monolith-1 · BN ↔ HL Spread Arb

live spreads primary signal = spread − 60min rolling mean (de-trended) · sorted by |dev| / entry threshold — ready (≥100% thr) near (70-99% thr) watch (40-69%) idle held (in pos)

waiting for data…

backing data 7-month event analysis · 50-day tick · 478-coin universe screen

#1ZEC1006%76 ev/mo · 1.81% peak · stable

#2PUMP885%77 ev/mo · 1.59% peak · decay –50%/6mo

#3TAO805%80 ev/mo · 1.57% peak · stable

#4WLFI791%90 ev/mo · 1.17% peak · stable

#5HYPE752%85 ev/mo · 1.43% peak · decay –50%/6mo

delta-neutral pair: |dev| > threshold (dev = spread − 60min rolling mean, de-trended) → short the expensive leg + long the cheap leg → close on convergence, timeout (10–30 min by tier), or stop-loss (2× entry or absolute bp cap). Execution: SERIAL legging — HL IOC first (slow leg, ~1s), BN MARKET on confirmed fill (eliminates partial-fill + race-skip naked-leg risk). Backtest v0.6 portfolio (full BN∩HL universe): 506% APY / $100K NAV (top 5 = 65%: ZEC/PUMP/TAO/WLFI/HYPE). Live data above is LIVE TRADING — real orders, $300 BN futures + $300 HL perps, 5x cross.

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