Recycle verified bundle profits early

This commit is contained in:
Theodore Song
2026-08-22 11:03:37 -04:00
parent d64810fc18
commit 1e0921fc49
5 changed files with 175 additions and 36 deletions
+14 -10
View File
@@ -23,7 +23,7 @@ Offline cycles can apply calibration already earned from live observations, but
the evidence ledger is read-only: cached prices cannot grade pending signals,
expire horizons, or create new observations.
Build 122 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 123 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
It continues from the previous agent snapshot and runs the next due paper cycle
even when no browser is open. After each successful cycle, one repo-scoped
workflow dispatch waits for the next five-minute boundary; one concurrency group
@@ -63,7 +63,7 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
several simultaneous copies of one move, and outcomes from the same underlying
three-hour shock window count as one learner event.
Each Build 122 cycle also scans the 1,000 most-active Polymarket events for
Each Build 123 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs, plus same-market YES/NO complements whose equal shares have a fixed
$1 redemption value. Polymarket's documented complete-set merge converts equal
@@ -80,18 +80,22 @@ the best structure from each independent event checked before alternates from ev
already represented. They are repriced
from batched CLOB asks from the equal-unit size needed for at least a $50
paper order up to a $400 verified-notional ceiling. The scanner applies each market's Gamma fee schedule at every
consumed ask level and checks the CLOB fee-rate endpoint for a matching enabled
or fee-free state. Any opened position is capped to the exact equal-unit size
consumed ask level and checks the exact CLOB condition metadata for a matching
fee curve or fee-free state. Any opened position is capped to the exact equal-unit size
of the largest fill that stays profitable and passes this depth test; portfolio
cash, reserve, and 4% limits can reduce it further. Strategy 64 ranks verified
structures by net return per expected locked day before raw edge, and caps active
cost from one underlying event at 12% of Value Hunter equity. This prevents
several related threshold pairs from monopolizing the non-directional book while
preserving every already-open complete bundle until settlement. New bundles must
several related threshold pairs from monopolizing the non-directional book. New bundles must
also clear a 0.02% daily locked-capital return floor, approximately 7.3% annualized,
so a tiny spread cannot immobilize capital for months. Existing paper bundles are
never retroactively enlarged against depth their original simulated fill would
already have consumed. A bundle can enter Value Discipline only when that fee check
already have consumed. Each live cycle also prices an atomic exit across every bid
level needed to sell every leg of each intact bundle. It verifies every condition's
exact fee schedule again and exits only when net proceeds realize at least 85% of
the remaining guaranteed settlement profit. Missing depth, mismatched fees, or a
smaller profit capture leave the guarantee intact; cached offline cycles cannot
execute this recycling path. A bundle can enter Value Discipline only when that fee check
passes and the resulting worst-case payout clears both the three-tenths-cent
profit floor and the 0.15% return floor. Top-of-book gaps, missing books,
incomplete fee schedules, and unavailable fee verification remain audit-only.
@@ -99,7 +103,7 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
executable-margin counts so an empty lane is evidence rather than an ambiguous
failure.
Build 122 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 123 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
the market's Gamma fee schedule at both the entry and future checkpoint, plus a
separate half-cent round-trip slippage allowance. Fee-free markets pay only the
slippage allowance; an unavailable fee schedule gets a conservative four-cent
@@ -124,7 +128,7 @@ Every probation position exits at the matching six-hour executable bid and keeps
the 18% stop policy active. Normal directional sizing remains locked until the
same cohort independently passes both the 24-hour and 72-hour promotion gates.
Build 122 retains Build 100's retirement of the old 3-6 day resolution-window
Build 123 retains Build 100's retirement of the old 3-6 day resolution-window
capital permission. That audit clustered confidence by event but still averaged
several correlated contracts inside each event, while production could choose
only one. The corrected replay chooses the highest-volume eligible contract per event and
@@ -244,7 +248,7 @@ evidence proves an edge.
Run `npm run evaluate:sports-favorites` for the retired pregame favorite audit.
Its 12-hour, 60%-75% cohort had positive point estimates but did not establish a
reliable confidence bound, so Build 122 no longer allocates capital to that rule.
reliable confidence bound, so Build 123 no longer allocates capital to that rule.
Strategy 64 also tracks the exact-fee settlement calibration's three-day Sports
NO cohort as a zero-capital forward lane. The corrected 5,000-market run