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 49 min 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 · 23:21

Markets Captured

dry-run

Would Buy

dry-run

Avg Window Cost

0.367

dry-runbest EV +0.42

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.

35%

Hit rate

12 in · 22 out

Resolved

4 pending · 4 prov

-0.616

PnL / unit

$ per 1-share basket

-4.9%

ROI

avg cost 0.371

Calibration: model expected the window to hit 70% of the time; realized 35% over 34 settled. The basket is +EV only where the hit rate beats the combined cost paid (avg 0.371).

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)

34 of 34

City↕	Date▼	Window↕	Winner↕	Cost↕	Result↕	PnL / unit↕
Shenzhen—	Jun 9	31°C · 3-bkt	27°C	0.271	OUT~prov	-0.271
Seoul—	Jun 9	27°C or higher · 2-bkt edge	25°C	0.302	OUT~prov	-0.302
Qingdao—	Jun 9	27°C · 3-bkt	30°C or higher	0.319	OUT~prov	-0.319
Guangzhou—	Jun 9	32°C or higher · 2-bkt edge	28°C	0.244	OUT~prov	-0.244
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

1–12 of 34

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.

4 priced▲ 1 leaning upunrealized +0.335 / unit

City↕	Date↕	Window↕	Cost↕	Now value↕	Lean▼
Tel Aviv—	Jun 9	32°C · 3-bkt	0.570	1.002	+0.431
Toronto—	Jun 9	28°C · 3-bkt	0.219	0.193	-0.026
Busan—	Jun 10	30°C · 3-bkt	0.206	0.176	-0.030
Seoul—	Jun 10	25°C · 3-bkt	0.529	0.489	-0.040

City	Date	Window (center ±1)	n	Forecast	P(win)	Cost	EV	Gates
Busan	Jun 10	30°C + 2 nbrs	3	29.5°C28.6°C raw	63%	0.206	+0.423	buy
Seoul	Jun 10	25°C + 2 nbrs	3	24.6°C21.9°C raw	75%	0.529	+0.224	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