diff --git a/README.md b/README.md index 7a8b4ad..892569f 100644 --- a/README.md +++ b/README.md @@ -401,6 +401,33 @@ Thirty positive forward events with a lower bound above 1% can raise individual size to 1%; twelve convincingly losing events or a 2% strategy loss demote the lane to zero capital. Strategy-1 outcomes do not contaminate Strategy-2 evidence. +Build 87 applies a harsher two-cent round-trip stress and replaces Strategy 2 +with the stronger all-price-band rule: fade an accelerating move of at least +eight percentage points over three hours and exit after twelve hours. With each +return winsorized to the live learner's -100%/+200% range, its 90% +event-clustered lower bounds were +4.01% train, +4.55% validation, +3.63% +chronological holdout, and +1.08% on the sealed event-disjoint holdout, across +93, 85, 159, and 80 independent events. Entry still requires a live executable +price between 8% and 92%, no more than one cent of entry friction, and an extra +0.25-cent slippage buffer at exit. Initial paper positions are 1% of agent +equity, capped at 5% total per agent; 40 positive forward events can raise size +to 1.5%, while 20 convincingly losing events or a 3% strategy loss disable the +lane for that agent. All five aggressive agents may adopt it, but no event may +be repeated across agents and each agent can open at most two shock positions +per cycle. The service worker now uses Build 87 cache invalidation and +network-first refreshes, so an installed offline copy receives new builds when +it reconnects instead of continuing to serve stale Build 83 assets. + +The exact Strategy 3 rule was then frozen and checked without retuning on the +next 1,000 eligible active markets (246,580 additional observations). Mean +return remained positive in train, validation, chronological holdout, and the +event-disjoint holdout. The independent event holdout retained a +0.37% 90% +lower bound across 61 events; train and chronological-holdout lower bounds were +slightly inconclusive at -0.17% and -0.89%. This is why Build 87 starts at 1% +rather than extrapolating the stronger first-universe result into large risk. +Resolved-market archive history was still unavailable, so the strategy remains +a demotable paper-trading lane rather than a return guarantee. + Build 77 separates the directional learner's evidence lineage from the global strategy release. Code-history verification found the same trend/reversal generator and 24-hour/72-hour grading policy in Strategy 51 through Strategy diff --git a/api/state.js b/api/state.js index f3206fe..d59f862 100644 --- a/api/state.js +++ b/api/state.js @@ -221,9 +221,9 @@ export function compactAgentState(st) { export function compactSuggestion(s) { if (!s || typeof s !== "object") return s; return { - market_id: s.market_id, question: s.question, event: s.event, url: s.url, category: s.category, + market_id: s.market_id, question: s.question, event: s.event, event_key: s.event_key, url: s.url, category: s.category, clob_yes: s.clob_yes, clob_no: s.clob_no, yes_price: s.yes_price, no_price: s.no_price, - fair_value: s.fair_value, edge: s.edge, side: s.side, entry_price: s.entry_price, + fair_value: s.fair_value, edge: s.edge, side: s.side, market_price: s.market_price, entry_price: s.entry_price, net_edge: s.net_edge, friction: s.friction, chase_penalty: s.chase_penalty, evidence_score: s.evidence_score, evidence_source_count: s.evidence_source_count, quality: s.quality, conviction: s.conviction, volume: s.volume, volume_24hr: s.volume_24hr, liquidity: s.liquidity, @@ -235,7 +235,10 @@ export function compactSuggestion(s) { bundle_id: s.bundle_id, bundle_side: s.bundle_side, bundle_logic: s.bundle_logic, bundle_cost_per_unit: s.bundle_cost_per_unit, bundle_payout_per_unit: s.bundle_payout_per_unit, bundle_net_profit_per_unit: s.bundle_net_profit_per_unit, bundle_legs: s.bundle_legs, - days_to_resolution: s.days_to_resolution, drivers: s.drivers, rationale: s.rationale, + days_to_resolution: s.days_to_resolution, pilot_prior: s.pilot_prior, + shock_move_1h: s.shock_move_1h, shock_prior_move_1h: s.shock_prior_move_1h, shock_move_3h: s.shock_move_3h, + shock_observed_at: s.shock_observed_at, shock_strategy_version: s.shock_strategy_version, + drivers: s.drivers, rationale: s.rationale, }; } diff --git a/index.html b/index.html index 623939d..db72aca 100644 --- a/index.html +++ b/index.html @@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color