P-TRADING / V1.8

Agent diagnosis

LIVE EXECUTION DISABLEDSYNTHETIC / NO ACCOUNT CONNECTION

VenueOKXEnvironmentSYNTHETICStrategyTREND_POSITIONMarket dataFRESH / 12 msFeed / WSSYNTHETIC / NO LIVE SOCKETRiskOKKill switchCLEAR (DEMO)

Research feedback

PROPOSED / NOT APPROVED

Observation

84 matured 5s markouts; mean 11.4843 USDT/unit

Hypothesis

Positive sample markout does not establish profitability; test sensitivity to fees, latency and queue assumptions.

Experiment

Freeze seed/time splits; compare mid-only baseline versus source-owned fair-price model with equal costs and limits.

Governance

Out-of-sample replay -> paper/shadow -> independent Human approval

Evidence / Agent-readable proposal

{
  "id": "BTC-USDT-research-1789185690012",
  "source": "Frozen synthetic L1 / fills / uncalibrated illustrative control",
  "asOf": 1789185690012,
  "observation": "84 matured 5s markouts; mean 11.4843 USDT/unit",
  "hypothesis": "Positive sample markout does not establish profitability; test sensitivity to fees, latency and queue assumptions.",
  "experiment": "Freeze seed/time splits; compare mid-only baseline versus source-owned fair-price model with equal costs and limits.",
  "owner": "PMMT / PTFT / SMT",
  "status": "PROPOSED_NOT_APPROVED",
  "nextGate": "Out-of-sample replay -> paper/shadow -> independent Human approval",
  "evidenceRefs": [
    "BTC-USDT-fill-22",
    "BTC-USDT-fill-24",
    "BTC-USDT-fill-42",
    "BTC-USDT-fill-44",
    "BTC-USDT-fill-62",
    "BTC-USDT-fill-64",
    "BTC-USDT-fill-82",
    "BTC-USDT-fill-84",
    "BTC-USDT-fill-102",
    "BTC-USDT-fill-104",
    "BTC-USDT-fill-122",
    "BTC-USDT-fill-124",
    "BTC-USDT-fill-142",
    "BTC-USDT-fill-144",
    "BTC-USDT-fill-162",
    "BTC-USDT-fill-164",
    "BTC-USDT-fill-182",
    "BTC-USDT-fill-184",
    "BTC-USDT-fill-202",
    "BTC-USDT-fill-204",
    "BTC-USDT-fill-222",
    "BTC-USDT-fill-224",
    "BTC-USDT-fill-242",
    "BTC-USDT-fill-244",
    "BTC-USDT-fill-262",
    "BTC-USDT-fill-264",
    "BTC-USDT-fill-282",
    "BTC-USDT-fill-284",
    "BTC-USDT-fill-302",
    "BTC-USDT-fill-304",
    "BTC-USDT-fill-322",
    "BTC-USDT-fill-324",
    "BTC-USDT-fill-342",
    "BTC-USDT-fill-344",
    "BTC-USDT-fill-362",
    "BTC-USDT-fill-364",
    "BTC-USDT-fill-382",
    "BTC-USDT-fill-384",
    "BTC-USDT-fill-402",
    "BTC-USDT-fill-404",
    "BTC-USDT-fill-422",
    "BTC-USDT-fill-424",
    "BTC-USDT-fill-442",
    "BTC-USDT-fill-444",
    "BTC-USDT-fill-462",
    "BTC-USDT-fill-464",
    "BTC-USDT-fill-482",
    "BTC-USDT-fill-484",
    "BTC-USDT-fill-502",
    "BTC-USDT-fill-504",
    "BTC-USDT-fill-522",
    "BTC-USDT-fill-524",
    "BTC-USDT-fill-542",
    "BTC-USDT-fill-544",
    "BTC-USDT-fill-562",
    "BTC-USDT-fill-564",
    "BTC-USDT-fill-582",
    "BTC-USDT-fill-584",
    "BTC-USDT-fill-602",
    "BTC-USDT-fill-604",
    "BTC-USDT-fill-622",
    "BTC-USDT-fill-624",
    "BTC-USDT-fill-642",
    "BTC-USDT-fill-644",
    "BTC-USDT-fill-662",
    "BTC-USDT-fill-664",
    "BTC-USDT-fill-682",
    "BTC-USDT-fill-684",
    "BTC-USDT-fill-702",
    "BTC-USDT-fill-704",
    "BTC-USDT-fill-722",
    "BTC-USDT-fill-724",
    "BTC-USDT-fill-742",
    "BTC-USDT-fill-744",
    "BTC-USDT-fill-762",
    "BTC-USDT-fill-764",
    "BTC-USDT-fill-782",
    "BTC-USDT-fill-784",
    "BTC-USDT-fill-802",
    "BTC-USDT-fill-804",
    "BTC-USDT-fill-822",
    "BTC-USDT-fill-824",
    "BTC-USDT-fill-842",
    "BTC-USDT-fill-844"
  ],
  "liveActionAllowed": false
}

Frozen synthetic L1 / fills / uncalibrated illustrative controlEvidence & research gates

Agent registry