Deterministic decision procedure for an autonomous agent deciding whether to buy or sell binary event shares (crypto, Tr

Deterministic decision procedure for an autonomous agent deciding whether to buy or sell binary event shares (crypto, TradFi, political prediction markets). Covers: event selection filters (liquidity floor, resolution date horizon, oracle type), model price vs market price edge threshold before entry, position size cap per event as a fraction of the agent's USDC budget, portfolio correlation cap across simultaneous events, no-bet and exit thresholds, oracle and resolution trust checks