The Red/Green should be conditional probability

I would think that the universal measure.
On the graph, the probability of an event bin the descending subgraph is available. Os, in descending any two graph simultaneously, the conditional probability, or cumulative, really, is abailable, and the graph is mostly ordered such that short steps get the ost common events.

The contract is smooth, in the sense that variations in the graph from ideal are specifiable, they are parameters the trader bots can operate on.

So every graph mostly has a descending probability, and if all contracts, and data, honest, we have a simple view of portfolio management, we have a general convolution that a smart card can always do on any observable sequence over the arbitrary net.  Something as simple as cycling through a list of stock trading sites, meets the condition if Red/Green is universal across each, and they can be sequentially accessed, and their red/green excursion is bound.
When this is met, then all events look like mostly bell shaped probability distribution, locally.  Smart car, trading pits, ethereum enforcement.