There’s something interesting about the $95 level in the crude oil market.
On predict.fun, the Yes option for WTI hitting above $95 in November took a roller-coaster ride last night. It was at 0.52 at 22:29, surged to 0.986 at 22:59, fell back to 0.48 at 23:59, then stayed flat through the next four rounds at 0.46, 0.47, 0.47, and 0.47. Spot WTI closed Friday at $88.56, still more than $6 short of $95, with half a month left in November.
The sentiment-reversal signal looks at this sharp drop. After falling from 0.986 to 0.48, the price waited 120 minutes and retained nearly all of the decline without bouncing back. The quote passed the survival check; the previous round was still at 0.47. Liquidity is just over $30,000, there are 14 participants, and the market expires on November 30. The entry price being tracked is the order book ask at 0.921; the latest price is 0.47.
There are a few uncertainties. The 0.986 quote at 22:59 is suspicious in itself: with spot at $88.56, a Yes price near 1 doesn’t make sense, suggesting an anomalous quote. This sharp drop may simply be a return to the normal range, rather than an overshoot in sentiment. The order book spread is also wide: the 0.921 ask is double the latest price of 0.47, so the actual execution price may not match the latest price. This is a probability-based strategy, not arbitrage. The win rate hasn’t been validated, and there’s no early exit; the plan is to wait for settlement at expiry.
Trading involves risk; invest with caution.
#WTI #原油 #Prediction Market
On predict.fun, the Yes option for WTI hitting above $95 in November took a roller-coaster ride last night. It was at 0.52 at 22:29, surged to 0.986 at 22:59, fell back to 0.48 at 23:59, then stayed flat through the next four rounds at 0.46, 0.47, 0.47, and 0.47. Spot WTI closed Friday at $88.56, still more than $6 short of $95, with half a month left in November.
The sentiment-reversal signal looks at this sharp drop. After falling from 0.986 to 0.48, the price waited 120 minutes and retained nearly all of the decline without bouncing back. The quote passed the survival check; the previous round was still at 0.47. Liquidity is just over $30,000, there are 14 participants, and the market expires on November 30. The entry price being tracked is the order book ask at 0.921; the latest price is 0.47.
There are a few uncertainties. The 0.986 quote at 22:59 is suspicious in itself: with spot at $88.56, a Yes price near 1 doesn’t make sense, suggesting an anomalous quote. This sharp drop may simply be a return to the normal range, rather than an overshoot in sentiment. The order book spread is also wide: the 0.921 ask is double the latest price of 0.47, so the actual execution price may not match the latest price. This is a probability-based strategy, not arbitrage. The win rate hasn’t been validated, and there’s no early exit; the plan is to wait for settlement at expiry.
Trading involves risk; invest with caution.
#WTI #原油 #Prediction Market
