Diversify verified bundle search by event

README.md

@@ -67,7 +67,9 @@ Each Build 121 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
-repriced from batched CLOB asks from the equal-unit size needed for at least a $50
+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
 paper order up to a $400 verified-notional ceiling. The scanner applies each market's Gamma fee schedule at every
 consumed ask level and checks the CLOB fee-rate endpoint for a matching enabled
 or fee-free state. Any opened position is capped to the exact equal-unit size
@@ -102,8 +104,12 @@ favorite trends all had 90% upper bounds below zero at 12 hours. A separate
 rules and found zero robust positive rule. Strategy 64 retains online
 directional evidence under fee policy 2. A separate probation gate can now use
 capital after at least 12 current-policy independent events produce a net-of-cost
-six-hour lower confidence bound above 1% for every required cohort feature. It
+six-hour lower confidence bound above 1% for every required cohort feature.
-uses at most 0.5% of equity per position, 1% per-agent total capital, one new
+The corresponding 500-market, 1,920-rule chronological audit selected zero
+rules in validation at 6, 24, or 72 hours. No directional rule is preapproved;
+probation and full sizing must be earned from new event-deduplicated forward
+observations. Probation uses at most 0.5% of equity per position, 1% per-agent
+total capital, one new
 position per agent cycle, and one owner per Polymarket event across all agents.
 Every probation position exits at the matching six-hour executable bid and keeps
 the 18% stop policy active. Normal directional sizing remains locked until the

index.html

@@ -1320,6 +1320,15 @@ function compareBundleOpportunities(a,b){
     ||Number(b.net_edge||-Infinity)-Number(a.net_edge||-Infinity)
     ||Number(b.bundle_net_profit_per_unit||-Infinity)-Number(a.bundle_net_profit_per_unit||-Infinity);
 }
+function prioritizeIndependentBundles(candidates,limit=Infinity){
+  const ranked=(candidates||[]).slice().sort(compareBundleOpportunities),firstByEvent=[],alternates=[],seenEvents=new Set();
+  ranked.forEach(candidate=>{
+    const eventKey=bundleEventKey(candidate)||String(candidate.bundle_id||candidate.market_id||"");
+    if(eventKey&&!seenEvents.has(eventKey)){seenEvents.add(eventKey);firstByEvent.push(candidate);}
+    else alternates.push(candidate);
+  });
+  return [...firstByEvent,...alternates].slice(0,Math.max(0,Number(limit)||0));
+}
 function bundleEventExposure(portfolio,eventKey){
   const key=String(eventKey||"");if(!key)return 0;
   return (portfolio&&portfolio.positions||[]).filter(pos=>pos.requires_complete_bundle&&bundleEventKey(pos)===key)
@@ -1367,7 +1376,7 @@ async function fetchBundleFeeRates(tokenIds){
   await Promise.all(workers);return results;
 }
 async function verifyExecutableBundles(candidates){
-  const shortlist=(candidates||[]).slice().sort(compareBundleOpportunities).slice(0,BUNDLE_DEPTH_CANDIDATE_LIMIT);
+  const shortlist=prioritizeIndependentBundles(candidates,BUNDLE_DEPTH_CANDIDATE_LIMIT);
   const tokenIds=shortlist.flatMap(candidate=>(candidate.bundle_legs||[]).map(leg=>leg.token_id));
   const books=await fetchBundleBooks(tokenIds),depthChecked=shortlist.map(candidate=>{
     const estimatedCost=Number(candidate.bundle_cost_per_unit),requiredUnits=bundleMinimumExecutionUnits(Math.max(estimatedCost,0.01));
@@ -1421,10 +1430,12 @@ async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
   const candidates=executableAudit.filter(candidate=>candidate.opportunity_actionable);
   const seen=new Set();
   const unique=candidates.filter(candidate=>{const id=String(candidate.bundle_id||candidate.market_id);if(!id||seen.has(id))return false;seen.add(id);return true;});
+  const prioritized=prioritizeIndependentBundles(unique,20);
   const closest=executableAudit.find(candidate=>candidate.depth_verified)||executableAudit[0]||null;
-  return {candidates:unique.slice(0,20),audit:{status:"ok",scanned_at:nowIso(),event_scan_limit:limit,events_scanned:events.length,
+  return {candidates:prioritized,audit:{status:"ok",scanned_at:nowIso(),event_scan_limit:limit,events_scanned:events.length,
     evaluated_structures:audited.length,depth_checked_structures:executableAudit.length,depth_verified_structures:executableAudit.filter(candidate=>candidate.depth_verified).length,
     fee_verified_structures:executableAudit.filter(candidate=>candidate.fees_verified).length,actionable_bundles:unique.length,
+    actionable_events:new Set(unique.map(bundleEventKey).filter(Boolean)).size,returned_events:new Set(prioritized.map(bundleEventKey).filter(Boolean)).size,
     closest_margin_cents:closest?+(Number(closest.bundle_net_profit_per_unit)*100).toFixed(2):null,
     closest_return_pct:closest?+(Number(closest.net_edge)*100).toFixed(3):null,
     closest_title:closest?closest.question:null,closest_url:closest?closest.url:null}};
@@ -7215,6 +7226,11 @@ function runEngineSelfTest(){
     Object.assign({},dominanceSuggestion,{bundle_id:"dominance:slow-event:a:b",bundle_event_id:"slow-event",net_edge:0.03,days_to_resolution:30}),
     Object.assign({},dominanceSuggestion,{bundle_id:"dominance:fast-event:a:b",bundle_event_id:"fast-event",net_edge:0.02,days_to_resolution:5}),
   ].sort(compareBundleOpportunities);
+  const independentBundleOrder=prioritizeIndependentBundles([
+    Object.assign({},dominanceSuggestion,{bundle_id:"dominance:event-a:a:b",bundle_event_id:"event-a",net_edge:0.05,days_to_resolution:5}),
+    Object.assign({},dominanceSuggestion,{bundle_id:"dominance:event-a:c:d",bundle_event_id:"event-a",net_edge:0.04,days_to_resolution:5}),
+    Object.assign({},dominanceSuggestion,{bundle_id:"dominance:event-b:a:b",bundle_event_id:"event-b",net_edge:0.02,days_to_resolution:5}),
+  ],3);
   const eventCapBook=defaultPortfolio();
   eventCapBook.cash=8800;
   eventCapBook.positions=[
@@ -7734,6 +7750,7 @@ function runEngineSelfTest(){
     },
     bundleArbitrage:{
       prioritizesReturnPerLockedDay:capitalEfficiencyOrder[0].bundle_event_id==="fast-event",
+      prioritizesIndependentEventsBeforeAlternates:independentBundleOrder.map(row=>row.bundle_event_id).join(",")==="event-a,event-b,event-a",
       derivesLegacyBundleEventKey:bundleEventKey({bundle_id:"dominance:legacy-event:market-a:market-b"})==="legacy-event",
       capsUnderlyingEventExposure:eventCapBook.positions.length===2&&eventCapBook.lastDecision.rejectionCounts.bundle_event_cap===1,
       blocksLowReturnPerLockedDay:slowCapitalBook.positions.length===0&&slowCapitalBook.lastDecision.rejectionCounts.bundle_capital_efficiency===1,

research/adaptive-strategy-64-audit.json

@@ -0,0 +1,31 @@
+{
+  "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"
+}

scripts/evaluate-adaptive.mjs

@@ -103,7 +103,7 @@ function observations(market, points) {
     }
     if (!complete) continue;
     const future = {};
-    for (const hours of [24, 72]) {
+    for (const hours of [6, 24, 72]) {
       const next = atOrAfter(points, current.t + hours * HOUR);
       if (next && next.t - (current.t + hours * HOUR) <= 3 * HOUR) future[hours] = next.p;
     }
@@ -203,11 +203,13 @@ function evaluateHorizon(horizon) {
 }
 
 const compact = (stats) => Object.fromEntries(Object.entries(stats).map(([key, value]) => [key, Number.isFinite(value) ? +value.toFixed(5) : value]));
-const horizons = [24, 72].map(evaluateHorizon).map((result) => ({ ...result,
+const horizons = [6, 24, 72].map(evaluateHorizon).map((result) => ({ ...result,
   candidates: result.candidates.map((candidate) => ({ rule: candidate.rule, passesHoldout: candidate.passesHoldout,
     train: compact(candidate.train), validation: compact(candidate.validation), test: compact(candidate.test) })) }));
-const passedByHorizon = horizons.map((result) => new Set(result.candidates.filter((candidate) => candidate.passesHoldout).map((candidate) => candidate.rule.id)));
+const passedByHorizon = Object.fromEntries(horizons.map((result) => [result.horizon,
-const durableRuleIds = [...passedByHorizon[0]].filter((id) => passedByHorizon[1].has(id));
+  new Set(result.candidates.filter((candidate) => candidate.passesHoldout).map((candidate) => candidate.rule.id))]));
+const probationRuleIds = [...passedByHorizon[6]];
+const durableRuleIds = [...passedByHorizon[24]].filter((id) => passedByHorizon[72].has(id));
 
 console.log(JSON.stringify({ generatedAt: new Date().toISOString(), requestedMarkets: MARKET_LIMIT, fetchedMarkets: markets.length,
   historiesWithData: histories.filter((result) => result && !result.error && result.points).length,
@@ -215,4 +217,4 @@ console.log(JSON.stringify({ generatedAt: new Date().toISOString(), requestedMar
   methodology: { costCents: COST * 100, observationSpacingHours: 12, split: "60% train / 20% validation / 20% untouched holdout",
     clusterUnit: "Polymarket event", candidateRules: rules.length,
     promotionGate: "positive event-clustered 90% lower bound with minimum support in train, validation, and holdout" },
-  durableRuleIds, horizons }, null, 2));
+  probationRuleIds, durableRuleIds, horizons }, null, 2));

scripts/test-autonomous-runtime.mjs

@@ -8,6 +8,7 @@ const workflow = fs.readFileSync(new URL("../.github/workflows/autonomous-cycle.
 const runner = fs.readFileSync(new URL("./run-autonomous-cycle.mjs", import.meta.url), "utf8");
 const resolutionAudit = JSON.parse(fs.readFileSync(new URL("../research/resolution-week-no-audit.json", import.meta.url), "utf8"));
 const sportsContestAudit = JSON.parse(fs.readFileSync(new URL("../research/sports-contest-no-exploration-audit.json", import.meta.url), "utf8"));
+const adaptiveAudit = JSON.parse(fs.readFileSync(new URL("../research/adaptive-strategy-64-audit.json", import.meta.url), "utf8"));
 const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
 
 assert.equal(build, 121);
@@ -79,6 +80,8 @@ assert.match(index, /const BUNDLE_MAX_VERIFIED_NOTIONAL=400;/);
 assert.match(index, /const BUNDLE_EVENT_CAP_PCT=0\.12;/);
 assert.match(index, /const BUNDLE_MIN_DAILY_RETURN=0\.0002;/);
 assert.match(index, /function compareBundleOpportunities\(a,b\)/);
+assert.match(index, /function prioritizeIndependentBundles\(candidates,limit=Infinity\)/);
+assert.match(index, /prioritizesIndependentEventsBeforeAlternates:/);
 assert.match(index, /function bundleEventExposure\(portfolio,eventKey\)/);
 assert.match(index, /prioritizesReturnPerLockedDay:/);
 assert.match(index, /capsUnderlyingEventExposure:/);
@@ -108,6 +111,11 @@ assert.ok(sportsContestAudit.corrected_5000_market_result.validation.lower_95 <
 assert.equal(sportsContestAudit.production_constraints.initial_position_pct, 0.5);
 assert.equal(sportsContestAudit.production_constraints.total_lane_cap_pct, 3);
 assert.equal(sportsContestAudit.production_constraints.exact_entry_fee_required, true);
+assert.equal(adaptiveAudit.strategy, 64);
+assert.equal(adaptiveAudit.fetched_markets, 500);
+assert.deepEqual(adaptiveAudit.probation_rule_ids, []);
+assert.deepEqual(adaptiveAudit.durable_rule_ids, []);
+assert.ok(adaptiveAudit.horizons.every((row) => row.validation_selected === 0 && row.holdout_passed === 0));
 assert.match(index, /function sportsContestKey\(m\)/);
 assert.match(index, /function sportsContestNoSuggestions\(markets\)/);
 assert.match(index, /const SPORTS_FAVORITE_MAX_NEW_PER_CYCLE=1;/);