idle · 7 open 0 armed 239 pending signals

F Summer pie range-flip 670-770 band vetoed

vetoed at ship time: claimed per_cycle_gp 400000 exceeds 2x the live recomputation 112080 (margin 40 x 2802 fillable units)

buy ≤
692
sell ≥
746
kill @
670
units
10.0k
gp/1h proj
100.0k
capital
6.92M
opened
4.5h ago

Summer pie oscillates in a 100gp band (670-770) across 27 days of daily data; current 40gp spread is at the upper end of the typical 10-25gp avg_hour margin (per seasonality). Persistence 0.54 and roundtrips_24h 42 confirm a standing book. Buy limit 10,000 + tight band = 400k gp/cycle at honest size.

Entry: Place buy at 692 gp; convert fills to sell at 746 gp within 4h.
Exit: Sell at 746 gp; if margin drops below 25gp for two consecutive daily checks, cancel and stand down.

Kill switch: Daily close below 680gp flat for 2 consecutive days (regime change); OR margin < 20gp for 3 consecutive daily checks.

From run 468 · F-summer-pie-20260801

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