AIM
Auction Integrity Monitor
ORIGINALComposite StatePANE
Breakout reliability ledger: rolling trap rate per side, realized ATR payoff of resolved breaks, instant stop-run (sweep) detection, and a tape-honesty background. Conditions every breakout and level tactic.
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Level Lookback | int | 20 | 5–100 |
| Resolution Window | int | 10 | 2–50 |
| Trap Margin (×ATR) | float | 0.25 | 0–1 |
| Sweep Wick Fraction | float | 0.6 | 0.3–0.9 |
| Trap-Rate Span (events) | int | 20 | 5–100 |
| Normalization Window | int | 250 | 50–2000 |
Plots
| Label | Kind | Color |
|---|---|---|
| Integrity | bg | #c94f9e |
| Break Yield | hist | up |
| Trap Rate (upside breaks) | line | up |
| Trap Rate (downside breaks) | line | down |
| Stop-Run Above | marker | down |
| Stop-Run Below | marker | up |
ORIGINAL RESEARCH
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