mirror of
https://github.com/theodore-song/polymarket-analyst.git
synced 2026-08-24 13:08:10 +00:00
Deploy adaptive cost-stressed shock strategy
This commit is contained in:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user