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The default selected contract is a fixture with point one four odds and one hundred twenty five thousand liquidity. Adding a selected point one five shift gives point two nine simulated probability, clamped between point zero one and point nine nine. Order size ten thousand divided by half the liquidity times point zero five yields point zero zero eight impact. Multiplying simulated probability by one plus impact gives point two nine two three two effective price. Bars use six hundred pixels per fraction. This is a schematic price formula, not a fetched market, order execution, quoted liquidity or actual bubble probability. The displayed event trigger is metadata and does not independently determine the shift. Increasing order size to one hundred thousand makes the same formula impact point zero eight and effective price point three one three two. Native controls show plus eight percent slippage. Bars compare point two nine two three two and point three one three two at six hundred pixels per price fraction. The payout label uses one minus effective price divided by effective price times one hundred. That is the return conditional on a one unit winning payout, not expected investment yield; it does not combine win and loss probabilities, fees or settlement risk. The actual source has no trading request or purchase action. Contract names, expiry strings and liquidity amounts are authored fixtures rather than independently verified market terms. The terminal card decays simulated probability for six months using exponential negative decay times six, yielding about point two five seven two one at rate point zero two. The chart instead uses half-length decay per index and adds a fifteen percent jump after index five. Its final point is point two nine times one point one five times exponential negative point zero six, about point three one four zero seven. Bars use six hundred pixels per probability. These two surfaces represent different authored rules. Missing D3 throws during chart rendering after native inputs and metric updates, before the cached export buffer is created. The export button then has no buffer and returns without downloading. Native order edits remain available, but local proof does not fabricate a working export, a real trade, calibrated probability, exhaustive validation or public publication.