Gate adaptation on repeatable evidence

This commit is contained in:
Theodore Song
2026-08-18 10:06:59 -04:00
parent 807eb1b506
commit bc5de3c013
3 changed files with 73 additions and 31 deletions
+11 -5
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@@ -15,7 +15,7 @@ https://polymarket-site-eta.vercel.app/personal.html
The site fetches live Polymarket markets, generates agent suggestions, lets you
run frequent paper cycles, and syncs the shared arena state through Neon or
Vercel Blob. Engine v39 also installs an offline app shell and caches timestamped
Vercel Blob. Engine v40 also installs an offline app shell and caches timestamped
market snapshots. During an outage, cycles continue locally; cached entries are
allowed for 90 minutes, older snapshots become mark-only, and all cached data
expires after 24 hours.
@@ -26,7 +26,7 @@ small samples toward neutral, caps sizing changes to 0.68x-1.30x, and reserves
15% of candidates for deterministic exploration so a stale regime cannot become
permanent.
Engine v39 treats each binary stake as capable of falling to zero even when the
Engine v40 treats each binary stake as capable of falling to zero even when the
18% stop cannot fill. New core positions are capped at 2.5%-4% of equity and
aggressive positions at 3%-5%, with lower limits for near-term, extreme-price,
reversal, and fast-moving setups. Oversized positions inherited from older
@@ -55,7 +55,7 @@ evidence. Set `EVAL_MARKETS`, `EVAL_CONCURRENCY`, `EVAL_HORIZONS`, or
`EVAL_COST_CENTS` to change the audit.
The first 80-market audit found that reversal signals lost 4.34% on average in
both chronological partitions, while crypto and longshot samples were also
negative overall. Engine v39 therefore blocks reversal and sports-trend entries outside the fixed
negative overall. Engine v40 therefore blocks reversal and sports-trend entries outside the fixed
15% exploration lane and applies modest sizing penalties to crypto and longshots.
It does not boost any rule from this audit because no positive rule was robust
across the chronological split.
@@ -66,16 +66,22 @@ segment and averaged -4.13%. Sports trends were negative in train and test and
averaged -3.53% at 72 hours. Politics trends were the sole cohort with positive
row-level returns in all three 72-hour segments, but its market-cluster interval
still crossed zero; that supports a longer hold test, not a larger entry bet.
Engine v39 gives Politics trend positions that 72-hour observation window before
Engine v40 gives Politics trend positions that 72-hour observation window before
ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget
reductions remain immediate.
Engine v39 also subtracts a half-cent round-trip cost when grading each live
Engine v40 also subtracts a half-cent round-trip cost when grading each live
walk-forward signal. Confidence uses the largest independent matching bucket,
not the sum of five overlapping feature buckets, and evidence from older engine
versions is down-weighted. This prevents a handful of duplicated observations
from authorizing larger positions or hiding a modest negative regime.
Engine v40 adds uncertainty-aware promotion and demotion. A matching setup must
accumulate at least eight effective observations and agree across at least two
feature views before repeatable positive evidence can increase size or repeatable
negative evidence can block a new entry. Mixed evidence stays close to neutral
instead of being mistaken for an edge.
Run `npm run evaluate:settlements` to evaluate fixed decisions made 1, 3, 7,
14, 30, and 90 days before known binary settlements. The audit uses one
observation per resolved market and horizon, includes losing contracts at zero,