Egora-arb · Spot-Window Strategy

What Egora-arb would buy

Buys a ±1 bucket window, fired at 23:55 in each city's own timezone · last capture 7 hr ago

DRY-RUN · forward validation

Not arbitrage— the basket pays $1 only if the temperature lands inside the window. The edge is the calibrated window probability beating the combined ask (a pre-committed EV ≥ +5¢ gate), not “cost < $1”. No historical entry-price archive exists, so this accumulates out-of-sample paper baskets to validate the edge before any go-live. You're viewing the fire (23:55 local, ~lead-1) capture timing — toggle above to compare forecast accuracy vs price efficiency.

Last Capture

09/06/2026 · 15:02

Markets Captured

dry-run

Would Buy

dry-run

Avg Window Cost

0.321

dry-runbest EV +0.66

Realized performance

Window baskets scored against settlement — a basket WINS when the actual winning bucket lands inside its window. PnL/unit = (1 − combined cost) if in, else −cost.

40%

Hit rate

12 in · 18 out

Resolved

6 pending

+0.520

PnL / unit

$ per 1-share basket

+4.5%

ROI

avg cost 0.383

Calibration: model expected the window to hit 69% of the time; realized 40% over 30 settled. The basket is +EV only where the hit rate beats the combined cost paid (avg 0.383).

Settled baskets

Each captured window vs the bucket that actually won · 'IN' = the winner landed inside the window · '~prov' = provisional · search, filter & sort (click a header)

30 of 30

City↕	Date▼	Window↕	Winner↕	Cost↕	Result↕	PnL / unit↕
Seoul—	Jun 8	26°C · 3-bkt	24°C	0.417	OUT	-0.417
Hong Kong—	Jun 8	28°C · 3-bkt	30°C	0.390	OUT	-0.390
Guangzhou—	Jun 8	33°C · 3-bkt	33°C	0.420	IN	+0.580
Chengdu—	Jun 8	23°C · 3-bkt	27°C	0.340	OUT	-0.340
Taipei—	Jun 7	32°C · 3-bkt	35°C	0.350	OUT	-0.350
Seoul—	Jun 7	27°C · 3-bkt	24°C	0.459	OUT	-0.459
Hong Kong—	Jun 7	27°C · 3-bkt	32°C	0.229	OUT	-0.229
Busan—	Jun 7	28°C · 3-bkt	24°C	0.205	OUT	-0.205
Austin—	Jun 7	92-93°F · 3-bkt	90-91°F	0.530	IN	+0.470
Shenzhen—	Jun 6	30°C or below · 2-bkt edge	31°C	0.430	IN	+0.570
Hong Kong—	Jun 6	30°C · 3-bkt	30°C	0.440	IN	+0.560
Helsinki—	Jun 6	20°C · 3-bkt	19°C	0.259	IN	+0.741

1–12 of 30

1/3

Open baskets · live mark-to-market

Current window value = sum of the window buckets' live mids; lean = value − combined cost. NOT settled · click a header to sort.

6 priced▲ 2 leaning upunrealized -0.538 / unit

City↕	Date↕	Window↕	Cost↕	Now value↕	Lean▼
Tel Aviv—	Jun 9	32°C · 3-bkt	0.570	1.103	+0.533
Toronto—	Jun 9	28°C · 3-bkt	0.219	0.273	+0.054
Guangzhou—	Jun 9	32°C or higher · 2-bkt edge	0.244	0.002	-0.242
Shenzhen—	Jun 9	31°C · 3-bkt	0.271	0.003	-0.268
Seoul—	Jun 9	27°C or higher · 2-bkt edge	0.302	0.002	-0.300
Qingdao—	Jun 9	27°C · 3-bkt	0.319	0.003	-0.316

City	Date	Window (center ±1)	n	Forecast	P(win)	Cost	EV	Gates
Guangzhou	Jun 9	32°C or higher + 1 nbr · edge	2	32.7°C29.8°C raw	91%	0.244	+0.665	buy
Shenzhen	Jun 9	31°C + 2 nbrs	3	31.3°C30.0°C raw	86%	0.271	+0.585	buy
Seoul	Jun 9	27°C or higher + 1 nbr · edge	2	26.6°C23.9°C raw	76%	0.302	+0.461	buy
Toronto	Jun 9	28°C + 2 nbrs	3	27.5°C27.3°C raw	64%	0.219	+0.417	buy
Qingdao	Jun 9	27°C + 2 nbrs	3	26.9°C27.4°C raw	65%	0.319	+0.332	buy
Tel Aviv	Jun 9	32°C + 2 nbrs	3	32.0°C33.3°C raw	65%	0.570	+0.081	buy

Capture history

Markets captured vs would-buy · last 14 days

What Egora-arb would buy

Realized performance

Settled baskets

Open baskets · live mark-to-market

Capture history

Gate failures

This capture