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Disable unproven shock capital pending forward evidence

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Theodore Song
2026-08-21 18:12:11 -04:00
parent 3efc5484c3
commit b956f50cbe
10 changed files with 8131 additions and 47 deletions
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scripts/evaluate-shock-regimes.mjs
+57 -6
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@@ -15,11 +15,14 @@ const OUTPUT_FILE = String(process.env.SHOCK_OUTPUT_FILE || "").trim();
const SUMMARY_ONLY = process.env.SHOCK_SUMMARY === "1";
const SUMMARY_CANDIDATES = Math.max(0, Math.min(10, Number(process.env.SHOCK_SUMMARY_CANDIDATES || 10)));
const HOUR = 3600;
const STRATEGY4_MINIMUM_RUNWAY_HOURS = 14;
const HORIZONS = [3, 6, 12, 24];
const WINDOWS = [1, 3, 6, 24];
const MIN_MOVES = [0.005, 0.01, 0.02, 0.04, 0.08];
const CONFIRMATIONS = ["any", "aligned", "opposed", "accelerating"];
const MAX_VOLS = [0.01, 0.02, 0.04, 1];
const CATEGORIES = ["All", "Politics", "Sports", "Crypto", "Economy", "Pop Culture", "Other"];
const PRICE_BANDS = ["All", "longshot", "lower-mid", "center", "upper-mid", "favorite"];
function parseJson(value) {
if (Array.isArray(value)) return value;
@@ -65,6 +68,21 @@ function categoryOf(raw) {
return "Other";
}
function hardSettlementJumpRisk(row) {
const text = `${row?.question || ""} ${row?.eventTitle || ""}`.toLowerCase();
const numericRange = /\b\d+(?:\.\d+)?\s*(?:%|percent)?\s*(?:-|\u2013|\u2014|to)\s*\d+(?:\.\d+)?\s*(?:%|percent|votes?|points?|seats?|bps|basis points?|tweets?|posts?|goals?)(?![a-z])/;
const currencyRange = /[$\u20ac\u00a3]\d+(?:\.\d+)?\s*(?:-|\u2013|\u2014|to)\s*[$\u20ac\u00a3]?\d+(?:\.\d+)?/;
const betweenRange = /\bbetween\s+[$\u20ac\u00a3]?\d+(?:\.\d+)?\s*(?:%|percent)?\s+(?:and|to)\s+[$\u20ac\u00a3]?\d+(?:\.\d+)?/;
const pathBarrier = /\b(?:reach|hit|touch|dip(?:\s+(?:to|below))?|rise\s+(?:to|above)|fall\s+(?:to|below))\b[^?]{0,45}(?:[$\u20ac\u00a3]\s*)?\d[\d,]*(?:\.\d+)?\s*(?:%|percent|k|m|b|points?|bps|basis points?)?/;
return numericRange.test(text) || currencyRange.test(text) || betweenRange.test(text) || pathBarrier.test(text)
|| /\bexact score\b|\bscore:\s*\d|\bposts? \d+-\d+|\bnumber of (tweets|posts)\b/.test(text);
}
function contractSafeEligible(row, horizonHours) {
return !row.hardSettlementJumpRisk && Number.isFinite(row.endTs)
&& row.endTs - row.observedAt >= (Number(horizonHours) + 2) * HOUR;
}
async function fetchMarkets(limit, universe = "active") {
const markets = [], seen = new Set();
if (universe === "closed") {
@@ -81,7 +99,9 @@ async function fetchMarkets(limit, universe = "active") {
&& ((outcomes[0] >= 0.99 && outcomes[1] <= 0.01) || (outcomes[1] >= 0.99 && outcomes[0] <= 0.01));
if (!id || seen.has(id) || !resolved || labels[0] !== "yes" || labels[1] !== "no" || tokens.length !== 2) continue;
seen.add(id);
const endTs = Date.parse(raw.endDate || raw.events?.[0]?.endDate || "") / 1000;
markets.push({ id, token: tokens[0], category: categoryOf(raw), question: raw.question || "",
eventTitle: raw.events?.[0]?.title || "", endTs: Number.isFinite(endTs) ? endTs : null,
eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || id) });
if (markets.length >= limit) break;
}
@@ -103,7 +123,9 @@ async function fetchMarkets(limit, universe = "active") {
if (!id || seen.has(id) || labels[0] !== "yes" || labels[1] !== "no" || tokens.length !== 2) continue;
if (skipped < ACTIVE_SKIP) { skipped++; continue; }
seen.add(id);
const endTs = Date.parse(raw.endDate || raw.events?.[0]?.endDate || "") / 1000;
markets.push({ id, token: tokens[0], category: categoryOf(raw), question: raw.question || "",
eventTitle: raw.events?.[0]?.title || "", endTs: Number.isFinite(endTs) ? endTs : null,
eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || id) });
if (markets.length >= limit) break;
}
@@ -203,7 +225,8 @@ function observations(market, points) {
for (const horizon of HORIZONS) {
const future = atOrAfter(points, current.t + horizon * HOUR);
if (!future || future.t - (current.t + horizon * HOUR) > 2 * HOUR) continue;
rows.push({ marketId: market.id, eventKey: market.eventKey, category: market.category, observedAt: current.t,
rows.push({ marketId: market.id, eventKey: market.eventKey, category: market.category, question: market.question,
endTs: Number(market.endTs), hardSettlementJumpRisk: hardSettlementJumpRisk(market), observedAt: current.t,
evaluatedAt: future.t, horizon, price: current.p, futurePrice: future.p, ...features });
captured = true;
}
@@ -222,6 +245,7 @@ function confirmationPass(row, move, confirmation) {
function simulate(row, rule) {
if (row.horizon !== rule.horizon || row.volatility > rule.maxVol) return null;
if (rule.contractGate === "strategy4" && !contractSafeEligible(row, rule.horizon)) return null;
if (rule.category !== "All" && row.category !== rule.category) return null;
const move = row.moves[rule.window];
if (Math.abs(move) < rule.minMove || !confirmationPass(row, move, rule.confirmation)) return null;
@@ -279,7 +303,7 @@ const partitionByHorizon = Object.fromEntries(Object.entries(partitions).map(([n
Object.fromEntries(HORIZONS.map((horizon) => [horizon, partitionRows.filter((row) => row.horizon === horizon)]))]));
const simulationCache = Object.fromEntries(Object.keys(partitions).map((name) => [name, new Map()]));
function simulatedRows(rule, partition) {
const key = rule.baseId || rule.id;
const key = `${rule.baseId || rule.id}|${rule.contractGate || "all"}`;
if (!simulationCache[partition].has(key)) {
const baseRule = { ...rule, category: "All", band: "All" };
simulationCache[partition].set(key, (partitionByHorizon[partition][rule.horizon] || []).map((row) => simulate(row, baseRule)).filter(Boolean));
@@ -293,8 +317,8 @@ const trainWinners = baseRules.map((rule) => ({ rule, train: evaluate(rule, "tra
.filter((candidate) => candidate.train.attempts >= 100 && candidate.train.events >= 20 && candidate.train.lower > 0);
const refinedRules = [];
for (const candidate of trainWinners) {
for (const category of ["All", "Politics", "Sports", "Crypto", "Economy", "Pop Culture", "Other"])
for (const band of ["All", "longshot", "lower-mid", "center", "upper-mid", "favorite"])
for (const category of CATEGORIES)
for (const band of PRICE_BANDS)
refinedRules.push({ ...candidate.rule, id: `${candidate.rule.id}_${category}_${band}`, category, band });
}
const uniqueRefined = [...new Map(refinedRules.map((rule) => [rule.id, rule])).values()];
@@ -333,6 +357,29 @@ const exactStrategy3 = { rule: exactStrategy3Rule,
train: compact(evaluate(exactStrategy3Rule, "train")), validation: compact(evaluate(exactStrategy3Rule, "validation")),
holdout: compact(evaluate(exactStrategy3Rule, "holdout")),
eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactStrategy3Rule)).filter(Boolean))) };
const exactStrategy4Rule = { ...exactStrategy3Rule, id: "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4", contractGate: "strategy4" };
const exactStrategy4 = { rule: exactStrategy4Rule,
train: compact(evaluate(exactStrategy4Rule, "train")), validation: compact(evaluate(exactStrategy4Rule, "validation")),
holdout: compact(evaluate(exactStrategy4Rule, "holdout")),
eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactStrategy4Rule)).filter(Boolean))) };
const strategy4Refinements = CATEGORIES.flatMap((category) => PRICE_BANDS.map((band) => {
const rule = { ...exactStrategy4Rule, id: `${exactStrategy4Rule.id}_${category}_${band}`, category, band };
return { rule, train: compact(evaluate(rule, "train")), validation: compact(evaluate(rule, "validation")),
holdout: compact(evaluate(rule, "holdout")),
eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, rule)).filter(Boolean))) };
}));
const exactPrimaryWinner24Rule = { ...exactStrategy3Rule, id: "fade_h24_w3_m0.08_accelerating_v1_All_All",
baseId: "fade_h24_w3_m0.08_accelerating_v1", horizon: 24 };
const exactPrimaryWinner24 = { rule: exactPrimaryWinner24Rule,
train: compact(evaluate(exactPrimaryWinner24Rule, "train")), validation: compact(evaluate(exactPrimaryWinner24Rule, "validation")),
holdout: compact(evaluate(exactPrimaryWinner24Rule, "holdout")),
eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactPrimaryWinner24Rule)).filter(Boolean))) };
const exactContractSafe24Rule = { ...exactPrimaryWinner24Rule,
id: "fade_h24_w3_m0.08_accelerating_v1_contract_safe", contractGate: "strategy4" };
const exactContractSafe24 = { rule: exactContractSafe24Rule,
train: compact(evaluate(exactContractSafe24Rule, "train")), validation: compact(evaluate(exactContractSafe24Rule, "validation")),
holdout: compact(evaluate(exactContractSafe24Rule, "holdout")),
eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactContractSafe24Rule)).filter(Boolean))) };
const coverageDays = Object.values(fetched.history).map((points) => points.length > 1 ? (points.at(-1).t - points[0].t) / 86400 : 0).sort((a, b) => a - b);
const medianCoverageDays = coverageDays.length ? coverageDays[Math.floor(coverageDays.length / 2)] : 0;
const candidateRow = (candidate) => ({ rule: candidate.rule, passesHoldout: candidate.passesHoldout,
@@ -356,8 +403,10 @@ const report = { generatedAt: new Date().toISOString(), requestedMarkets: MARKET
eventSplit: "25% deterministic event-disjoint holdout reserved before search",
split: "Remaining events use 60% train / 20% validation / 20% untouched chronological holdout with future-mark purge",
clusterUnit: "Polymarket event", refinementSource: "Only base rules with a positive train lower bound are refined by category and entry band",
strategy4ContractGate: `Reject path barriers and exact numeric ranges; require ${STRATEGY4_MINIMUM_RUNWAY_HOURS} hours to market end at entry`,
limitation: "Current active-market selection is survivorship biased; any holdout winner still requires resolved-market external validation" },
partitions: Object.fromEntries(Object.entries(partitions).map(([key, value]) => [key, value.length])), exactStrategy3,
partitions: Object.fromEntries(Object.entries(partitions).map(([key, value]) => [key, value.length])), exactStrategy3, exactStrategy4,
strategy4Refinements, exactPrimaryWinner24, exactContractSafe24,
candidates: holdout.slice(0, 30).map(candidateRow) };
const output = SUMMARY_ONLY ? { generatedAt: report.generatedAt, activeMarketsSkipped: report.activeMarketsSkipped, markets: report.markets,
@@ -369,7 +418,9 @@ const output = SUMMARY_ONLY ? { generatedAt: report.generatedAt, activeMarketsSk
eventHoldoutPassed: report.eventHoldoutPassed, externalRequestedMarkets: report.externalRequestedMarkets,
externalMarkets: report.externalMarkets, externalMarketsWithHistory: report.externalMarketsWithHistory,
externalFetchFailures: report.externalFetchFailures, externalObservations: report.externalObservations,
archivePassed: report.archivePassed, partitions: report.partitions, exactStrategy3: report.exactStrategy3,
archivePassed: report.archivePassed, partitions: report.partitions, exactStrategy3: report.exactStrategy3, exactStrategy4: report.exactStrategy4,
strategy4Refinements: report.strategy4Refinements,
exactPrimaryWinner24: report.exactPrimaryWinner24, exactContractSafe24: report.exactContractSafe24,
candidates: report.candidates.slice(0, SUMMARY_CANDIDATES) } : report;
const serialized = JSON.stringify(output, null, 2);
if (OUTPUT_FILE) fs.writeFileSync(OUTPUT_FILE, serialized + "\n");