Support two-sided event bundle arbitrage

README.md

@@ -15,12 +15,12 @@ https://polymarket-site-eta.vercel.app/personal.html
 
 The site fetches live Polymarket markets, generates agent suggestions, lets you
 run frequent paper cycles, and syncs the shared arena state through Neon or
-Vercel Blob. Build 56 also installs an offline app shell and caches timestamped
+Vercel Blob. Build 57 also installs an offline app shell and caches timestamped
 market snapshots. During an outage, cycles continue locally; cached entries are
 allowed for 90 minutes, older snapshots become mark-only, and all cached data
 expires after 24 hours.
 
-Build 56 ranks the competition by each agent's return since Strategy 50 began.
+Build 57 ranks the competition by each agent's return since Strategy 50 began.
 Historical replay equity remains visible for context, but it no longer makes an
 agent look like the current leader when the live adaptive strategy is losing.
 
@@ -114,7 +114,7 @@ feature views before repeatable positive evidence can increase size or repeatabl
 negative evidence can block a new entry. Mixed evidence stays close to neutral
 instead of being mistaken for an edge.
 
-Build 56 enforces the documented offline boundary end to end. Cached snapshots
+Build 57 enforces the documented offline boundary end to end. Cached snapshots
 under 90 minutes old may continue paper execution. Older snapshots remain usable
 for valuation and chart snapshots for up to 24 hours, but cannot trigger entries,
 stop-losses, gain-stops, risk rebalances, settlements, or policy exits. Network
@@ -127,7 +127,7 @@ adaptive baselines, pending signal grades, and trade evidence remain in one stra
 lineage until the actual entry, sizing, or exit logic changes. Legacy build 40 and 41
 records are migrated into the same strategy lineage without losing evidence.
 
-Build 56 independently refreshes markets for matured pending signals that have
+Build 57 independently refreshes markets for matured pending signals that have
 left the current top-500 activity scan. Unavailable markets remain queued for a
 bounded retry window. This prevents activity-rank survivorship from deciding
 which wins and losses reach the adaptive calibration ledger.
@@ -156,11 +156,14 @@ liquid negative-risk events and zero positive worst-case bundle returns after
 costs. Midpoint price sums sometimes looked attractive, but executable spreads
 removed the apparent edge. The August 18 rerun found 35 eligible events and one
 three-leg NO bundle with a 0.25%
-modeled margin after estimated costs. Strategy 50 can paper-trade such a bundle
+modeled margin after estimated costs. The corrected August 19 scan found 39
-only from live executable prices, opens every leg together, and holds the hedge
+eligible events and no currently actionable bundle; its closest complete bundle
-intact until settlement. It also requires at least a 0.15% modeled net return so
+remained 0.37% negative after modeled costs. Strategy 50 can paper-trade either a
-large bundles cannot tie up capital for a negligible absolute edge. Cached bundle
+complete YES or complete NO bundle only from live executable prices, opens every
-prices are never allowed to open positions.
+leg together, and holds
+the hedge intact until settlement. It also requires at least a 0.15% modeled net
+return so large bundles cannot tie up capital for a negligible absolute edge.
+Cached bundle prices are never allowed to open positions.
 
 The expanded event-clustered run loaded history for 498 of the 500 highest-volume
 resolved markets with no fetch failures. No side, price band, category, trend,

index.html

@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <nav class="topnav">
     <div class="brand">
       <div class="logo">🏆</div>
-      <div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 50 · build 56</div></div>
+      <div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 50 · build 57</div></div>
     </div>
     <div class="tabs" id="tabs">
       <button class="tab" data-tab="overview">Overview</button>
@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <div class="personal-banner" id="personalBanner">
     <b>Personal research mode.</b> This copy is for your own analysis, paper tracking, and manual trade research only. It does not pool money, onboard investors, custody funds, bypass eligibility rules, or place orders without your manual approval.
   </div>
-  <div class="live-build-banner"><b>Build 56 active:</b> unproven directional signals train the event-clustered learner without risking cash. Cohorts can trade only after independent positive promotion. Live-priced complete negative-risk bundles may trade when their worst-case payout remains positive after estimated costs; cached bundle prices never open positions. This remains paper trading; profits are not guaranteed.</div>
+  <div class="live-build-banner"><b>Build 57 active:</b> unproven directional signals train the event-clustered learner without risking cash. Cohorts can trade only after independent positive promotion. Live-priced complete YES or NO negative-risk bundles may trade when their worst-case payout remains positive after estimated costs; cached bundle prices never open positions. This remains paper trading; profits are not guaranteed.</div>
 
   <!-- ============ OVERVIEW ============ -->
   <section class="tabpanel" data-tab="overview">
@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   </section>
 
   <footer>
-    Build 56 · Adaptive strategy 50 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
+    Build 57 · Adaptive strategy 50 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
     <a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
   </footer>
 </div>
@@ -774,7 +774,7 @@ const POLITICS_TREND_MIN_HOLD_HOURS = 72;
 const EXIT_CONFIRM_HOURS = 6;
 const AGENTS_KEY = "pma_agents_v2";
 const SUG_KEY = "pma_suggestions_v5";
-const BUILD_VERSION = 56;
+const BUILD_VERSION = 57;
 const SUGGESTION_ENGINE_VERSION = 50;
 const PREVIOUS_STRATEGY_VERSION = 49;
 const LEGACY_BUILD_STRATEGY_LINEAGE = Object.freeze({40:40,41:40});
@@ -1043,22 +1043,37 @@ function negativeRiskBundleSuggestion(event){
   const rawLegs=Array.isArray(event.markets)?event.markets:[];
   if(rawLegs.length<2||rawLegs.some(m=>m.closed||m.active===false||m.acceptingOrders===false))return null;
   const eventTags=Array.isArray(event.tags)?event.tags:[],category=classifyCategory(eventTags);
-  const legs=rawLegs.map(raw=>{
+  const quotes=rawLegs.map(raw=>{
     const prices=parseJsonField(raw.outcomePrices).map(toNum),tokens=parseJsonField(raw.clobTokenIds).map(String);
-    const yesBid=toNum(raw.bestBid,NaN),noMid=prices[1],liquidity=toNum(raw.liquidityNum||raw.liquidity);
+    return {market_id:String(raw.id||""),question:(raw.question||"").trim(),yes_bid:toNum(raw.bestBid,NaN),yes_ask:toNum(raw.bestAsk,NaN),
-    const entry=Number.isFinite(yesBid)?1-yesBid+SIGNAL_ROUND_TRIP_COST:NaN;
+      yes_mid:prices[0],no_mid:prices[1],yes_token:tokens[0]||null,no_token:tokens[1]||null,
-    return {market_id:String(raw.id||""),question:(raw.question||"").trim(),token_id:tokens[1]||null,
+      liquidity:toNum(raw.liquidityNum||raw.liquidity),url:event.slug?`https://polymarket.com/event/${event.slug}`:""};
-      entry_price:+entry.toFixed(4),current_price:+Number(noMid).toFixed(4),liquidity,url:event.slug?`https://polymarket.com/event/${event.slug}`:""};
   });
-  if(legs.some(leg=>!leg.market_id||!Number.isFinite(leg.entry_price)||!Number.isFinite(leg.current_price)
+  if(quotes.some(leg=>!leg.market_id||!leg.yes_token||!leg.no_token||!Number.isFinite(leg.yes_bid)||!Number.isFinite(leg.yes_ask)
-    ||leg.entry_price<=0||leg.entry_price>=1||leg.liquidity<NEG_RISK_MIN_LIQUIDITY))return null;
+    ||leg.yes_bid<0||leg.yes_ask>1||leg.yes_ask<leg.yes_bid||!Number.isFinite(leg.yes_mid)||!Number.isFinite(leg.no_mid)
-  const cost=legs.reduce((sum,leg)=>sum+leg.entry_price,0),payout=legs.length-1,profit=payout-cost,netReturn=cost>0?profit/cost:0;
+    ||leg.liquidity<NEG_RISK_MIN_LIQUIDITY))return null;
-  if(!(profit>=NEG_RISK_MIN_NET_PROFIT)||!(netReturn>=NEG_RISK_MIN_NET_RETURN))return null;
+  const makeCandidate=(side)=>{
-  const minLiquidity=Math.min(...legs.map(leg=>leg.liquidity));
+    const yesSide=side==="YES",payout=yesSide?1:quotes.length-1;
-  return {market_id:`bundle:${event.id}`,bundle_id:`bundle:${event.id}`,question:`Complete NO bundle: ${event.title||"multi-outcome event"}`,
+    const legs=quotes.map(leg=>{
-    event:event.title||"",url:event.slug?`https://polymarket.com/event/${event.slug}`:"",category,tags:eventTags.map(t=>t.label).filter(Boolean).slice(0,4),
+      const entry=(yesSide?leg.yes_ask:1-leg.yes_bid)+SIGNAL_ROUND_TRIP_COST,current=yesSide?leg.yes_mid:leg.no_mid;
-    side:"NO",entry_price:+(cost/legs.length).toFixed(4),yes_price:+(1-cost/legs.length).toFixed(4),no_price:+(cost/legs.length).toFixed(4),
+      return {market_id:leg.market_id,question:leg.question,side,token_id:yesSide?leg.yes_token:leg.no_token,
-    fair_value:+(payout/legs.length).toFixed(4),edge:+netReturn.toFixed(4),net_edge:+netReturn.toFixed(4),friction:+(SIGNAL_ROUND_TRIP_COST*legs.length).toFixed(4),chase_penalty:0,
+        entry_price:+entry.toFixed(4),current_price:+Number(current).toFixed(4),liquidity:leg.liquidity,url:leg.url};
+    });
+    if(legs.some(leg=>!Number.isFinite(leg.entry_price)||!Number.isFinite(leg.current_price)||leg.entry_price<=0||leg.entry_price>=1))return null;
+    const cost=legs.reduce((sum,leg)=>sum+leg.entry_price,0),profit=payout-cost,netReturn=cost>0?profit/cost:0;
+    return {side,legs,cost,payout,profit,netReturn};
+  };
+  const candidate=[makeCandidate("YES"),makeCandidate("NO")].filter(Boolean)
+    .filter(x=>x.profit>=NEG_RISK_MIN_NET_PROFIT&&x.netReturn>=NEG_RISK_MIN_NET_RETURN)
+    .sort((a,b)=>b.netReturn-a.netReturn)[0];
+  if(!candidate)return null;
+  const {side,legs,cost,payout,profit,netReturn}=candidate,minLiquidity=Math.min(...legs.map(leg=>leg.liquidity));
+  return {market_id:`bundle:${event.id}:${side.toLowerCase()}`,bundle_id:`bundle:${event.id}:${side.toLowerCase()}`,bundle_side:side,
+    question:`Complete ${side} bundle: ${event.title||"multi-outcome event"}`,event:event.title||"",
+    url:event.slug?`https://polymarket.com/event/${event.slug}`:"",category,tags:eventTags.map(t=>t.label).filter(Boolean).slice(0,4),
+    side,entry_price:+(cost/legs.length).toFixed(4),yes_price:side==="YES"?+(cost/legs.length).toFixed(4):+(1-cost/legs.length).toFixed(4),
+    no_price:side==="NO"?+(cost/legs.length).toFixed(4):+(1-cost/legs.length).toFixed(4),fair_value:+(payout/legs.length).toFixed(4),
+    edge:+netReturn.toFixed(4),net_edge:+netReturn.toFixed(4),friction:+(SIGNAL_ROUND_TRIP_COST*legs.length).toFixed(4),chase_penalty:0,
     evidence_score:1,evidence_source_count:0,quality:"bundle-arb",conviction:+clamp(78+netReturn*1200,78,96).toFixed(1),
     volume:rawLegs.reduce((sum,m)=>sum+toNum(m.volumeNum||m.volume),0),volume_24hr:rawLegs.reduce((sum,m)=>sum+toNum(m.volume24hr),0),liquidity:minLiquidity,
     spread:Math.max(...rawLegs.map(m=>toNum(m.spread))),price_change_1h:0,price_change_1d:0,price_change_1w:0,momentum_strength:0,
@@ -1066,7 +1081,7 @@ function negativeRiskBundleSuggestion(event){
     adaptive_promotion:false,watch_only:false,jump_risk:false,requires_live:true,days_to_resolution:daysUntil(event.endDate),
     bundle_cost_per_unit:+cost.toFixed(4),bundle_payout_per_unit:payout,bundle_net_profit_per_unit:+profit.toFixed(4),bundle_legs:legs,
     drivers:["complete negative-risk event","executable bid/ask gap","positive margin after estimated costs"],
-    rationale:`Complete bundle: buy every NO leg together for ${cost.toFixed(3)} per bundle unit against a ${payout.toFixed(2)} worst-case payout. The modeled margin is ${profit.toFixed(3)} (${(netReturn*100).toFixed(2)}%) after ${(SIGNAL_ROUND_TRIP_COST*100).toFixed(1)}c estimated cost per leg. This requires live prices and must stay intact until settlement.`};
+    rationale:`Complete bundle: buy every ${side} leg together for ${cost.toFixed(3)} per bundle unit against a ${payout.toFixed(2)} worst-case payout. The modeled margin is ${profit.toFixed(3)} (${(netReturn*100).toFixed(2)}%) after ${(SIGNAL_ROUND_TRIP_COST*100).toFixed(1)}c estimated cost per leg. This requires live prices and must stay intact until settlement.`};
 }
 async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
   const events=[],pageSize=100;
@@ -1451,7 +1466,7 @@ function compactSuggestionForSync(s){
     signal_strength:s.signal_strength,signal_confidence:s.signal_confidence,signal_type:s.signal_type,
     trade_ready:s.trade_ready,entry_candidate:s.entry_candidate,audited_observation_only:s.audited_observation_only,
     adaptive_promotion:s.adaptive_promotion,watch_only:s.watch_only,jump_risk:s.jump_risk,
-    requires_live:s.requires_live,bundle_id:s.bundle_id,bundle_cost_per_unit:s.bundle_cost_per_unit,
+    requires_live:s.requires_live,bundle_id:s.bundle_id,bundle_side:s.bundle_side,bundle_cost_per_unit:s.bundle_cost_per_unit,
     bundle_payout_per_unit:s.bundle_payout_per_unit,bundle_net_profit_per_unit:s.bundle_net_profit_per_unit,bundle_legs:s.bundle_legs,
     days_to_resolution:s.days_to_resolution,drivers:s.drivers,rationale:s.rationale,
   };
@@ -2333,9 +2348,10 @@ function openNegativeRiskBundle(p,cfg,s,stake,decision){
   const legs=Array.isArray(s.bundle_legs)?s.bundle_legs:[],unitCost=Number(s.bundle_cost_per_unit);
   if(legs.length<2||!(unitCost>0)||!(Number(s.bundle_net_profit_per_unit)>0))return null;
   const units=+(Math.max(0,stake)/unitCost).toFixed(2);if(units<=0)return null;
+  const bundleSide=s.bundle_side||s.side||"NO";
   const openedAt=cycleIso(),positions=legs.map(leg=>{
-    const entry=Number(leg.entry_price),current=Number(leg.current_price),cost=+(units*entry).toFixed(2);
+    const entry=Number(leg.entry_price),current=Number(leg.current_price),cost=+(units*entry).toFixed(2),side=leg.side||bundleSide;
-    return {market_id:String(leg.market_id),question:leg.question,side:"NO",shares:units,token_id:leg.token_id||null,
+    return {market_id:String(leg.market_id),question:leg.question,side,shares:units,token_id:leg.token_id||null,
       entry_price:+entry.toFixed(4),current_price:+current.toFixed(4),cost,value:+(units*current).toFixed(2),
       original_shares:units,original_cost:cost,unrealized_pnl:+(units*current-cost).toFixed(2),conviction:s.conviction,peer_conviction:s.conviction,
       category:s.category,opened_at:openedAt,url:leg.url||s.url||"",peer_note:"",entry_reason:s.rationale||"",net_edge:s.net_edge,evidence_score:1,evidence_source_count:0,
@@ -2351,8 +2367,8 @@ function openNegativeRiskBundle(p,cfg,s,stake,decision){
   const totalCost=+positions.reduce((sum,pos)=>sum+pos.cost,0).toFixed(2);
   if(totalCost>p.cash||totalCost<50)return null;
   p.cash=+(p.cash-totalCost).toFixed(2);p.positions.push(...positions);
-  p.history.push({date:logDay(),action:"OPEN",question:s.question,side:"NO",
+  p.history.push({date:logDay(),action:"OPEN",question:s.question,side:bundleSide,
-    detail:`${decision?decision.mode+" mode — ":""}Opened complete ${legs.length}-leg NO bundle for ${fmtUSD(totalCost)} · ${units} bundle units · modeled settlement profit ${fmtUSD(units*Number(s.bundle_net_profit_per_unit))} after estimated costs · live prices required`});
+    detail:`${decision?decision.mode+" mode — ":""}Opened complete ${legs.length}-leg ${bundleSide} bundle for ${fmtUSD(totalCost)} · ${units} bundle units · modeled settlement profit ${fmtUSD(units*Number(s.bundle_net_profit_per_unit))} after estimated costs · live prices required`});
   return {cost:totalCost,marketIds:positions.map(pos=>pos.market_id)};
 }
 function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=null){
@@ -2756,7 +2772,7 @@ function renderTopPicks(){
   if(!top.length){root.innerHTML=`<div class="empty">Run a cycle to see top picks.</div>`;return;}
   root.innerHTML=top.map(s=>`<div class="pos"><div>
     <div class="pq">${s.url?`<a class="market-title" href="${esc(s.url)}" target="_blank" rel="noopener">${esc(s.question.slice(0,58))}${s.question.length>58?"…":""}</a>`:`${esc(s.question.slice(0,58))}${s.question.length>58?"…":""}`}</div>
-    <div class="sub"><span class="cat-badge" style="background:${catColor(s.category)}22;color:${catColor(s.category)}">${esc(s.category)}</span> ${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG NO BUNDLE · ${(s.bundle_net_profit_per_unit*100).toFixed(1)}c modeled profit/unit`:`BUY ${s.side} @ ${Math.round(s.entry_price*100)}¢`}</div>
+    <div class="sub"><span class="cat-badge" style="background:${catColor(s.category)}22;color:${catColor(s.category)}">${esc(s.category)}</span> ${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG ${esc(s.bundle_side||s.side)} BUNDLE · ${(s.bundle_net_profit_per_unit*100).toFixed(1)}c modeled profit/unit`:`BUY ${s.side} @ ${Math.round(s.entry_price*100)}¢`}</div>
   </div><div class="right"><div style="font-family:'Space Grotesk';font-weight:700">${Math.round(s.conviction)}</div><div class="sub">conviction</div></div></div>`).join("");
 }
 function renderEmailAlerts(){
@@ -3074,7 +3090,7 @@ function renderSuggestions(){
       <div class="q">${s.url?`<a class="market-title" href="${esc(s.url)}" target="_blank" rel="noopener">${esc(s.question)}</a>`:esc(s.question)}</div>
       <div class="event">${esc(s.event||"")}</div>
       <div class="sug-row">
-        <span class="pill ${s.side}">${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG NO BUNDLE`:`${s.trade_ready?"BUY":"WATCH"} ${s.side}`}</span>
+        <span class="pill ${s.side}">${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG ${esc(s.bundle_side||s.side)} BUNDLE`:`${s.trade_ready?"BUY":"WATCH"} ${s.side}`}</span>
         <span class="muted small">${esc(String(s.quality||"watch").toUpperCase())}</span>
         <span class="muted small">@ ${Math.round(s.entry_price*100)}¢</span>
         <div class="conv-bar"><span style="width:${s.conviction}%"></span></div>
@@ -4455,7 +4471,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
     signalDueFetchLimit:SIGNAL_LEDGER_DUE_FETCH_LIMIT,survivorshipSafeSignalGrading:true,
     signalRoundTripCostCents:SIGNAL_ROUND_TRIP_COST*100,independentConfidence:true,eventClusteredCalibration:true,
     onePendingObservationPerMarketSide:true,oldestPendingEvidenceFirst:true,uncertaintyGatedCalibration:true,
-    directionalSignalsRequirePromotion:true,liveOnlyCompleteBundles:true,negativeRiskEventScanLimit:NEG_RISK_EVENT_SCAN_LIMIT,
+    directionalSignalsRequirePromotion:true,liveOnlyCompleteBundles:true,negativeRiskBundleSides:["YES","NO"],negativeRiskEventScanLimit:NEG_RISK_EVENT_SCAN_LIMIT,
     negativeRiskMinimumNetReturnPct:NEG_RISK_MIN_NET_RETURN*100,
     historicalPrior:"All directional trends and reversals require positive independent cohort promotion; Sports and Crypto trends remain excluded; exact ranges and path-dependent barriers are excluded; live-priced complete negative-risk bundles may trade when positive after estimated costs"}),
 });
@@ -4611,6 +4627,11 @@ function runEngineSelfTest(){
     {id:"bundle-b",question:"B wins",outcomePrices:'["0.315","0.685"]',clobTokenIds:'["b-yes","b-no"]',bestBid:0.31,bestAsk:0.32,liquidityNum:28000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
     {id:"bundle-draw",question:"Draw",outcomePrices:'["0.305","0.695"]',clobTokenIds:'["d-yes","d-no"]',bestBid:0.30,bestAsk:0.31,liquidityNum:20000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
   ]});
+  const yesBundleSuggestion=negativeRiskBundleSuggestion({id:"bundle-yes-test",title:"Three-way YES result",slug:"bundle-yes-test",negRisk:true,enableNegRisk:true,markets:[
+    {id:"yes-bundle-a",question:"A wins",outcomePrices:'["0.295","0.705"]',clobTokenIds:'["ya-yes","ya-no"]',bestBid:0.29,bestAsk:0.30,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
+    {id:"yes-bundle-b",question:"B wins",outcomePrices:'["0.305","0.695"]',clobTokenIds:'["yb-yes","yb-no"]',bestBid:0.30,bestAsk:0.31,liquidityNum:28000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
+    {id:"yes-bundle-draw",question:"Draw",outcomePrices:'["0.335","0.665"]',clobTokenIds:'["yd-yes","yd-no"]',bestBid:0.33,bestAsk:0.34,liquidityNum:20000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
+  ]});
   const tinyReturnBundle=negativeRiskBundleSuggestion({id:"bundle-tiny",title:"Ten-way result",slug:"bundle-tiny",negRisk:true,enableNegRisk:true,markets:Array.from({length:10},(_,i)=>({
     id:`bundle-tiny-${i}`,question:`Outcome ${i+1}`,outcomePrices:'["0.1055","0.8945"]',clobTokenIds:`["tiny-${i}-yes","tiny-${i}-no"]`,
     bestBid:0.1055,bestAsk:0.1065,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true,
@@ -4633,6 +4654,22 @@ function runEngineSelfTest(){
     "bundle-b":market({id:"bundle-b",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
     "bundle-draw":market({id:"bundle-draw",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
   },AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
+  const yesBundleBook=defaultPortfolio();
+  openPositions(yesBundleBook,AGENTS.find(a=>a.id==="value"),[yesBundleSuggestion],"All",{
+    minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(yesBundleBook),marketLearning:{samples:0,pending:0,buckets:{}},
+  },new Set(),{});
+  const yesBundleOpenedPositions=yesBundleBook.positions.length,yesBundleUnits=yesBundleBook.positions[0]&&yesBundleBook.positions[0].shares;
+  markToMarket(yesBundleBook,{
+    "yes-bundle-a":market({id:"yes-bundle-a",yes_price:0.05,no_price:0.95}),
+    "yes-bundle-b":market({id:"yes-bundle-b",yes_price:0.10,no_price:0.90}),
+    "yes-bundle-draw":market({id:"yes-bundle-draw",yes_price:0.85,no_price:0.15}),
+  },AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
+  const yesBundleSurvivedIntermediateMove=yesBundleBook.positions.length===3&&yesBundleBook.positions.every(pos=>pos.shares===yesBundleUnits);
+  markToMarket(yesBundleBook,{
+    "yes-bundle-a":market({id:"yes-bundle-a",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
+    "yes-bundle-b":market({id:"yes-bundle-b",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
+    "yes-bundle-draw":market({id:"yes-bundle-draw",yes_price:1,no_price:0,closed:true,accepting_orders:false}),
+  },AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
   const adaptiveRankFixture=rankBoardRows([
     {c:{id:"legacy-leader"},eq:20000,enginePnl:-200,engineRet:-1},
     {c:{id:"adaptive-leader"},eq:9000,enginePnl:200,engineRet:2},
@@ -4675,11 +4712,11 @@ function runEngineSelfTest(){
     minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(staleEntryBook),marketLearning:{samples:0,pending:0,buckets:{}},
   },new Set(),{});
   const buildMigrationState=defaultState();
-  buildMigrationState.engine_version=55;buildMigrationState.strategy_version=SUGGESTION_ENGINE_VERSION;
+  buildMigrationState.engine_version=56;buildMigrationState.strategy_version=SUGGESTION_ENGINE_VERSION;
   buildMigrationState.agents.value.engine_baseline={version:SUGGESTION_ENGINE_VERSION,started_at:hoursAgo(2),equity:9876.54};
   reconcileStateVersions(buildMigrationState);
   const strategyMigrationState=defaultState();
-  strategyMigrationState.engine_version=55;strategyMigrationState.strategy_version=PREVIOUS_STRATEGY_VERSION;
+  strategyMigrationState.engine_version=56;strategyMigrationState.strategy_version=PREVIOUS_STRATEGY_VERSION;
   strategyMigrationState.agents.value.cash=9876.54;
   strategyMigrationState.agents.value.engine_baseline={version:PREVIOUS_STRATEGY_VERSION,started_at:hoursAgo(2),equity:10000};
   reconcileStateVersions(strategyMigrationState);
@@ -4756,14 +4793,19 @@ function runEngineSelfTest(){
       adaptiveReturnSetsLeader:adaptiveRankFixture[0].c.id==="adaptive-leader",
     },
     bundleArbitrage:{
-      identifiesPositiveCompleteBundle:bundleSuggestion&&bundleSuggestion.trade_ready&&bundleSuggestion.bundle_legs.length===3&&bundleSuggestion.bundle_net_profit_per_unit===0.005,
+      identifiesPositiveCompleteNoBundle:bundleSuggestion&&bundleSuggestion.trade_ready&&bundleSuggestion.bundle_side==="NO"&&bundleSuggestion.bundle_legs.every(leg=>leg.side==="NO")&&bundleSuggestion.bundle_net_profit_per_unit===0.005,
+      identifiesPositiveCompleteYesBundle:yesBundleSuggestion&&yesBundleSuggestion.trade_ready&&yesBundleSuggestion.bundle_side==="YES"&&yesBundleSuggestion.bundle_legs.every(leg=>leg.side==="YES")&&yesBundleSuggestion.bundle_net_profit_per_unit===0.035,
       rejectsEconomicallyTinyLargeBundle:tinyReturnBundle===null,
-      opensAllLegsAtomically:bundleOpenedPositions===3&&bundleUnits>0&&bundleBook.closed.length===3,
+      opensAllNoLegsAtomically:bundleOpenedPositions===3&&bundleUnits>0&&bundleBook.closed.length===3,
-      ignoresIndividualLegStops:bundleSurvivedIntermediateMove,
+      opensAllYesLegsAtomically:yesBundleOpenedPositions===3&&yesBundleUnits>0&&yesBundleBook.closed.length===3,
-      settlementProducesModeledProfit:bundleBook.positions.length===0&&bundleBook.cash>STARTING_BALANCE&&Math.abs(bundleBook.cash-(STARTING_BALANCE+bundleUnits*0.005))<=0.03,
+      ignoresIndividualNoLegStops:bundleSurvivedIntermediateMove,
+      ignoresIndividualYesLegStops:yesBundleSurvivedIntermediateMove,
+      noSettlementProducesModeledProfit:bundleBook.positions.length===0&&bundleBook.cash>STARTING_BALANCE&&Math.abs(bundleBook.cash-(STARTING_BALANCE+bundleUnits*0.005))<=0.03,
+      yesSettlementProducesModeledProfit:yesBundleBook.positions.length===0&&yesBundleBook.cash>STARTING_BALANCE&&Math.abs(yesBundleBook.cash-(STARTING_BALANCE+yesBundleUnits*0.035))<=0.03,
       requiresLivePrices:Boolean(bundleSuggestion&&bundleSuggestion.requires_live),
       staleOfflineSnapshotCannotOpen:!offlineBundleSuggestion.trade_ready&&!offlineBundleSuggestion.entry_candidate&&offlineBundleSuggestion.watch_only,
-      openedPositions:bundleOpenedPositions,closedPositions:bundleBook.closed.length,cash:bundleBook.cash,units:bundleUnits||0,decision:bundleOpenDecision,
+      noBundle:{openedPositions:bundleOpenedPositions,closedPositions:bundleBook.closed.length,cash:bundleBook.cash,units:bundleUnits||0,decision:bundleOpenDecision},
+      yesBundle:{openedPositions:yesBundleOpenedPositions,closedPositions:yesBundleBook.closed.length,cash:yesBundleBook.cash,units:yesBundleUnits||0},
     },
     offline:{fresh:offlineCachePolicy(30*60000),staleEntry:offlineCachePolicy(3*3600000),expired:offlineCachePolicy(25*3600000),
       staleMarkUpdatesValue:markOnlyBook.positions.length===1&&markOnlyBook.positions[0].value===800,

scripts/evaluate-neg-risk.mjs

@@ -2,6 +2,8 @@ const GAMMA = "https://gamma-api.polymarket.com";
 const EVENT_LIMIT = Math.max(20, Math.min(1000, Number(process.env.NEG_RISK_EVENTS || 300)));
 const COST_CENTS = Math.max(0, Math.min(5, Number(process.env.NEG_RISK_COST_CENTS || 0.5)));
 const MIN_LIQUIDITY = Math.max(0, Number(process.env.NEG_RISK_MIN_LIQUIDITY || 1000));
+const MIN_NET_PROFIT = Math.max(0, Number(process.env.NEG_RISK_MIN_NET_PROFIT || 0.003));
+const MIN_NET_RETURN = Math.max(0, Number(process.env.NEG_RISK_MIN_NET_RETURN || 0.0015));
 
 async function fetchJson(url, attempts = 3) {
   let lastError;
@@ -53,10 +55,10 @@ function evaluateEvent(event) {
   if (legs.some((leg) => !leg.id || leg.yes == null || leg.bid == null || leg.ask == null
     || leg.bid < 0 || leg.ask > 1 || leg.ask < leg.bid || leg.liquidity < MIN_LIQUIDITY)) return null;
   const count = legs.length, costPerLeg = COST_CENTS / 100;
-  const yesCost = legs.reduce((sum, leg) => sum + leg.ask, 0);
+  const yesCost = legs.reduce((sum, leg) => sum + leg.ask, 0) + count * costPerLeg;
-  const yesProfit = 1 - yesCost - count * costPerLeg;
+  const yesProfit = 1 - yesCost;
-  const noCost = count - legs.reduce((sum, leg) => sum + leg.bid, 0);
+  const noCost = count - legs.reduce((sum, leg) => sum + leg.bid, 0) + count * costPerLeg;
-  const noProfit = count - 1 - noCost - count * costPerLeg;
+  const noProfit = count - 1 - noCost;
   const yesReturn = yesCost > 0 ? yesProfit / yesCost : 0;
   const noReturn = noCost > 0 ? noProfit / noCost : 0;
   const side = yesReturn >= noReturn ? "YES_BUNDLE" : "NO_BUNDLE";
@@ -71,7 +73,7 @@ function evaluateEvent(event) {
 
 const events = await fetchEvents(EVENT_LIMIT);
 const evaluated = events.map(evaluateEvent).filter(Boolean).sort((a, b) => b.netReturn - a.netReturn);
-const actionable = evaluated.filter((event) => event.netProfitPerBundle > 0);
+const actionable = evaluated.filter((event) => event.netProfitPerBundle >= MIN_NET_PROFIT && event.netReturn >= MIN_NET_RETURN);
 const compact = (event) => ({ eventId: event.eventId, title: event.title, markets: event.markets, side: event.side,
   executableCost: +event.executableCost.toFixed(4), worstCasePayout: event.worstCasePayout,
   netProfitPerBundle: +event.netProfitPerBundle.toFixed(4), netReturn: +event.netReturn.toFixed(4),
@@ -81,4 +83,5 @@ const compact = (event) => ({ eventId: event.eventId, title: event.title, market
 console.log(JSON.stringify({ generatedAt: new Date().toISOString(), requestedEvents: EVENT_LIMIT,
   fetchedEvents: events.length, eligibleNegativeRiskEvents: evaluated.length, actionableBundles: actionable.length,
   estimatedCostCentsPerLeg: COST_CENTS, minimumLiquidityPerLeg: MIN_LIQUIDITY,
+  minimumNetProfitPerBundle: MIN_NET_PROFIT, minimumNetReturn: MIN_NET_RETURN,
   actionable: actionable.slice(0, 50).map(compact), bestObserved: evaluated.slice(0, 20).map(compact) }, null, 2));

sw.js

@@ -1,4 +1,4 @@
-const CACHE_NAME = "polymarket-arena-build-56";
+const CACHE_NAME = "polymarket-arena-build-57";
 const APP_SHELL = ["/", "/index.html", "/personal.html", "/cycle-worker.js"];
 
 self.addEventListener("install", event => {