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Make sports forward learner quote aware

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Theodore Song
2026-08-20 18:27:39 -04:00
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@@ -96,18 +96,19 @@ signals in the walk-forward observation ledger until current, independent-event
evidence proves an edge.
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, takes only the highest-priced eligible favorite per event,
and uses a chronological 60/20/20 split. The refreshed August 20 run loaded all
3,000 histories with no failures and found zero train-pass rules. The Strategy 57
24-hour, 60%-85% capital rule averaged -11.98% across 168 independent training
events and -4.04% across 100 untouched holdout events after the five-cent cost,
so Strategy 58 retires it at the next fresh executable mark. The narrower 12-hour,
60%-75% rule had positive point estimates in train, validation, and holdout but
did not establish a positive lower confidence bound in train or holdout. Favorite
Backer therefore records it with zero capital, one market per event, and persists
the pending and completed forward ledger offline. Only 30 new independent closed
events with a positive 90% lower confidence bound can promote 1.25% positions.
It anchors decisions to the published game start, rejects stale prices, takes only
the highest-priced eligible favorite per event, and uses a chronological 60/20/20
split. The refreshed August 20 run loaded all 3,000 histories with no failures and
found zero train-pass rules. The Strategy 57 24-hour, 60%-85% capital rule was
negative even with zero modeled execution cost, so Strategy 58 retired it. The
narrower 12-hour, 60%-75% cohort stayed positive by point estimate in train,
validation, and holdout at a one-cent cost, but the train and holdout confidence
bounds still crossed zero; its holdout point estimate also turned negative near a
two-cent cost. Build 74 therefore records only zero-capital observations whose
executable ask plus a 0.25-cent slippage buffer is no more than one cent above the
midpoint. It persists the pending and completed forward ledger offline, grades
only closed markets, and requires 30 new independent closed events with a positive
90% lower confidence bound before 1.25% positions can begin.
Run `npm run evaluate:settlement-calibration` for the stricter settlement-bias
search across up to 5,000 resolved markets. It uses a 60/20/20 chronological