Signal Hold Horizon
To expiry Current price
99.9¢
No clear edge at current price; the contract is nearly maxed out and liquidity cannot improve expected value meaningfully.
Note edge/置信度不足，规则判定观望
Triggers bestAsk near 1.0 · edge effectively zero · trend already fully priced
Elise Mertens neutral → Edge
0% Confidence
62%
Price is already at 0.999 with a 0.001 spread, leaving essentially no upside. Historical move strongly favors Mertens, but the market has fully priced that in.