The fly hunts
the spread.

No. The scanner admits active linear perpetual futures on a stock ticker. Robinhood supplies ticker names only. The long and short use two futures books.

Open the cheaper perp long at its ask and the dearer perp short at its bid. Close the long at its bid and buy back the short at its ask. The closing gap must shrink enough to cover four fees, funding and any extra cost.

No. It is a zero-gap convergence scenario using current entry books and assumed fees. Future exit prices, funding, fills, collateral and liquidation are unknown. “Close both now” uses the reverse sides of today's books and is a separate calculation.

Positive funding normally costs the long and benefits the short; negative funding does the reverse. We show both public rates and reserve only adverse payments scheduled within four hours when both schedules are available. Rates can change before settlement, so this is an indicative cost.

The scanner checks active linear stock perpetual metadata, ticker, quote conversion and a cross-venue price anchor. Identical tickers can still use different indices, trading hours or corporate-action rules. Verify both contract specifications before treating a route as tradeable.

Fixed code turns measured market facts into sweet and bitter spike rates. The first verdict is a rule-based screen. RUN REAL BRAIN sends those rates through the FlyWire v630 model and replaces that verdict with measured MN9 appetite. The animated fly and visible neurons are artwork.

It contains only real scans when both books passed. Neon saves these sampled routes across deployments, but the convergence test still needs complete four-hour paths; missing books are not interpolated. We do not reconstruct executable spreads from candle prices. Higher-frequency coverage needs persistent venue feeds.