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Grade adaptive signals with exact market fees
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@@ -20,7 +20,7 @@ market snapshots. During an outage, cycles continue locally; cached entries are
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allowed for 90 minutes, older snapshots become mark-only, and all cached data
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expires after 24 hours.
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Build 102 runs the headless GitHub Actions runtime every five minutes, continues
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Build 103 runs the headless GitHub Actions runtime every five minutes, continues
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from the previous agent snapshot,
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and runs the next due paper cycle even when no browser is open. It writes a
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sanitized snapshot to the `runtime-state` branch and `/api/state` uses that as a
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@@ -41,7 +41,7 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
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several simultaneous copies of one move, and outcomes from the same underlying
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three-hour shock window count as one learner event.
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Each Build 102 cycle also scans the 1,000 most-active Polymarket events for
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Each Build 103 cycle also scans the 1,000 most-active Polymarket events for
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complete negative-risk bundles and logically nested threshold or deadline
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pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
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reserve for markets declared fee-free. The closest 60 structures are then
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@@ -57,7 +57,21 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
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executable-margin counts so an empty lane is evidence rather than an ambiguous
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failure.
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Build 102 retains Build 100's retirement of the old 3-6 day resolution-window
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Build 103 also replaces the directional learner's blanket half-cent cost with
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the market's Gamma fee schedule at both the entry and future checkpoint, plus a
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separate half-cent round-trip slippage allowance. Fee-free markets pay only the
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slippage allowance; an unavailable fee schedule gets a conservative four-cent
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fee reserve and cannot look artificially profitable. Fee metadata survives
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cloud compaction and offline caching. The exact-fee replay covered the top 1,000
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active markets and 208 independent events: broad trends, reversals, and
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favorite trends all had 90% upper bounds below zero at 12 hours. A separate
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3,000-recently-closed-market study tested 297 one-decision-per-event settlement
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rules and found zero robust positive rule. Strategy 61 therefore resets online
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directional evidence under fee policy 2 and keeps those lanes observation-only
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until current independent 24-hour and 72-hour cohorts pass the existing
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promotion gate.
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Build 103 retains Build 100's retirement of the old 3-6 day resolution-window
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capital permission. That audit clustered confidence by event but still averaged
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several correlated contracts inside each event, while production could choose
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only one. The corrected replay chooses the highest-volume eligible contract per event and
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@@ -301,8 +315,8 @@ Strategy 54 gives previously opened Politics trend positions that 72-hour observ
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ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget
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reductions remain immediate.
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Strategy 54 also subtracts a half-cent round-trip cost when grading each live
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walk-forward signal. Confidence uses the largest independent matching bucket,
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Strategy 61 applies exact Gamma entry and exit taker fees plus a half-cent
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slippage allowance when grading each live walk-forward signal. Confidence uses the largest independent matching bucket,
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not the sum of five overlapping feature buckets, and evidence from older engine
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versions is down-weighted. This prevents a handful of duplicated observations
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from authorizing larger positions or hiding a modest negative regime.
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