Expand executable protected opportunity search

This commit is contained in:
Theodore Song
2026-08-23 07:58:25 -04:00
parent 974a957f58
commit 53141d9071
6 changed files with 38 additions and 38 deletions
+9 -9
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 126 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 127 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
The mutable snapshot stays on the dedicated `runtime-state` branch, which is
explicitly excluded from Vercel Git deployments through
`git.deploymentEnabled`. This prevents high-frequency state commits from
@@ -70,7 +70,7 @@ 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 126 cycle also scans the 1,000 most-active Polymarket events for
Each Build 127 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
@@ -78,7 +78,7 @@ YES and NO amounts directly back into collateral, so a verified binary complemen
is merged and realized in the same paper cycle instead of waiting for resolution.
The official negative-risk adapter also converts a complete set of NO tokens into
`n - 1` units of collateral, less the event's `negRiskFeeBips`. Strategy 65 treats
that as a separate immediate path. The scanner reserves 20 of its 80 depth checks
that as a separate immediate path. The scanner reserves 40 of its 200 depth checks
for complete-NO candidates, then reads `getFeeBips` and `getQuestionCount` from the
official Polygon adapter for only those candidates. Every leg must expose one
consistent `negRiskMarketID`, the event leg count must equal the on-chain question
@@ -95,9 +95,9 @@ Gasless CTF operations include merge transactions; see
[Positions & Tokens](https://docs.polymarket.com/concepts/positions-tokens) and
[Gasless Transactions](https://docs.polymarket.com/trading/gasless).
Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
reserve for markets declared fee-free. The scanner keeps the existing 60
independent-first general structure checks and reserves 20 additional checks for
same-market complements. Structures are ranked by locked-capital efficiency, with
reserve for markets declared fee-free. The scanner uses 120 independent-first
general structure checks and reserves 40 additional checks for same-market
complements. Structures are ranked by locked-capital efficiency, with
the best structure from each independent event checked before alternates from events
already represented. They are repriced
from batched CLOB asks from the equal-unit size needed for at least a $50
@@ -131,7 +131,7 @@ 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 126 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 127 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
@@ -164,7 +164,7 @@ target fell to -44.14% in validation and remained negative in holdout, so it
cannot authorize capital. The reproducible result is stored in
`research/settlement-calibration-exact-fee-5000-audit.json`.
Build 126 retains Build 100's retirement of the old 3-6 day resolution-window
Build 127 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
@@ -284,7 +284,7 @@ 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 126 no longer allocates capital to that rule.
reliable confidence bound, so Build 127 no longer allocates capital to that rule.
Strategy 65 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