Liquidity-Aware All-In Concentration Cascade with Idle-Bankroll Preservation.

Bankroll sizing rule that respects liquidity ceilings and preserves idle capital across cycles. 20 claims.

A method for sequencing high-concentration trades by a cooperative trading agent across a stream of resolving binary or near-binary markets. At each decision cycle a candidate-pool selector ranks eligible markets by expected return per unit of capital; a liquidity cap evaluator reduces each candidate's deployable size to a configured fraction of the market's reported resting liquidity; a cascade scheduler selects the highest expected-profit eligible candidate whose resolution time strictly follows the prior cycle's resolution; an order envelope sealer packages and signs the deployed-sized order under the operator's post-quantum key; an idle-bankroll preserver carries any portion of the bankroll above the deployable size into the next cycle untouched. Each cycle is canonical-serialised and a SHA3-512 integrity hash is computed for third-party verification against public exchange data. Filed 19 May 2026 as GB2611672.3.