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Part 2 was the 50¢ identity after fees.
Part 3 is the other half of that math: most 5-minute slots should produce no order.
A directional engine dies when it treats every btc-updown-5m-* print as mandatory. The edge is not “trade 288 slots a day.” The edge is refusing the ones where the contract is broken.
Skip is a first-class output
src/signal.ts is allowed to return side = none and trusted = false.
The engine should log that as success:
SKIP reason=stale_twap
SKIP reason=no_open_ref
SKIP reason=ask_outside_band
SKIP reason=late_slot
SKIP reason=no_edge_after_fees
If your logs are only fills, you cannot see the strategy. You can only see the accidents.
The skip list
| Condition | Why the slot is illegal |
|---|---|
| TWAP age over the freshness cap | You are scoring a snapshot |
| Reconnect with no new stamped TWAP | Last value is dead |
open_ref missing or guessed late |
Wrong binary |
| Ask / bid outside 45–55¢ | You are paying up for a coin-flip |
P(up) close to mid after fees |
No trade, just turnover |
| First ~30s, book thin | Starter only or wait |
| Last ~30s, no position yet | Too late to start a thesis |
| Rate-limit warning up | You may not be able to scratch |
| Unacked clip already in flight | Double-send risk |
| Inventory ≠ last fill | Blind |
Two of those in the same slot is not “be careful.” It is NO_NEW_ENTRIES or HALT.
Pretty P(up) is not an override
The most expensive skips are the ones that feel cowardly.
- 61% read at
t=12son a 3-lot ask - 58% read at 59¢
- 57% read after the socket just resumed
- 64% read at
t=286swith no prior position
Those are how a 50¢ engine becomes a chase engine.
The previous series already defined the rule: the signal estimates settlement. The engine decides whether the book will pay you. When the book will not pay you, the correct P(up) still produces SKIP.
What the tape should show
A healthy day has more skipped slots than filled slots.
On the public activity feed you will not see the skips. You will see the residue:
- fewer late-bell dumps
- fewer 60¢+ entries
- scratches still near entry
- clip sizes boring
If every slot shows a fill, the skip list is documentation, not code.
Part 4: use the public tape as a unit test for this policy.
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
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