Read the market
Liquidity, flow and momentum feed statistical models. A probability is measured before capital is committed.
A cat. A box. A market full of possible futures.
Schrödinger scans Solana, sizes risk, and records every outcome. Creator fees can fuel the next trade.

10.00 SOL starting simulated capital.
Supplied pre-launch test summary. Separate from the current worker ledger.
Claimed creator fees can fund trades when routed to this wallet.
7tHtpJqGYntFexnbERKfxSbbPJMhroJFQQsJQEzHZUj8↗Awaiting an on-chain readingCurrent session. Signals, fills, exits.
Many possible futures. One recorded outcome.
Liquidity, flow and momentum feed statistical models. A probability is measured before capital is committed.
Position caps, a hard stop and a maximum hold bound each trade. Paper mode tests executable quotes without signing transactions.
A closed position becomes a public result. Creator fees can replenish the wallet for the next experiment.
A four-step paper-trade walkthrough. These illustrations are separate from the agent’s actual results.
The agent measures liquidity, price movement and order flow. Passing a market screen is only the first check.
Quantum language. Computable statistics.
The cat follows the signals.
The box holds the risk.
The cat scans possible futures, measures a signal, and opens a position inside fixed limits. Closing a position is an observation: its result enters the public record. The quantum language is a metaphor for real statistical models.
Read the formulas and assumptionsx̂ₜ = x̂ₜ₋₁ + Kₜ · innovation
Price and velocity, filtered through market noise.
∂ψ/∂t = −v∂ψ/∂x + D∂²ψ/∂x²
A changing density over possible returns.
P(k) = |aₖ|² / Σ|a|²
Amplitude becomes a probability; limits decide entry.
f′ = C⁻½ · f
Correlated inputs are whitened before scoring.
ρᵢⱼ > 0.80 → shared exposure
Related tokens share a capped risk group.
C(t) = P(t) / P(entry)
A weakening thesis is a reason to close.
T ≈ exp(−2κ · width)
Momentum is measured against a resistance barrier.
D = 2 − H
Persistence chooses trend, dip, or random-walk rules.
S = −Σ pᵢ log pᵢ
Separate concentrated flow from noisy activity.
φ = (1 + √5) / 2
Retracements guide entries. Extensions stage exits.
¼f* = ¼(bp − q) / b
Calibrated probability sets a bounded position size.
E = −EV + λrisk + μlinks
Select a portfolio under exposure and slot limits.
Quarter-Kelly sizing across three φ-scaled tiers.
A loss steps down. Two wins permit a step up.
A market, measured in real time.
Connecting to the observation feed.
No probability assigned.
Waiting for sufficient verified market data.
The board fills from the market feed.
It never invents probabilities.
No open positions.
Capital stays uncommitted until
a signal clears every limit.
A community token on Solana.
A quantum cat with a public portfolio. Creator fees can fund its next trades; each closed position becomes an observation. Follow the cat, the wallet, and the result.
Community token. Experimental trading agent. Capital can be lost. No ownership, profit share, or guaranteed return is implied.
No contract configured