Correct intact bundle portfolio marks

This commit is contained in:
Theodore Song
2026-08-21 22:16:42 -04:00
parent d375ed7fc3
commit 3152096057
6 changed files with 79 additions and 15 deletions
+5 -5
View File
@@ -20,7 +20,7 @@ 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 108 runs the headless GitHub Actions runtime every five minutes, continues
Build 109 runs the headless GitHub Actions runtime every five minutes, continues
from the previous agent snapshot,
and runs the next due paper cycle even when no browser is open. It writes a
sanitized snapshot to the `runtime-state` branch and `/api/state` uses that as a
@@ -41,7 +41,7 @@ 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 108 cycle also scans the 1,000 most-active Polymarket events for
Each Build 109 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
reserve for markets declared fee-free. The closest 60 structures are then
@@ -57,7 +57,7 @@ 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 108 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 109 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
@@ -73,7 +73,7 @@ directional evidence under fee policy 2 and keeps those lanes observation-only
until current independent 24-hour and 72-hour cohorts pass the existing
promotion gate.
Build 108 retains Build 100's retirement of the old 3-6 day resolution-window
Build 109 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
@@ -193,7 +193,7 @@ 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 108 no longer allocates capital to that rule.
reliable confidence bound, so Build 109 no longer allocates capital to that rule.
Strategy 62 instead uses the exact-fee settlement calibration's three-day Sports
NO cohort as a bounded paper exploration lane. The corrected 5,000-market run