Audit maker rewards before shadow quoting

This commit is contained in:
Theodore Song
2026-08-19 15:37:15 -04:00
parent b7b66d5c48
commit 6b1ab20439
8 changed files with 513 additions and 109 deletions
+23 -12
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. Build 65 also installs an offline app shell and caches timestamped
Vercel Blob. Build 66 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 @@ team names, Over/Under, or another pair are rejected instead of being silently
reinterpreted as Yes/No. The same semantic check applies to complete event
bundles and the offline evaluators.
Build 65 ranks the competition by each agent's return since Strategy 54 began.
Build 66 ranks the competition by each agent's return since Strategy 55 began.
Historical replay equity remains visible for context, but it no longer makes an
agent look like the current leader when the live adaptive strategy is losing.
@@ -37,7 +37,7 @@ The learner shrinks small samples toward neutral, caps sizing changes to
15% of candidates for deterministic exploration so a stale regime cannot become
permanent.
Strategy 54 treats each binary stake as capable of falling to zero even when the
Strategy 55 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
@@ -74,13 +74,23 @@ Run `npm run evaluate:adaptive` for a stricter chronological search across 1,920
predefined price-action rules. It uses a 60/20/20 train, validation, and holdout
split and never selects a rule from the holdout period. The August 19 run loaded
all 300 requested histories and found no directional rule that passed both train
and validation at either 24 or 72 hours. Strategy 54 therefore keeps directional
and validation at either 24 or 72 hours. Strategy 55 therefore keeps directional
signals in the walk-forward observation ledger until current, independent-event
evidence proves an edge.
Run `npm run evaluate:liquidity` to inspect live reward-scoring markets for
paired resting YES and NO bids whose combined cost is below the $1 settlement
payout. Run `npm run evaluate:maker` for the chronological fill-path audit; set
Run `npm run evaluate:sports-favorites` for the separate pregame favorite audit.
It anchors decisions to the published game start, rejects stale prices, charges a
modeled five-cent cost, forms equal-dollar event baskets, and uses a chronological
60/20/20 split. The clean 3,000-market run produced nine train-pass rules but zero
validation selections, so Strategy 55 does not promote the apparent sports-favorite
edge or use the holdout set to rescue it.
Run `npm run evaluate:liquidity` to inspect live reward-scoring markets using
both public outcome books. It recomputes the minimum-size-adjusted midpoint,
upper-bounds competing maker score from visible qualifying depth, enforces the
$1 payout minimum, and reports one-leg loss beside the estimated reward share.
The estimate is a single snapshot, not earned income. Run `npm run evaluate:maker`
for the chronological fill-path audit; set
`MAKER_MARKETS`, `MAKER_HISTORY_DAYS`, `MAKER_CONCURRENCY`, or
`MAKER_EXIT_COST_CENTS` to change it and `MAKER_SUMMARY=1` for compact output.
@@ -90,17 +100,18 @@ and 24-hour horizons. Zero rules passed training, validation, or untouched
holdout. At three hours, the broad 0.5-cent quote-gap rule still lost 0.63% per
event in holdout; only 0.61% of observations completed both legs while 23.33%
produced adverse one-leg inventory. Wider quotes traded less but remained
negative. Strategy 54 therefore does not risk paper capital on an unproven
negative. Strategy 55 therefore does not risk paper capital on an unproven
maker rule.
Value Hunter now tracks up to six zero-capital shadow quote pairs. A later live
Value Hunter now tracks up to six zero-capital shadow quote pairs selected by
the shared reward-book audit. A later live
cycle must still verify each touch from public CLOB price history or a current
book cross. A three-hour executable exit grades one-sided touches after a
conservative half-cent cost, while paired touches and unfilled attempts are also
retained. Results are clustered by Polymarket event. Capital exposure can only
resume after at least 20 current-strategy event clusters in both the matching
category and spread cohort have positive 90% confidence bounds and at least
three completed pairs, with any mature losing cohort acting as a veto. There is
resume after at least 20 current-strategy event clusters in the matching
category, spread, and estimated reward-yield cohorts have positive 90% confidence
bounds and at least three completed pairs, with any mature losing cohort acting as a veto. There is
no capital-backed exploration lane. Existing paper inventory from prior builds
is still reconciled honestly. The engine does not credit hypothetical rewards.
See Polymarket's official [fees](https://docs.polymarket.com/trading/fees),