Deploy adaptive cost-stressed shock strategy

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Theodore Song
2026-08-21 16:53:57 -04:00
parent 6f77c2c3bd
commit a10c9a304c
11 changed files with 2856 additions and 90 deletions
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@@ -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