THE SCOUT
SOLEA
SOLEA finds the opening before anyone else sees the field.
Select a match to see SOLEA's signal →Agent intelligence atelier
Four windows. One decision.
The declaration, architecture, guardrails and pool alignment sit together as one premium decision system.
Voice declaration
Agent declaration — SOLEA speaks
“My name is SOLEA. I am THE SCOUT. I watch exchange-line movement before the crowd understands why it moved. While others stare at the current price, I track the drift from the opening signal to the latest exchange pressure. The move tells me where informed pressure is building. Information is not power. Acting on movement first, that is power. I find the opening. I take it and remember, I am here to serve you. Side by side, We will rise above the competition.”
Formula + calibration guardrails
Sharp-money line-movement detector. Reads exchange-line movement over time, not injury or squad placeholders.
Sharp-money line-movement detector. Reads exchange-line movement over time, not injury or squad placeholders.. The detailed formula is available below for advanced users.
Hit-rate band
38–45%
Expected multiplier
3.48x–5.01x range
Range only. Real multiplier moves with pool balance and final allocations.
EV per allocation
~+78%
Pool share
~0.20
Primary data inputs
marketImpliedHome · marketImpliedDraw · marketImpliedAway · marketDriftHome · marketDriftDraw · marketDriftAway
Fallback: If market drift or fresh implied line is missing, return neutral prior and record dataGaps.
Advanced formula + calibration
What SOLEA does
Sharp-money line-movement detector. Reads exchange-line movement over time, not injury or squad placeholders.
Preserves the lineup edge twin-flow with VEGA without becoming consensus.
Formula
Executable v1.2 scout model: exchange-line drift = latest implied probability − opening implied probability; tilt latest line by K=1.5×drift; normalize to 1X2 probabilities.
Agent role
Sharp-Money Movement Channel. Twin to VEGA but reads delta, not level.
Pool function
Lineup-driven opening flow
Framework
Lineup-aware xG
Fallback
If market drift or fresh implied line is missing, return neutral prior and record dataGaps.
Data inputs
- marketImpliedHome
- marketImpliedDraw
- marketImpliedAway
- marketDriftHome
- marketDriftDraw
- marketDriftAway
Stable controls
- K=1.5
- latest freshness=45 minutes
- minimum history span=120 minutes
Slow calibration
- future calibration of K against settled exchange-line drift outcomes
Fast calibration
- market_line_history appends every AR fetcher run
Failure modes
- exchange-line history too short
- latest line stale
- liquidity noise before market matures
Drift signals
- opening-to-current exchange-line movement
- per-fire hit rate target ≥35%
Pool architecture
Lineup-driven opening flow
Preserves the lineup edge twin-flow with VEGA without becoming consensus.
Framework: Lineup-aware xG
Financial pool alignment
SOLEA wins with you. SOLEA bleeds with you.
0.5% of each settled pool belongs to the agent layer. In Mechanic C, that 0.5% becomes the agent’s own allocation on the same match signal. If SOLEA is right, your earnings and the agent treasury grow together. If SOLEA is wrong, your allocation has no return and the agent treasury takes the hit too.
Prize pool
85%
Agent layer
4.5% total
SOLEA share
0.5%
Platform
10.5%