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Broaden audited adaptive settlement windows
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Theodore Song
@@ -1,61 +1,79 @@
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{
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"generated_at": "2026-08-21T22:50:27.912Z",
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"strategy": "resolution-window-no-50-55",
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"generated_at": "2026-08-21T23:16:59.364Z",
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"strategy": "resolution-window-no-50-55-safe-non-sports-v2",
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"selection": {
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"markets_requested": 3000,
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"markets_with_history": 2916,
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"markets_with_history": 2954,
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"order": "closedTime descending",
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"horizon_days_tested": [1, 3, 7, 14, 30, 90],
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"horizon_days_enabled": [3, 7],
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"horizon_days_tested": [2, 3, 4, 5, 6, 7, 8, 9, 10],
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"horizon_days_enabled": [3, 4, 5, 6],
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"modeled_round_trip_cost_cents": 1,
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"history_fidelity_minutes": 1440,
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"cluster_unit": "Polymarket event"
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"cluster_unit": "Polymarket event",
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"production_contract_filter": "non-Sports and no path-dependent barrier, numeric range, currency range, exact score, or post-count contract"
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},
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"rules": {
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"side": "NO",
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"midpoint_min_inclusive": 0.5,
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"midpoint_max_exclusive": 0.55,
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"3_day": {
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"observations": 632,
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"events": 158,
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"event_mean_return": 0.3324127082,
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"event_lower_90": 0.2551784721,
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"win_rate": 0.8022151899,
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"train_events": 102,
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"train_event_lower_90": 0.1932371274,
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"holdout_events": 58,
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"holdout_event_lower_90": 0.2726926035,
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"chronological_thirds_event_lower_90": [0.1536229561, 0.1670007024, 0.2405597789]
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"events": 121,
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"event_mean_return": 0.2451763293,
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"event_lower_90": 0.1577733713,
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"train_events": 85,
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"train_event_lower_90": 0.1314547114,
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"holdout_events": 40,
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"holdout_event_lower_90": 0.0991402647,
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"chronological_thirds_event_lower_90": [0.052193276, 0.0937543342, 0.1174259244]
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},
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"7_day": {
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"observations": 512,
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"events": 114,
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"event_mean_return": 0.3820780403,
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"event_lower_90": 0.3124946179,
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"win_rate": 0.818359375,
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"train_events": 79,
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"train_event_lower_90": 0.305848167,
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"holdout_events": 35,
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"holdout_event_lower_90": 0.2376613258,
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"chronological_thirds_event_lower_90": [0.348483419, 0.1301313899, 0.3106913741]
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"4_day": {
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"events": 144,
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"event_mean_return": 0.381453985,
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"event_lower_90": 0.3139573933,
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"train_events": 102,
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"train_event_lower_90": 0.3031863842,
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"holdout_events": 47,
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"holdout_event_lower_90": 0.2716756304,
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"chronological_thirds_event_lower_90": [0.3388899636, 0.2711632708, 0.2004748563]
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},
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"5_day": {
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"events": 105,
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"event_mean_return": 0.3686092965,
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"event_lower_90": 0.2938832777,
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"train_events": 77,
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"train_event_lower_90": 0.2686815198,
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"holdout_events": 30,
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"holdout_event_lower_90": 0.3000837037,
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"chronological_thirds_event_lower_90": [0.2828281426, 0.1431972556, 0.3007470066]
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},
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"6_day": {
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"events": 87,
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"event_mean_return": 0.4393573265,
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"event_lower_90": 0.3767305502,
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"train_events": 60,
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"train_event_lower_90": 0.3308720214,
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"holdout_events": 29,
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"holdout_event_lower_90": 0.4367621838,
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"chronological_thirds_event_lower_90": [0.2863423727, 0.3447299413, 0.3561383759]
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}
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},
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"rejected_neighboring_rule": {
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"name": "resolution-week-no-55-90",
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"events": 37,
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"event_mean_return": -0.0119488579,
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"event_lower_90": -0.1573098631,
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"reason": "The exact neighboring band failed pooled, train, holdout, and chronological-segment robustness."
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"rejected_windows": {
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"2_day": "The chronological holdout lower 90% bound was negative.",
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"7_day": "The exact safe non-Sports cohort had a negative middle-segment lower 90% bound.",
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"8_day": "Not retained after the contiguous 3-6 day production window passed more strongly.",
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"9_day": "Not retained after the contiguous 3-6 day production window passed more strongly.",
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"10_day": "The exact safe non-Sports cohort had a negative middle-segment lower 90% bound.",
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"adjacent_price_bands": "The 45-50% band lacked sufficient holdout evidence and the 55-60% band was unstable across shorter horizons."
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},
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"production_constraints": {
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"fixed_date_only": true,
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"safe_contract_only": true,
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"sports_excluded": true,
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"minimum_total_volume_usd": 15000,
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"minimum_live_liquidity_usd": 1400,
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"maximum_spread": 0.03,
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"entry": "executable NO ask plus 0.25 cents slippage",
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"maximum_entry_friction_cents": 1,
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"resolution_windows_days": [[2.5, 3.5], [6.5, 7.5]],
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"resolution_windows_days": [[2.5, 3.5], [3.5, 4.5], [4.5, 5.5], [5.5, 6.5]],
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"initial_position_pct": 0.5,
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"total_cap_pct": 3,
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"one_owner_per_event": true,
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@@ -67,5 +85,5 @@
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"Published midpoint history is not a fill guarantee; production therefore applies current executable pricing and liquidity gates.",
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"This audit authorizes only bounded paper trading and does not guarantee future profit."
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],
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"reproduce": "SETTLEMENT_MARKETS=3000 SETTLEMENT_HORIZONS=1,3,7,14,30,90 SETTLEMENT_COST_CENTS=1 SETTLEMENT_ORDER=closedTime SETTLEMENT_ASCENDING=false SETTLEMENT_TARGET_ONLY=1 SETTLEMENT_TARGET_RULES=buy_no_50_55 node scripts/evaluate-settlements.mjs"
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"reproduce": "SETTLEMENT_MARKETS=3000 SETTLEMENT_HORIZONS=3,4,5,6,7,8,9,10 SETTLEMENT_COST_CENTS=1 SETTLEMENT_ORDER=closedTime SETTLEMENT_ASCENDING=false SETTLEMENT_TARGET_ONLY=1 SETTLEMENT_TARGET_RULES=buy_no_50_55_safe_non_sports node scripts/evaluate-settlements.mjs"
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}
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