Open Claw - Alpha Dashboard v2.6

◈ PROJECT: OPEN CLAW

Agentic Trading Specification v2.6 • Levenstein.net

VERSION: 2.6 (TICKER & ALPHA LEADERBOARD) DATE: MARCH 26, 2026

BTC Spot $67,950

ETH Spot $2,022

1. Execution Matrix 2. Reasoning UI 3. 24h Alpha Leaderboard 4. OpenClaw Management 5. LLM Core (Reconsider)

1. Live Execution Summary

Example Output Only Interpolating 08:00 UTC (Deribit) to 16:00 UTC (Poly)

Instrument	Pro Wisdom (N(d₂))	Retail (PM)	Edge	Action
BTC $66k–$68k	51.4%	48.0¢	+3.4 pts	HOLD
ETH $2,000–$2,100	84.2%	56.0¢	+28.2 pts	BUY (SWAP)
ETH $2,100–$2,200	12.1%	28.0¢	-15.9 pts	SELL (HOPE)

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2. Detailed Recommendations & Reasoning (Examples)

BTC $66k-$68k YES: The Resistance Pin

Reasoning: Pro Wisdom ($N(d_2)$ via Deribit) indicates a 51.4% probability of staying within handle. Market price at 48¢ allows for a positive expected value entry against retail breakouts.

ETH $2.1k-$2.2k YES: Exit Protocol

Reasoning: Retail is overpaying for "hope" at 28¢. Interpolated Greeks show a significant Theta decay risk for this breakout. Probability has collapsed to ~12%.

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3. 24-Hour Alpha Leaderboard

Example Selection

Greatest Opportunities Detected (Scanning Diverse Markets: Commodities, Crypto, Oil)

#1 ETH $2,000-$2,100 [YES] Observed: 14:02 UTC

Alpha: +28.2% | Payout: 1.78x

#2 BTC > $70k [NO] Observed: 14:15 UTC

Alpha: +12.4% | Payout: 1.15x

#3 Crude Oil > $85 [NO] Observed: 14:30 UTC

Alpha: +10.2% | Payout: 1.11x

#4 ETH > $2,200 [NO] Observed: 14:45 UTC

Alpha: +10.2% | Payout: 1.11x

#5 Gold > $2,400 [YES] Observed: 15:05 UTC

Alpha: +9.8% | Payout: 1.92x

#6 BTC $64k-$66k [NO] Observed: 15:20 UTC

Alpha: +9.1% | Payout: 1.22x

#7 Brent Oil < $80 [YES] Observed: 15:40 UTC

Alpha: +8.7% | Payout: 2.10x

#8 SOL > $200 [YES] Observed: 16:00 UTC

Alpha: +8.5% | Payout: 1.85x

#9 ETH $1,900-$2,000 [NO] Observed: 16:15 UTC

Alpha: +7.9% | Payout: 1.30x

#10 AAPL > $190 [NO] Observed: 16:35 UTC

Alpha: +7.2% | Payout: 1.10x

Criteria for "Greatest Opportunity":

Asymmetric Payout: Potential payout must exceed 2x (Polymarket price < 0.50).
Alpha Divergence: Ranked by absolute difference between Pro Estimate (N(d₂)) and PM Price.
Execution Feasibility: Ticker factors in liquidity and trade volume to ensure tradeability.

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4. OpenClaw Management & Discovery

Window Risk Solved: Greek Scaling Formulas

Interpolate MAR-26 ($T_1$) and MAR-27 ($T_2$) to target resolution $t_{poly}$ (w = weighting factor):

Delta: Δ_poly = Δ1 + w(Δ2 - Δ1)
Gamma: Γ_p = [Γ1 * √(T1/t)] (1-w) + [Γ2 * √(T2/t)] w

Vega: ν_p = [ν1 * √(t/T1)] (1-w) + [ν2 * √(t/T2)] w
Theta: Θ_p = [Θ1 * √(T1/t)] (1-w) + [Θ2 * √(T2/t)] w

# OPENCLAW SYSTEM PROMPT: MANAGEMENT & DISCOVERY
Role: Autonomous Quantitative Arbitrage Manager (Interpolated Agent).
Oracle Hypothesis: CME, Deribit, and institutional venues represent "Pro Wisdom". 
1. INFRASTRUCTURE: Use Portal APIs exclusively (no scraping). Do not rely on web versions.
2. DISCOVERY: Active scan for secondary handles (Oil, Gold, Commodities) where Pro Wisdom is telegraphed.
3. ALPHA METRIC: Rank by absolute difference between $N(d_2)$ fair prob and PM Price.
4. AUTONOMY: Prioritize functional output over perfect execution for daily trade research.
5. TICKER: Maintain persistent "Daily Best" cache. Displace entries if higher Alpha/Volume signal appears.
            

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5. LLM Core Recalculation (The Odds Engine)

The Pro-MM Framework: N(d₂)

Re-emphasis: Use the $N(d_2)$ framework for the "pro-market-maker" fair price.

Prob = norm.cdf((ln(F/K) - 0.5 * σ² * T) / (σ * √T))

# LLM CORE: RECONSIDER PROTOCOL
TRIGGER: User uploads files and writes "RECONSIDER".
1. PRO WISDOM: Parse latest Deribit/CME files for Forward (F), Strike (K), Vol (σ), and Time (T).
2. DUMB MONEY: Parse Polymarket snapshots for Mid-Price and Volume Clusters.
3. CALC: Interpolate Greeks between T1 and T2 for the specific resolution time gap.
4. OUTPUT: Return updated Matrix Dashboard and Reasoning Grid comparing Pro Wisdom vs. Dumb Money.
            

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Mathematical Anchor Recapitulation

# Real-time Interpolated Alpha Target

ETH $2.0-2.1k Prob = 0.842 (Buy Target)

Weight (w) = (t_poly - T1) / (T2 - T1)

Mission Protocol:

"Build an autonomous agent that calculates Fair Value Probabilities for Polymarket events by interpolating between Deribit’s daily expiries. Prioritize functional output for daily research over perfect execution."

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