BTC Probability Engine

1. Anchor on vanilla density

The vanilla density is the market-implied baseline from the options surface. Treat it as the starting point.

2. Overlay regime evidence

The current regime is ranked from stored 730d `gex_hourly` history. Model Diagnostics decides how much confidence to place in this overlay.

3. Translate into outcomes

Touch probabilities and candidate screening turn the distribution into levels and construction context. Weak stationarity or sparse coverage reduces their weight.