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 10 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 appearance (first listed, ~lead-2) capture timing — toggle above to compare forecast accuracy vs price efficiency.

Last Capture

09/06/2026 · 13:29

Markets Captured

dry-run

Would Buy

dry-run

Avg Window Cost

0.380

dry-runbest EV +0.67

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.

46%

Hit rate

12 in · 14 out

Resolved

14 pending

-1.096

PnL / unit

$ per 1-share basket

-8.4%

ROI

avg cost 0.504

Calibration: model expected the window to hit 71% of the time; realized 46% over 26 settled. The basket is +EV only where the hit rate beats the combined cost paid (avg 0.504).

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)

26 of 26

City↕	Date▼	Window↕	Winner↕	Cost↕	Result↕	PnL / unit↕
Taipei—	Jun 8	34°C · 3-bkt	34°C	0.430	IN	+0.570
Seoul—	Jun 8	26°C · 3-bkt	24°C	0.590	OUT	-0.590
London—	Jun 8	20°C · 3-bkt	16°C	0.270	OUT	-0.270
Helsinki—	Jun 8	21°C · 3-bkt	23°C	0.450	OUT	-0.450
Tokyo—	Jun 7	20°C · 3-bkt	21°C	0.460	IN	+0.540
Qingdao—	Jun 7	24°C · 3-bkt	25°C	0.540	IN	+0.460
Paris—	Jun 7	20°C · 3-bkt	23°C	0.340	OUT	-0.340
Hong Kong—	Jun 7	28°C · 3-bkt	32°C	0.400	OUT	-0.400
Chengdu—	Jun 7	28°C · 3-bkt	25°C	0.410	OUT	-0.410
Busan—	Jun 7	27°C · 3-bkt	24°C	0.336	OUT	-0.336
Shenzhen—	Jun 6	31°C · 3-bkt	31°C	0.670	IN	+0.330
Shanghai—	Jun 6	25°C · 3-bkt	26°C	0.620	IN	+0.380

1–12 of 26

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.

14 priced▲ 6 leaning upunrealized -0.994 / unit

City↕	Date↕	Window↕	Cost↕	Now value↕	Lean▼
Busan—	Jun 10	28°C · 3-bkt	0.520	0.845	+0.325
Sao Paulo—	Jun 10	25°C · 3-bkt	0.520	0.840	+0.320
Qingdao—	Jun 11	31°C or higher · 2-bkt edge	0.530	0.620	+0.090
Amsterdam—	Jun 10	18°C · 3-bkt	0.500	0.547	+0.048
Shanghai—	Jun 11	29°C · 3-bkt	0.560	0.605	+0.044
Taipei—	Jun 11	29°C · 3-bkt	0.350	0.374	+0.024
Shenzhen—	Jun 11	32°C · 3-bkt	0.440	0.410	-0.030
Guangzhou—	Jun 11	35°C · 3-bkt	0.260	0.203	-0.057
Karachi—	Jun 11	44°C or higher · 2-bkt edge	0.140	0.063	-0.077
Singapore—	Jun 10	33°C · 3-bkt	0.550	0.328	-0.223
Warsaw—	Jun 10	22°C · 3-bkt	0.279	0.017	-0.262
Karachi—	Jun 10	39°C · 3-bkt	0.699	0.405	-0.294
Toronto—	Jun 9	30°C · 3-bkt	0.330	0.005	-0.325
Helsinki—	Jun 9	22°C · 3-bkt	0.580	0.003	-0.577

City	Date	Window (center ±1)	n	Forecast	P(win)	Cost	EV	Gates
Karachi	Jun 11	44°C or higher + 1 nbr · edge	2	43.8°C44.7°C raw	81%	0.140	+0.670	buy
Qingdao	Jun 11	31°C or higher + 1 nbr · edge	2	31.1°C31.8°C raw	84%	0.530	+0.308	buy
Guangzhou	Jun 11	35°C + 2 nbrs	3	34.9°C32.4°C raw	52%	0.260	+0.260	buy
Taipei	Jun 11	29°C + 2 nbrs	3	29.1°C27.5°C raw	58%	0.350	+0.234	buy
Shenzhen	Jun 11	32°C + 2 nbrs	3	32.0°C30.5°C raw	57%	0.440	+0.130	buy
Shanghai	Jun 11	29°C + 2 nbrs	3	28.9°C28.7°C raw	65%	0.560	+0.091	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