Atlas
Atlas is a cross-market prediction-market research system. It watches Kalshi and Polymarket markets, normalizes their contract language, identifies possible economic equivalents, verifies those relationships with deterministic rules, simulates executable order-book pricing, and records what a paper trade would have done.
The product thesis is:
AI finds relationships. Deterministic rules decide whether a relationship is real. Order-book math decides whether the price is actionable. Settlement evidence decides whether the learning label can be trusted.
The long-term product may become a mispricing terminal, alerting service, or data product even if the trading strategy does not survive live execution.
Current operating boundary
Atlas is paper-only. No real order-placement path is enabled.
This is an intentional safety invariant, not a temporary UI setting:
ATLAS_TRADING_ENABLED remains disabled.- The API health endpoint reports
trading_enabled=false.
atlas.paper records simulated executions only.atlas.shadow and atlas.live_monitor observe live markets but never submit orders.- Relayer and execution credentials are not used by v0.1.
- Model or semantic proposals cannot bypass catalog-ID validation or deterministic verification.
REVIEW_REQUIRED, inconclusive, unknown, or non-guaranteed pairs cannot become trusted approval labels. Evidence-backed REJECTED labels may derive only from same-canonical-subject review pairs whose terminal settled outcomes diverge on both venues (owner-signed decision, 2026-08-13).- Public venue requests use bounded retry budgets so a stalled catalog cannot block the monitor indefinitely.
- The continuous monitor catches read-only venue failures, reports
NEVER_EXECUTED, and retries on the next interval.
Do not add a live order client casually. Any future execution capability must be a separate module with an explicit promotion gate, default-off feature flag, independent risk controls, audit records, and a deliberate human authorization step.
The research phase is complete — read this first
Five pre-registered hypotheses, five negatives, no principal spent.
The one-page record, with every verdict linked to its charter and evidence:
docs/FINDINGS.md. The system keeps running as a
paper-only instrument; the sections below describe how.
Where we stand
2026-08-20 — the study was measuring an untradeable venue, and the answer
changed. Every one of the first 18,650 gap observations priced a
Polymarket Global leg: offshore, no published order book, and declared
non-executable by its own adapter. The radar now also watches Polymarket
US — the venue a US account can reach, which publishes a two-sided book so
both legs can be sized for real. Against that venue the picture is different:
36 twin-shaped pairs, 2 executable, both GDP Q3 at under a cent; a
hand-run snapshot across FOMC Sep/Oct, CPI YoY, and unemployment found 27
pairs and 0 executable, with baskets costing $1.00–$1.02. The two US venues
are arbitrage-linked and agree on price. Every tradeable executable gap on
2026-08-20 was below the floors — a 7.8c GDP gap was backed by 0.06
contracts of Polymarket depth.
The study's go/no-go now charges for capital lock-up (the phase-2 metric,
pulled forward from day 31) and flips GO → NO-GO on unchanged data:
3.38% annualized on locked capital overall, 1.66% on the tradeable
venue, median basket $459. On that evidence the owner dropped the
execution track and pivoted to contract intelligence. The staged path in
"Beyond paper-only" below is now dormant, not pending — paper-only stands
indefinitely. Details: docs/NINETY_DAY_STUDY.md (Amendments, 2026-08-20).
Last verified: 2026-08-20 (full suite + ruff check + live API/dashboard read).
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