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Diversify verified bundle search by event

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Theodore Song
2026-08-22 08:22:47 -04:00
parent a6c9fc1a14
commit 7ae2d6bdfc
5 changed files with 74 additions and 10 deletions
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research/adaptive-strategy-64-audit.json
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{
"strategy": 64,
"generated_at": "2026-08-22T12:17:23.498Z",
"requested_markets": 500,
"fetched_markets": 500,
"histories_with_data": 500,
"failures": 0,
"observations": 6115,
"methodology": {
"cost_cents": 0.5,
"observation_spacing_hours": 12,
"split": "60% train / 20% validation / 20% untouched holdout",
"cluster_unit": "Polymarket event",
"candidate_rules": 1920,
"promotion_gate": "Positive event-clustered 90% lower bound with minimum support in train, validation, and holdout"
},
"probation_rule_ids": [],
"durable_rule_ids": [],
"horizons": [
{"hours": 6, "train_rows": 3640, "validation_rows": 1226, "test_rows": 1223, "validation_selected": 0, "holdout_passed": 0},
{"hours": 24, "train_rows": 3482, "validation_rows": 875, "test_rows": 1223, "validation_selected": 0, "holdout_passed": 0},
{"hours": 72, "train_rows": 3043, "validation_rows": 215, "test_rows": 1223, "validation_selected": 0, "holdout_passed": 0}
],
"production_decision": {
"preapproved_directional_rules": [],
"six_hour_probation_requires_new_forward_evidence": true,
"full_directional_promotion_requires_new_forward_evidence": true,
"note": "No tested directional rule survived validation at any horizon. This active-market audit can still contain survivorship bias, so it cannot justify relaxing the live evidence gates."
},
"reproduce": "ADAPTIVE_MARKETS=500 ADAPTIVE_CONCURRENCY=12 npm run evaluate:adaptive"
}