Jev Probability-Based Maker Strategy for Binance USDⓈ-M Perpetuals

Summary

This short-horizon strategy combines Jev forecasts with deterministic local rules to trade Binance USDⓈ-M perpetuals using post-only maker orders. Jev estimates return-range probabilities across several horizons, side-specific adverse-selection risk, and passive fill probability. The strategy samples order-book and trade data, calibrates forecast bands to recent volatility, and only opens exposure when probability, confidence, fill, signal-age, cost, data-quality, and position-limit checks pass. Opposing signals first reduce existing exposure; a timed holding budget triggers an attempted reduce-only exit.

The document describes order cancellation and repricing protections and records forecast calibration, baseline accuracy, Brier scores, and post-fill price movement as diagnostics. However, it explicitly reports no independently verifiable backtest, dry-run sample, simulated orders, or live results for this version. Post-fill price movement excludes fees and is not net profit. The strategy also lacks a hard stop, daily loss limit, and liquidation-distance protection; a maker exit may not fill on time. Its authors recommend dry-run validation and checking model calibration, fees, contract rules, and fill quality before live use.

Key ideas

• Jev supplies event probabilities, adverse-selection estimates, and maker fill probabilities rather than direct trade instructions.
• Local rules filter entries by forecast strength, confidence, costs, signal freshness, data quality, and position limits.
• The strategy uses post-only orders and reduces opposing exposure before considering a reversal.
• Volatility-adjusted bands and order management rules aim to adapt quotes and limit stale or excessive orders.
• No independent performance evidence is supplied, and the implementation lacks hard loss and liquidation protections.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.