Read-only public dashboard

Cassy Trades

A calmer, presentation-quality research surface for three BTC strategy interpretations. The page keeps live public market context, simulator insights, and historical replay summaries — but removes public tuning controls, order-routing concepts, and internal-console density.

Disclaimer: This page is for public research and presentation only. It does not place trades, mirror accounts, expose private infrastructure, or provide execution controls. Every visible card is read-only and grounded in public market data or same-origin public artifacts.

Shared context

Premium market snapshot cards

Spot, active BTC market windows, boundary timing, and cross-venue divergence are grouped into clean summary cards instead of placeholder-heavy modules.

Simulator lens

Generated read-only insights

The simulator still computes live stance, regime, and input summaries, but the public control surface has been removed in favor of curated views.

Historical replay

Presentation-quality replay summaries

Historical replay remains available through tables, charts, and notes — now framed as a fixed public presentation rather than a tuning console.

Shared market context

A premium summary strip shared by all three strategy views. It keeps the same public-safe market layer, but presents it in calmer cards with stronger hierarchy and cleaner spacing.

Public feeds only
BTC spot snapshot Waiting for public spot price, 24h move, and short-horizon context.
Active BTC market windows Waiting for live 5m and 15m market context from public market metadata.
Time remaining Waiting for the current event-window countdown and the next market boundary timing.
Venue divergence Waiting for public cross-venue spread and short-range comparison data.

Real-time simulator insights

Live simulator logic still runs in the browser against the public data layer, but the page now surfaces the result as a curated read-only insight view instead of a public heuristic-tuning panel.

Generated summaries · no controls

Curated live lens

The public page now shows a fixed presentation preset for each strategy tab. Tab changes update the read-only narrative, threshold framing, and safety posture automatically.

Model lens Weekend fast-window read

Short-horizon spot move, current market midpoint, and time-to-boundary context.

Curated thresholds Balanced presentation preset

A fixed public profile keeps the simulator legible without exposing knobs.

Safety posture Browser-only, read-only

No account connectivity, no order placement, and no internal routing concepts.

Weekend BTC 5m Scalper

The live simulator summary adapts to the selected strategy tab and current public market state.

Public inputs only
Simulated stance Waiting for public inputs

The dashboard will render the current read-only simulator view once the browser has usable spot and market context.

Heuristic score Waiting for live context
Edge estimate Waiting for live context
Interpretation band Waiting for live context
Probability move range Waiting for live context

Why the model reads this way

  • Awaiting public data.

Why the model stays restrained

  • No evaluation yet.

Regime flags

  • Flags will appear once the simulator has inputs.

Public inputs used

  • Spot, market windows, orderbook summaries, and countdowns remain browser-side and read-only.
Simulation only. The curated public view never exposes trading actions or private systems.

Historical replay

The same public replay engine remains intact, but the public presentation now shows a fixed, strategy-aware replay summary instead of exposing sliders, selectors, or mode switches.

Replay summaries · no controls

Replay presentation preset

Historical replay uses the same-origin public BTC candle artifact and time-causal evaluation logic. Strategy tabs change the lens, but public viewers cannot retune the backtest parameters.

Coverage window Last 3 days

A fixed public replay slice chosen for readability and consistency.

Replay model Maker-style friction estimate

Same-origin public candles with causal rules and presentation-focused metrics.

Interpretation Illustrative, not PnL

Replay returns remain labeled as estimates rather than actual account performance.

Weekend BTC 5m Scalper

Replay output will update to match the selected strategy tab and its curated public preset.

Loading replay data…
Replay mode Waiting for public BTC history

The replay view will populate once the same-origin Binance BTC candle dataset loads.

Qualified windows Waiting for replay data
Positive-window share Waiting for replay data
Average replay label Waiting for replay data
Largest replay drawdown Waiting for replay data

Cumulative replay return curve

The chart will render after the first public historical replay pass.

No replay points yet.

Sensitivity table

Scenario Qualified windows Positive-window share Avg replay label Cumulative replay label
Sensitivity runs will appear once replay data is available.

Regime breakdown

  • Waiting for replay data.

Notable replay windows

  • No window summaries yet.

Replay outcome matrix

Bucket Count Meaning
Observation matrix will appear once replay data is available.

Replay notes

  • Replay notes will appear after the first historical replay pass.
Public spot-window replay only. This section uses Binance public candles and replay-return labels rather than actual account PnL.

Weekend BTC 5m Scalper

A curated public explanation of the weekend-focused fast-window BTC concept. The emphasis is short-horizon context, weekend cadence, and how public market windows line up — not live signal controls.

Curated read-only view

Source-derived notes

  • Weekend cadence matters because fast-window BTC behavior can look different when liquidity thins and event windows compress.
  • The product view prioritizes current spot, market-window pricing, and slot countdown context over dense internal instrumentation.
  • The page stops at observation. It does not expose any route from public context to account action.
BTC spot summary Waiting for public price snapshot data.
Next 5m countdown Waiting for next boundary timing.
BTC 5m / 15m markets Waiting for live market-window cards.
Live simulator snapshot Waiting for the current short-window read-only simulator view.
Historical replay snapshot Waiting for replay metrics and chart context.

Markov Chain Probability Engine

A polished public view for transition-based probability research. The tab keeps state bins, transition summaries, and replay notes, but reframes them as a calm analytical surface rather than an internal parameter lab.

Probability-state research

Source-derived notes

  • Recent YES-probability states can be treated as a sequence with transitions rather than isolated point estimates.
  • This public view keeps maker-first and longshot-bias framing, but expresses it through summaries and cautions rather than operational prompts.
  • The result is a cleaner product page for reading sequence behavior, next-state pressure, and replay context.
Recent probability bins Waiting for YES-probability state mapping.
Transition matrix summary Waiting for state-to-state transition output.
Next-state distribution Waiting for sequence-derived forecast output.
Live simulator snapshot Waiting for the current transition-state simulator summary.
Historical replay snapshot Waiting for curated replay metrics.

Orderbook Lifecycle Engine

A calmer public presentation of the lifecycle framework: divergence checks, slot timing, friction awareness, and review-oriented guardrails translated into an execution-free dashboard.

Lifecycle discipline

Source-derived notes

  • Lifecycle thinking begins with comparison: watch venue gaps, understand the slot, and place the current window in context before drawing a directional read.
  • The public page keeps orderbook context only at the level of spread and friction summaries, without exposing an operational surface.
  • Time pressure and divergence remain central, but only as public analytical concepts rather than workflow steps.
Binance vs Coinbase divergence Waiting for public venue comparison data.
BTC 5m realized move Waiting for current short-range context.
Outcome spread snapshot Waiting for read-only orderbook structure output.
Live simulator snapshot Waiting for the current lifecycle simulator summary.
Historical replay snapshot Waiting for lifecycle replay metrics.

Methodology & safeguards

The public dashboard keeps its analytical value while staying firmly presentation-grade and public-safe.

Source-backed · read-only

Public inputs only

Live context comes from public spot feeds, Polymarket public endpoints, and same-origin public snapshot artifacts. No auth state or account-specific data is used.

Curated defaults

Tabs still switch between three strategy interpretations, but every simulator and replay view now runs on fixed public presets rather than public tuning widgets.

No execution surface

The page contains no trade placement, private infrastructure links, wallet state, or public-facing knobs that could be mistaken for an operational console.

What remains visible

  • Three strategy tabs with curated read-only views.
  • Shared market context cards for spot, market windows, timing, and divergence.
  • Generated simulator insight cards and lists.
  • Historical replay tables, chart, regime summaries, and notes.
Public sources

Source and methodology references