OPERATOR ATTRIBUTION — operator vs autonomous counterfactual
Everything here is evidence, not the operator
view. Numbers in this drawer may use different accounts, different
venues and different cost models from the desk above — each block
says which.
PROFIT RATCHET — attribution vs Primary and vs fixed PL499
One change: the fixed +4.99 lock becomes a
stepped 1.00 bps floor, floor = 4.99 + floor((MFE − 4.99)
/ 1.00), monotonic. Crossing a level raises the floor and costs
nothing — cost arises only on execution. The original TARGET
stays fully reachable.
open to load…
LEGACY REAL ACCOUNT — NOT ACTIVE FOR PL499 SIZING
Historical reference only. This is the
original $3,000 Real Account epoch from 2026-10-07T09:32:54Z. Its
equity has zero influence on PL499 sizing, equity or
statistics, and its rows were neither deleted nor rewritten.
Read-only snapshot taken at
PRE_PL499_SAMPLE_END. It no longer accumulates trades. Nothing was
deleted, rewritten or recalculated to create it.
PL499 — attribution, slippage and per-trade record
One change only: a hard +4.99 bps profit lock.
The lock arms at the first ≥ +4.99 favourable excursion, the
original TARGET stays reachable, and a later reversal through +4.99
exits at the next executable quote — no fabricated fill at
4.9900, no waiting for recovery, no fallback to the original stop.
open to load…
WAVE INTELLIGENCE — +3 GATE (ENTER NOW vs WAIT FOR +5)
One binary question at +3.00 bps, answered by
ONE frozen logistic score over the four wave families — not by a
winner-takes-all vote. A WAIT still trades if +5 confirms and earns
exactly $0 if it never does, which is the outcome the gate is trying
to buy. The indicators may change nothing except that choice.
open to load…
CONFIRMATION DISTANCE CONTROL (+5 bps vs +3 bps)
Forward-only. STATIC_CONFIRM_3BPS reads the
frozen engine's own +3.00 bps variant (vid 6) beside Primary's +5.00
bps (vid 12), so boundary, direction, stop geometry, target, sizing,
the 23x cap, management, exits and lifetime are identical by
construction. No indicator can reach it. Not a promotion: +3 bps
measured −2.200 bps/signal out of sample.
open to load…
CONFIRMATION ROUTER — VERDICT F, superseded (kept as evidence)
WAVE_PRIMARY is a $3,000 forward-only
OBSERVATION account on Binance USDC costs. It shares the frozen engine's
signals and changes only the confirmation timestamp — every
alternative outcome is read from the engine's own ledger, never
simulated. PRIMARY is untouched.
LEGACY SHADOW ACCOUNT MODEL — NOT AN
EXCHANGE WALLET BALANCE
VENUE COST LAB · OKX CONTROL · COST OPTIMIZER
DETAIL · BINANCE DEMO · COLLECTOR HEALTH ·
ENGINE FREEZE & SAFETY · RAW EVIDENCE
REAL ACCOUNT MODEL — $3,000 · MAX 23× ·
SHADOW ONLY
———
—
Account — compounding, optimized costs only
23× AGGREGATE
LEVERAGE GATE
—
EQUITY AND P&L
LEVERAGE AND SIZE
NET LOSS AT STOP — TRUE RISK
Open trade economics — baseline vs optimized,
same quantity
THIS POSITION
AT TARGET (TRUE NET)
COST MODEL — PER TRADE, NOT AVERAGED
Fee tier and turnover — real-account notional
only
Cost reconciliation audit — explicit, never a
silent rewrite
—
Epoch ledger — every primary trade since the
forward start
—
VENUE COST LAB — where the same trade is cheapest
(research, read-only)
—
Candidate contracts — measured spread, depth
at our own notional, and the blended 46/54 exit mix
Fee landscape — with provenance
STABLECOIN BASIS (MEASURED)
PARETO — COST IS NOT THE ONLY AXIS
COLLECTOR
—
BINANCE DEMO EXECUTION — plumbing only
DEMO EXECUTION DATA IS NOT
LIVE-MARKET ECONOMIC EVIDENCE
—
State machine
—
Compression range
Both candidates — the engine is not predicting, it is watching
LONG candidate —
SHORT candidate —
A first touch is not an entry. A breakout that fails to
confirm and falls back inside the range does not flip the engine
to the other side — it returns to watching both. Only the first side to
genuinely confirm is taken, and the opposite candidate is then
invalidated for that setup.
Price and the levels that matter
candlebars
up candledown candlerange boundary / breakout levelconfirmation levelentrySLTP / trailingshaded = compression zone · B breakout · C confirmation · ▲▼ entry · ✕ exit
LIVE SHADOW POSITION — PRIMARY STRATEGY
—
NET UNREALIZED P&L——
————
NO ACTIVE PRIMARY SHADOW POSITION
Latest completed primary trade
Confirmation & entry
Risk, size and costs
Position size is derived from the fixed monetary
risk and the actual stop distance — a wider stop buys a smaller
position. It is never a fixed quantity.
Open shadow positions (primary rule shown first)
EXECUTION COST OPTIMIZER
VERIFIED FROM OKX ACCOUNT UIMaker —Taker —Tier ———
CURRENT ALL-IN COST——
REALISTIC OPTIMIZED COST——
SAVING——
BREAK-EVEN COST——
COST SAVINGS ALONE MAKE PRIMARY POSITIVE?——
Real account model vs shadow engine — never equivalent
REAL CAPITAL BASELINE—
—
SHADOW ENGINE NOTIONAL — NOT CAPITAL—
—
—
—
Verified OKX futures fee ladder
Live open position — cost breakdown
Cost route ladder — arithmetic reference
These four rows are fee arithmetic only, at the
verified account tier. The measured simulation below is what the market
data actually supports — a lower fee is not a saving if another
component rises more.
Where the measured saving comes from
Cost floors and the Pareto frontier
Winners vs losers
Maker-first entry — every predefined setting, applied to every trade
Exit levers measured
Realistic combinations
Alternative venue cost radar — research only, never routed
Fee tier watch — organic volume only
Official fee / rebate / programme audit
Cost opportunity backlog
Levers that could NOT be tested, and exactly why
PRIMARY STRATEGY — FORWARD RESULTS
—
One rule, one stop definition, one management
policy — the forward SHADOW record of the strategy shown in the
live panel above. Archive calibration never wrote to this database, and
the window line states the earliest recorded entry so the claim can be
checked rather than taken.
EXPERIMENT AGGREGATE — ALL VARIANTS · setups & confirmation
EXPERIMENT AGGREGATE — ALL VARIANTS · economics
This is the sum/statistics of many
parallel hypothetical variants on the same setups. It is not a single
account balance or a single live strategy P&L.
The central question — net expectancy by confirmation distance
Where does extra confirmation stop paying for the move it
costs? Every variant runs concurrently on the same setups, so these rows
are a like-for-like comparison. The independent unit is the
setup, not the row.
Best and worst variants (confirmation × entry × stop × management)