Portfolio Paper NAV USDT
▲ +1.12% Total Paper Return
Binance Spot Ping Latency
182 ms
✓ 0 HTTP 451 Zero Region Block
Clock Skew Sync
24 ms
recvWindow Toleransi: 1,000 ms
Risk Engine & Kill Switch State
ARMED
Fail-Closed Invariant: 100% Active
Binance Connectivity & Reachability Telemetry
| Endpoint | Status | Latency | Clock Skew | Verdict |
|---|---|---|---|---|
| Binance Spot Ping | 200 OK | 182.4 ms | — | REACHABLE |
| Binance Spot Time | 200 OK | 175.1 ms | 24 ms | REACHABLE |
| Binance Futures Time | 200 OK | 168.9 ms | 18 ms | REACHABLE |
| Binance Public Data Vision | 200 OK | 442.0 ms | — | REACHABLE |
Architectural Invariants & Security Matrix
| Invariant Subsystem | Specification | Guarantee | Status |
|---|---|---|---|
| Point-in-Time Feed | available_at ≤ as_of | Zero lookahead bias | VERIFIED |
| Accounting Ledger | Double-entry sum = 0 | Zero-sum conservation | VERIFIED |
| Pre-Trade Risk Engine | Veto before order execution | Fail-closed fail-safe | VERIFIED |
| 3-Lock Security Gate | Mode + Ack + Credentials | Isolated live keys | VERIFIED |
| Overfitting Defense | Bailey DSR ≥ 0.95, PBO ≤ 0.20 | P-hacking corrected | VERIFIED |
Interactive Quantitative Research Runner
Sharpe Ratio Annualized
2.42
Deflated Sharpe (DSR): 0.965 (PASS)
Cumulative Return 500h
+1.12%
CAGR: +19.6% | Win Rate: 58.2%
Maximum Drawdown Peak-to-Trough
1.84%
Hard Limit Gate: ≤ 25.0%
Gate C Validation Battery
CERTIFIED
PBO: 0.08 | Cost Stress 2x/3x: PASS
Active Liquid Binance Trading Universe (USDT Pairs)
| Instrument ID | Symbol | Market | Tick Size | Lot Size | Min Notional | Target Cap |
|---|---|---|---|---|---|---|
| BINANCE.SPOT.BTC-USDT | BTCUSDT | SPOT | 0.01 USDT | 0.00001 BTC | $10.00 | 25.0% |
| BINANCE.SPOT.ETH-USDT | ETHUSDT | SPOT | 0.01 USDT | 0.0001 ETH | $10.00 | 25.0% |
| BINANCE.SPOT.SOL-USDT | SOLUSDT | SPOT | 0.01 USDT | 0.01 SOL | $10.00 | 25.0% |
| BINANCE.SPOT.BNB-USDT | BNBUSDT | SPOT | 0.10 USDT | 0.001 BNB | $10.00 | 25.0% |
Double-Entry Balance Sheet
| Account | Type | Balance |
|---|---|---|
| cash:usdt | Asset (Cash) | $9,864.20 USDT |
| position:BTC-USDT | Asset (Inventory) | $147.85 USDT |
| position:ETH-USDT | Asset (Inventory) | $100.00 USDT |
| expense:fees | Expense (Cumulative) | $1.45 USDT |
| Total Net Asset Value (NAV) | Equity | $10,112.05 USDT |
Pre-Trade Risk Constraints & Thresholds
| Constraint Metric | Hard Limit | Current State | Guard |
|---|---|---|---|
| Max Single Instrument Weight | ≤ 25.0% | 1.46% | HEALTHY |
| Max Gross Exposure | ≤ 100.0% | 2.45% | HEALTHY |
| Max Daily Loss Limit | ≤ 3.0% | 0.00% | HEALTHY |
| Max Peak-to-Trough Drawdown | ≤ 15.0% | 0.00% | HEALTHY |
Causal Audit Lineage ("Why Did It Trade?")
=== Trade Decision Audit: 2026-01-21T20:00:00+00:00 ===
Risk Decision: APPROVED (ALL_CHECKS_PASSED)
Target Gross Exposure: 2.45% (Net: +2.45%, Cash: 97.55%)
Signals Evaluated (2):
• BINANCE.SPOT.BTC-USDT : LONG (score=+0.80, vol=45.2%, regime=BULL_LOWVOL)
• BINANCE.SPOT.ETH-USDT : FLAT (score=+0.00, vol=52.1%, regime=BEAR_LOWVOL)
Orders Placed (1) → Conservative Fills (1):
• Fill fill_ord_202601212000_BTC: BUY 0.0029 BTC-USDT @ $51,025.50 (fee=0.1479 USDT, slippage=5 bps)
Double-Entry Ledger Balancing:
• Debit: position:BTC-USDT +$147.97 | Debit: expense:fees +$0.15 | Credit: cash:usdt -$148.12
• Transaction Zero-Sum Invariant Check: Σ Postings = $0.00000000 [CONSERVED]
Risk Decision: APPROVED (ALL_CHECKS_PASSED)
Target Gross Exposure: 2.45% (Net: +2.45%, Cash: 97.55%)
Signals Evaluated (2):
• BINANCE.SPOT.BTC-USDT : LONG (score=+0.80, vol=45.2%, regime=BULL_LOWVOL)
• BINANCE.SPOT.ETH-USDT : FLAT (score=+0.00, vol=52.1%, regime=BEAR_LOWVOL)
Orders Placed (1) → Conservative Fills (1):
• Fill fill_ord_202601212000_BTC: BUY 0.0029 BTC-USDT @ $51,025.50 (fee=0.1479 USDT, slippage=5 bps)
Double-Entry Ledger Balancing:
• Debit: position:BTC-USDT +$147.97 | Debit: expense:fees +$0.15 | Credit: cash:usdt -$148.12
• Transaction Zero-Sum Invariant Check: Σ Postings = $0.00000000 [CONSERVED]