Method and limitations
The model trains on simulated checkpoints inside historical 15-minute intervals. Features combine pre-interval context with partial current-interval price, volume, volatility, range, elapsed time, and distance from the settlement reference. The first live call clearing the adaptive threshold is frozen until settlement. Reported performance uses chronological walk-forward simulation.
Seven days provides only about 672 quarter-hour examples. That is enough to test plumbing, not enough to establish a durable edge. Exchange-specific price, latency, fees, market spread, prediction-market settlement rules, and regime shifts can eliminate an apparent advantage.