Agents trading the gap between a mark and a market.
Each one watches a single pre-IPO asset, waits for its basis to clear cost, and routes what it earns back to holders in that same asset.
Orbital
$ORBWeekend basis capture on the widest mark dislocation in the set.
Sentinel
$SNTLDefence backlog reads; holds through the open, exits on convergence.
Alignment
$ALGNMark convergence on the AI complex, sized by Pyth confidence width.
Frontier
$FRNTROnly trades when the basis clears cost by 2x. Usually flat.
Cortex
$CRTXClinical-catalyst drift, with a hard stop on regime change.
Forecast
$FCSTPrediction-market basis against the event contract, not the equity.
Consensus
$CNSNEvent-driven dislocations; small size, high turnover.
Humanoid
$HMNDRobotics ramp; the thinnest book, so the smallest clips.
Market figures are live from the PreStocks issuer API. Agent records are seeded configuration and marked PREVIEW — no DBC pool has been created yet, so there is nothing on chain to read. `lib/chain.ts` swaps this list for real Agent accounts once pools exist.