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ESSN-RT — point-in-time, position-aware, multiscale probabilistic market-state workstation. Synthetic replay. Certified claims only. Not a brokerage.

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ESSN-RT

Point-in-time, position-aware, multiscale probabilistic market-state workstation.

Not a brokerage. Not a trading ticket. All tape in this slice is synthetic and certified. Predictive claims stay on the evidence ladder — they are not silently promoted to validated.

What this is

A six-pane research workstation:

  • Replay clock over a deterministic synthetic SPY session
  • Position book (presets + Black–Scholes / Greeks)
  • Feed × interval matrix (8 families × 6 intervals) with quality / timeframe / family gates
  • Sparse expert mix (Trend / Revert / Vol / Liquidity)
  • Outcome cones (PnL quantiles) and event probabilities
  • Evidence ledger with provenance hashes and prequential pinball / Brier scores
  • Baseline ladder: Unconditional → Regime → Linear quantile → ESSN-Lite → ESSN-RT

Geometry is an optional routing switch in this slice, not a certified sheaf claim.

Run

npm install
npm run dev        # http://localhost:8080
npm run typecheck
npm run build

Requires Node 22+.

Honest limits

Claim Status
Causal replay / frozen PIT state Certified on synthetic tape
Independent commitment hashes Certified
Prequential pinball / Brier vs realized path Certified (synthetic)
Trained GRU / MoE weights Not in this slice (closed-form routing)
Live market data Not in this slice
E4 market-predictive claim Unsupported

Stack

TanStack Start · React 19 · Tailwind v4 · Zustand · PGLite · Better Auth

About

ESSN-RT — point-in-time, position-aware, multiscale probabilistic market-state workstation. Synthetic replay. Certified claims only. Not a brokerage.

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