OPEN · ETH-23MAY26-perp
Latency Arb (HFT) on ETH · regime VOL_BLOWOFF · decided in 4.01 ms of a 10 ms budget.
Model snapshot at decision time
SleeveCR.5 — Latency Arb (HFT)
Decided at2026-05-23T21:47:26.642Z
UnderlyingETH
Spot$3,235.66
IV percentile 90d56.8%
IV–RV spread1,852 bps
RegimeVOL_BLOWOFF
Confidence70.0%
Expected edge289 bps
Expected payoff$12,650
Capital at risk$196,969
Latency budget10 ms
Decided within4.007 ms
Rationale tree · 2 of 2 rules fired
CR5.CROSS_VENUE_DISLOCATIONweight 70% · v0.3
spread_bps_binance_coinbase >= 8 (obs 9.9)
Spread 9.9 bps crosses 8 bps trigger
CR5.LATENCY_BUDGET_OKweight 25% · v0.3
predicted_decay_ms <= 800 (obs 661)
Predicted spread decay 661.0 ms within 800 ms budget
Resulting order intent
BUY · 4.11 · ETH-23MAY26-perp
Side
BUY
Qty
4.11
Limit
$3,232.42
Fill
$3,232.42