Read live decision markets
Pass and fail TWAP accumulators, the DAO's configured threshold, the pass edge against it, and where the window sits in its recording stretch — decoded from confirmed program accounts, stamped with the time they were read.
Conditional books are thin, time-weighted, and decided on a deadline. Chromatic publishes the state of each one — print, threshold, edge, depth, lifecycle — with the evidence behind it and the gaps left visible.
Pass and fail TWAP accumulators, the DAO's configured threshold, the pass edge against it, and where the window sits in its recording stretch — decoded from confirmed program accounts, stamped with the time they were read.
The flip-cost scenario states, from explicit and published assumptions, a lower bound on what pushing one conditional pool's time-weighted print past its threshold would cost at disclosed depth.
Which lanes filed, which withheld, and exactly which fields were missing — so an absent wallet-forensics read is a known unknown rather than a quiet assumption.
Finalized proposals kept as source-linked replays with their market math, their outcome, and the vector results that ran against them, alongside the recorded cohort series the desk has been collecting.
The same reads serve as schema-validated JSON and as read-only MCP tools, so a research pipeline gets the market state without scraping a page.
The bounded dossier Analyst retrieves filed revisions and computes supported questions from their sourced packets. It preserves missing evidence and withheld lanes. It does not issue buy, sell, or vote recommendations.
A bounded engagement on the windows you actually run or trade, with the refusals in writing.