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Expand chronological signal audit

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Theodore Song
2026-08-18 09:50:46 -04:00
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README.md
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@@ -47,9 +47,12 @@ clean live comparison.
Run `npm run evaluate:signals` to test the price-signal rules against one month
of hourly Polymarket history. The evaluator forms signals only from prior
one-hour, one-day, and one-week prices, marks them 12 hours later, applies a
conservative half-cent cost estimate, and reports a chronological 70/30 split.
Set `EVAL_MARKETS` or `EVAL_CONCURRENCY` to change the default 80-market run.
one-hour, one-day, and one-week prices, marks them 6, 12, 24, and 72 hours later,
applies a conservative half-cent cost estimate, and reports a chronological
70/30 split plus three consecutive time segments. Results are also clustered by
market so repeated observations from one contract cannot masquerade as broad
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
@@ -57,6 +60,13 @@ negative overall. Engine v37 therefore blocks reversal entries outside the fixed
It does not boost any rule from this audit because no positive rule was robust
across the chronological split.
A corrected 200-market audit paged through 197 markets with usable history and
1,912 twelve-hour outcomes. Reversals remained negative in every chronological
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.
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,
and value history. Passwordless paper accounts remain local-only.