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Market sensingThe analytics behind the decisions: the live regime, the recency-decayed transition forecast, profitable portfolio cycles, the joint-density edges, and the recursive prediction surface.
- Live regime
- unclassified
- Next states
- 0
- Profitable cycles
- 0
- Expected capacity
- -0.00
- Priced assets
- 2
Sensing live0 regimes classified0 assets drifting
Asset universeDiscovered from live evidence: provider tape, market pricing (external or internal book), and the position book's own implied rates. Nothing in this table is configured.
| Asset | Price source | Reference price | Quote | Ticks | Positions | Marks |
|---|---|---|---|---|---|---|
| cre8/coin | position_book | 0.1000 | cre8/item/chess/piece/15 | 0 | 1 | 0 |
| cre8/item/chess/piece/15 | position_book | 10.0000 | cre8/coin | 0 | 1 | 0 |
Regimes
No regimes classified yet
Regime · solver leaderboard
No per-regime outcomes yet
Transition forecast
No forecast yet: A forecast publishes once the last observed joint state has at least 3 recorded transitions out of it.
Per-asset drift
No drift signal
Profitable cycles
No profitable cycles discovered yet
Joint-density top edges
No joint observations yet
Prediction surface
| Asset | Current price | Peak P(clear) | Peak price | Σ capacity |
|---|---|---|---|---|
| cre8/coin | 0.1000 | 0.0% | 0.1050 | -0.00 |
| cre8/item/chess/piece/15 | 10.0000 | 0.0% | 10.5000 | -0.00 |
Brain → book bridgeComplement-gap trades become real book positions, posted as peer capitalstrategy on market/default, when the runtime runs with CRE8_CAPITALSTRATEGY_POST_POSITIONS=1.
Off: the brain trades on paper and posts nothing to the book.