530334108421, "return_24h": 0.003892636637336855, "close_vs_ema12": 0.00034480967706951304, "close_vs_ema24": 0.0006937463494778306, "ema12_slope_3h": 0.00037644607612441483, "ema24_slope_6h": 0.00014545029321388903, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "entry_probability": 0.375, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.856972, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1629, 1630 ], "forecast_publication_timestamp": "2026-09-06T12:10:20.143028Z", "requested_quote_timestamp": "2026-09-06T12:10:20.143028Z", "retrieved_quote_timestamp": "2026-09-06T12:11:13Z", "quote_retrieval_timestamp": "2026-09-06T12:11:27.189607Z", "timing_difference_seconds": 52.856972, "selected_quote": { "id": 130, "contract_id": 341, "forecast_timestamp": "2026-09-06T12:10:20.143028Z", "requested_timestamp": "2026-09-06T12:10:20.143028Z", "actual_quote_timestamp": "2026-09-06T12:11:13Z", "timestamp_delta_seconds": 52.856972, "bid": null, "ask": null, "midpoint": null, "last_price": 0.375, "implied_probability": 0.375, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T12:11:27.189607Z", "raw_json": "{\"request\":{\"start\":1788696620,\"end\":1788696980},\"response\":{\"history\":[{\"t\":1788696673,\"p\":0.375},{\"t\":1788696673,\"p\":0.375}]},\"selected\":{\"t\":1788696673,\"p\":0.375}}", "venue": "polymarket", "external_event_id": "963967", "external_market_id": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "external_contract_id": "14322016841969075066988434285451428127578496570569901330485462332953204220282", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-8am-et" }, "selected_entry_price": 0.375, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-06T12:10:20.143028Z", "id": 342, "venue": "polymarket", "external_event_id": "963967", "external_market_id": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "external_contract_id": "73300823799315252536468640597107691495038797957332254682547765972246650541488", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-06T12:00:00Z", "resolution_timestamp": "2026-09-06T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-8am-et", "first_retrieved_at": "2026-09-06T12:11:27.010824Z", "forecast_run_ids": [ 1629, 1630 ] }, { "forecast_timestamp": "2026-09-06T12:10:20.143028Z", "id": 341, "venue": "polymarket", "external_event_id": "963967", "external_market_id": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "external_contract_id": "14322016841969075066988434285451428127578496570569901330485462332953204220282", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-06T12:00:00Z", "resolution_timestamp": "2026-09-06T13:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-6-2026-8am-et", "first_retrieved_at": "2026-09-06T12:11:27.006494Z", "forecast_run_ids": [ 1629, 1630 ] } ], "quotes": [ { "id": 130, "contract_id": 341, "forecast_timestamp": "2026-09-06T12:10:20.143028Z", "requested_timestamp": "2026-09-06T12:10:20.143028Z", "actual_quote_timestamp": "2026-09-06T12:11:13Z", "timestamp_delta_seconds": 52.856972, "bid": null, "ask": null, "midpoint": null, "last_price": 0.375, "implied_probability": 0.375, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T12:11:27.189607Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "contract_side": "UP", "external_event_id": "963967", "external_market_id": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "external_contract_id": "14322016841969075066988434285451428127578496570569901330485462332953204220282", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d": { "DOWN": "73300823799315252536468640597107691495038797957332254682547765972246650541488", "UP": "14322016841969075066988434285451428127578496570569901330485462332953204220282" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 44, "signal_id": 135, "quote_id": 130, "settlement_id": 22, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 255.48657418052682, "entry_price": 0.375, "entry_price_type": "historical_price_sample", "gross_cost": 95.80746531769756, "trading_fee": 4.19158, "total_deployed": 99.99904531769756, "settlement_value": 1.0, "settlement_payout": 255.48657418052682, "gross_pnl": 159.67910886282925, "net_pnl": 155.48752886282927, "roi": 1.5548901328892137, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T14:11:32.505427Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 43, "signal_id": 135, "quote_id": 130, "settlement_id": 22, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.375, "entry_price_type": "historical_price_sample", "gross_cost": 37.5, "trading_fee": 1.64063, "total_deployed": 39.14063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 62.5, "net_pnl": 60.85937, "roi": 1.5548898931877182, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T14:11:32.503700Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79919.17, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "963967", "ticker": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "market_id": "0xa7ea6f38217f202c8fc1713b44591e184a2984800da9821c52619323394b541d", "contract_id": "73300823799315252536468640597107691495038797957332254682547765972246650541488", "market_title": "Bitcoin Up or Down - September 6, 8AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-06T12:10:20.143028Z", "retrieved_timestamp": "2026-09-06T12:11:13Z", "quote_offset_seconds": 52.856972, "quote_age_seconds": 52.856972, "bid": null, "ask": null, "midpoint": null, "last_price": 0.375, "spread": null, "selected_entry_price": 0.375, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79922.04, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T121020.143028Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 23, "signal_id": 135, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T11:00:00Z", "return_6h": -0.0008746188388347731, "return_12h": 0.0010950530334108421, "return_24h": 0.003892636637336855, "close_vs_ema12": 0.00034480967706951304, "close_vs_ema24": 0.0006937463494778306, "ema12_slope_3h": 0.00037644607612441483, "ema24_slope_6h": 0.00014545029321388903, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.862753Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T11:00:00Z", "return_6h": -0.0008746188388347731, "return_12h": 0.0010950530334108421, "return_24h": 0.003892636637336855, "close_vs_ema12": 0.00034480967706951304, "close_vs_ema24": 0.0006937463494778306, "ema12_slope_3h": 0.00037644607612441483, "ema24_slope_6h": 0.00014545029321388903, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 119, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T021021.837778Z", "trigger_timestamp": "2026-09-06T02:10:21.837778Z", "market_start_timestamp": "2026-09-06T02:00:00Z", "resolution_timestamp": "2026-09-06T03:00:00Z", "direction": "UP", "base_run_id": 1579, "small_run_id": 1580, "last_observed_close": 79951.39, "actual_close": 79907.28, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-06T02:11:29.061955Z", "market_regime": { "id": 22, "signal_id": 119, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T01:00:00Z", "return_6h": 0.0024749855806605048, "return_12h": 0.00424198507618101, "return_24h": 0.005256286231660967, "close_vs_ema12": 0.0013809739887373773, "close_vs_ema24": 0.0017212016781373851, "ema12_slope_3h": 0.0004017991619060801, "ema24_slope_6h": 0.00032141594312817823, "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": "2026-09-10T18:06:04.862234Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T01:00:00Z", "return_6h": 0.0024749855806605048, "return_12h": 0.00424198507618101, "return_24h": 0.005256286231660967, "close_vs_ema12": 0.0013809739887373773, "close_vs_ema24": 0.0017212016781373851, "ema12_slope_3h": 0.0004017991619060801, "ema24_slope_6h": 0.00032141594312817823, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "entry_probability": 0.5, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 3.162222, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "loss", "forecast_ids": [ 1579, 1580 ], "forecast_publication_timestamp": "2026-09-06T02:10:21.837778Z", "requested_quote_timestamp": "2026-09-06T02:10:21.837778Z", "retrieved_quote_timestamp": "2026-09-06T02:10:25Z", "quote_retrieval_timestamp": "2026-09-06T02:11:29.326767Z", "timing_difference_seconds": 3.162222, "selected_quote": { "id": 117, "contract_id": 302, "forecast_timestamp": "2026-09-06T02:10:21.837778Z", "requested_timestamp": "2026-09-06T02:10:21.837778Z", "actual_quote_timestamp": "2026-09-06T02:10:25Z", "timestamp_delta_seconds": 3.162222, "bid": null, "ask": null, "midpoint": null, "last_price": 0.5, "implied_probability": 0.5, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T02:11:29.326767Z", "raw_json": "{\"request\":{\"start\":1788660621,\"end\":1788660981},\"response\":{\"history\":[{\"t\":1788660625,\"p\":0.5},{\"t\":1788660676,\"p\":0.485},{\"t\":1788660676,\"p\":0.485}]},\"selected\":{\"t\":1788660625,\"p\":0.5}}", "venue": "polymarket", "external_event_id": "962155", "external_market_id": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "external_contract_id": "75202086192871811816669620211611186927885308082449314112549154509155072680089", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10pm-et" }, "selected_entry_price": 0.5, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-06T02:10:21.837778Z", "id": 303, "venue": "polymarket", "external_event_id": "962155", "external_market_id": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "external_contract_id": "36232332393482274420308380233520507177510912069669929618459188814301068591817", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-06T02:00:00Z", "resolution_timestamp": "2026-09-06T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10pm-et", "first_retrieved_at": "2026-09-06T02:11:29.147762Z", "forecast_run_ids": [ 1579, 1580 ] }, { "forecast_timestamp": "2026-09-06T02:10:21.837778Z", "id": 302, "venue": "polymarket", "external_event_id": "962155", "external_market_id": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "external_contract_id": "75202086192871811816669620211611186927885308082449314112549154509155072680089", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-06T02:00:00Z", "resolution_timestamp": "2026-09-06T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10pm-et", "first_retrieved_at": "2026-09-06T02:11:29.142334Z", "forecast_run_ids": [ 1579, 1580 ] } ], "quotes": [ { "id": 117, "contract_id": 302, "forecast_timestamp": "2026-09-06T02:10:21.837778Z", "requested_timestamp": "2026-09-06T02:10:21.837778Z", "actual_quote_timestamp": "2026-09-06T02:10:25Z", "timestamp_delta_seconds": 3.162222, "bid": null, "ask": null, "midpoint": null, "last_price": 0.5, "implied_probability": 0.5, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T02:11:29.326767Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "contract_side": "UP", "external_event_id": "962155", "external_market_id": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "external_contract_id": "75202086192871811816669620211611186927885308082449314112549154509155072680089", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9": { "DOWN": "36232332393482274420308380233520507177510912069669929618459188814301068591817", "UP": "75202086192871811816669620211611186927885308082449314112549154509155072680089" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 42, "signal_id": 119, "quote_id": 117, "settlement_id": 21, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 193.23671497584542, "entry_price": 0.5, "entry_price_type": "historical_price_sample", "gross_cost": 96.61835748792271, "trading_fee": 3.38164, "total_deployed": 99.99999748792271, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.61835748792271, "net_pnl": -99.99999748792271, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T04:11:31.292276Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 41, "signal_id": 119, "quote_id": 117, "settlement_id": 21, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.5, "entry_price_type": "historical_price_sample", "gross_cost": 50.0, "trading_fee": 1.75, "total_deployed": 51.75, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -50.0, "net_pnl": -51.75, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T04:11:31.290669Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79951.39, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "962155", "ticker": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "market_id": "0x13c6fb624a6d4c2c07609e65539140f4c94ea31410f874d30a27ac0453cd25c9", "contract_id": "36232332393482274420308380233520507177510912069669929618459188814301068591817", "market_title": "Bitcoin Up or Down - September 5, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-06T02:10:21.837778Z", "retrieved_timestamp": "2026-09-06T02:10:25Z", "quote_offset_seconds": 3.162222, "quote_age_seconds": 3.162222, "bid": null, "ask": null, "midpoint": null, "last_price": 0.5, "spread": null, "selected_entry_price": 0.5, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79907.28, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T021021.837778Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 22, "signal_id": 119, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T01:00:00Z", "return_6h": 0.0024749855806605048, "return_12h": 0.00424198507618101, "return_24h": 0.005256286231660967, "close_vs_ema12": 0.0013809739887373773, "close_vs_ema24": 0.0017212016781373851, "ema12_slope_3h": 0.0004017991619060801, "ema24_slope_6h": 0.00032141594312817823, "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": "2026-09-10T18:06:04.862234Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T01:00:00Z", "return_6h": 0.0024749855806605048, "return_12h": 0.00424198507618101, "return_24h": 0.005256286231660967, "close_vs_ema12": 0.0013809739887373773, "close_vs_ema24": 0.0017212016781373851, "ema12_slope_3h": 0.0004017991619060801, "ema24_slope_6h": 0.00032141594312817823, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 114, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T011021.260696Z", "trigger_timestamp": "2026-09-06T01:10:21.260696Z", "market_start_timestamp": "2026-09-06T01:00:00Z", "resolution_timestamp": "2026-09-06T02:00:00Z", "direction": "UP", "base_run_id": 1574, "small_run_id": 1575, "last_observed_close": 79868.0, "actual_close": 79951.39, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-06T01:11:29.519766Z", "market_regime": { "id": 21, "signal_id": 114, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T00:00:00Z", "return_6h": -0.001649750412437534, "return_12h": 0.00205585305857392, "return_24h": 0.0037027467484092025, "close_vs_ema12": 0.000587758620412826, "close_vs_ema24": 0.0008261907854179018, "ema12_slope_3h": 9.348346743442981e-05, "ema24_slope_6h": 0.00013423651698007966, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.861699Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T00:00:00Z", "return_6h": -0.001649750412437534, "return_12h": 0.00205585305857392, "return_24h": 0.0037027467484092025, "close_vs_ema12": 0.000587758620412826, "close_vs_ema24": 0.0008261907854179018, "ema12_slope_3h": 9.348346743442981e-05, "ema24_slope_6h": 0.00013423651698007966, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "entry_probability": 0.765, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.739304, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 1574, 1575 ], "forecast_publication_timestamp": "2026-09-06T01:10:21.260696Z", "requested_quote_timestamp": "2026-09-06T01:10:21.260696Z", "retrieved_quote_timestamp": "2026-09-06T01:11:14Z", "quote_retrieval_timestamp": "2026-09-06T01:11:29.806407Z", "timing_difference_seconds": 52.739304, "selected_quote": { "id": 105, "contract_id": 285, "forecast_timestamp": "2026-09-06T01:10:21.260696Z", "requested_timestamp": "2026-09-06T01:10:21.260696Z", "actual_quote_timestamp": "2026-09-06T01:11:14Z", "timestamp_delta_seconds": 52.739304, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "implied_probability": 0.765, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T01:11:29.806407Z", "raw_json": "{\"request\":{\"start\":1788657021,\"end\":1788657381},\"response\":{\"history\":[{\"t\":1788657074,\"p\":0.765},{\"t\":1788657074,\"p\":0.765}]},\"selected\":{\"t\":1788657074,\"p\":0.765}}", "venue": "polymarket", "external_event_id": "961953", "external_market_id": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "external_contract_id": "80427931479319264082018573157705468237418978130054695585122163745717496185014", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-9pm-et" }, "selected_entry_price": 0.765, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-06T01:10:21.260696Z", "id": 286, "venue": "polymarket", "external_event_id": "961953", "external_market_id": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "external_contract_id": "66050930989896521769017255106321031839521476636354477030275862518310574201177", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-06T01:00:00Z", "resolution_timestamp": "2026-09-06T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-9pm-et", "first_retrieved_at": "2026-09-06T01:11:29.629793Z", "forecast_run_ids": [ 1574, 1575 ] }, { "forecast_timestamp": "2026-09-06T01:10:21.260696Z", "id": 285, "venue": "polymarket", "external_event_id": "961953", "external_market_id": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "external_contract_id": "80427931479319264082018573157705468237418978130054695585122163745717496185014", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-06T01:00:00Z", "resolution_timestamp": "2026-09-06T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-9pm-et", "first_retrieved_at": "2026-09-06T01:11:29.625108Z", "forecast_run_ids": [ 1574, 1575 ] } ], "quotes": [ { "id": 105, "contract_id": 285, "forecast_timestamp": "2026-09-06T01:10:21.260696Z", "requested_timestamp": "2026-09-06T01:10:21.260696Z", "actual_quote_timestamp": "2026-09-06T01:11:14Z", "timestamp_delta_seconds": 52.739304, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "implied_probability": 0.765, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T01:11:29.806407Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "contract_side": "UP", "external_event_id": "961953", "external_market_id": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "external_contract_id": "80427931479319264082018573157705468237418978130054695585122163745717496185014", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db": { "DOWN": "66050930989896521769017255106321031839521476636354477030275862518310574201177", "UP": "80427931479319264082018573157705468237418978130054695585122163745717496185014" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 40, "signal_id": 114, "quote_id": 105, "settlement_id": 20, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 128.60413076468015, "entry_price": 0.765, "entry_price_type": "historical_price_sample", "gross_cost": 98.38216003498032, "trading_fee": 1.61839, "total_deployed": 100.00055003498032, "settlement_value": 1.0, "settlement_payout": 128.60413076468015, "gross_pnl": 30.221970729699834, "net_pnl": 28.60358072969983, "roi": 0.2860342340086555, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T03:11:28.769957Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 39, "signal_id": 114, "quote_id": 105, "settlement_id": 20, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.765, "entry_price_type": "historical_price_sample", "gross_cost": 76.5, "trading_fee": 1.25843, "total_deployed": 77.75843, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 23.5, "net_pnl": 22.241569999999996, "roi": 0.28603419590647594, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T03:11:28.767899Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79868.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "961953", "ticker": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "market_id": "0x0491b98acd8e453b485bc5202950ce2642dce210d53a9330f437c3b0ee1474db", "contract_id": "66050930989896521769017255106321031839521476636354477030275862518310574201177", "market_title": "Bitcoin Up or Down - September 5, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-06T01:10:21.260696Z", "retrieved_timestamp": "2026-09-06T01:11:14Z", "quote_offset_seconds": 52.739304, "quote_age_seconds": 52.739304, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "spread": null, "selected_entry_price": 0.765, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79951.39, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T011021.260696Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 21, "signal_id": 114, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-06T00:00:00Z", "return_6h": -0.001649750412437534, "return_12h": 0.00205585305857392, "return_24h": 0.0037027467484092025, "close_vs_ema12": 0.000587758620412826, "close_vs_ema24": 0.0008261907854179018, "ema12_slope_3h": 9.348346743442981e-05, "ema24_slope_6h": 0.00013423651698007966, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.861699Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-06T00:00:00Z", "return_6h": -0.001649750412437534, "return_12h": 0.00205585305857392, "return_24h": 0.0037027467484092025, "close_vs_ema12": 0.000587758620412826, "close_vs_ema24": 0.0008261907854179018, "ema12_slope_3h": 9.348346743442981e-05, "ema24_slope_6h": 0.00013423651698007966, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 109, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260906T001022.499048Z", "trigger_timestamp": "2026-09-06T00:10:22.499048Z", "market_start_timestamp": "2026-09-06T00:00:00Z", "resolution_timestamp": "2026-09-06T01:00:00Z", "direction": "UP", "base_run_id": 1569, "small_run_id": 1570, "last_observed_close": 79831.75, "actual_close": 79868.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-06T00:11:30.273146Z", "market_regime": { "id": 20, "signal_id": 109, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T23:00:00Z", "return_6h": -0.002833549425046211, "return_12h": 0.0027945234525421636, "return_24h": 0.0021463513345401086, "close_vs_ema12": 0.00024050886593895981, "close_vs_ema24": 0.00044381655912406615, "ema12_slope_3h": 0.00019713282373290397, "ema24_slope_6h": 0.00028980684504231746, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.861180Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T23:00:00Z", "return_6h": -0.002833549425046211, "return_12h": 0.0027945234525421636, "return_24h": 0.0021463513345401086, "close_vs_ema12": 0.00024050886593895981, "close_vs_ema24": 0.00044381655912406615, "ema12_slope_3h": 0.00019713282373290397, "ema24_slope_6h": 0.00028980684504231746, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "entry_probability": 0.685, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.500952, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1569, 1570 ], "forecast_publication_timestamp": "2026-09-06T00:10:22.499048Z", "requested_quote_timestamp": "2026-09-06T00:10:22.499048Z", "retrieved_quote_timestamp": "2026-09-06T00:11:13Z", "quote_retrieval_timestamp": "2026-09-06T00:11:30.550038Z", "timing_difference_seconds": 50.500952, "selected_quote": { "id": 93, "contract_id": 268, "forecast_timestamp": "2026-09-06T00:10:22.499048Z", "requested_timestamp": "2026-09-06T00:10:22.499048Z", "actual_quote_timestamp": "2026-09-06T00:11:13Z", "timestamp_delta_seconds": 50.500952, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T00:11:30.550038Z", "raw_json": "{\"request\":{\"start\":1788653422,\"end\":1788653782},\"response\":{\"history\":[{\"t\":1788653473,\"p\":0.685},{\"t\":1788653473,\"p\":0.685}]},\"selected\":{\"t\":1788653473,\"p\":0.685}}", "venue": "polymarket", "external_event_id": "961694", "external_market_id": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "external_contract_id": "112226562350501866225526230041624013462397697000108249778894136101516478873269", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-8pm-et" }, "selected_entry_price": 0.685, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-06T00:10:22.499048Z", "id": 269, "venue": "polymarket", "external_event_id": "961694", "external_market_id": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "external_contract_id": "6811345256840116494851291533130177706086747750646356465385818428100489900439", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-06T00:00:00Z", "resolution_timestamp": "2026-09-06T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-8pm-et", "first_retrieved_at": "2026-09-06T00:11:30.357556Z", "forecast_run_ids": [ 1569, 1570 ] }, { "forecast_timestamp": "2026-09-06T00:10:22.499048Z", "id": 268, "venue": "polymarket", "external_event_id": "961694", "external_market_id": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "external_contract_id": "112226562350501866225526230041624013462397697000108249778894136101516478873269", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-06T00:00:00Z", "resolution_timestamp": "2026-09-06T01:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-8pm-et", "first_retrieved_at": "2026-09-06T00:11:30.350765Z", "forecast_run_ids": [ 1569, 1570 ] } ], "quotes": [ { "id": 93, "contract_id": 268, "forecast_timestamp": "2026-09-06T00:10:22.499048Z", "requested_timestamp": "2026-09-06T00:10:22.499048Z", "actual_quote_timestamp": "2026-09-06T00:11:13Z", "timestamp_delta_seconds": 50.500952, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-06T00:11:30.550038Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "contract_side": "UP", "external_event_id": "961694", "external_market_id": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "external_contract_id": "112226562350501866225526230041624013462397697000108249778894136101516478873269", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a": { "DOWN": "6811345256840116494851291533130177706086747750646356465385818428100489900439", "UP": "112226562350501866225526230041624013462397697000108249778894136101516478873269" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 38, "signal_id": 109, "quote_id": 93, "settlement_id": 19, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 142.836737608913, "entry_price": 0.685, "entry_price_type": "historical_price_sample", 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"fixed_shares": { "id": 37, "signal_id": 109, "quote_id": 93, "settlement_id": 19, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 68.5, "trading_fee": 1.51042, "total_deployed": 70.01042, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 31.5, "net_pnl": 29.989580000000004, "roi": 0.4283588071604199, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T02:11:28.796326Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79831.75, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "961694", "ticker": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "market_id": "0xd9c0422cb66e0d06ca1408fc11116d0afb19356d906c578282d91843e4963c3a", "contract_id": "6811345256840116494851291533130177706086747750646356465385818428100489900439", "market_title": "Bitcoin Up or Down - September 5, 8PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-06T00:10:22.499048Z", "retrieved_timestamp": "2026-09-06T00:11:13Z", "quote_offset_seconds": 50.500952, "quote_age_seconds": 50.500952, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "spread": null, "selected_entry_price": 0.685, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79868.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": 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"quote_retrieval_timestamp": "2026-09-05T23:11:30.695399Z", "timing_difference_seconds": 51.022536, "selected_quote": { "id": 83, "contract_id": 253, "forecast_timestamp": "2026-09-05T23:10:20.977464Z", "requested_timestamp": "2026-09-05T23:10:20.977464Z", "actual_quote_timestamp": "2026-09-05T23:11:12Z", "timestamp_delta_seconds": 51.022536, "bid": null, "ask": null, "midpoint": null, "last_price": 0.385, "implied_probability": 0.385, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T23:11:30.695399Z", "raw_json": "{\"request\":{\"start\":1788649820,\"end\":1788650180},\"response\":{\"history\":[{\"t\":1788649872,\"p\":0.385},{\"t\":1788649872,\"p\":0.385}]},\"selected\":{\"t\":1788649872,\"p\":0.385}}", "venue": "polymarket", "external_event_id": "961506", "external_market_id": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "external_contract_id": "111245127995572179277891195383977800002493790469691090342656011969188952431780", "market_title": "Bitcoin Up or Down - September 5, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-7pm-et" }, "selected_entry_price": 0.385, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-05T23:10:20.977464Z", "id": 254, "venue": "polymarket", "external_event_id": "961506", "external_market_id": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "external_contract_id": "21257088103963470926935229333711322997707600658092721236318893116701550115477", "market_title": "Bitcoin Up or Down - September 5, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-05T23:00:00Z", "resolution_timestamp": "2026-09-06T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-7pm-et", "first_retrieved_at": "2026-09-05T23:11:30.525198Z", "forecast_run_ids": [ 1564, 1565 ] }, { "forecast_timestamp": "2026-09-05T23:10:20.977464Z", "id": 253, "venue": "polymarket", "external_event_id": "961506", "external_market_id": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "external_contract_id": "111245127995572179277891195383977800002493790469691090342656011969188952431780", "market_title": "Bitcoin Up or Down - September 5, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-05T23:00:00Z", "resolution_timestamp": "2026-09-06T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-7pm-et", "first_retrieved_at": "2026-09-05T23:11:30.521474Z", "forecast_run_ids": [ 1564, 1565 ] } ], "quotes": [ { "id": 83, "contract_id": 253, "forecast_timestamp": "2026-09-05T23:10:20.977464Z", "requested_timestamp": "2026-09-05T23:10:20.977464Z", "actual_quote_timestamp": "2026-09-05T23:11:12Z", "timestamp_delta_seconds": 51.022536, "bid": null, "ask": null, "midpoint": null, "last_price": 0.385, "implied_probability": 0.385, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T23:11:30.695399Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 7PM ET", "contract_side": "UP", "external_event_id": "961506", "external_market_id": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "external_contract_id": "111245127995572179277891195383977800002493790469691090342656011969188952431780", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d": { "DOWN": "21257088103963470926935229333711322997707600658092721236318893116701550115477", "UP": "111245127995572179277891195383977800002493790469691090342656011969188952431780" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 36, "signal_id": 105, "quote_id": 83, "settlement_id": 18, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 249.02258634858183, "entry_price": 0.385, "entry_price_type": "historical_price_sample", "gross_cost": 95.873695744204, "trading_fee": 4.12736, "total_deployed": 100.001055744204, "settlement_value": 1.0, "settlement_payout": 249.02258634858183, "gross_pnl": 153.1488906043778, "net_pnl": 149.02153060437783, "roi": 1.4901995733481548, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T01:11:29.197495Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 35, "signal_id": 105, "quote_id": 83, "settlement_id": 18, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.385, "entry_price_type": "historical_price_sample", "gross_cost": 38.5, "trading_fee": 1.65743, "total_deployed": 40.15743, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 61.5, "net_pnl": 59.84257, "roi": 1.490199198504486, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-06T01:11:29.195126Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79783.99, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "961506", "ticker": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "market_id": "0x9d34173ef17345e0e903dc8dc0328d50d0eb25f1d27c24163f5c5c618147684d", "contract_id": "21257088103963470926935229333711322997707600658092721236318893116701550115477", "market_title": "Bitcoin Up or Down - September 5, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-05T23:10:20.977464Z", "retrieved_timestamp": "2026-09-05T23:11:12Z", "quote_offset_seconds": 51.022536, "quote_age_seconds": 51.022536, "bid": null, "ask": null, "midpoint": null, "last_price": 0.385, "spread": null, "selected_entry_price": 0.385, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79831.75, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T231020.977464Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 19, "signal_id": 105, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T22:00:00Z", "return_6h": -0.0032234326978335393, "return_12h": 0.002084704201976484, "return_24h": 0.0018571981622905742, "close_vs_ema12": -0.000314178086207928, "close_vs_ema24": -0.00011611932961186344, "ema12_slope_3h": 1.897456798971575e-05, "ema24_slope_6h": 0.0005624592031321374, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.860659Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T22:00:00Z", "return_6h": -0.0032234326978335393, "return_12h": 0.002084704201976484, "return_24h": 0.0018571981622905742, "close_vs_ema12": -0.000314178086207928, "close_vs_ema24": -0.00011611932961186344, "ema12_slope_3h": 1.897456798971575e-05, "ema24_slope_6h": 0.0005624592031321374, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 98, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T201020.115462Z", "trigger_timestamp": "2026-09-05T20:10:20.115462Z", "market_start_timestamp": "2026-09-05T20:00:00Z", "resolution_timestamp": "2026-09-05T21:00:00Z", "direction": "UP", "base_run_id": 1549, "small_run_id": 1550, "last_observed_close": 79754.0, "actual_close": 79737.83, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-05T20:11:28.587819Z", "market_regime": { "id": 18, "signal_id": 98, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T19:00:00Z", "return_6h": 0.0017626369943755105, "return_12h": 0.000552503099988888, "return_24h": -0.0004930236032230084, "close_vs_ema12": -0.0006709884631863616, "close_vs_ema24": -0.00043075047841989456, "ema12_slope_3h": 0.0009205009171207035, "ema24_slope_6h": 0.0009168460248938359, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.860125Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T19:00:00Z", "return_6h": 0.0017626369943755105, "return_12h": 0.000552503099988888, "return_24h": -0.0004930236032230084, "close_vs_ema12": -0.0006709884631863616, "close_vs_ema24": -0.00043075047841989456, "ema12_slope_3h": 0.0009205009171207035, "ema24_slope_6h": 0.0009168460248938359, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "entry_probability": 0.615, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.884538, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 1549, 1550 ], "forecast_publication_timestamp": "2026-09-05T20:10:20.115462Z", "requested_quote_timestamp": "2026-09-05T20:10:20.115462Z", "retrieved_quote_timestamp": "2026-09-05T20:11:15Z", "quote_retrieval_timestamp": "2026-09-05T20:11:28.961717Z", "timing_difference_seconds": 54.884538, "selected_quote": { "id": 62, "contract_id": 223, "forecast_timestamp": "2026-09-05T20:10:20.115462Z", "requested_timestamp": "2026-09-05T20:10:20.115462Z", "actual_quote_timestamp": "2026-09-05T20:11:15Z", "timestamp_delta_seconds": 54.884538, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T20:11:28.961717Z", "raw_json": "{\"request\":{\"start\":1788639020,\"end\":1788639380},\"response\":{\"history\":[{\"t\":1788639075,\"p\":0.615},{\"t\":1788639075,\"p\":0.615}]},\"selected\":{\"t\":1788639075,\"p\":0.615}}", "venue": "polymarket", "external_event_id": "960885", "external_market_id": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "external_contract_id": "60962199668821793006807358185042343557518619829084046592099852680992761915195", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-4pm-et" }, "selected_entry_price": 0.615, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-05T20:10:20.115462Z", "id": 224, "venue": "polymarket", "external_event_id": "960885", "external_market_id": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "external_contract_id": "13123638376521403778534224754314146838249973693286310399468889097936246095788", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-05T20:00:00Z", "resolution_timestamp": "2026-09-05T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-4pm-et", "first_retrieved_at": "2026-09-05T20:11:28.678016Z", "forecast_run_ids": [ 1549, 1550 ] }, { "forecast_timestamp": "2026-09-05T20:10:20.115462Z", "id": 223, "venue": "polymarket", "external_event_id": "960885", "external_market_id": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "external_contract_id": "60962199668821793006807358185042343557518619829084046592099852680992761915195", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-05T20:00:00Z", "resolution_timestamp": "2026-09-05T21:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-4pm-et", "first_retrieved_at": "2026-09-05T20:11:28.672692Z", "forecast_run_ids": [ 1549, 1550 ] } ], "quotes": [ { "id": 62, "contract_id": 223, "forecast_timestamp": "2026-09-05T20:10:20.115462Z", "requested_timestamp": "2026-09-05T20:10:20.115462Z", "actual_quote_timestamp": "2026-09-05T20:11:15Z", "timestamp_delta_seconds": 54.884538, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T20:11:28.961717Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "contract_side": "UP", "external_event_id": "960885", "external_market_id": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "external_contract_id": "60962199668821793006807358185042343557518619829084046592099852680992761915195", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255": { "DOWN": "13123638376521403778534224754314146838249973693286310399468889097936246095788", "UP": "60962199668821793006807358185042343557518619829084046592099852680992761915195" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 34, "signal_id": 98, "quote_id": 62, "settlement_id": 17, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 158.33557642066597, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 97.37637949870957, "trading_fee": 2.62429, "total_deployed": 100.00066949870957, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.37637949870957, "net_pnl": -100.00066949870957, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T22:11:27.567861Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 33, "signal_id": 98, "quote_id": 62, "settlement_id": 17, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 61.5, "trading_fee": 1.65743, "total_deployed": 63.15743, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -61.5, "net_pnl": -63.15743, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T22:11:27.566060Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79754.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "960885", "ticker": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "market_id": "0xdf6d26c848c7ea4ce3806110b4faee7e774e16ec892873cb0538ed1aede05255", "contract_id": "13123638376521403778534224754314146838249973693286310399468889097936246095788", "market_title": "Bitcoin Up or Down - September 5, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-05T20:10:20.115462Z", "retrieved_timestamp": "2026-09-05T20:11:15Z", "quote_offset_seconds": 54.884538, "quote_age_seconds": 54.884538, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "spread": null, "selected_entry_price": 0.615, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79737.83, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T201020.115462Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 18, "signal_id": 98, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T19:00:00Z", "return_6h": 0.0017626369943755105, "return_12h": 0.000552503099988888, "return_24h": -0.0004930236032230084, "close_vs_ema12": -0.0006709884631863616, "close_vs_ema24": -0.00043075047841989456, "ema12_slope_3h": 0.0009205009171207035, "ema24_slope_6h": 0.0009168460248938359, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.860125Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T19:00:00Z", "return_6h": 0.0017626369943755105, "return_12h": 0.000552503099988888, "return_24h": -0.0004930236032230084, "close_vs_ema12": -0.0006709884631863616, "close_vs_ema24": -0.00043075047841989456, "ema12_slope_3h": 0.0009205009171207035, "ema24_slope_6h": 0.0009168460248938359, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 91, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T171021.431335Z", "trigger_timestamp": "2026-09-05T17:10:21.431335Z", "market_start_timestamp": "2026-09-05T17:00:00Z", "resolution_timestamp": "2026-09-05T18:00:00Z", "direction": "UP", "base_run_id": 1534, "small_run_id": 1535, "last_observed_close": 80042.0, "actual_close": 80058.6, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-05T17:11:33.330947Z", "market_regime": { "id": 17, "signal_id": 91, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-05T16:00:00Z", "return_6h": 0.005325302654512587, "return_12h": 0.0068174834191845335, "return_24h": 0.0037151832455482037, "close_vs_ema12": 0.00386089773875975, "close_vs_ema24": 0.003681573351597134, "ema12_slope_3h": 0.0011425769027328947, "ema24_slope_6h": 0.00015561518942908137, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.859590Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T16:00:00Z", "return_6h": 0.005325302654512587, "return_12h": 0.0068174834191845335, "return_24h": 0.0037151832455482037, "close_vs_ema12": 0.00386089773875975, "close_vs_ema24": 0.003681573351597134, "ema12_slope_3h": 0.0011425769027328947, "ema24_slope_6h": 0.00015561518942908137, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "entry_probability": 0.615, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 54.568665, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1534, 1535 ], "forecast_publication_timestamp": "2026-09-05T17:10:21.431335Z", "requested_quote_timestamp": "2026-09-05T17:10:21.431335Z", "retrieved_quote_timestamp": "2026-09-05T17:11:16Z", "quote_retrieval_timestamp": "2026-09-05T17:11:33.570701Z", "timing_difference_seconds": 54.568665, "selected_quote": { "id": 50, "contract_id": 202, "forecast_timestamp": "2026-09-05T17:10:21.431335Z", "requested_timestamp": "2026-09-05T17:10:21.431335Z", "actual_quote_timestamp": "2026-09-05T17:11:16Z", "timestamp_delta_seconds": 54.568665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T17:11:33.570701Z", "raw_json": "{\"request\":{\"start\":1788628221,\"end\":1788628581},\"response\":{\"history\":[{\"t\":1788628276,\"p\":0.615},{\"t\":1788628276,\"p\":0.615}]},\"selected\":{\"t\":1788628276,\"p\":0.615}}", "venue": "polymarket", "external_event_id": "959812", "external_market_id": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "external_contract_id": "17556017316531733776097957314914822977105179116923990861787102559567442285984", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-1pm-et" }, "selected_entry_price": 0.615, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-05T17:10:21.431335Z", "id": 203, "venue": "polymarket", "external_event_id": "959812", "external_market_id": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "external_contract_id": "95949917879411561468766703448848713637044596571366327025972405271011022063297", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-05T17:00:00Z", "resolution_timestamp": "2026-09-05T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-1pm-et", "first_retrieved_at": "2026-09-05T17:11:33.389221Z", "forecast_run_ids": [ 1534, 1535 ] }, { "forecast_timestamp": "2026-09-05T17:10:21.431335Z", "id": 202, "venue": "polymarket", "external_event_id": "959812", "external_market_id": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "external_contract_id": "17556017316531733776097957314914822977105179116923990861787102559567442285984", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-05T17:00:00Z", "resolution_timestamp": "2026-09-05T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-1pm-et", "first_retrieved_at": "2026-09-05T17:11:33.385241Z", "forecast_run_ids": [ 1534, 1535 ] } ], "quotes": [ { "id": 50, "contract_id": 202, "forecast_timestamp": "2026-09-05T17:10:21.431335Z", "requested_timestamp": "2026-09-05T17:10:21.431335Z", "actual_quote_timestamp": "2026-09-05T17:11:16Z", "timestamp_delta_seconds": 54.568665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "implied_probability": 0.615, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T17:11:33.570701Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "contract_side": "UP", "external_event_id": "959812", "external_market_id": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "external_contract_id": "17556017316531733776097957314914822977105179116923990861787102559567442285984", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4": { "DOWN": "95949917879411561468766703448848713637044596571366327025972405271011022063297", "UP": "17556017316531733776097957314914822977105179116923990861787102559567442285984" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 32, "signal_id": 91, "quote_id": 50, "settlement_id": 16, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 158.33557642066597, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 97.37637949870957, "trading_fee": 2.62429, "total_deployed": 100.00066949870957, "settlement_value": 1.0, "settlement_payout": 158.33557642066597, "gross_pnl": 60.959196921956405, "net_pnl": 58.3349069219564, "roi": 0.5833451637312205, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T19:11:29.114417Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 31, "signal_id": 91, "quote_id": 50, "settlement_id": 16, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.615, "entry_price_type": "historical_price_sample", "gross_cost": 61.5, "trading_fee": 1.65743, "total_deployed": 63.15743, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 38.5, "net_pnl": 36.84257, "roi": 0.5833449841135081, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T19:11:29.112306Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 80042.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "959812", "ticker": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "market_id": "0x769ff6b3cdf066dda39cf2f92dae4ca94bf8c96bb2b8c61c3bdb4a281effb3e4", "contract_id": "95949917879411561468766703448848713637044596571366327025972405271011022063297", "market_title": "Bitcoin Up or Down - September 5, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-05T17:10:21.431335Z", "retrieved_timestamp": "2026-09-05T17:11:16Z", "quote_offset_seconds": 54.568665, "quote_age_seconds": 54.568665, "bid": null, "ask": null, "midpoint": null, "last_price": 0.615, "spread": null, "selected_entry_price": 0.615, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 80058.6, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T171021.431335Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BULL", "regime_metadata": { "id": 17, "signal_id": 91, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BULL", "feature_timestamp": "2026-09-05T16:00:00Z", "return_6h": 0.005325302654512587, "return_12h": 0.0068174834191845335, "return_24h": 0.0037151832455482037, "close_vs_ema12": 0.00386089773875975, "close_vs_ema24": 0.003681573351597134, "ema12_slope_3h": 0.0011425769027328947, "ema24_slope_6h": 0.00015561518942908137, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.859590Z", "features": { "regime": "BULL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T16:00:00Z", "return_6h": 0.005325302654512587, "return_12h": 0.0068174834191845335, "return_24h": 0.0037151832455482037, "close_vs_ema12": 0.00386089773875975, "close_vs_ema24": 0.003681573351597134, "ema12_slope_3h": 0.0011425769027328947, "ema24_slope_6h": 0.00015561518942908137, "score": 2, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 84, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T141021.170904Z", "trigger_timestamp": "2026-09-05T14:10:21.170904Z", "market_start_timestamp": "2026-09-05T14:00:00Z", "resolution_timestamp": "2026-09-05T15:00:00Z", "direction": "UP", "base_run_id": 1519, "small_run_id": 1520, "last_observed_close": 79613.67, "actual_close": 79719.76, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-05T14:11:26.712704Z", "market_regime": { "id": 16, "signal_id": 84, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T13:00:00Z", "return_6h": -0.0012080046207526562, "return_12h": 0.0010100166797974985, "return_24h": 0.0029604930392510553, "close_vs_ema12": -0.00037022832360500413, "close_vs_ema24": -0.0012746899835766046, "ema12_slope_3h": -6.820080056035849e-06, "ema24_slope_6h": -0.0006294200320208221, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.858974Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T13:00:00Z", "return_6h": -0.0012080046207526562, "return_12h": 0.0010100166797974985, "return_24h": 0.0029604930392510553, "close_vs_ema12": -0.00037022832360500413, "close_vs_ema24": -0.0012746899835766046, "ema12_slope_3h": -6.820080056035849e-06, "ema24_slope_6h": -0.0006294200320208221, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "entry_probability": 0.705, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 51.829096, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 1519, 1520 ], "forecast_publication_timestamp": "2026-09-05T14:10:21.170904Z", "requested_quote_timestamp": "2026-09-05T14:10:21.170904Z", "retrieved_quote_timestamp": "2026-09-05T14:11:13Z", "quote_retrieval_timestamp": "2026-09-05T14:11:26.972136Z", "timing_difference_seconds": 51.829096, "selected_quote": { "id": 38, "contract_id": 181, "forecast_timestamp": "2026-09-05T14:10:21.170904Z", "requested_timestamp": "2026-09-05T14:10:21.170904Z", "actual_quote_timestamp": "2026-09-05T14:11:13Z", "timestamp_delta_seconds": 51.829096, "bid": null, "ask": null, "midpoint": null, "last_price": 0.705, "implied_probability": 0.705, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T14:11:26.972136Z", "raw_json": "{\"request\":{\"start\":1788617421,\"end\":1788617781},\"response\":{\"history\":[{\"t\":1788617473,\"p\":0.705},{\"t\":1788617473,\"p\":0.705}]},\"selected\":{\"t\":1788617473,\"p\":0.705}}", "venue": "polymarket", "external_event_id": "959274", "external_market_id": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "external_contract_id": "4397558317823047914292976265331758507219666865372772157720574527096013627950", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10am-et" }, "selected_entry_price": 0.705, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-05T14:10:21.170904Z", "id": 182, "venue": "polymarket", "external_event_id": "959274", "external_market_id": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "external_contract_id": "31778718826724001103427764246680446995658124568650355473428589935915432076606", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-05T14:00:00Z", "resolution_timestamp": "2026-09-05T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10am-et", "first_retrieved_at": "2026-09-05T14:11:26.795954Z", "forecast_run_ids": [ 1519, 1520 ] }, { "forecast_timestamp": "2026-09-05T14:10:21.170904Z", "id": 181, "venue": "polymarket", "external_event_id": "959274", "external_market_id": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "external_contract_id": "4397558317823047914292976265331758507219666865372772157720574527096013627950", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-05T14:00:00Z", "resolution_timestamp": "2026-09-05T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-5-2026-10am-et", "first_retrieved_at": "2026-09-05T14:11:26.791377Z", "forecast_run_ids": [ 1519, 1520 ] } ], "quotes": [ { "id": 38, "contract_id": 181, "forecast_timestamp": "2026-09-05T14:10:21.170904Z", "requested_timestamp": "2026-09-05T14:10:21.170904Z", "actual_quote_timestamp": "2026-09-05T14:11:13Z", "timestamp_delta_seconds": 51.829096, "bid": null, "ask": null, "midpoint": null, "last_price": 0.705, "implied_probability": 0.705, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-05T14:11:26.972136Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "contract_side": "UP", "external_event_id": "959274", "external_market_id": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "external_contract_id": "4397558317823047914292976265331758507219666865372772157720574527096013627950", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c": { "DOWN": "31778718826724001103427764246680446995658124568650355473428589935915432076606", "UP": "4397558317823047914292976265331758507219666865372772157720574527096013627950" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 30, "signal_id": 84, "quote_id": 38, "settlement_id": 15, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 138.9738173328145, "entry_price": 0.705, "entry_price_type": "historical_price_sample", "gross_cost": 97.97654121963421, "trading_fee": 2.02322, "total_deployed": 99.99976121963421, "settlement_value": 1.0, "settlement_payout": 138.9738173328145, "gross_pnl": 40.99727611318028, "net_pnl": 38.97405611318028, "roi": 0.38974149175796247, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T16:11:23.484418Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 29, "signal_id": 84, "quote_id": 38, "settlement_id": 15, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.705, "entry_price_type": "historical_price_sample", "gross_cost": 70.5, "trading_fee": 1.45583, "total_deployed": 71.95583, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 29.5, "net_pnl": 28.044169999999994, "roi": 0.38974145666862564, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-05T16:11:23.482908Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79613.67, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "959274", "ticker": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "market_id": "0xbfc5f044b729410b5b3124605b8b3562d4edb130d896ee7aa93eeeb42bcb8f6c", "contract_id": "31778718826724001103427764246680446995658124568650355473428589935915432076606", "market_title": "Bitcoin Up or Down - September 5, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-05T14:10:21.170904Z", "retrieved_timestamp": "2026-09-05T14:11:13Z", "quote_offset_seconds": 51.829096, "quote_age_seconds": 51.829096, "bid": null, "ask": null, "midpoint": null, "last_price": 0.705, "spread": null, "selected_entry_price": 0.705, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 79719.76, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260905T141021.170904Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 16, "signal_id": 84, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-05T13:00:00Z", "return_6h": -0.0012080046207526562, "return_12h": 0.0010100166797974985, "return_24h": 0.0029604930392510553, "close_vs_ema12": -0.00037022832360500413, "close_vs_ema24": -0.0012746899835766046, "ema12_slope_3h": -6.820080056035849e-06, "ema24_slope_6h": -0.0006294200320208221, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.858974Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-05T13:00:00Z", "return_6h": -0.0012080046207526562, "return_12h": 0.0010100166797974985, "return_24h": 0.0029604930392510553, "close_vs_ema12": -0.00037022832360500413, "close_vs_ema24": -0.0012746899835766046, "ema12_slope_3h": -6.820080056035849e-06, "ema24_slope_6h": -0.0006294200320208221, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 32, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260904T141023.104253Z", "trigger_timestamp": "2026-09-04T14:10:23.104253Z", "market_start_timestamp": "2026-09-04T14:00:00Z", "resolution_timestamp": "2026-09-04T15:00:00Z", "direction": "UP", "base_run_id": 1399, "small_run_id": 1400, "last_observed_close": 79378.67, "actual_close": 78915.71, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T14:12:17.119557Z", "market_regime": { "id": 15, "signal_id": 32, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-04T13:00:00Z", "return_6h": -0.01584737915071588, "return_12h": -0.019629233817158087, "return_24h": 0.006825804801896318, "close_vs_ema12": -0.014390044371744404, "close_vs_ema24": -0.01229918569445021, "ema12_slope_3h": -0.004969149798006001, "ema24_slope_6h": 0.000884317581785643, "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": "2026-09-10T18:06:04.858182Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-04T13:00:00Z", "return_6h": -0.01584737915071588, "return_12h": -0.019629233817158087, "return_24h": 0.006825804801896318, "close_vs_ema12": -0.014390044371744404, "close_vs_ema24": -0.01229918569445021, "ema12_slope_3h": -0.004969149798006001, "ema24_slope_6h": 0.000884317581785643, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "entry_probability": 0.435, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.895747, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1399, 1400 ], "forecast_publication_timestamp": "2026-09-04T14:10:23.104253Z", "requested_quote_timestamp": "2026-09-04T14:10:23.104253Z", "retrieved_quote_timestamp": "2026-09-04T14:11:16Z", "quote_retrieval_timestamp": "2026-09-04T14:12:17.523774Z", "timing_difference_seconds": 52.895747, "selected_quote": { "id": 25, "contract_id": 70, "forecast_timestamp": "2026-09-04T14:10:23.104253Z", "requested_timestamp": "2026-09-04T14:10:23.104253Z", "actual_quote_timestamp": "2026-09-04T14:11:16Z", "timestamp_delta_seconds": 52.895747, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T14:12:17.523774Z", "raw_json": "{\"request\":{\"start\":1788531023,\"end\":1788531383},\"response\":{\"history\":[{\"t\":1788531076,\"p\":0.435},{\"t\":1788531135,\"p\":0.505},{\"t\":1788531135,\"p\":0.505}]},\"selected\":{\"t\":1788531076,\"p\":0.435}}", "venue": "polymarket", "external_event_id": "953609", "external_market_id": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "external_contract_id": "34037630243217436201607402597311884278778193730674754936611793665975879942132", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-10am-et" }, "selected_entry_price": 0.435, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-04T14:10:23.104253Z", "id": 71, "venue": "polymarket", "external_event_id": "953609", "external_market_id": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "external_contract_id": "20977499113602429884035748869669288762697465386701741847736116269444070548786", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-04T14:00:00Z", "resolution_timestamp": "2026-09-04T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-10am-et", "first_retrieved_at": "2026-09-04T14:12:17.174078Z", "forecast_run_ids": [ 1399, 1400 ] }, { "forecast_timestamp": "2026-09-04T14:10:23.104253Z", "id": 70, "venue": "polymarket", "external_event_id": "953609", "external_market_id": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "external_contract_id": "34037630243217436201607402597311884278778193730674754936611793665975879942132", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-04T14:00:00Z", "resolution_timestamp": "2026-09-04T15:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-10am-et", "first_retrieved_at": "2026-09-04T14:12:17.169021Z", "forecast_run_ids": [ 1399, 1400 ] } ], "quotes": [ { "id": 25, "contract_id": 70, "forecast_timestamp": "2026-09-04T14:10:23.104253Z", "requested_timestamp": "2026-09-04T14:10:23.104253Z", "actual_quote_timestamp": "2026-09-04T14:11:16Z", "timestamp_delta_seconds": 52.895747, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "implied_probability": 0.435, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T14:12:17.523774Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "contract_side": "UP", "external_event_id": "953609", "external_market_id": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "external_contract_id": "34037630243217436201607402597311884278778193730674754936611793665975879942132", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4": { "DOWN": "20977499113602429884035748869669288762697465386701741847736116269444070548786", "UP": "34037630243217436201607402597311884278778193730674754936611793665975879942132" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 28, "signal_id": 32, "quote_id": 25, "settlement_id": 14, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 221.14108801415304, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 96.19637328615657, "trading_fee": 3.80457, "total_deployed": 100.00094328615657, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.19637328615657, "net_pnl": -100.00094328615657, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T16:11:37.973835Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 27, "signal_id": 32, "quote_id": 25, "settlement_id": 14, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.435, "entry_price_type": "historical_price_sample", "gross_cost": 43.5, "trading_fee": 1.72043, "total_deployed": 45.22043, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -43.5, "net_pnl": -45.22043, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T16:11:37.971127Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79378.67, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "953609", "ticker": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "market_id": "0x48e27d777edd604891dd6419b58dd159d80f39caeb51972dfd5772caaec8d3b4", "contract_id": "20977499113602429884035748869669288762697465386701741847736116269444070548786", "market_title": "Bitcoin Up or Down - September 4, 10AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-04T14:10:23.104253Z", "retrieved_timestamp": "2026-09-04T14:11:16Z", "quote_offset_seconds": 52.895747, "quote_age_seconds": 52.895747, "bid": null, "ask": null, "midpoint": null, "last_price": 0.435, "spread": null, "selected_entry_price": 0.435, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 78915.71, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260904T141023.104253Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 15, "signal_id": 32, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-04T13:00:00Z", "return_6h": -0.01584737915071588, "return_12h": -0.019629233817158087, "return_24h": 0.006825804801896318, "close_vs_ema12": -0.014390044371744404, "close_vs_ema24": -0.01229918569445021, "ema12_slope_3h": -0.004969149798006001, "ema24_slope_6h": 0.000884317581785643, "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": "2026-09-10T18:06:04.858182Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-04T13:00:00Z", "return_6h": -0.01584737915071588, "return_12h": -0.019629233817158087, "return_24h": 0.006825804801896318, "close_vs_ema12": -0.014390044371744404, "close_vs_ema24": -0.01229918569445021, "ema12_slope_3h": -0.004969149798006001, "ema24_slope_6h": 0.000884317581785643, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 28, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260904T131021.477943Z", "trigger_timestamp": "2026-09-04T13:10:21.477943Z", "market_start_timestamp": "2026-09-04T13:00:00Z", "resolution_timestamp": "2026-09-04T14:00:00Z", "direction": "UP", "base_run_id": 1394, "small_run_id": 1395, "last_observed_close": 79453.96, "actual_close": 79378.67, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T13:11:38.699600Z", "market_regime": { "id": 14, "signal_id": 28, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-04T12:00:00Z", "return_6h": -0.016627146000631865, "return_12h": -0.01874916946721894, "return_24h": 0.010191427137996367, "close_vs_ema12": -0.01602963385275502, "close_vs_ema24": -0.01241857267693014, "ema12_slope_3h": -0.001828051338219172, "ema24_slope_6h": 0.002346355635280295, "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": "2026-09-10T18:06:04.857647Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-04T12:00:00Z", "return_6h": -0.016627146000631865, "return_12h": -0.01874916946721894, "return_24h": 0.010191427137996367, "close_vs_ema12": -0.01602963385275502, "close_vs_ema24": -0.01241857267693014, "ema12_slope_3h": -0.001828051338219172, "ema24_slope_6h": 0.002346355635280295, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "entry_probability": 0.415, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 53.522057, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "loss", "forecast_ids": [ 1394, 1395 ], "forecast_publication_timestamp": "2026-09-04T13:10:21.477943Z", "requested_quote_timestamp": "2026-09-04T13:10:21.477943Z", "retrieved_quote_timestamp": "2026-09-04T13:11:15Z", "quote_retrieval_timestamp": "2026-09-04T13:11:39.034652Z", "timing_difference_seconds": 53.522057, "selected_quote": { "id": 14, "contract_id": 55, "forecast_timestamp": "2026-09-04T13:10:21.477943Z", "requested_timestamp": "2026-09-04T13:10:21.477943Z", "actual_quote_timestamp": "2026-09-04T13:11:15Z", "timestamp_delta_seconds": 53.522057, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T13:11:39.034652Z", "raw_json": "{\"request\":{\"start\":1788527421,\"end\":1788527781},\"response\":{\"history\":[{\"t\":1788527475,\"p\":0.415},{\"t\":1788527475,\"p\":0.415}]},\"selected\":{\"t\":1788527475,\"p\":0.415}}", "venue": "polymarket", "external_event_id": "953401", "external_market_id": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "external_contract_id": "10735370652043570768158552368374272228821292928062509606218279220388537626331", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-9am-et" }, "selected_entry_price": 0.415, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-04T13:10:21.477943Z", "id": 56, "venue": "polymarket", "external_event_id": "953401", "external_market_id": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "external_contract_id": "111256745610141259691479089325589737975001004981492716432200375152537133375314", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-04T13:00:00Z", "resolution_timestamp": "2026-09-04T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-9am-et", "first_retrieved_at": "2026-09-04T13:11:38.784531Z", "forecast_run_ids": [ 1394, 1395 ] }, { "forecast_timestamp": "2026-09-04T13:10:21.477943Z", "id": 55, "venue": "polymarket", "external_event_id": "953401", "external_market_id": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "external_contract_id": "10735370652043570768158552368374272228821292928062509606218279220388537626331", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-04T13:00:00Z", "resolution_timestamp": "2026-09-04T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-4-2026-9am-et", "first_retrieved_at": "2026-09-04T13:11:38.779750Z", "forecast_run_ids": [ 1394, 1395 ] } ], "quotes": [ { "id": 14, "contract_id": 55, "forecast_timestamp": "2026-09-04T13:10:21.477943Z", "requested_timestamp": "2026-09-04T13:10:21.477943Z", "actual_quote_timestamp": "2026-09-04T13:11:15Z", "timestamp_delta_seconds": 53.522057, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "implied_probability": 0.415, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T13:11:39.034652Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "contract_side": "UP", "external_event_id": "953401", "external_market_id": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "external_contract_id": "10735370652043570768158552368374272228821292928062509606218279220388537626331", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576": { "DOWN": "111256745610141259691479089325589737975001004981492716432200375152537133375314", "UP": "10735370652043570768158552368374272228821292928062509606218279220388537626331" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 26, "signal_id": 28, "quote_id": 14, "settlement_id": 13, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 231.48683997314754, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 96.06703858885622, "trading_fee": 3.93395, "total_deployed": 100.00098858885622, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -96.06703858885622, "net_pnl": -100.00098858885622, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T15:11:25.239457Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 25, "signal_id": 28, "quote_id": 14, "settlement_id": 13, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.415, "entry_price_type": "historical_price_sample", "gross_cost": 41.5, "trading_fee": 1.69942, "total_deployed": 43.19942, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -41.5, "net_pnl": -43.19942, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T15:11:25.232360Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 79453.96, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "953401", "ticker": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "market_id": "0x4623ae957db6e5c04717106c4907a7d7f96450604b09a8880bffe30c109d8576", "contract_id": "111256745610141259691479089325589737975001004981492716432200375152537133375314", "market_title": "Bitcoin Up or Down - September 4, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-04T13:10:21.477943Z", "retrieved_timestamp": "2026-09-04T13:11:15Z", "quote_offset_seconds": 53.522057, "quote_age_seconds": 53.522057, "bid": null, "ask": null, "midpoint": null, "last_price": 0.415, "spread": null, "selected_entry_price": 0.415, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 79378.67, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260904T131021.477943Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 14, "signal_id": 28, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-04T12:00:00Z", "return_6h": -0.016627146000631865, "return_12h": -0.01874916946721894, "return_24h": 0.010191427137996367, "close_vs_ema12": -0.01602963385275502, "close_vs_ema24": -0.01241857267693014, "ema12_slope_3h": -0.001828051338219172, "ema24_slope_6h": 0.002346355635280295, "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": "2026-09-10T18:06:04.857647Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-04T12:00:00Z", "return_6h": -0.016627146000631865, "return_12h": -0.01874916946721894, "return_24h": 0.010191427137996367, "close_vs_ema12": -0.01602963385275502, "close_vs_ema24": -0.01241857267693014, "ema12_slope_3h": -0.001828051338219172, "ema24_slope_6h": 0.002346355635280295, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 14, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T101020.929183Z", "trigger_timestamp": "2026-09-03T10:10:20.929183Z", "market_start_timestamp": "2026-09-03T10:00:00Z", "resolution_timestamp": "2026-09-03T11:00:00Z", "direction": "UP", "base_run_id": 1259, "small_run_id": 1260, "last_observed_close": 77615.24, "actual_close": 77735.88, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:20.800749Z", "market_regime": { "id": 13, "signal_id": 14, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T09:00:00Z", "return_6h": -0.0011936994903999354, "return_12h": 0.004286010040888133, "return_24h": 0.01124370800286556, "close_vs_ema12": 5.2184318268144736e-05, "close_vs_ema24": 0.0013299293703286086, "ema12_slope_3h": 0.0007783188750525305, "ema24_slope_6h": 0.0020028666597893263, "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": "2026-09-10T18:06:04.857100Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T09:00:00Z", "return_6h": -0.0011936994903999354, "return_12h": 0.004286010040888133, "return_24h": 0.01124370800286556, "close_vs_ema12": 5.2184318268144736e-05, "close_vs_ema24": 0.0013299293703286086, "ema12_slope_3h": 0.0007783188750525305, "ema24_slope_6h": 0.0020028666597893263, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 3, 6AM ET", "entry_probability": 0.595, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 61.070817, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "50_60", "status": "settled", "outcome": "win", "forecast_ids": [ 1259, 1260 ], "forecast_publication_timestamp": "2026-09-03T10:10:20.929183Z", "requested_quote_timestamp": "2026-09-03T10:10:20.929183Z", "retrieved_quote_timestamp": "2026-09-03T10:11:22Z", "quote_retrieval_timestamp": "2026-09-04T02:19:21.095412Z", "timing_difference_seconds": 61.070817, "selected_quote": { "id": 13, "contract_id": 27, "forecast_timestamp": "2026-09-03T10:10:20.929183Z", "requested_timestamp": "2026-09-03T10:10:20.929183Z", "actual_quote_timestamp": "2026-09-03T10:11:22Z", "timestamp_delta_seconds": 61.070817, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "implied_probability": 0.595, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:21.095412Z", "raw_json": "{\"request\":{\"start\":1788430220,\"end\":1788430580},\"response\":{\"history\":[{\"t\":1788430282,\"p\":0.595},{\"t\":1788430333,\"p\":0.535},{\"t\":1788430390,\"p\":0.425},{\"t\":1788430459,\"p\":0.365},{\"t\":1788430511,\"p\":0.405},{\"t\":1788430570,\"p\":0.375}]},\"selected\":{\"t\":1788430282,\"p\":0.595}}", "venue": "polymarket", "external_event_id": "947016", "external_market_id": "0xa6e42d8c6c7ef865d3af4a45744f1ae727f1026693195b2154aa5d03b3e5ef5a", "external_contract_id": "71817902017005198487901795579906859768126394964095060643547521128976424125711", "market_title": "Bitcoin Up or Down - September 3, 6AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-3-2026-6am-et" }, "selected_entry_price": 0.595, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-03T10:10:20.929183Z", "id": 28, "venue": "polymarket", "external_event_id": "947016", "external_market_id": "0xa6e42d8c6c7ef865d3af4a45744f1ae727f1026693195b2154aa5d03b3e5ef5a", "external_contract_id": "108671449656544149665691695103329213790606738231497720781606691683921623881069", "market_title": "Bitcoin Up or Down - September 3, 6AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-03T10:00:00Z", "resolution_timestamp": "2026-09-03T11:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-3-2026-6am-et", "first_retrieved_at": "2026-09-04T02:19:20.894661Z", "forecast_run_ids": [ 1259, 1260 ] }, { "forecast_timestamp": "2026-09-03T10:10:20.929183Z", "id": 27, "venue": "polymarket", 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"created_at": "2026-09-04T02:19:21.100441Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77615.24, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "947016", "ticker": "0xa6e42d8c6c7ef865d3af4a45744f1ae727f1026693195b2154aa5d03b3e5ef5a", "market_id": "0xa6e42d8c6c7ef865d3af4a45744f1ae727f1026693195b2154aa5d03b3e5ef5a", "contract_id": "108671449656544149665691695103329213790606738231497720781606691683921623881069", "market_title": "Bitcoin Up or Down - September 3, 6AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-03T10:10:20.929183Z", "retrieved_timestamp": "2026-09-03T10:11:22Z", "quote_offset_seconds": 61.070817, "quote_age_seconds": 61.070817, "bid": null, "ask": null, "midpoint": null, "last_price": 0.595, "spread": null, "selected_entry_price": 0.595, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77735.88, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T101020.929183Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 13, "signal_id": 14, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T09:00:00Z", "return_6h": -0.0011936994903999354, "return_12h": 0.004286010040888133, "return_24h": 0.01124370800286556, "close_vs_ema12": 5.2184318268144736e-05, "close_vs_ema24": 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"abc-20260903T081022.114354Z", "trigger_timestamp": "2026-09-03T08:10:22.114354Z", "market_start_timestamp": "2026-09-03T08:00:00Z", "resolution_timestamp": "2026-09-03T09:00:00Z", "direction": "UP", "base_run_id": 1249, "small_run_id": 1250, "last_observed_close": 77663.15, "actual_close": 77843.34, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:20.475471Z", "market_regime": { "id": 12, "signal_id": 13, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T07:00:00Z", "return_6h": 0.0039615185239287865, "return_12h": 0.004159217558187045, "return_24h": 0.0024434050973327626, "close_vs_ema12": 0.0012252388222935284, "close_vs_ema24": 0.0024464836661244327, "ema12_slope_3h": 0.0016203899983973091, "ema24_slope_6h": 0.0024512671555301235, "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": "2026-09-10T18:06:04.856563Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T07:00:00Z", "return_6h": 0.0039615185239287865, "return_12h": 0.004159217558187045, "return_24h": 0.0024434050973327626, "close_vs_ema12": 0.0012252388222935284, "close_vs_ema24": 0.0024464836661244327, "ema12_slope_3h": 0.0016203899983973091, "ema24_slope_6h": 0.0024512671555301235, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "entry_probability": 0.835, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 49.885646, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 1249, 1250 ], "forecast_publication_timestamp": "2026-09-03T08:10:22.114354Z", "requested_quote_timestamp": "2026-09-03T08:10:22.114354Z", "retrieved_quote_timestamp": "2026-09-03T08:11:12Z", "quote_retrieval_timestamp": "2026-09-04T02:19:20.790916Z", "timing_difference_seconds": 49.885646, "selected_quote": { "id": 12, "contract_id": 25, "forecast_timestamp": "2026-09-03T08:10:22.114354Z", "requested_timestamp": "2026-09-03T08:10:22.114354Z", "actual_quote_timestamp": "2026-09-03T08:11:12Z", "timestamp_delta_seconds": 49.885646, "bid": null, "ask": null, "midpoint": null, "last_price": 0.835, "implied_probability": 0.835, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.790916Z", "raw_json": "{\"request\":{\"start\":1788423022,\"end\":1788423382},\"response\":{\"history\":[{\"t\":1788423072,\"p\":0.835},{\"t\":1788423134,\"p\":0.875},{\"t\":1788423193,\"p\":0.865},{\"t\":1788423252,\"p\":0.8},{\"t\":1788423313,\"p\":0.83},{\"t\":1788423374,\"p\":0.785}]},\"selected\":{\"t\":1788423072,\"p\":0.835}}", "venue": "polymarket", "external_event_id": "946595", "external_market_id": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "external_contract_id": "9667942627515329245540250121852042392052164443273236715646928530588054207676", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-3-2026-4am-et" }, "selected_entry_price": 0.835, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-03T08:10:22.114354Z", "id": 26, "venue": "polymarket", "external_event_id": "946595", "external_market_id": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "external_contract_id": "25122233196610211860771889377851860946538921606516593585425645581052100209018", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-03T08:00:00Z", "resolution_timestamp": "2026-09-03T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-3-2026-4am-et", "first_retrieved_at": "2026-09-04T02:19:20.607361Z", "forecast_run_ids": [ 1249, 1250 ] }, { "forecast_timestamp": "2026-09-03T08:10:22.114354Z", "id": 25, "venue": "polymarket", "external_event_id": "946595", "external_market_id": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "external_contract_id": "9667942627515329245540250121852042392052164443273236715646928530588054207676", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-03T08:00:00Z", "resolution_timestamp": "2026-09-03T09:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-3-2026-4am-et", "first_retrieved_at": "2026-09-04T02:19:20.603058Z", "forecast_run_ids": [ 1249, 1250 ] } ], "quotes": [ { "id": 12, "contract_id": 25, "forecast_timestamp": "2026-09-03T08:10:22.114354Z", "requested_timestamp": "2026-09-03T08:10:22.114354Z", "actual_quote_timestamp": "2026-09-03T08:11:12Z", "timestamp_delta_seconds": 49.885646, "bid": null, "ask": null, "midpoint": null, "last_price": 0.835, "implied_probability": 0.835, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.790916Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "contract_side": "UP", "external_event_id": "946595", "external_market_id": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "external_contract_id": 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19.534949801098705, "net_pnl": 18.39312980109871, "roi": 0.18393036850585642, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.799061Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 21, "signal_id": 13, "quote_id": 12, "settlement_id": 11, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.835, "entry_price_type": "historical_price_sample", "gross_cost": 83.5, "trading_fee": 0.96443, "total_deployed": 84.46443, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 16.5, "net_pnl": 15.535570000000007, "roi": 0.18393032427969985, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.796922Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77663.15, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "946595", "ticker": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "market_id": "0x3947a84c8d6c34e56b643e27cb80eb52c53a0a19efeba0e8e5604d3f2a87170a", "contract_id": "25122233196610211860771889377851860946538921606516593585425645581052100209018", "market_title": "Bitcoin Up or Down - September 3, 4AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-03T08:10:22.114354Z", "retrieved_timestamp": "2026-09-03T08:11:12Z", "quote_offset_seconds": 49.885646, "quote_age_seconds": 49.885646, "bid": null, "ask": null, "midpoint": null, "last_price": 0.835, "spread": null, "selected_entry_price": 0.835, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77843.34, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T081022.114354Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 12, "signal_id": 13, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T07:00:00Z", "return_6h": 0.0039615185239287865, "return_12h": 0.004159217558187045, "return_24h": 0.0024434050973327626, "close_vs_ema12": 0.0012252388222935284, "close_vs_ema24": 0.0024464836661244327, "ema12_slope_3h": 0.0016203899983973091, "ema24_slope_6h": 0.0024512671555301235, "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": "2026-09-10T18:06:04.856563Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T07:00:00Z", "return_6h": 0.0039615185239287865, "return_12h": 0.004159217558187045, "return_24h": 0.0024434050973327626, "close_vs_ema12": 0.0012252388222935284, "close_vs_ema24": 0.0024464836661244327, "ema12_slope_3h": 0.0016203899983973091, "ema24_slope_6h": 0.0024512671555301235, "score": 1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 12, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T021020.405049Z", "trigger_timestamp": "2026-09-03T02:10:20.405049Z", "market_start_timestamp": "2026-09-03T02:00:00Z", "resolution_timestamp": "2026-09-03T03:00:00Z", "direction": "UP", "base_run_id": 1219, "small_run_id": 1220, "last_observed_close": 77356.7, "actual_close": 77816.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:20.120827Z", "market_regime": { "id": 11, "signal_id": 12, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T01:00:00Z", "return_6h": 0.00019691893624473877, "return_12h": 0.0027311850257951686, "return_24h": 0.004362724400771345, "close_vs_ema12": 0.001600965482972505, "close_vs_ema24": 0.000938510955744043, "ema12_slope_3h": 0.00019921216681373366, "ema24_slope_6h": -0.0003305057015344781, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.856012Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T01:00:00Z", "return_6h": 0.00019691893624473877, "return_12h": 0.0027311850257951686, "return_24h": 0.004362724400771345, "close_vs_ema12": 0.001600965482972505, "close_vs_ema24": 0.000938510955744043, "ema12_slope_3h": 0.00019921216681373366, "ema24_slope_6h": -0.0003305057015344781, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "entry_probability": 0.445, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 49.594951, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1219, 1220 ], "forecast_publication_timestamp": "2026-09-03T02:10:20.405049Z", "requested_quote_timestamp": "2026-09-03T02:10:20.405049Z", "retrieved_quote_timestamp": "2026-09-03T02:11:10Z", "quote_retrieval_timestamp": "2026-09-04T02:19:20.468575Z", "timing_difference_seconds": 49.594951, "selected_quote": { "id": 11, "contract_id": 23, "forecast_timestamp": "2026-09-03T02:10:20.405049Z", "requested_timestamp": "2026-09-03T02:10:20.405049Z", "actual_quote_timestamp": "2026-09-03T02:11:10Z", "timestamp_delta_seconds": 49.594951, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.468575Z", "raw_json": "{\"request\":{\"start\":1788401420,\"end\":1788401780},\"response\":{\"history\":[{\"t\":1788401470,\"p\":0.445},{\"t\":1788401530,\"p\":0.495},{\"t\":1788401590,\"p\":0.515},{\"t\":1788401654,\"p\":0.665},{\"t\":1788401714,\"p\":0.705},{\"t\":1788401771,\"p\":0.645}]},\"selected\":{\"t\":1788401470,\"p\":0.445}}", "venue": "polymarket", "external_event_id": "945200", "external_market_id": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "external_contract_id": "34762208002617686017635184420275601121823952612070978394148730035852963188872", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-10pm-et" }, "selected_entry_price": 0.445, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-03T02:10:20.405049Z", "id": 24, "venue": "polymarket", "external_event_id": "945200", "external_market_id": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "external_contract_id": "54401395634017302447337322350132244415976692963681465787300416938370730420223", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-03T02:00:00Z", "resolution_timestamp": "2026-09-03T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-10pm-et", "first_retrieved_at": "2026-09-04T02:19:20.204101Z", "forecast_run_ids": [ 1219, 1220 ] }, { "forecast_timestamp": "2026-09-03T02:10:20.405049Z", "id": 23, "venue": "polymarket", "external_event_id": "945200", "external_market_id": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "external_contract_id": "34762208002617686017635184420275601121823952612070978394148730035852963188872", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-03T02:00:00Z", "resolution_timestamp": "2026-09-03T03:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-10pm-et", "first_retrieved_at": "2026-09-04T02:19:20.201170Z", "forecast_run_ids": [ 1219, 1220 ] } ], "quotes": [ { "id": 11, "contract_id": 23, "forecast_timestamp": "2026-09-03T02:10:20.405049Z", "requested_timestamp": "2026-09-03T02:10:20.405049Z", "actual_quote_timestamp": "2026-09-03T02:11:10Z", "timestamp_delta_seconds": 49.594951, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "implied_probability": 0.445, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.468575Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "contract_side": "UP", "external_event_id": "945200", "external_market_id": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "external_contract_id": "34762208002617686017635184420275601121823952612070978394148730035852963188872", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5": { "DOWN": "54401395634017302447337322350132244415976692963681465787300416938370730420223", "UP": "34762208002617686017635184420275601121823952612070978394148730035852963188872" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 20, "signal_id": 12, "quote_id": 11, "settlement_id": 10, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 216.314434662225, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 96.25992342469013, "trading_fee": 3.7397, "total_deployed": 99.99962342469013, "settlement_value": 1.0, "settlement_payout": 216.314434662225, "gross_pnl": 120.05451123753488, "net_pnl": 116.31481123753488, "roi": 1.1631524925204517, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.473808Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 19, "signal_id": 12, "quote_id": 11, "settlement_id": 10, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.445, "entry_price_type": "historical_price_sample", "gross_cost": 44.5, "trading_fee": 1.72883, "total_deployed": 46.22883, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 55.5, "net_pnl": 53.77117, "roi": 1.1631523012803915, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.472457Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77356.7, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "945200", "ticker": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "market_id": "0x6a6b7fdf790c471efccda9d8d71aee667bd120fbe31b956474e6f98bd4d2e6d5", "contract_id": "54401395634017302447337322350132244415976692963681465787300416938370730420223", "market_title": "Bitcoin Up or Down - September 2, 10PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-03T02:10:20.405049Z", "retrieved_timestamp": "2026-09-03T02:11:10Z", "quote_offset_seconds": 49.594951, "quote_age_seconds": 49.594951, "bid": null, "ask": null, "midpoint": null, "last_price": 0.445, "spread": null, "selected_entry_price": 0.445, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77816.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T021020.405049Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 11, "signal_id": 12, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T01:00:00Z", "return_6h": 0.00019691893624473877, "return_12h": 0.0027311850257951686, "return_24h": 0.004362724400771345, "close_vs_ema12": 0.001600965482972505, "close_vs_ema24": 0.000938510955744043, "ema12_slope_3h": 0.00019921216681373366, "ema24_slope_6h": -0.0003305057015344781, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.856012Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T01:00:00Z", "return_6h": 0.00019691893624473877, "return_12h": 0.0027311850257951686, "return_24h": 0.004362724400771345, "close_vs_ema12": 0.001600965482972505, "close_vs_ema24": 0.000938510955744043, "ema12_slope_3h": 0.00019921216681373366, "ema24_slope_6h": -0.0003305057015344781, "score": 0, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 11, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T011024.849007Z", "trigger_timestamp": "2026-09-03T01:10:24.849007Z", "market_start_timestamp": "2026-09-03T01:00:00Z", "resolution_timestamp": "2026-09-03T02:00:00Z", "direction": "UP", "base_run_id": 1214, "small_run_id": 1215, "last_observed_close": 77068.01, "actual_close": 77356.7, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:19.720601Z", "market_regime": { "id": 10, "signal_id": 11, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T00:00:00Z", "return_6h": -0.004003088225867479, "return_12h": 0.005927516006237976, "return_24h": -0.0018810243060615184, "close_vs_ema12": -0.0018463947584261842, "close_vs_ema24": -0.0027155362815903805, "ema12_slope_3h": -0.000524105682781828, "ema24_slope_6h": -0.0003763892463057861, "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": "2026-09-10T18:06:04.855361Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-03T00:00:00Z", "return_6h": -0.004003088225867479, "return_12h": 0.005927516006237976, "return_24h": -0.0018810243060615184, "close_vs_ema12": -0.0018463947584261842, "close_vs_ema24": -0.0027155362815903805, "ema12_slope_3h": -0.000524105682781828, "ema24_slope_6h": -0.0003763892463057861, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "entry_probability": 0.775, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 48.150993, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "win", "forecast_ids": [ 1214, 1215 ], "forecast_publication_timestamp": "2026-09-03T01:10:24.849007Z", "requested_quote_timestamp": "2026-09-03T01:10:24.849007Z", "retrieved_quote_timestamp": "2026-09-03T01:11:13Z", "quote_retrieval_timestamp": "2026-09-04T02:19:20.113851Z", "timing_difference_seconds": 48.150993, "selected_quote": { "id": 10, "contract_id": 21, "forecast_timestamp": "2026-09-03T01:10:24.849007Z", "requested_timestamp": "2026-09-03T01:10:24.849007Z", "actual_quote_timestamp": "2026-09-03T01:11:13Z", "timestamp_delta_seconds": 48.150993, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.113851Z", "raw_json": "{\"request\":{\"start\":1788397824,\"end\":1788398184},\"response\":{\"history\":[{\"t\":1788397873,\"p\":0.775},{\"t\":1788397934,\"p\":0.81},{\"t\":1788397991,\"p\":0.895},{\"t\":1788398053,\"p\":0.895},{\"t\":1788398111,\"p\":0.905},{\"t\":1788398170,\"p\":0.865}]},\"selected\":{\"t\":1788397873,\"p\":0.775}}", "venue": "polymarket", "external_event_id": "945018", "external_market_id": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "external_contract_id": "18128362168963355261488630715908915454498577422318465271541172445828731957455", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9pm-et" }, "selected_entry_price": 0.775, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-03T01:10:24.849007Z", "id": 22, "venue": "polymarket", "external_event_id": "945018", "external_market_id": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "external_contract_id": "20719307161978331915323269644209404997265355917173321423211676884944221743742", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-03T01:00:00Z", "resolution_timestamp": "2026-09-03T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9pm-et", "first_retrieved_at": "2026-09-04T02:19:19.902273Z", "forecast_run_ids": [ 1214, 1215 ] }, { "forecast_timestamp": "2026-09-03T01:10:24.849007Z", "id": 21, "venue": "polymarket", "external_event_id": "945018", "external_market_id": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "external_contract_id": "18128362168963355261488630715908915454498577422318465271541172445828731957455", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-03T01:00:00Z", "resolution_timestamp": "2026-09-03T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9pm-et", "first_retrieved_at": "2026-09-04T02:19:19.898173Z", "forecast_run_ids": [ 1214, 1215 ] } ], "quotes": [ { "id": 10, "contract_id": 21, "forecast_timestamp": "2026-09-03T01:10:24.849007Z", "requested_timestamp": "2026-09-03T01:10:24.849007Z", "actual_quote_timestamp": "2026-09-03T01:11:13Z", "timestamp_delta_seconds": 48.150993, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "implied_probability": 0.775, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:20.113851Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "contract_side": "UP", "external_event_id": "945018", "external_market_id": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "external_contract_id": "18128362168963355261488630715908915454498577422318465271541172445828731957455", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce": { "DOWN": "20719307161978331915323269644209404997265355917173321423211676884944221743742", "UP": "18128362168963355261488630715908915454498577422318465271541172445828731957455" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 18, "signal_id": 11, "quote_id": 10, "settlement_id": 9, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 127.03090661958053, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 98.44895263017492, "trading_fee": 1.55057, "total_deployed": 99.99952263017491, "settlement_value": 1.0, "settlement_payout": 127.03090661958053, "gross_pnl": 28.58195398940562, "net_pnl": 27.031383989405626, "roi": 0.27031513029692095, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.119348Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 17, "signal_id": 11, "quote_id": 10, "settlement_id": 9, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.775, "entry_price_type": "historical_price_sample", "gross_cost": 77.5, "trading_fee": 1.22063, "total_deployed": 78.72063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 22.5, "net_pnl": 21.27937, "roi": 0.27031503685882596, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:20.117994Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77068.01, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "945018", "ticker": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "market_id": "0xd478e2869a0e9427143a150c14985addc357e9b37c1185163888033d7e0896ce", "contract_id": "20719307161978331915323269644209404997265355917173321423211676884944221743742", "market_title": "Bitcoin Up or Down - September 2, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-03T01:10:24.849007Z", "retrieved_timestamp": "2026-09-03T01:11:13Z", "quote_offset_seconds": 48.150993, "quote_age_seconds": 48.150993, "bid": null, "ask": null, "midpoint": null, "last_price": 0.775, "spread": null, "selected_entry_price": 0.775, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77356.7, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260903T011024.849007Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 10, "signal_id": 11, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-03T00:00:00Z", "return_6h": -0.004003088225867479, "return_12h": 0.005927516006237976, "return_24h": -0.0018810243060615184, "close_vs_ema12": -0.0018463947584261842, "close_vs_ema24": 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"abc-20260902T231021.701497Z", "trigger_timestamp": "2026-09-02T23:10:21.701497Z", "market_start_timestamp": "2026-09-02T23:00:00Z", "resolution_timestamp": "2026-09-03T00:00:00Z", "direction": "UP", "base_run_id": 1204, "small_run_id": 1205, "last_observed_close": 77034.03, "actual_close": 77340.01, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:19.311776Z", "market_regime": { "id": 9, "signal_id": 10, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-02T22:00:00Z", "return_6h": -0.00178135710722227, "return_12h": 0.004605450537343847, "return_24h": -0.0031057009846259254, "close_vs_ema12": -0.0023782101914761045, "close_vs_ema24": -0.003341358417316309, "ema12_slope_3h": 2.411567742122145e-05, "ema24_slope_6h": -1.9138624097858603e-05, "score": -1, 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"entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 55.298503, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "80_plus", "status": "settled", "outcome": "win", "forecast_ids": [ 1204, 1205 ], "forecast_publication_timestamp": "2026-09-02T23:10:21.701497Z", "requested_quote_timestamp": "2026-09-02T23:10:21.701497Z", "retrieved_quote_timestamp": "2026-09-02T23:11:17Z", "quote_retrieval_timestamp": "2026-09-04T02:19:19.716651Z", "timing_difference_seconds": 55.298503, "selected_quote": { "id": 9, "contract_id": 19, "forecast_timestamp": "2026-09-02T23:10:21.701497Z", "requested_timestamp": "2026-09-02T23:10:21.701497Z", "actual_quote_timestamp": "2026-09-02T23:11:17Z", "timestamp_delta_seconds": 55.298503, "bid": null, "ask": null, "midpoint": null, "last_price": 0.825, "implied_probability": 0.825, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:19.716651Z", "raw_json": "{\"request\":{\"start\":1788390621,\"end\":1788390981},\"response\":{\"history\":[{\"t\":1788390677,\"p\":0.825},{\"t\":1788390736,\"p\":0.835},{\"t\":1788390796,\"p\":0.835},{\"t\":1788390871,\"p\":0.855},{\"t\":1788390918,\"p\":0.865}]},\"selected\":{\"t\":1788390677,\"p\":0.825}}", "venue": "polymarket", "external_event_id": "944634", "external_market_id": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "external_contract_id": "25426848084344505096634303889359583237039542612233293781869471570510341452587", "market_title": "Bitcoin Up or Down - September 2, 7PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-7pm-et" }, "selected_entry_price": 0.825, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-02T23:10:21.701497Z", "id": 20, "venue": "polymarket", "external_event_id": "944634", "external_market_id": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "external_contract_id": "84145942320562388620952184460583653859749146592680879339204102670926216429092", "market_title": "Bitcoin Up or Down - September 2, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-02T23:00:00Z", "resolution_timestamp": "2026-09-03T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-7pm-et", "first_retrieved_at": "2026-09-04T02:19:19.392953Z", "forecast_run_ids": [ 1204, 1205 ] }, { "forecast_timestamp": "2026-09-02T23:10:21.701497Z", "id": 19, "venue": "polymarket", "external_event_id": "944634", "external_market_id": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "external_contract_id": "25426848084344505096634303889359583237039542612233293781869471570510341452587", "market_title": "Bitcoin Up or Down - September 2, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-02T23:00:00Z", "resolution_timestamp": "2026-09-03T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-7pm-et", "first_retrieved_at": "2026-09-04T02:19:19.389033Z", "forecast_run_ids": [ 1204, 1205 ] } ], "quotes": [ { "id": 9, "contract_id": 19, "forecast_timestamp": "2026-09-02T23:10:21.701497Z", "requested_timestamp": "2026-09-02T23:10:21.701497Z", "actual_quote_timestamp": "2026-09-02T23:11:17Z", "timestamp_delta_seconds": 55.298503, "bid": null, "ask": null, "midpoint": null, "last_price": 0.825, "implied_probability": 0.825, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:19.716651Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 7PM ET", "contract_side": "UP", "external_event_id": "944634", "external_market_id": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "external_contract_id": "25426848084344505096634303889359583237039542612233293781869471570510341452587", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8": { "DOWN": "84145942320562388620952184460583653859749146592680879339204102670926216429092", "UP": "25426848084344505096634303889359583237039542612233293781869471570510341452587" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 16, "signal_id": 10, "quote_id": 9, "settlement_id": 8, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 119.74470429045277, "entry_price": 0.825, "entry_price_type": "historical_price_sample", "gross_cost": 98.78938103962354, "trading_fee": 1.21017, "total_deployed": 99.99955103962354, "settlement_value": 1.0, "settlement_payout": 119.74470429045277, "gross_pnl": 20.955323250829238, "net_pnl": 19.745153250829233, "roi": 0.19745241899141597, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:19.719818Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 15, "signal_id": 10, "quote_id": 9, "settlement_id": 8, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.825, "entry_price_type": "historical_price_sample", "gross_cost": 82.5, "trading_fee": 1.01063, "total_deployed": 83.51063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 17.5, "net_pnl": 16.489369999999994, "roi": 0.1974523482818893, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:19.718998Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77034.03, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "944634", "ticker": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "market_id": "0xd09d98f4a05568fbed376d01e7f99f152eb47c3095e649474739291afa1698b8", "contract_id": "84145942320562388620952184460583653859749146592680879339204102670926216429092", "market_title": "Bitcoin Up or Down - September 2, 7PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-02T23:10:21.701497Z", "retrieved_timestamp": "2026-09-02T23:11:17Z", "quote_offset_seconds": 55.298503, "quote_age_seconds": 55.298503, "bid": null, "ask": null, "midpoint": null, "last_price": 0.825, "spread": null, "selected_entry_price": 0.825, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77340.01, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T231021.701497Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 9, "signal_id": 10, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-02T22:00:00Z", "return_6h": -0.00178135710722227, "return_12h": 0.004605450537343847, "return_24h": -0.0031057009846259254, "close_vs_ema12": -0.0023782101914761045, "close_vs_ema24": -0.003341358417316309, "ema12_slope_3h": 2.411567742122145e-05, "ema24_slope_6h": -1.9138624097858603e-05, "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": "2026-09-10T18:06:04.854798Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T22:00:00Z", "return_6h": -0.00178135710722227, "return_12h": 0.004605450537343847, "return_24h": -0.0031057009846259254, "close_vs_ema12": -0.0023782101914761045, "close_vs_ema24": -0.003341358417316309, "ema12_slope_3h": 2.411567742122145e-05, "ema24_slope_6h": -1.9138624097858603e-05, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 9, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T171023.069903Z", "trigger_timestamp": "2026-09-02T17:10:23.069903Z", "market_start_timestamp": "2026-09-02T17:00:00Z", "resolution_timestamp": "2026-09-02T18:00:00Z", "direction": "UP", "base_run_id": 1174, "small_run_id": 1175, "last_observed_close": 77171.5, "actual_close": 77381.66, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:18.948985Z", "market_regime": { "id": 8, "signal_id": 9, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-02T16:00:00Z", "return_6h": 0.006398205132752688, "return_12h": -0.005032372886556891, "return_24h": -0.005470770984229656, "close_vs_ema12": 0.0006815200687844136, "close_vs_ema24": -0.0015818934619559188, "ema12_slope_3h": 0.0005232906639172086, "ema24_slope_6h": -0.002091268225703935, "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": "2026-09-10T18:06:04.854229Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T16:00:00Z", "return_6h": 0.006398205132752688, "return_12h": -0.005032372886556891, "return_24h": -0.005470770984229656, "close_vs_ema12": 0.0006815200687844136, "close_vs_ema24": -0.0015818934619559188, "ema12_slope_3h": 0.0005232906639172086, "ema24_slope_6h": -0.002091268225703935, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "entry_probability": 0.475, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 45.930097, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1174, 1175 ], "forecast_publication_timestamp": "2026-09-02T17:10:23.069903Z", "requested_quote_timestamp": "2026-09-02T17:10:23.069903Z", "retrieved_quote_timestamp": "2026-09-02T17:11:09Z", "quote_retrieval_timestamp": "2026-09-04T02:19:19.302762Z", "timing_difference_seconds": 45.930097, "selected_quote": { "id": 8, "contract_id": 17, "forecast_timestamp": "2026-09-02T17:10:23.069903Z", "requested_timestamp": "2026-09-02T17:10:23.069903Z", "actual_quote_timestamp": "2026-09-02T17:11:09Z", "timestamp_delta_seconds": 45.930097, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:19.302762Z", "raw_json": "{\"request\":{\"start\":1788369023,\"end\":1788369383},\"response\":{\"history\":[{\"t\":1788369069,\"p\":0.475},{\"t\":1788369133,\"p\":0.465},{\"t\":1788369192,\"p\":0.455},{\"t\":1788369253,\"p\":0.435},{\"t\":1788369311,\"p\":0.435},{\"t\":1788369369,\"p\":0.485}]},\"selected\":{\"t\":1788369069,\"p\":0.475}}", "venue": "polymarket", "external_event_id": "942848", "external_market_id": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "external_contract_id": "81472405174647452327169104693692250895114487796921794059324335929491169540743", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-1pm-et" }, "selected_entry_price": 0.475, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-02T17:10:23.069903Z", "id": 18, "venue": "polymarket", "external_event_id": "942848", "external_market_id": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "external_contract_id": "30894420338629762481630276532254580323705187275000609483188885228890510340771", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-02T17:00:00Z", "resolution_timestamp": "2026-09-02T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-1pm-et", "first_retrieved_at": "2026-09-04T02:19:19.005179Z", "forecast_run_ids": [ 1174, 1175 ] }, { "forecast_timestamp": "2026-09-02T17:10:23.069903Z", "id": 17, "venue": "polymarket", "external_event_id": "942848", "external_market_id": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "external_contract_id": "81472405174647452327169104693692250895114487796921794059324335929491169540743", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-02T17:00:00Z", "resolution_timestamp": "2026-09-02T18:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-1pm-et", "first_retrieved_at": "2026-09-04T02:19:19.001780Z", "forecast_run_ids": [ 1174, 1175 ] } ], "quotes": [ { "id": 8, "contract_id": 17, "forecast_timestamp": "2026-09-02T17:10:23.069903Z", "requested_timestamp": "2026-09-02T17:10:23.069903Z", "actual_quote_timestamp": "2026-09-02T17:11:09Z", "timestamp_delta_seconds": 45.930097, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "implied_probability": 0.475, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:19.302762Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "contract_side": "UP", "external_event_id": "942848", "external_market_id": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "external_contract_id": "81472405174647452327169104693692250895114487796921794059324335929491169540743", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81": { "DOWN": "30894420338629762481630276532254580323705187275000609483188885228890510340771", "UP": "81472405174647452327169104693692250895114487796921794059324335929491169540743" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 14, "signal_id": 9, "quote_id": 8, "settlement_id": 7, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 203.06217763879303, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 96.45453437842669, "trading_fee": 3.5447, "total_deployed": 99.99923437842669, "settlement_value": 1.0, "settlement_payout": 203.06217763879303, "gross_pnl": 106.60764326036634, "net_pnl": 103.06294326036634, "roi": 1.0306373233853539, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:19.310025Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 13, "signal_id": 9, "quote_id": 8, "settlement_id": 7, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.475, "entry_price_type": "historical_price_sample", "gross_cost": 47.5, "trading_fee": 1.74563, "total_deployed": 49.24563, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 52.5, "net_pnl": 50.75437, "roi": 1.0306370331743142, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:19.308010Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77171.5, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "942848", "ticker": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "market_id": "0xef7c8541f4a02a32eeb415b8c750ae329d6d911ee2d372be0cc16b3517f87e81", "contract_id": "30894420338629762481630276532254580323705187275000609483188885228890510340771", "market_title": "Bitcoin Up or Down - September 2, 1PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-02T17:10:23.069903Z", "retrieved_timestamp": "2026-09-02T17:11:09Z", "quote_offset_seconds": 45.930097, "quote_age_seconds": 45.930097, "bid": null, "ask": null, "midpoint": null, "last_price": 0.475, "spread": null, "selected_entry_price": 0.475, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77381.66, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T171023.069903Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "NEUTRAL", "regime_metadata": { "id": 8, "signal_id": 9, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "NEUTRAL", "feature_timestamp": "2026-09-02T16:00:00Z", "return_6h": 0.006398205132752688, "return_12h": -0.005032372886556891, "return_24h": -0.005470770984229656, "close_vs_ema12": 0.0006815200687844136, "close_vs_ema24": -0.0015818934619559188, "ema12_slope_3h": 0.0005232906639172086, "ema24_slope_6h": -0.002091268225703935, "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": "2026-09-10T18:06:04.854229Z", "features": { "regime": "NEUTRAL", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T16:00:00Z", "return_6h": 0.006398205132752688, "return_12h": -0.005032372886556891, "return_24h": -0.005470770984229656, "close_vs_ema12": 0.0006815200687844136, "close_vs_ema24": -0.0015818934619559188, "ema12_slope_3h": 0.0005232906639172086, "ema24_slope_6h": -0.002091268225703935, "score": -1, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 8, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T131021.520622Z", "trigger_timestamp": "2026-09-02T13:10:21.520622Z", "market_start_timestamp": "2026-09-02T13:00:00Z", "resolution_timestamp": "2026-09-02T14:00:00Z", "direction": "UP", "base_run_id": 1154, "small_run_id": 1155, "last_observed_close": 76613.88, "actual_close": 77146.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:18.591203Z", "market_regime": { "id": 7, "signal_id": 8, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T12:00:00Z", "return_6h": -0.01285453168433448, "return_12h": -0.007762527804489494, "return_24h": -0.017821137377570295, "close_vs_ema12": -0.005871228483560587, "close_vs_ema24": -0.009417557248913133, "ema12_slope_3h": -0.0030534989858369554, "ema24_slope_6h": -0.004217766111787036, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.853630Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T12:00:00Z", "return_6h": -0.01285453168433448, "return_12h": -0.007762527804489494, "return_24h": -0.017821137377570295, "close_vs_ema12": -0.005871228483560587, "close_vs_ema24": -0.009417557248913133, "ema12_slope_3h": -0.0030534989858369554, "ema24_slope_6h": -0.004217766111787036, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "entry_probability": 0.685, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 48.479378, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1154, 1155 ], "forecast_publication_timestamp": "2026-09-02T13:10:21.520622Z", "requested_quote_timestamp": "2026-09-02T13:10:21.520622Z", "retrieved_quote_timestamp": "2026-09-02T13:11:10Z", "quote_retrieval_timestamp": "2026-09-04T02:19:18.941945Z", "timing_difference_seconds": 48.479378, "selected_quote": { "id": 7, "contract_id": 15, "forecast_timestamp": "2026-09-02T13:10:21.520622Z", "requested_timestamp": "2026-09-02T13:10:21.520622Z", "actual_quote_timestamp": "2026-09-02T13:11:10Z", "timestamp_delta_seconds": 48.479378, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.941945Z", "raw_json": "{\"request\":{\"start\":1788354621,\"end\":1788354981},\"response\":{\"history\":[{\"t\":1788354670,\"p\":0.685},{\"t\":1788354737,\"p\":0.695},{\"t\":1788354793,\"p\":0.685},{\"t\":1788354853,\"p\":0.675},{\"t\":1788354911,\"p\":0.665},{\"t\":1788354973,\"p\":0.665}]},\"selected\":{\"t\":1788354670,\"p\":0.685}}", "venue": "polymarket", "external_event_id": "941697", "external_market_id": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "external_contract_id": "44929205840181897732683824726475600256780118374048979745394237070706934817702", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9am-et" }, "selected_entry_price": 0.685, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-02T13:10:21.520622Z", "id": 16, "venue": "polymarket", "external_event_id": "941697", "external_market_id": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "external_contract_id": "63066102639066896631187420519758935268455546541860969870573216035632743933142", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-02T13:00:00Z", "resolution_timestamp": "2026-09-02T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9am-et", "first_retrieved_at": "2026-09-04T02:19:18.662773Z", "forecast_run_ids": [ 1154, 1155 ] }, { "forecast_timestamp": "2026-09-02T13:10:21.520622Z", "id": 15, "venue": "polymarket", "external_event_id": "941697", "external_market_id": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "external_contract_id": "44929205840181897732683824726475600256780118374048979745394237070706934817702", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-02T13:00:00Z", "resolution_timestamp": "2026-09-02T14:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-9am-et", "first_retrieved_at": "2026-09-04T02:19:18.659811Z", "forecast_run_ids": [ 1154, 1155 ] } ], "quotes": [ { "id": 7, "contract_id": 15, "forecast_timestamp": "2026-09-02T13:10:21.520622Z", "requested_timestamp": "2026-09-02T13:10:21.520622Z", "actual_quote_timestamp": "2026-09-02T13:11:10Z", "timestamp_delta_seconds": 48.479378, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "implied_probability": 0.685, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.941945Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "contract_side": "UP", "external_event_id": "941697", "external_market_id": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "external_contract_id": "44929205840181897732683824726475600256780118374048979745394237070706934817702", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa": { "DOWN": "63066102639066896631187420519758935268455546541860969870573216035632743933142", "UP": "44929205840181897732683824726475600256780118374048979745394237070706934817702" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 12, "signal_id": 8, "quote_id": 7, "settlement_id": 6, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 142.836737608913, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 97.84316526210542, "trading_fee": 2.15744, "total_deployed": 100.00060526210541, "settlement_value": 1.0, "settlement_payout": 142.836737608913, "gross_pnl": 44.993572346807596, "net_pnl": 42.8361323468076, "roi": 0.4283587307750034, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.947541Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 11, "signal_id": 8, "quote_id": 7, "settlement_id": 6, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.685, "entry_price_type": "historical_price_sample", "gross_cost": 68.5, "trading_fee": 1.51042, "total_deployed": 70.01042, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 31.5, "net_pnl": 29.989580000000004, "roi": 0.4283588071604199, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.946158Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76613.88, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "941697", "ticker": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "market_id": "0x3643c93fbede724a666d01a498d5419874da67497096282836f90bdb22d502aa", "contract_id": "63066102639066896631187420519758935268455546541860969870573216035632743933142", "market_title": "Bitcoin Up or Down - September 2, 9AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-02T13:10:21.520622Z", "retrieved_timestamp": "2026-09-02T13:11:10Z", "quote_offset_seconds": 48.479378, "quote_age_seconds": 48.479378, "bid": null, "ask": null, "midpoint": null, "last_price": 0.685, "spread": null, "selected_entry_price": 0.685, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77146.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T131021.520622Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 7, "signal_id": 8, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T12:00:00Z", "return_6h": -0.01285453168433448, "return_12h": -0.007762527804489494, "return_24h": -0.017821137377570295, "close_vs_ema12": -0.005871228483560587, "close_vs_ema24": -0.009417557248913133, 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"trigger_timestamp": "2026-09-02T09:10:20.972218Z", "market_start_timestamp": "2026-09-02T09:00:00Z", "resolution_timestamp": "2026-09-02T10:00:00Z", "direction": "UP", "base_run_id": 1134, "small_run_id": 1135, "last_observed_close": 76854.11, "actual_close": 76752.26, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:18.181886Z", "market_regime": { "id": 6, "signal_id": 7, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T08:00:00Z", "return_6h": -0.006143733544379026, "return_12h": -0.007674007678655892, "return_24h": -0.013214261135381045, "close_vs_ema12": -0.007083910992572107, "close_vs_ema24": -0.009486431320293809, "ema12_slope_3h": -0.0011081810400160874, "ema24_slope_6h": -0.0013846395721963667, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.852753Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T08:00:00Z", "return_6h": -0.006143733544379026, "return_12h": -0.007674007678655892, "return_24h": -0.013214261135381045, "close_vs_ema12": -0.007083910992572107, "close_vs_ema24": -0.009486431320293809, "ema12_slope_3h": -0.0011081810400160874, "ema24_slope_6h": -0.0013846395721963667, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "entry_probability": 0.765, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 50.027782, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "70_80", "status": "settled", "outcome": "loss", "forecast_ids": [ 1134, 1135 ], "forecast_publication_timestamp": "2026-09-02T09:10:20.972218Z", "requested_quote_timestamp": "2026-09-02T09:10:20.972218Z", "retrieved_quote_timestamp": "2026-09-02T09:11:11Z", "quote_retrieval_timestamp": "2026-09-04T02:19:18.584566Z", "timing_difference_seconds": 50.027782, "selected_quote": { "id": 6, "contract_id": 13, "forecast_timestamp": "2026-09-02T09:10:20.972218Z", "requested_timestamp": "2026-09-02T09:10:20.972218Z", "actual_quote_timestamp": "2026-09-02T09:11:11Z", "timestamp_delta_seconds": 50.027782, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "implied_probability": 0.765, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.584566Z", "raw_json": "{\"request\":{\"start\":1788340220,\"end\":1788340580},\"response\":{\"history\":[{\"t\":1788340271,\"p\":0.765},{\"t\":1788340334,\"p\":0.765},{\"t\":1788340394,\"p\":0.755},{\"t\":1788340454,\"p\":0.725},{\"t\":1788340518,\"p\":0.675},{\"t\":1788340576,\"p\":0.635}]},\"selected\":{\"t\":1788340271,\"p\":0.765}}", "venue": "polymarket", "external_event_id": "940789", "external_market_id": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "external_contract_id": "53910597940141573164916162575004664903910307073587437456409080955482218460737", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-5am-et" }, "selected_entry_price": 0.765, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-02T09:10:20.972218Z", "id": 14, "venue": "polymarket", "external_event_id": "940789", "external_market_id": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "external_contract_id": "42107818117289378499789036394303642631170312174498367645929568586689532152458", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-02T09:00:00Z", "resolution_timestamp": "2026-09-02T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-5am-et", "first_retrieved_at": "2026-09-04T02:19:18.268080Z", "forecast_run_ids": [ 1134, 1135 ] }, { "forecast_timestamp": "2026-09-02T09:10:20.972218Z", "id": 13, "venue": "polymarket", "external_event_id": "940789", "external_market_id": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "external_contract_id": "53910597940141573164916162575004664903910307073587437456409080955482218460737", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-02T09:00:00Z", "resolution_timestamp": "2026-09-02T10:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-2-2026-5am-et", "first_retrieved_at": "2026-09-04T02:19:18.264884Z", "forecast_run_ids": [ 1134, 1135 ] } ], "quotes": [ { "id": 6, "contract_id": 13, "forecast_timestamp": "2026-09-02T09:10:20.972218Z", "requested_timestamp": "2026-09-02T09:10:20.972218Z", "actual_quote_timestamp": "2026-09-02T09:11:11Z", "timestamp_delta_seconds": 50.027782, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "implied_probability": 0.765, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.584566Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "contract_side": "UP", "external_event_id": "940789", "external_market_id": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "external_contract_id": "53910597940141573164916162575004664903910307073587437456409080955482218460737", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540": { "DOWN": "42107818117289378499789036394303642631170312174498367645929568586689532152458", "UP": "53910597940141573164916162575004664903910307073587437456409080955482218460737" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 10, "signal_id": 7, "quote_id": 6, "settlement_id": 5, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 128.60413076468015, "entry_price": 0.765, "entry_price_type": "historical_price_sample", "gross_cost": 98.38216003498032, "trading_fee": 1.61839, "total_deployed": 100.00055003498032, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -98.38216003498032, "net_pnl": -100.00055003498032, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.589679Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 9, "signal_id": 7, "quote_id": 6, "settlement_id": 5, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.765, "entry_price_type": "historical_price_sample", "gross_cost": 76.5, "trading_fee": 1.25843, "total_deployed": 77.75843, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -76.5, "net_pnl": -77.75843, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.588343Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 76854.11, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "940789", "ticker": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "market_id": "0xf7d37db516ded8dc42f0af591574ba15ab786f738b066cbecb4e1abed3232540", "contract_id": "42107818117289378499789036394303642631170312174498367645929568586689532152458", "market_title": "Bitcoin Up or Down - September 2, 5AM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-02T09:10:20.972218Z", "retrieved_timestamp": "2026-09-02T09:11:11Z", "quote_offset_seconds": 50.027782, "quote_age_seconds": 50.027782, "bid": null, "ask": null, "midpoint": null, "last_price": 0.765, "spread": null, "selected_entry_price": 0.765, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 76752.26, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T091020.972218Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 6, "signal_id": 7, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T08:00:00Z", "return_6h": -0.006143733544379026, "return_12h": -0.007674007678655892, "return_24h": -0.013214261135381045, "close_vs_ema12": -0.007083910992572107, "close_vs_ema24": -0.009486431320293809, "ema12_slope_3h": -0.0011081810400160874, "ema24_slope_6h": -0.0013846395721963667, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.852753Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T08:00:00Z", "return_6h": -0.006143733544379026, "return_12h": -0.007674007678655892, "return_24h": -0.013214261135381045, "close_vs_ema12": -0.007083910992572107, "close_vs_ema24": -0.009486431320293809, "ema12_slope_3h": -0.0011081810400160874, "ema24_slope_6h": -0.0013846395721963667, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 6, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T011021.206997Z", "trigger_timestamp": "2026-09-02T01:10:21.206997Z", "market_start_timestamp": "2026-09-02T01:00:00Z", "resolution_timestamp": "2026-09-02T02:00:00Z", "direction": "UP", "base_run_id": 1094, "small_run_id": 1095, "last_observed_close": 77213.25, "actual_close": 77020.68, "actual_direction": "DOWN", "direction_correct": 0, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:17.766173Z", "market_regime": { "id": 5, "signal_id": 6, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T00:00:00Z", "return_6h": 0.0007692417363218684, "return_12h": -0.010137300651248626, "return_24h": -0.018292605401006967, "close_vs_ema12": -0.0038105375291440646, "close_vs_ema24": -0.007432779638960607, "ema12_slope_3h": -0.0017079639950685621, "ema24_slope_6h": -0.003976387535026715, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.852169Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T00:00:00Z", "return_6h": 0.0007692417363218684, "return_12h": -0.010137300651248626, "return_24h": -0.018292605401006967, "close_vs_ema12": -0.0038105375291440646, "close_vs_ema24": -0.007432779638960607, "ema12_slope_3h": -0.0017079639950685621, "ema24_slope_6h": -0.003976387535026715, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "entry_probability": 0.635, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 46.793003, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "loss", "forecast_ids": [ 1094, 1095 ], "forecast_publication_timestamp": "2026-09-02T01:10:21.206997Z", "requested_quote_timestamp": "2026-09-02T01:10:21.206997Z", "retrieved_quote_timestamp": "2026-09-02T01:11:08Z", "quote_retrieval_timestamp": "2026-09-04T02:19:18.175714Z", "timing_difference_seconds": 46.793003, "selected_quote": { "id": 5, "contract_id": 11, "forecast_timestamp": "2026-09-02T01:10:21.206997Z", "requested_timestamp": "2026-09-02T01:10:21.206997Z", "actual_quote_timestamp": "2026-09-02T01:11:08Z", "timestamp_delta_seconds": 46.793003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "implied_probability": 0.635, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.175714Z", "raw_json": "{\"request\":{\"start\":1788311421,\"end\":1788311781},\"response\":{\"history\":[{\"t\":1788311468,\"p\":0.635},{\"t\":1788311529,\"p\":0.555},{\"t\":1788311592,\"p\":0.705},{\"t\":1788311652,\"p\":0.64},{\"t\":1788311709,\"p\":0.645},{\"t\":1788311772,\"p\":0.595}]},\"selected\":{\"t\":1788311468,\"p\":0.635}}", "venue": "polymarket", "external_event_id": "939215", "external_market_id": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "external_contract_id": "9013607925792273992028886117069842924468909512380370321322531466206165844595", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-9pm-et" }, "selected_entry_price": 0.635, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-02T01:10:21.206997Z", "id": 12, "venue": "polymarket", "external_event_id": "939215", "external_market_id": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "external_contract_id": "112846952805174623182529467251331535407341339396144167074038001435424530886921", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-02T01:00:00Z", "resolution_timestamp": "2026-09-02T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-9pm-et", "first_retrieved_at": "2026-09-04T02:19:17.845108Z", "forecast_run_ids": [ 1094, 1095 ] }, { "forecast_timestamp": "2026-09-02T01:10:21.206997Z", "id": 11, "venue": "polymarket", "external_event_id": "939215", "external_market_id": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "external_contract_id": "9013607925792273992028886117069842924468909512380370321322531466206165844595", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-02T01:00:00Z", "resolution_timestamp": "2026-09-02T02:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-9pm-et", "first_retrieved_at": "2026-09-04T02:19:17.842097Z", "forecast_run_ids": [ 1094, 1095 ] } ], "quotes": [ { "id": 5, "contract_id": 11, "forecast_timestamp": "2026-09-02T01:10:21.206997Z", "requested_timestamp": "2026-09-02T01:10:21.206997Z", "actual_quote_timestamp": "2026-09-02T01:11:08Z", "timestamp_delta_seconds": 46.793003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "implied_probability": 0.635, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:18.175714Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "contract_side": "UP", "external_event_id": "939215", "external_market_id": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "external_contract_id": "9013607925792273992028886117069842924468909512380370321322531466206165844595", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab": { "DOWN": "112846952805174623182529467251331535407341339396144167074038001435424530886921", "UP": "9013607925792273992028886117069842924468909512380370321322531466206165844595" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 8, "signal_id": 6, "quote_id": 5, "settlement_id": 4, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 153.5579374097847, "entry_price": 0.635, "entry_price_type": "historical_price_sample", "gross_cost": 97.50929025521329, "trading_fee": 2.49136, "total_deployed": 100.00065025521329, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -97.50929025521329, "net_pnl": -100.00065025521329, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.180711Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 7, "signal_id": 6, "quote_id": 5, "settlement_id": 4, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.635, "entry_price_type": "historical_price_sample", "gross_cost": 63.5, "trading_fee": 1.62243, "total_deployed": 65.12243, "settlement_value": 0.0, "settlement_payout": 0.0, "gross_pnl": -63.5, "net_pnl": -65.12243, "roi": -1.0, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:18.179396Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77213.25, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "939215", "ticker": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "market_id": "0x3100071c6854228f29d23ca8214a996f12d24e9739c0de3e405db238c20b05ab", "contract_id": "112846952805174623182529467251331535407341339396144167074038001435424530886921", "market_title": "Bitcoin Up or Down - September 1, 9PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-02T01:10:21.206997Z", "retrieved_timestamp": "2026-09-02T01:11:08Z", "quote_offset_seconds": 46.793003, "quote_age_seconds": 46.793003, "bid": null, "ask": null, "midpoint": null, "last_price": 0.635, "spread": null, "selected_entry_price": 0.635, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "NO", "settlement_value": 0.0, "actual_btc_close": 77020.68, "actual_btc_direction": "DOWN", "direction_correct": 0, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260902T011021.206997Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 5, "signal_id": 6, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-02T00:00:00Z", "return_6h": 0.0007692417363218684, "return_12h": -0.010137300651248626, "return_24h": -0.018292605401006967, "close_vs_ema12": -0.0038105375291440646, "close_vs_ema24": -0.007432779638960607, "ema12_slope_3h": -0.0017079639950685621, "ema24_slope_6h": -0.003976387535026715, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.852169Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-02T00:00:00Z", "return_6h": 0.0007692417363218684, "return_12h": -0.010137300651248626, "return_24h": -0.018292605401006967, "close_vs_ema12": -0.0038105375291440646, "close_vs_ema24": -0.007432779638960607, "ema12_slope_3h": -0.0017079639950685621, "ema24_slope_6h": -0.003976387535026715, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 5, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T231020.578296Z", "trigger_timestamp": "2026-09-01T23:10:20.578296Z", "market_start_timestamp": "2026-09-01T23:00:00Z", "resolution_timestamp": "2026-09-02T00:00:00Z", "direction": "UP", "base_run_id": 1084, "small_run_id": 1085, "last_observed_close": 77274.02, "actual_close": 77439.0, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:17.262777Z", "market_regime": { "id": 4, "signal_id": 5, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T22:00:00Z", "return_6h": -0.004149569030675537, "return_12h": -0.009684136816162314, "return_24h": -0.01678428718024394, "close_vs_ema12": -0.0040046209089341644, "close_vs_ema24": -0.007739615056128635, "ema12_slope_3h": -0.002364834033992902, "ema24_slope_6h": -0.004952378886296294, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.851616Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T22:00:00Z", "return_6h": -0.004149569030675537, "return_12h": -0.009684136816162314, "return_24h": -0.01678428718024394, "close_vs_ema12": -0.0040046209089341644, "close_vs_ema24": -0.007739615056128635, "ema12_slope_3h": -0.002364834033992902, "ema24_slope_6h": -0.004952378886296294, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": null, "market_title": null, "entry_probability": null, "entry_price_type": null, "entry_price_label": null, "quote_timing_offset_seconds": null, "strike": null, "strike_gap": null, "data_quality_status": "missing_price", "probability_bucket": null, "status": "unpriced", "outcome": "pending", "forecast_ids": [ 1084, 1085 ], "forecast_publication_timestamp": "2026-09-01T23:10:20.578296Z", "requested_quote_timestamp": null, "retrieved_quote_timestamp": null, "quote_retrieval_timestamp": null, "timing_difference_seconds": null, "selected_quote": null, "selected_entry_price": null, "selected_entry_price_label": null, "entry_selection_reason": null, "contracts": [ { "forecast_timestamp": "2026-09-01T23:10:20.578296Z", "id": 10, "venue": "polymarket", "external_event_id": "938821", "external_market_id": "0xc8b3b03b0142f77a30a918d77976b80e545fa731c5a7791f5c46dce878051006", "external_contract_id": "27059011811346496273853106326862089428061994602977507657827195904763258657374", "market_title": "Bitcoin Up or Down - September 1, 7PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-01T23:00:00Z", "resolution_timestamp": "2026-09-02T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-7pm-et", "first_retrieved_at": "2026-09-04T02:19:17.440624Z", "forecast_run_ids": [ 1084, 1085 ] }, { "forecast_timestamp": "2026-09-01T23:10:20.578296Z", "id": 9, "venue": "polymarket", "external_event_id": "938821", "external_market_id": "0xc8b3b03b0142f77a30a918d77976b80e545fa731c5a7791f5c46dce878051006", "external_contract_id": "47693488515545326427656425448974751277709197587343817751227950625359954960274", "market_title": "Bitcoin Up or Down - September 1, 7PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-01T23:00:00Z", "resolution_timestamp": "2026-09-02T00:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-7pm-et", "first_retrieved_at": "2026-09-04T02:19:17.436676Z", "forecast_run_ids": [ 1084, 1085 ] } ], "quotes": [], "token_mapping": { "polymarket:0xc8b3b03b0142f77a30a918d77976b80e545fa731c5a7791f5c46dce878051006": { "DOWN": "27059011811346496273853106326862089428061994602977507657827195904763258657374", "UP": "47693488515545326427656425448974751277709197587343817751227950625359954960274" } }, "data_quality_warnings": [ "No usable market quote is stored for this signal." ], "paper_trades": { "fixed_dollars": null, "fixed_shares": null }, "prediction_metrics": { "btc_price_at_trigger": 77274.02, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "938821", "ticker": "0xc8b3b03b0142f77a30a918d77976b80e545fa731c5a7791f5c46dce878051006", "market_id": "0xc8b3b03b0142f77a30a918d77976b80e545fa731c5a7791f5c46dce878051006", "contract_id": "27059011811346496273853106326862089428061994602977507657827195904763258657374", "market_title": "Bitcoin Up or Down - September 1, 7PM ET", "contract_side": "DOWN", "side_taken": null, "strike": null }, "entry_quote": { "requested_timestamp": null, "retrieved_timestamp": null, "quote_offset_seconds": null, "quote_age_seconds": null, "bid": null, "ask": null, "midpoint": null, "last_price": null, "spread": null, "selected_entry_price": null, "price_type": null, "yes_ask_size": null }, "settlement": { "result": null, "settlement_value": null, "actual_btc_close": 77439.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "unpriced" }, "execution_quality": { "status": "missing_price", "warnings": [ "No usable market quote is stored for this signal." ], "entry_selection_reason": null }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T231020.578296Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 4, "signal_id": 5, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T22:00:00Z", "return_6h": -0.004149569030675537, "return_12h": -0.009684136816162314, "return_24h": -0.01678428718024394, "close_vs_ema12": -0.0040046209089341644, "close_vs_ema24": -0.007739615056128635, "ema12_slope_3h": -0.002364834033992902, "ema24_slope_6h": -0.004952378886296294, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.851616Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T22:00:00Z", "return_6h": -0.004149569030675537, "return_12h": -0.009684136816162314, "return_24h": -0.01678428718024394, "close_vs_ema12": -0.0040046209089341644, "close_vs_ema24": -0.007739615056128635, "ema12_slope_3h": -0.002364834033992902, "ema24_slope_6h": -0.004952378886296294, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 4, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T221022.315260Z", "trigger_timestamp": "2026-09-01T22:10:22.315260Z", "market_start_timestamp": "2026-09-01T22:00:00Z", "resolution_timestamp": "2026-09-01T23:00:00Z", "direction": "UP", "base_run_id": 1079, "small_run_id": 1080, "last_observed_close": 77211.32, "actual_close": 77274.02, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:16.848236Z", "market_regime": { "id": 3, "signal_id": 4, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T21:00:00Z", "return_6h": -0.00908301511850873, "return_12h": -0.009031380350381757, "return_24h": -0.02219989990415927, "close_vs_ema12": -0.0055368511970596, "close_vs_ema24": -0.009211544205598443, "ema12_slope_3h": -0.0027031232336919286, "ema24_slope_6h": -0.005021541149755726, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.851062Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T21:00:00Z", "return_6h": -0.00908301511850873, "return_12h": -0.009031380350381757, "return_24h": -0.02219989990415927, "close_vs_ema12": -0.0055368511970596, "close_vs_ema24": -0.009211544205598443, "ema12_slope_3h": -0.0027031232336919286, "ema24_slope_6h": -0.005021541149755726, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } }, "base_prediction": "UP", "small_prediction": "UP", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "entry_probability": 0.625, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 47.68474, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "60_70", "status": "settled", "outcome": "win", "forecast_ids": [ 1079, 1080 ], "forecast_publication_timestamp": "2026-09-01T22:10:22.315260Z", "requested_quote_timestamp": "2026-09-01T22:10:22.315260Z", "retrieved_quote_timestamp": "2026-09-01T22:11:10Z", "quote_retrieval_timestamp": "2026-09-04T02:19:17.254681Z", "timing_difference_seconds": 47.68474, "selected_quote": { "id": 4, "contract_id": 7, "forecast_timestamp": "2026-09-01T22:10:22.315260Z", "requested_timestamp": "2026-09-01T22:10:22.315260Z", "actual_quote_timestamp": "2026-09-01T22:11:10Z", "timestamp_delta_seconds": 47.68474, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:17.254681Z", "raw_json": "{\"request\":{\"start\":1788300622,\"end\":1788300982},\"response\":{\"history\":[{\"t\":1788300670,\"p\":0.625},{\"t\":1788300731,\"p\":0.645},{\"t\":1788300790,\"p\":0.675},{\"t\":1788300854,\"p\":0.645},{\"t\":1788300915,\"p\":0.645}]},\"selected\":{\"t\":1788300670,\"p\":0.625}}", "venue": "polymarket", "external_event_id": "938660", "external_market_id": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "external_contract_id": "86704109992275477966748959625959112005772452899023214509864381803674231557520", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-6pm-et" }, "selected_entry_price": 0.625, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-01T22:10:22.315260Z", "id": 8, "venue": "polymarket", "external_event_id": "938660", "external_market_id": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "external_contract_id": "15167926979987590717384250510480307142677636693668873997258435177480920135381", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-01T22:00:00Z", "resolution_timestamp": "2026-09-01T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-6pm-et", "first_retrieved_at": "2026-09-04T02:19:16.930769Z", "forecast_run_ids": [ 1079, 1080 ] }, { "forecast_timestamp": "2026-09-01T22:10:22.315260Z", "id": 7, "venue": "polymarket", "external_event_id": "938660", "external_market_id": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "external_contract_id": "86704109992275477966748959625959112005772452899023214509864381803674231557520", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-01T22:00:00Z", "resolution_timestamp": "2026-09-01T23:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-6pm-et", "first_retrieved_at": "2026-09-04T02:19:16.926592Z", "forecast_run_ids": [ 1079, 1080 ] } ], "quotes": [ { "id": 4, "contract_id": 7, "forecast_timestamp": "2026-09-01T22:10:22.315260Z", "requested_timestamp": "2026-09-01T22:10:22.315260Z", "actual_quote_timestamp": "2026-09-01T22:11:10Z", "timestamp_delta_seconds": 47.68474, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "implied_probability": 0.625, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:17.254681Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "contract_side": "UP", "external_event_id": "938660", "external_market_id": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "external_contract_id": "86704109992275477966748959625959112005772452899023214509864381803674231557520", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e": { "DOWN": "15167926979987590717384250510480307142677636693668873997258435177480920135381", "UP": "86704109992275477966748959625959112005772452899023214509864381803674231557520" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 6, "signal_id": 4, "quote_id": 4, "settlement_id": 3, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 155.90651845153644, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 97.44157403221027, "trading_fee": 2.55784, "total_deployed": 99.99941403221027, "settlement_value": 1.0, "settlement_payout": 155.90651845153644, "gross_pnl": 58.46494441932617, "net_pnl": 55.907104419326174, "roi": 0.5590743201886987, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:17.261029Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 5, "signal_id": 4, "quote_id": 4, "settlement_id": 3, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.625, "entry_price_type": "historical_price_sample", "gross_cost": 62.5, "trading_fee": 1.64063, "total_deployed": 64.14063, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 37.5, "net_pnl": 35.85937, "roi": 0.5590741780989678, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:17.259416Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77211.32, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "938660", "ticker": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "market_id": "0xbb7043983857c069da7afc1b277be83a0ac5665507b6fdc4d12dc834a86aaf3e", "contract_id": "15167926979987590717384250510480307142677636693668873997258435177480920135381", "market_title": "Bitcoin Up or Down - September 1, 6PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-01T22:10:22.315260Z", "retrieved_timestamp": "2026-09-01T22:11:10Z", "quote_offset_seconds": 47.68474, "quote_age_seconds": 47.68474, "bid": null, "ask": null, "midpoint": null, "last_price": 0.625, "spread": null, "selected_entry_price": 0.625, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77274.02, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T221022.315260Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 3, "signal_id": 4, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T21:00:00Z", "return_6h": -0.00908301511850873, "return_12h": -0.009031380350381757, "return_24h": -0.02219989990415927, "close_vs_ema12": -0.0055368511970596, "close_vs_ema24": -0.009211544205598443, "ema12_slope_3h": -0.0027031232336919286, "ema24_slope_6h": -0.005021541149755726, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.851062Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T21:00:00Z", "return_6h": -0.00908301511850873, "return_12h": -0.009031380350381757, "return_24h": -0.02219989990415927, "close_vs_ema12": -0.0055368511970596, "close_vs_ema24": -0.009211544205598443, "ema12_slope_3h": -0.0027031232336919286, "ema24_slope_6h": -0.005021541149755726, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } }, { "id": 3, "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T201019.539018Z", "trigger_timestamp": "2026-09-01T20:10:19.539018Z", "market_start_timestamp": "2026-09-01T20:00:00Z", "resolution_timestamp": "2026-09-01T21:00:00Z", "direction": "UP", "base_run_id": 1069, "small_run_id": 1070, "last_observed_close": 77312.0, "actual_close": 77448.45, "actual_direction": "UP", "direction_correct": 1, "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "created_at": "2026-09-04T02:19:16.509319Z", "market_regime": { "id": 2, "signal_id": 3, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T19:00:00Z", "return_6h": -0.009734477115288187, "return_12h": -0.016791685154599723, "return_24h": -0.020102648911772936, "close_vs_ema12": 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"polymarket", "market_title": "Bitcoin Up or Down - September 1, 4PM ET", "entry_probability": 0.495, "entry_price_type": "historical_price_sample", "entry_price_label": "Historical traded-price sample", "quote_timing_offset_seconds": 52.460982, "strike": null, "strike_gap": null, "data_quality_status": "usable_historical_sample", "probability_bucket": "below_50", "status": "settled", "outcome": "win", "forecast_ids": [ 1069, 1070 ], "forecast_publication_timestamp": "2026-09-01T20:10:19.539018Z", "requested_quote_timestamp": "2026-09-01T20:10:19.539018Z", "retrieved_quote_timestamp": "2026-09-01T20:11:12Z", "quote_retrieval_timestamp": "2026-09-04T02:19:16.839895Z", "timing_difference_seconds": 52.460982, "selected_quote": { "id": 3, "contract_id": 5, "forecast_timestamp": "2026-09-01T20:10:19.539018Z", "requested_timestamp": "2026-09-01T20:10:19.539018Z", "actual_quote_timestamp": "2026-09-01T20:11:12Z", "timestamp_delta_seconds": 52.460982, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "implied_probability": 0.495, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:19:16.839895Z", "raw_json": "{\"request\":{\"start\":1788293419,\"end\":1788293779},\"response\":{\"history\":[{\"t\":1788293472,\"p\":0.495},{\"t\":1788293530,\"p\":0.485},{\"t\":1788293593,\"p\":0.505},{\"t\":1788293654,\"p\":0.605},{\"t\":1788293715,\"p\":0.685},{\"t\":1788293774,\"p\":0.615}]},\"selected\":{\"t\":1788293472,\"p\":0.495}}", "venue": "polymarket", "external_event_id": "938209", "external_market_id": "0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a", "external_contract_id": "109712783273020797228767064245480579725836521425466638285480236809786078418045", "market_title": "Bitcoin Up or Down - September 1, 4PM ET", "contract_side": "UP", "contract_fee_rate": 0.07, "contract_fee_formula": "shares * fee_rate * price * (1 - price)", "contract_data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-4pm-et" }, "selected_entry_price": 0.495, "selected_entry_price_label": "Historical traded-price sample", "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-01T20:10:19.539018Z", "id": 6, "venue": "polymarket", "external_event_id": "938209", "external_market_id": "0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a", "external_contract_id": "77266322512073852806701886007526339264888093221484099858408518050976995720683", "market_title": "Bitcoin Up or Down - 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"external_event_id": "938209", "external_market_id": "0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a", "external_contract_id": "109712783273020797228767064245480579725836521425466638285480236809786078418045", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a": { "DOWN": "77266322512073852806701886007526339264888093221484099858408518050976995720683", "UP": "109712783273020797228767064245480579725836521425466638285480236809786078418045" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 4, "signal_id": 3, "quote_id": 3, "settlement_id": 2, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 195.1219512195122, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 96.58536585365853, "trading_fee": 3.41429, "total_deployed": 99.99965585365852, "settlement_value": 1.0, "settlement_payout": 195.1219512195122, "gross_pnl": 98.53658536585367, "net_pnl": 95.12229536585367, "roi": 0.951226227268797, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:16.846257Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 3, "signal_id": 3, "quote_id": 3, "settlement_id": 2, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.495, "entry_price_type": "historical_price_sample", "gross_cost": 49.5, "trading_fee": 1.74983, "total_deployed": 51.24983, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 50.5, "net_pnl": 48.75017, "roi": 0.9512259845544853, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:16.844827Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77312.0, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "938209", "ticker": "0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a", "market_id": "0xe7a13bcfe338c74328de242d55bdfcf77f9b9c95e21153e0227d838f053d367a", "contract_id": "77266322512073852806701886007526339264888093221484099858408518050976995720683", "market_title": "Bitcoin Up or Down - September 1, 4PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-01T20:10:19.539018Z", "retrieved_timestamp": "2026-09-01T20:11:12Z", "quote_offset_seconds": 52.460982, "quote_age_seconds": 52.460982, "bid": null, "ask": null, "midpoint": null, "last_price": 0.495, "spread": null, "selected_entry_price": 0.495, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77448.45, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T201019.539018Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 2, "signal_id": 3, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T19:00:00Z", "return_6h": -0.009734477115288187, "return_12h": -0.016791685154599723, "return_24h": -0.020102648911772936, "close_vs_ema12": -0.005871612936808823, "close_vs_ema24": -0.009313557613206402, "ema12_slope_3h": -0.004346195317123214, "ema24_slope_6h": -0.004277060445593062, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.850497Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T19:00:00Z", "return_6h": -0.009734477115288187, "return_12h": -0.016791685154599723, 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executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used.", "contracts": [ { "forecast_timestamp": "2026-09-01T19:10:20.259441Z", "id": 2, "venue": "polymarket", "external_event_id": "937900", "external_market_id": "0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44", "external_contract_id": "3952985678807841517319644775911939949850330143630748089676397296381210001328", "market_title": "Bitcoin Up or Down - September 1, 3PM ET", "contract_side": "DOWN", "market_start_timestamp": "2026-09-01T19:00:00Z", "resolution_timestamp": "2026-09-01T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-3pm-et", "first_retrieved_at": "2026-09-04T02:18:41.775054Z", "forecast_run_ids": [ 1064, 1065 ] }, { "forecast_timestamp": "2026-09-01T19:10:20.259441Z", "id": 1, "venue": "polymarket", "external_event_id": "937900", "external_market_id": "0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44", "external_contract_id": "71079381225441193290599509642670503941308688077632535256032467362685525889571", "market_title": "Bitcoin Up or Down - September 1, 3PM ET", "contract_side": "UP", "market_start_timestamp": "2026-09-01T19:00:00Z", "resolution_timestamp": "2026-09-01T20:00:00Z", "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "data_source": "https://gamma-api.polymarket.com/markets/slug/bitcoin-up-or-down-september-1-2026-3pm-et", "first_retrieved_at": "2026-09-04T02:18:41.770672Z", "forecast_run_ids": [ 1064, 1065 ] } ], "quotes": [ { "id": 1, "contract_id": 1, "forecast_timestamp": "2026-09-01T19:10:20.259441Z", "requested_timestamp": "2026-09-01T19:10:20.259441Z", "actual_quote_timestamp": "2026-09-01T19:11:13Z", "timestamp_delta_seconds": 52.740559, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "implied_probability": 0.565, "spread": null, "price_type": "historical_price_sample", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "data_source": "https://clob.polymarket.com/prices-history", "retrieval_timestamp": "2026-09-04T02:18:42.111166Z", "venue": "polymarket", "market_title": "Bitcoin Up or Down - September 1, 3PM ET", "contract_side": "UP", "external_event_id": "937900", "external_market_id": "0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44", "external_contract_id": "71079381225441193290599509642670503941308688077632535256032467362685525889571", "price_label": "Historical traded-price sample" } ], "token_mapping": { "polymarket:0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44": { "DOWN": "3952985678807841517319644775911939949850330143630748089676397296381210001328", "UP": "71079381225441193290599509642670503941308688077632535256032467362685525889571" } }, "data_quality_warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "paper_trades": { "fixed_dollars": { "id": 2, "signal_id": 1, "quote_id": 1, "settlement_id": 1, "stake_mode": "fixed_dollars", "stake_amount": 100.0, "shares": 171.76228100309174, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 97.04568876674682, "trading_fee": 2.95504, "total_deployed": 100.00072876674682, "settlement_value": 1.0, "settlement_payout": 171.76228100309174, "gross_pnl": 74.71659223634492, "net_pnl": 71.76155223634493, "roi": 0.7176102926582646, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:16.507347Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } }, "fixed_shares": { "id": 1, "signal_id": 1, "quote_id": 1, "settlement_id": 1, "stake_mode": "fixed_shares", "stake_amount": 100.0, "shares": 100.0, "entry_price": 0.565, "entry_price_type": "historical_price_sample", "gross_cost": 56.49999999999999, "trading_fee": 1.72043, "total_deployed": 58.22042999999999, "settlement_value": 1.0, "settlement_payout": 100.0, "gross_pnl": 43.50000000000001, "net_pnl": 41.77957000000001, "roi": 0.7176101241437072, "fee_rate": 0.07, "fee_formula": "shares * fee_rate * price * (1 - price)", "created_at": "2026-09-04T02:19:16.505220Z", "quality_status": "usable_historical_sample", "quality_notes": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "assumptions": { "fill_policy": "ask preferred; otherwise explicitly labeled historical sample", "historical_limitation": "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask.", "timestamp_policy": "first available sample at or after forecast timestamp", "max_quote_delay_seconds": 300, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)" } } }, "prediction_metrics": { "btc_price_at_trigger": 77153.9, "kronos_base_predicted_close": null, "kronos_base_displacement": null, "kronos_base_displacement_fraction": null, "kronos_base_confidence": null, "kronos_small_predicted_close": null, "kronos_small_displacement": null, "kronos_small_displacement_fraction": null, "kronos_small_confidence": null }, "position": { "venue": "polymarket", "event_id": "937900", "ticker": "0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44", "market_id": "0x3485bc20cfda55725460f55862ca8b4e1323ddfbcb3117540599fc2315f0db44", "contract_id": "3952985678807841517319644775911939949850330143630748089676397296381210001328", "market_title": "Bitcoin Up or Down - September 1, 3PM ET", "contract_side": "DOWN", "side_taken": "YES", "strike": null }, "entry_quote": { "requested_timestamp": "2026-09-01T19:10:20.259441Z", "retrieved_timestamp": "2026-09-01T19:11:13Z", "quote_offset_seconds": 52.740559, "quote_age_seconds": 52.740559, "bid": null, "ask": null, "midpoint": null, "last_price": 0.565, "spread": null, "selected_entry_price": 0.565, "price_type": "historical_price_sample", "yes_ask_size": null }, "settlement": { "result": "YES", "settlement_value": 1.0, "actual_btc_close": 77312.0, "actual_btc_direction": "UP", "direction_correct": 1, "status": "settled" }, "execution_quality": { "status": "usable_historical_sample", "warnings": [ "First prices-history sample at/after signal; historical bid/ask unavailable, so this is not represented as an executable ask." ], "entry_selection_reason": "Archived executable ask unavailable; the first historical traded-price sample at or after the forecast timestamp was used." }, "strategy_metadata": { "signal_name": "KRONOS_BULL_CONSENSUS", "experiment_group_id": "abc-20260901T191020.259441Z", "empirical_probability": 0.8461538461538461, "probability_label": "discovery-sample 11/13 (in-sample, not calibrated)", "regime": "BEAR", "regime_metadata": { "id": 1, "signal_id": 1, "source": "btcflix_price_features", "method_version": "price_features_v1", "regime": "BEAR", "feature_timestamp": "2026-09-01T18:00:00Z", "return_6h": -0.01089815906876579, "return_12h": -0.02021057994633091, "return_24h": -0.02356611319226498, "close_vs_ema12": -0.008962564257779193, "close_vs_ema24": -0.012139514959454312, "ema12_slope_3h": -0.004469972562267666, "ema24_slope_6h": -0.0038044893360166254, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL", "recorded_at": "2026-09-10T18:06:04.849838Z", "features": { "regime": "BEAR", "source": "btcflix_price_features", "method_version": "price_features_v1", "feature_timestamp": "2026-09-01T18:00:00Z", "return_6h": -0.01089815906876579, "return_12h": -0.02021057994633091, "return_24h": -0.02356611319226498, "close_vs_ema12": -0.008962564257779193, "close_vs_ema24": -0.012139514959454312, "ema12_slope_3h": -0.004469972562267666, "ema24_slope_6h": -0.0038044893360166254, "score": -3, "classification_notes": "BULL/BEAR requires at least two aligned votes from 24h return, close-vs-EMA24, and EMA12 3h slope; otherwise NEUTRAL" } } } } ], "selected_venue": "polymarket", "selected_venue_label": "Polymarket", "available_venues": [ { "key": "polymarket", "label": "Polymarket" }, { "key": "kalshi", "label": "Kalshi" } ] }