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Backtest

bt-0611 · manifest a7fc609 · 2026-06-01 → 2026-06-08 · ran in 14 min
Fees · per-marketLatency · 250 msMin edge · 1.5¢
SAMPLE DATA
P&L · window$+86on $10,000 · after fees
Trades · window2315 resolved in our favour
Realised edge+1.1¢per contract, after fees
Max drawdown−$41Jun 4 → Jun 5
Idle83%of hours, no position
Fees · window$6342% of gross

Equity · 2026-06-01 → 2026-06-08 · after fees

EquityTrade
10,08610,04310,000Jun 1Jun 2 12hJun 4 12hJun 6 12hJun 8

What we traded · 23 baskets in the window · showing 5

EnteredVenuePositionEntryExitEdge pred.RealisedP&LState
Jun 7 · 09:12PM
NBA Finals winner · 4-leg basket · 200
coherence · sum 103.6¢ · sports_fees_v2 3%
96.4¢100¢+1.8¢+1.6¢+$24Resolved
Jun 6 · 16:40KX
KXFED June decision · hold + cut, both sides · 200
coherence · yes+no 102.1¢ · fee_multiplier 1.0
97.9¢100¢+1.5¢+1.5¢+$18Resolved
Jun 4 · 21:05PM
Roland-Garros men's champion · 6-leg basket · 200
coherence · partial fill, leg 4 missed at 250 ms
98.8¢97.2¢+2.1¢-1.6¢−$41Unwound
Jun 3 · 11:30PM
UK by-election winner · 3-leg basket · 200
coherence · zero_fees market
97.0¢100¢+3.0¢+3.0¢+$30Resolved
Jun 2 · 08:55KX
KXCPI May print · ladder, 3 adjacent ranges · 200
coherence · ladder sum 101.9¢
98.1¢100¢+1.6¢+1.1¢+$11Resolved

Questions in scope

TradedStayed out
VenueQuestionSumFeesEdgeDepthWindowDecision
PM
NBA Finals winner — 4 outcomes
incoherent for 41 s · filled all 4 legs
103.6¢3.0¢+1.8¢
Traded
KX
KXVOTEGENERAL — turnout ladder, 11 ranges
edge 0.9¢ below 1.5¢ threshold
101.9¢1.0¢+0.9¢
Stay out
PM
French Open women's champion — 12 outcomes
depth walk: 200 contracts would move leg 7 by 2.4¢
104.8¢3.0¢+1.8¢
Stay out
KX
KXFED June — hold vs cut
incoherent for 2.1 s · at 250 ms latency we miss 6 of 9 windows
102.1¢0.6¢+1.5¢
Traded