RANGE-CARRYVariable-leg (2–3)

ManualMath basis: Reflection principle (double-barrier survival) + tail-hedge pricing (digital call premium)Path-dependent: YES

Legs2

Branches3

CategoryAdvanced

LifecycleManual

Strategy semantics

2 or 3 leg range-carry: outer_upper_NO + outer_lower_NO (+ optional tail_YES for upside hedge). Designed for underlying with bounded movement range. Profit: outer NOs collect carry if spot stays inside corridor; tail provides upside protection if spot breaches upper.

When it works · when it fails

Works when

Underlying in bounded range (e.g., post-crash recovery, narrow consolidation)
Outer barriers placed at ≥1.5σ from spot
Tail leg (3-leg variant) when upside breach probability significant
T sweet spot 10–20 days (T-cap upper bound 20d for RANGE-CARRY)

Fails when

Underlying breakout regime (RV trending up)
Outer barriers too tight (P(stay) low)
Tail leg at tick-floor (≤1¢ liquidity)
T > 20d (RANGE-CARRY T-cap stricter than NESTED-4L)

How to enter

Read-only mechanics and sizing context. Public docs expose no wallet, order, or account-specific controls.

Step 1Manual-import only (FR-015): signal creation lives in the bot/collector layer (not in the dashboard)

Step 22-leg structure (no tail): outer_upper_NO + outer_lower_NO

Step 33-leg structure: outer_upper_NO + outer_lower_NO + tail_YES (upside hedge)

Step 4Sizing: Pareto frontier (Conservative 60/40, Balanced 50/50 default, Aggressive 40/60) — selection happens upstream in the bot layer; the dashboard shows the chosen variant read-only

Sizingvia composite cap

Manual import requirements.
Rows for RANGE-CARRY originate upstream in the bot/collector layer. The public dashboard documents the structure and displays read-only candidates only after upstream ingestion.

Import requirements · RANGE-CARRY only

Read-only checklist for upstream ingestion. This page does not create signals or submit orders.

MarketBounded Polymarket range with clear upper and lower barriers.

StructureOuter upper NO + outer lower NO; optional upside tail YES.

VolatilityOuter barriers should sit at least 1.5σ from spot.

WindowTarget 10-20 days; avoid T above 20 days for this variant.

Sizing strategy · RANGE-CARRY only

Pareto-frontier profiles shown for review only. Upstream ingestion records the selected profile.

Default profile: Balanced· P(positive) 78% · Expected +6.4% · Max loss -34%

Conservative

P(positive): 92%Expected: +3.1%Max loss: -18%

Balanceddefault

P(positive): 78%Expected: +6.4%Max loss: -34%

Aggressive

P(positive): 62%Expected: +12.8%Max loss: -49%

How to exit

Read-only scenario notes for path, timing, and barrier risk. Any off-dashboard workflow remains outside this public interface.

Spot touches outer_upper or outer_lower: path determines whether both outer NOs paid or a breach branch dominatesRead-only

If 'breach upper' with tail: tail_YES partially compensates the upper breachRead-only

If 'breach lower' with tail: outer_lower NO=0 and tail provides no lower-side helpRead-only

If 'breach without tail': catastrophe (−49% per middle-zone-catastrophe-risk flag)Read-only

T ≤ 3d: T-cap window narrows and gamma risk dominatesRead-only

Public dashboard is read-only; spot, barrier, and tail-liquidity discipline stays off-dashboardRead-only

Exit playbook · RANGE-CARRY only

Adapter-emitted trigger map rendered as read-only guidance. The public dashboard never auto-executes exits.

Stay tightRead-onlyProbability 65%

Hold to expiry; both outer NO legs pay.

Expected outcome: Best case: carry collected inside the corridor.

Approach outer barrierRead-onlyProbability 22%

Operator watches the 5% barrier-proximity trigger.

Expected outcome: Early-close estimate: controlled loss before touch risk dominates.

Barrier breached without tailRead-onlyProbability 8%

Catastrophe branch from the middle-zone-catastrophe-risk flag.

Expected outcome: Max loss reference: -49%.

Barrier breached with tailRead-onlyProbability 5%

Tail YES can partially offset the failed outer NO leg.

Expected outcome: Recovery depends on tail liquidity at exit.

Recent corridors

Last 10 public candidates with this variant. Select a row for the full read-only detail.

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