用 Jev 加期权定价公式跑 15 分钟 BTC 交易
六个 agent 用 Jev 校验盘口真假，配合期权定价与凯利公式做 15 分钟 BTC 窗口交易，84 天 18466 笔、胜率 61.4%。
jev + one formula = $149,387 84 days, about $1,780 a day, 18,466 trades, 61.4% win rate and a max drawdown of 3.8% six agents, one book, and the whole edge comes down to one question: what is this 15-minute bitcoin window actually worth? 1. price the window like an option every window has a strike, and BTC either settles above it or not a simplified version of the fair value: P(up) = N( ln(S / K) / (σ · √t) ) where: S = BTC spot right now K = the strike σ = short-term volatility t = time left in the window N = the normal distribution BTC sits $48 above the strike with 3:42 left, and the model says 51¢ 2. only trade when the market hasn't caught up model fair = 51¢ market = 46¢ edge = 5¢ no edge, no trade this is where jev comes in, it checks the tape before anything fires: is the gap real or stale, did a whale just print, is the book leaning, is funding about to flip if the market catches up, the edge disappears and the desk stops adding 3. size it with kelly, then cut it for a binary contract: f = (p − c) / (1 − c) p = model probability c = the price you pay p = 0.51, c = 0.46 f = 0.05 / 0.54 ≈ 9.3% of the bankroll full kelly is suicide on 15-minute btc, so the desk bets a fraction of it and when drawdown climbs, the kelly agent cuts size on its own the formula is public the edge is running it 220 times a day and never once getting emotional about a candle