Hold complete bundles at cost until settlement

.github/workflows/autonomous-cycle.yml

@@ -34,7 +34,7 @@ jobs:
       - run: node scripts/run-autonomous-cycle.mjs
         env:
           ARENA_URL: https://polymarket-site-eta.vercel.app
-          EXPECTED_BUILD: "109"
+          EXPECTED_BUILD: "110"
           RUNTIME_BRANCH: runtime-state
           RUNTIME_STATE_PATH: runtime/state.json
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

README.md

@@ -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 109 runs the headless GitHub Actions runtime every five minutes, continues
+Build 110 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 109 cycle also scans the 1,000 most-active Polymarket events for
+Each Build 110 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 109 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
+Build 110 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 109 retains Build 100's retirement of the old 3-6 day resolution-window
+Build 110 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 109 no longer allocates capital to that rule.
+reliable confidence bound, so Build 110 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

index.html

@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <nav class="topnav">
     <div class="brand">
       <div class="logo">🏆</div>
-      <div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 62 · contest-level learning · build 109</div></div>
+      <div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 62 · contest-level learning · build 110</div></div>
     </div>
     <div class="tabs" id="tabs">
       <button class="tab" data-tab="overview">Overview</button>
@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <div class="personal-banner" id="personalBanner">
     <b>Personal research mode.</b> This copy is for your own analysis, paper tracking, and manual trade research only. It does not pool money, onboard investors, custody funds, bypass eligibility rules, or place orders without your manual approval.
   </div>
-  <div class="live-build-banner"><b>Build 109 active:</b> The public paper agents run autonomously every five minutes while every user device is closed. Each cycle scans the 500 most-active eligible markets and 1,000 most-active events, carries exact Gamma fee schedules through cloud and offline caches, and checks complete bundles against live depth. Strategy 62 adds a bounded sports-contest NO exploration lane: one highest-priced NO contract per real contest near the three-day checkpoint, exact entry fee plus slippage, 0.5% initial size, 3% total cap, and automatic forward promotion or suspension. Intact guaranteed bundles are conservatively marked at no less than their cost basis, while modeled profit remains unbooked until settlement. This point-positive historical pattern is not a proven edge. Phones and computers display the same read-only autonomous state. Profits are not guaranteed.</div>
+  <div class="live-build-banner"><b>Build 110 active:</b> The public paper agents run autonomously every five minutes while every user device is closed. Each cycle scans the 500 most-active eligible markets and 1,000 most-active events, carries exact Gamma fee schedules through cloud and offline caches, and checks complete bundles against live depth. Strategy 62 adds a bounded sports-contest NO exploration lane: one highest-priced NO contract per real contest near the three-day checkpoint, exact entry fee plus slippage, 0.5% initial size, 3% total cap, and automatic forward promotion or suspension. Intact guaranteed bundles are conservatively held at cost in portfolio accounting, while modeled profit remains unbooked until settlement. This point-positive historical pattern is not a proven edge. Phones and computers display the same read-only autonomous state. Profits are not guaranteed.</div>
 
   <!-- ============ OVERVIEW ============ -->
   <section class="tabpanel" data-tab="overview">
@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   </section>
 
   <footer>
-    Build 109 · Adaptive strategy 62 · Five-minute autonomous scans · Exact-fee directional learning · Conservative intact-bundle accounting · Contest-deduplicated sports exploration · Live depth, fee, and size-verified bundle audit · Corrected one-decision-per-event settlement audit · Autonomous runtime 1 · Offline runtime 2 · Maker research 3 · Agent learning 3 · Paper trading only · Live prices from Polymarket's public Gamma and CLOB APIs · Not financial advice ·
+    Build 110 · Adaptive strategy 62 · Five-minute autonomous scans · Exact-fee directional learning · Conservative intact-bundle accounting · Contest-deduplicated sports exploration · Live depth, fee, and size-verified bundle audit · Corrected one-decision-per-event settlement audit · Autonomous runtime 1 · Offline runtime 2 · Maker research 3 · Agent learning 3 · Paper trading only · Live prices from Polymarket's public Gamma and CLOB APIs · Not financial advice ·
     <a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
   </footer>
 </div>
@@ -774,7 +774,7 @@ const POLITICS_TREND_MIN_HOLD_HOURS = 72;
 const EXIT_CONFIRM_HOURS = 6;
 const AGENTS_KEY = "pma_agents_v2";
 const SUG_KEY = "pma_suggestions_v5";
-const BUILD_VERSION = 109;
+const BUILD_VERSION = 110;
 const AGENT_LEARNING_VERSION = 3;
 const SUGGESTION_ENGINE_VERSION = 62;
 const MAKER_STRATEGY_VERSION = 3;
@@ -2271,26 +2271,19 @@ function portfolioPositionValue(p){
   let total=positions.reduce((sum,pos)=>sum+Number(pos.shares||0)*Number(pos.current_price||0),0);
   completeBundleGroups(p).forEach(group=>{
     const raw=group.reduce((sum,pos)=>sum+Number(pos.shares||0)*Number(pos.current_price||0),0);
-    total+=Math.max(0,completeBundleAccountingFloor(group)-raw);
+    const lockedValue=completeBundleAccountingFloor(group);
+    if(lockedValue>0)total+=lockedValue-raw;
   });
   return total;
 }
 function applyCompleteBundleAccountingMarks(p){
   completeBundleGroups(p).forEach(group=>{
-    const raw=group.reduce((sum,pos)=>sum+Number(pos.shares||0)*Number(pos.current_price||0),0);
+    const lockedValue=completeBundleAccountingFloor(group);
-    const floor=completeBundleAccountingFloor(group),adjustment=Math.max(0,floor-raw);
+    if(!(lockedValue>0))return;
-    const cost=group.reduce((sum,pos)=>sum+Number(pos.cost||0),0);
+    group.forEach(pos=>{
-    let distributed=0;
-    group.forEach((pos,index)=>{
       const rawValue=Number(pos.shares||0)*Number(pos.current_price||0);
-      const weight=cost>0?Number(pos.cost||0)/cost:1/group.length;
+      pos.raw_value=+rawValue.toFixed(2);pos.bundle_mark_adjustment=+(Number(pos.cost||0)-pos.raw_value).toFixed(2);
-      const allocated=index===group.length-1
+      pos.value=+Number(pos.cost||0).toFixed(2);pos.unrealized_pnl=0;
-        ? adjustment-distributed
-        : Number((adjustment*weight).toFixed(2));
-      distributed+=allocated;
-      pos.raw_value=+rawValue.toFixed(2);pos.bundle_mark_adjustment=+allocated.toFixed(2);
-      pos.value=+(pos.raw_value+pos.bundle_mark_adjustment).toFixed(2);
-      pos.unrealized_pnl=+(pos.value-Number(pos.cost||0)).toFixed(2);
     });
   });
 }
@@ -6933,6 +6926,13 @@ function runEngineSelfTest(){
   applyCompleteBundleAccountingMarks(conservativeBundleMarkBook);
   const conservativeBundleAccountedValue=conservativeBundleMarkBook.positions.reduce((sum,pos)=>sum+Number(pos.value),0);
   const conservativeBundleCost=conservativeBundleMarkBook.positions.reduce((sum,pos)=>sum+Number(pos.cost),0);
+  const optimisticBundleMarkBook=JSON.parse(JSON.stringify(repricedBoundaryBook));
+  optimisticBundleMarkBook.positions.forEach(pos=>{
+    pos.current_price=+(Number(pos.current_price)*1.25).toFixed(6);
+    pos.value=+(Number(pos.shares)*Number(pos.current_price)).toFixed(2);
+    pos.unrealized_pnl=+(pos.value-Number(pos.cost)).toFixed(2);
+  });
+  applyCompleteBundleAccountingMarks(optimisticBundleMarkBook);
   const undersizedBoundaryCandidate=Object.assign({},repricedBoundaryCandidate,{execution_units:50.04});
   const undersizedBoundaryBook=defaultPortfolio();
   openPositions(undersizedBoundaryBook,AGENTS.find(a=>a.id==="value"),[undersizedBoundaryCandidate],"All",{
@@ -7392,7 +7392,9 @@ function runEngineSelfTest(){
       intactBundleDoesNotShowArtificialLoss:conservativeBundleRawValue<conservativeBundleCost
         &&Math.abs(conservativeBundleAccountedValue-conservativeBundleCost)<=0.01
         &&Math.abs(equity(conservativeBundleMarkBook)-STARTING_BALANCE)<=0.01,
-      modeledSettlementProfitIsNotBookedEarly:Math.abs(equity(conservativeBundleMarkBook)-STARTING_BALANCE)<=0.01,
+      modeledSettlementProfitIsNotBookedEarly:Math.abs(equity(conservativeBundleMarkBook)-STARTING_BALANCE)<=0.01
+        &&Math.abs(equity(optimisticBundleMarkBook)-STARTING_BALANCE)<=0.01
+        &&optimisticBundleMarkBook.positions.every(pos=>pos.unrealized_pnl===0),
       undersizedAtomicFailureIsReported:undersizedBoundaryBook.positions.length===0
         &&undersizedBoundaryBook.lastDecision.rejectionCounts.bundle_execution===1,
       blocksUnverifiedBundleEntry:unverifiedBundleOpen===null&&unverifiedBundleBook.positions.length===0&&unverifiedBundleBook.cash===STARTING_BALANCE,

scripts/run-autonomous-cycle.mjs

@@ -128,7 +128,7 @@ async function main() {
   const branch = process.env.RUNTIME_BRANCH || "runtime-state";
   const pathname = process.env.RUNTIME_STATE_PATH || "runtime/state.json";
   const arenaUrl = (process.env.ARENA_URL || "https://polymarket-site-eta.vercel.app").replace(/\/$/, "");
-  const expectedBuild = Number(required("EXPECTED_BUILD", "109"));
+  const expectedBuild = Number(required("EXPECTED_BUILD", "110"));
   await ensureRuntimeBranch(repository, branch);
   const prior = await readRuntimeFile(repository, branch, pathname);
   if (prior.snapshot) validateRuntimeSnapshot(prior.snapshot, 0, { allowIncomplete: true });

scripts/test-autonomous-runtime.mjs

@@ -10,7 +10,7 @@ const resolutionAudit = JSON.parse(fs.readFileSync(new URL("../research/resoluti
 const sportsContestAudit = JSON.parse(fs.readFileSync(new URL("../research/sports-contest-no-exploration-audit.json", import.meta.url), "utf8"));
 const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
 
-assert.equal(build, 109);
+assert.equal(build, 110);
 assert.deepEqual([...ALLOWED_RUNTIME_KEYS].sort(), ["pma_agents_v2", "pma_suggestions_v5"]);
 assert.match(index, /function collectPublicRuntimeItems\(\)/);
 assert.match(index, /const PUBLIC_RUNTIME_KEYS=Object\.freeze\(\[AGENTS_KEY,SUG_KEY\]\)/);
@@ -27,7 +27,7 @@ assert.match(api, /Buffer\.from\(file\.content/);
 assert.match(api, /searchParams\.set\("runtime", `\$\{Date\.now\(\)\}/);
 assert.match(workflow, /cron: "2,7,12,17,22,27,32,37,42,47,52,57 \* \* \* \*"/);
 assert.match(workflow, /contents: write/);
-assert.match(workflow, /EXPECTED_BUILD: "109"/);
+assert.match(workflow, /EXPECTED_BUILD: "110"/);
 assert.match(index, /saveSuggestions\(sugs,markets\.length,analysisMarkets\.length,bundleAudit\)/);
 assert.match(index, /const NEG_RISK_EVENT_SCAN_LIMIT=1000;/);
 assert.match(index, /bundleOpportunityTelemetry:true/);

sw.js

@@ -1,4 +1,4 @@
-const CACHE_NAME = "polymarket-arena-build-109";
+const CACHE_NAME = "polymarket-arena-build-110";
 const APP_SHELL = ["/", "/index.html", "/personal.html", "/cycle-worker.js"];
 
 self.addEventListener("install", event => {