Trader Kate · Cross-venue crypto-binary console

Live Signals Dashboard

TRADER KATE

Public live signals · BTC + ETH Polymarket vs Deribit fair
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Educational only. This is a real-time view of a personal trading research system. The signals shown are computed from public Deribit option-chain data and Polymarket prices. Not financial advice. Not a recommendation to trade. Past performance does not predict future results.
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BTC Spot
ETH Spot
Resolution
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⚠ Trading paused — 2026-05-20
Do NOT place trades manually from these signals. The auto-executor is being built on openclaw (Aneep). Track record continues to log; execution returns when the server-side runner is live.

Live signals (READ-ONLY)

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Open positions

Live Polymarket positions (account holdings)
MarketSideSizeAvg ¢Cur ¢P&L
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BTC live scan

BTC — Polymarket vs Deribit fair
BucketPM YES ¢Kate fair %Δ YES (pp)Liquidity
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ETH live scan

ETH — Polymarket vs Deribit fair
BucketPM YES ¢Kate fair %Δ YES (pp)Liquidity
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BTC above scan — over / under-priced

BTC "above $K" — Polymarket YES vs Deribit fair P(spot > K)
ThresholdPM YES ¢Kate fair %Δ (pp)VerdictLiquidity
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Δ = Kate fair − PM YES. Positive Δ ⇒ Polymarket is underpricing the "above" outcome (cheap YES); negative Δ ⇒ overpriced. ±2pp deadband = fairly priced.

ETH above scan — over / under-priced

ETH "above $K" — Polymarket YES vs Deribit fair P(spot > K)
ThresholdPM YES ¢Kate fair %Δ (pp)VerdictLiquidity
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Δ = Kate fair − PM YES. Positive Δ ⇒ Polymarket is underpricing the "above" outcome (cheap YES); negative Δ ⇒ overpriced. ±2pp deadband = fairly priced.

Edge Tracker — today's top 5

Best 5 trades right now — ranked by EV% × win probability
#TradeEntry ¢Win probEV%Score
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Universe: "above" markets (both sides) + band signals passing entry discipline — price 15–65¢, adjusted win prob ≥ 51%, net edge ≥ 5pp after cost. Win prob is the Deribit-implied probability haircut toward 50% (k=0.85, anti-overconfidence); EV% is expected ROI on capital at risk at that adjusted prob; Score = net edge × adjusted win prob. Mirrors the kate-runner execution limits.

Daily record & resolutions → live experiment from 3rd quarter, 2026

+2.61% in week one — a pace of ≈+12% monthly, ≈+280% annualized
Jun 30 – Jul 6 markets, realized: +$3.56 profit on $136.54 deployed · 27W / 11L markets (71% win) · 5 of 6 trading days positive.
Presumed yield compounds the first week’s realized return (×1.0261 weekly, capital recycled daily). One week of data — an extrapolation, not a promise.
Live experiment — real-money results from the wallet ledger (Q3 2026)
DayDeployedReturnedP&LROIW / L
Tue Jun 30$25.31$35.47+$10.16+40.1%7 / 0
Wed Jul 1$20.35$10.00−$10.35−50.9%2 / 4
Thu Jul 2$29.53$26.62−$2.91−9.9%5 / 3
Fri Jul 3$18.02$20.00+$1.98+11.0%4 / 2
Sat Jul 4$14.99$17.44+$2.45+16.3%3 / 0
Sun Jul 5No trading — no same-day market
Mon Jul 6$28.35$30.57+$2.22+7.8%6 / 2
Total$136.54$140.10+$3.56+2.61%27 / 11
Realized results from the Polymarket wallet transaction ledger (export dated 2026-07-07), grouped by market date. The record opens with the June 30 markets, which resolved at 16:00 UTC — past midnight July 1 local time — the first resolutions of Q3. P&L per market = redemptions + sells − buys; losing positions expire worthless with no redemption row, so their full cost is captured. ROI = net P&L ÷ capital deployed into resolved markets. Unresolved (same-day) positions are excluded until they resolve. All exits so far were redemptions at resolution — no early sells fired. Updated manually from wallet exports; last updated 2026-07-07. Educational only — not financial advice.

Hedge desk — call & put spread trades

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For each mispriced "above" market: if OVERPRICED the play is BUY NO hedged with a Deribit call spread (long lower strike, short the threshold) that pays if price breaks up; if UNDERPRICED the play is BUY YES hedged with a put spread (long upper strike, short the threshold) that pays if price breaks down. Max-EV is the unhedged leg; ~99%-win adds the spread, sized so its $1 payoff offsets the loss leg. Deribit legs use the next-day 08:00 UTC expiry, closed at Polymarket resolution (~16:00 UTC) — the option's residual time value at that moment is why it's ~99%, not 100%. When the spread debit exceeds the edge, no near-riskless lock exists and the desk says so rather than inventing one. Educational only — not financial advice.