Apply multi-horizon market priors

This commit is contained in:
Theodore Song
2026-08-18 09:52:06 -04:00
parent 38945b2045
commit 36345e7cad
3 changed files with 39 additions and 19 deletions
+6 -3
View File
@@ -15,7 +15,7 @@ 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. Engine v37 also installs an offline app shell and caches timestamped
Vercel Blob. Engine v38 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.
@@ -26,7 +26,7 @@ small samples toward neutral, caps sizing changes to 0.68x-1.30x, and reserves
15% of candidates for deterministic exploration so a stale regime cannot become
permanent.
Engine v37 treats each binary stake as capable of falling to zero even when the
Engine v38 treats each binary stake as capable of falling to zero even when the
18% stop cannot fill. New core positions are capped at 2.5%-4% of equity and
aggressive positions at 3%-5%, with lower limits for near-term, extreme-price,
reversal, and fast-moving setups. Oversized positions inherited from older
@@ -55,7 +55,7 @@ evidence. Set `EVAL_MARKETS`, `EVAL_CONCURRENCY`, `EVAL_HORIZONS`, or
`EVAL_COST_CENTS` to change the audit.
The first 80-market audit found that reversal signals lost 4.34% on average in
both chronological partitions, while crypto and longshot samples were also
negative overall. Engine v37 therefore blocks reversal entries outside the fixed
negative overall. Engine v38 therefore blocks reversal and sports-trend entries outside the fixed
15% exploration lane and applies modest sizing penalties to crypto and longshots.
It does not boost any rule from this audit because no positive rule was robust
across the chronological split.
@@ -66,6 +66,9 @@ segment and averaged -4.13%. Sports trends were negative in train and test and
averaged -3.53% at 72 hours. Politics trends were the sole cohort with positive
row-level returns in all three 72-hour segments, but its market-cluster interval
still crossed zero; that supports a longer hold test, not a larger entry bet.
Engine v38 gives Politics trend positions that 72-hour observation window before
ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget
reductions remain immediate.
Paper accounts created with a password are also saved through the backend, so a
user can log in from another device and see the same paper portfolio, activity,