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Settlement Math — BRTI Window vs Last Tick vs Offshore TWAP

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

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

Telegram: https://t.me/abrownfox001

Part 1: the US app launched 15-minute Bitcoin Up/Down.

Part 2 is the only question that matters for a bot:

What number does the venue actually settle on?

If that number is not your model target, you do not have a strategy. You have a candle opinion.

Three closes people confuse

Source What it is Legal for which book?
Last CEX print One trade at expiry Almost never
Offshore Chainlink TWAP Official short window on the on-chain crypto binaries Offshore 5m / 15m
US posted rules Example US 15m text: last-minute average of 60 BRTI prints, rounded to 2 decimals, at both open and end That specific US contract

Same “Up or Down” label. Different (Y).

On a posted Polymarket US 15m rule set I checked, settlement is not “was Binance ticking up.” It is closer to:

[
\text{Up} \iff \text{avg}(60 \text{ BRTI prints before } t_{\text{end}}) \ge \text{avg}(60 \text{ BRTI prints before } t_{\text{open}})
]

That is a one-minute window average at two timestamps — CF Benchmarks’ Bitcoin Real-Time Index — not a wick.

Ask-box chatter also points at Chainlink TWAP language for some 15m crypto binaries. Do not assume. Read the market card you are trading. US and offshore cards are allowed to disagree.

Why last tick dies here

A last-tick bot wins on the spike that the average ignores.

A window-average bot dies on the spike that the chat is celebrating.

If BTC wicks +$80 with 8 seconds left and the last-minute mean barely moved, the US contract can still resolve Down. Your screenshot of “price now” is not the judge.

That is the same lesson as the offshore TWAP cutover: train on the settlement object, or your win rate is a backtest against the wrong close.

What @abrownfox001 is allowed to reuse

Reuse the contract, not the feed:

  • freeze open_ref from the official family
  • score live value from the same family
  • halt when that feed is stale
  • never invent open from a random Binance candle

Do not reuse:

  • 5-minute slot clock
  • 30-second TWAP topic as if it were BRTI
  • CLOB v2 order IDs on the US app
  • “if CEX leads, override the official average”

CEX lead-lag can still be a feature. It cannot be the oracle.

Practical check before any US 15m code

1. Copy the resolution source off the live card
2. Name the open statistic
3. Name the end statistic
4. Name the rounding rule
5. Only then estimate P(up)
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If step 1 is “I assumed Chainlink because offshore uses it,” stop.

Part 3: why US 15m flow will look like chase, not like a 50¢ specialist tape.

Not financial advice. Paper or micro-size first. Rules differ by venue and by market card.

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 #PolymarketUS #TWAP #BRTI #Bitcoin #TradingBot #PredictionMarkets
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