Enter Fair, Scratch Weak, Redeem Strong

GitHub: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system

YouTube walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4

Part 2 produced P(up) against TWAP60.

Part 3 is the slot machine that decides whether that probability ever becomes a settled ticket.

Live profile: @abrownfox001

State Machine

SlotOpen
  → wait for edge
  → BUY in 45–55¢
  → re-score every 10–30s
       ├─ decayed → scratch ~flat
       └─ intact  → hold → redeem $1

This is directional micro-forecasting plus risk culling.

Not market making. Not 99¢ farming.

Entry

Trade only if:

1. |P(up) − 0.5| clears threshold
2. ask is inside 45–55¢

README / public-sample pattern:

Item	Observed
Clip	~$50–175
Per-slot cap	~$200–500
Mean held entry	~0.503
Median buy	~47s after open
Mid-band share	~90.6%

Do not lift the first 5 seconds of a thin book. Paying 54¢ for a 50¢ thought deletes the edge.

Re-Score

After entry, nothing is “set and forget.”

Every 10–30 seconds recompute:

• latest 60s TWAP vs open
• updated P(up)
• time remaining
• whether the original thesis is still alive

That loop is the difference between an engine and a hope script.

Scratch Is the Second Edge

Public footprint:

• buy/sell mix 72.9% / 27.1%
• ~930 round-trips at ~0 spread
• avg scratch path 0.504 → 0.503
• sells cluster later (median ~226s)

Those sells are conviction culls. They are why a raw 55–58% signal can become a ~60.7% resolved book.

After TWAP60, retune scratch. A smoother official series makes old 30s decay thresholds too twitchy.

Intra-Slot Timing

Seconds after open	Share
0–5	6.3%
5–30	16.6%
30–150	35.7%
150–270	26.1%
270–300	15.3%

Buys earlier to source fair liquidity.

Sells later to cut dying tickets.

Execution Constraints

At ~50¢ fees are secondary. Binding constraints:

• fill quality
• latency
• depth for true breakeven scratches
• idempotent CLOB orders
• per-slot caps

Implemented in engine.ts + clob.ts. Live trigger remains private.

What Part 4 Covers

What the public sample proves, what it does not, and why the signal stays closed.

Links

• Repo: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system
• Video: https://www.youtube.com/watch?v=XzhugRL6BV4

Not financial advice.

If you have more questions, please feel free to contact me at any time: https://t.me/abrownfox001

My Polymarket Activity: https://polymarket.com/@abrownfox001?tab=activity

**Tags:** `#Polymarket #BTC #TWAP #TradingBot #QuantTrading`