ABROWNFOX001

Posted on Sep 4

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 3 produced a calibrated P(up) against TWAP60.

Part 4 is the slot lifecycle. A good probability still dies if you lift a thin book, hold every fill, or scratch on the wrong clock.

Live profile: @abrownfox001

1. The State Machine

Every active btc-updown-5m-* market runs one loop:

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.

Public code for the loop: src/engine.ts + src/clob.ts.

2. Entry Rules

Trade only when both are true:

|P(up) − 0.5| clears the edge threshold
Ask is inside the fair 45–55¢ band

README / public-sample pattern:

Item	Observed
Typical 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 buy the first 5 seconds just to be first. Paying 54¢ for a 50¢ thought deletes the edge before the thesis starts.

Stagger size through the first half of the slot. Source liquidity near 50¢ instead of lifting the whole offer.

3. 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

TWAP60 made the official path smoother than a last-tick series. Re-scoring still matters. The decay thresholds just need post-cutover data, not old 30s constants.

4. Scratch Is the Second Edge

Most directional bots are only entry engines.

This system treats flattening as a first-class strategy component.

Public footprint:

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

if signal decayed:
    sell back to flat
    recycle capital
else:
    keep holding

Those sells are conviction culls, not profit-taking.

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

Sell-side volume is not proof the strategy failed. It is often proof the filter worked.

5. Timing Inside the Slot

Observed BTC 5m activity by seconds after open:

Bucket	Share
0–5s	6.3%
5–30s	16.6%
30–150s	35.7%
150–270s	26.1%
270–300s	15.3%

Buys skew earlier to source fair liquidity.

Sells skew later to cut dying tickets.

That is the on-chain signature of re-score + scratch.

6. Hold-to-Resolution

Only tickets that keep clearing conviction stay open.

If the held side wins:

redeem at $1
that is where the main PnL shows up

The engine does not depend on fancy mid-slot scalp math. PnL comes from:

fair entries
fewer full $0 losers
winners that reach redemption

7. Constraints That Bind at 50¢

Fees are not the main enemy here. These are:

Fill quality
Latency
Depth for true breakeven scratches
Idempotent CLOB orders
Per-slot caps

A “breakeven scratch” on a thin book is not breakeven. It is a spread tax.

8. Code Map

Module	Role
`markets.ts`	Find the live BTC 5m slot
`engine.ts`	enter → hold → scratch → redeem
`clob.ts`	CLOB v2 orders
`signal.ts`	updated `P(up)` each re-score
`config.ts`	size, thresholds, dry-run

Windows path: Abrownfox001.exe

Developer path: npm start (dry-run by default)

9. Common Mistakes

Entering at slot open
One giant clip instead of staggered size
Holding every fill to resolution
Scratching too fast on a smoother 60s path
Scratching too slow after the thesis is dead
Copying 5m scratch timers onto a 15m book

10. What Part 5 Covers

Architecture is not results.

Part 5 covers:

what the public sample proves
what it does not prove
risks after TWAP60
why the live signal stays closed
how to verify the wallet independently

Links

Repo: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system
Video: https://www.youtube.com/watch?v=XzhugRL6BV4
Live activity: https://polymarket.com/@abrownfox001?tab=activity

Not financial advice. Paper or micro-size first.

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

#Polymarket #BTC #TWAP #TradingBot #AlgoTrading #PredictionMarkets #QuantTrading

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