ARB ENGINE//5-MIN BTC MARKETS← engines
BLOCK 82342VOL $3.72BEDGE 14.8%● LIVE
Bayesian Model (Likelihood)
P(D|H) = f(spot_δ, vol, book)

BTC spot change, short-term vol, order book imbalance, reprice speed

prior
0.538
post
0.617
conf
91.8%
spot_δ
9.6%
vol
18.0%
book
11.0%
Edge + Spread (Z-Score)
z = (s − μₛ) / σₛ

s = P₁ − P₂ · cross-mkt arb trigger

EV
0.0394
net
0.0181 PASS
z-score
2.33
spread
1.4¢
Execution Layer (Kelly)
f* = (b·p − q) / b
f*
0.082
frac 0.25×
0.021
b
2.2
γ
0.33

5m BTC arb · limit only · directional hedge

+$40.60-$9.73
late-to-tomorrow
N=140 paths · Bayes×vol · Kelly sized
Training Stream
06:23:15[BAYES]post=0.617 conf=91.8%
06:23:15[FILL]edge +$10.63 YES@0.54
06:23:15[KELLY]f*=0.082 frac=0.021
06:23:15[EXEC]limit filled 42 contracts
06:23:15[SCAN]BTC 5m window open
06:23:15[SPREAD]z=2.33 spread=1.4¢ PASS
06:23:15[HEDGE]delta hedge -0.12 BTC
06:23:15[FILTER]slippage gate PASS
06:23:15[BAYES]post=0.617 conf=91.8%
06:23:15[FILL]edge +$10.63 YES@0.54
06:23:15[KELLY]f*=0.082 frac=0.021
06:23:15[EXEC]limit filled 42 contracts
06:23:15[SCAN]BTC 5m window open
06:23:15[SPREAD]z=2.33 spread=1.4¢ PASS
06:23:15[HEDGE]delta hedge -0.12 BTC
06:23:15[FILTER]slippage gate PASS
Bot Metrics & Status
Balance$9,761
Deposit$2,050
ROI376.1%
Win Rate59.5%
Edge13.19%
Trades/Hr273
Sharpe3.77
Max DD4.2%
PolymarketONLINE
LMSRONLINE
BayesONLINE
KellyONLINE
SlippageACTIVE
ScannerSCAN
P&L Curve
$9,761
from $2,050 → 376.1% ROI