From bd326a2123f8e50f80209cdf1218a8d12552dbc9 Mon Sep 17 00:00:00 2001 From: Theodore Song Date: Wed, 19 Aug 2026 14:49:52 -0400 Subject: [PATCH] Learn from verified maker quote outcomes --- README.md | 57 ++++++++------ index.html | 218 +++++++++++++++++++++++++++++++++++++++++++++-------- sw.js | 2 +- 3 files changed, 218 insertions(+), 59 deletions(-) diff --git a/README.md b/README.md index 69d5db4..5f89fb3 100644 --- a/README.md +++ b/README.md @@ -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. Build 63 also installs an offline app shell and caches timestamped +Vercel Blob. Build 64 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 @@ team names, Over/Under, or another pair are rejected instead of being silently reinterpreted as Yes/No. The same semantic check applies to complete event bundles and the offline evaluators. -Build 63 ranks the competition by each agent's return since Strategy 52 began. +Build 64 ranks the competition by each agent's return since Strategy 53 began. Historical replay equity remains visible for context, but it no longer makes an agent look like the current leader when the live adaptive strategy is losing. @@ -37,7 +37,7 @@ The learner shrinks small samples toward neutral, caps sizing changes to 15% of candidates for deterministic exploration so a stale regime cannot become permanent. -Strategy 52 treats each binary stake as capable of falling to zero even when the +Strategy 53 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 @@ -74,17 +74,24 @@ Run `npm run evaluate:adaptive` for a stricter chronological search across 1,920 predefined price-action rules. It uses a 60/20/20 train, validation, and holdout split and never selects a rule from the holdout period. The August 19 run loaded all 300 requested histories and found no directional rule that passed both train -and validation at either 24 or 72 hours. Strategy 52 therefore keeps directional +and validation at either 24 or 72 hours. Strategy 53 therefore keeps directional signals in the walk-forward observation ledger until current, independent-event evidence proves an edge. Run `npm run evaluate:liquidity` to inspect live reward-scoring markets for paired resting YES and NO bids whose combined cost is below the $1 settlement -payout. Strategy 52 lets Value Hunter stage a maximum of six paper quote pairs, -reserving at most 10% of equity and 2% per quote. A later live cycle must cross -each bid before a fill is recorded. The first unmatched leg is unwound after 24 -hours; once both legs fill, the complete hedge is held intact through settlement. -The engine does not credit hypothetical fills or unverified liquidity rewards. +payout. Strategy 53 lets Value Hunter stage a maximum of six paper quote pairs, +reserving at most 10% of equity and 2% per quote. A later live cycle must show +that each bid was touched in Polymarket's public CLOB price history or crossed by +the current executable book before a paper fill is recorded. Repriced legs +ignore all history from before the new +quote timestamp. The first unmatched leg is unwound after 24 hours; once both +legs fill, the complete hedge is held intact through settlement. Locked pairs, +adverse one-leg exits, and unfilled attempts feed a persistent category and +spread-cohort learner. At least five outcomes are required before profitable +cohorts can scale up to 1.5x or losing cohorts rotate out, with a deterministic +20% exploration lane preserving adaptation. The engine does not credit +hypothetical fills or unverified liquidity rewards. See Polymarket's official [fees](https://docs.polymarket.com/trading/fees), [maker rebates](https://docs.polymarket.com/market-makers/maker-rebates), and [liquidity rewards](https://docs.polymarket.com/market-makers/liquidity-rewards) @@ -96,7 +103,7 @@ negative in all three chronological segments. Reversals averaged -3.69%, with a market-clustered 90% interval entirely below zero. Crypto and Sports were also negative but covered only three and five markets. The 24-hour cohort improved to -0.82% row mean and +1.31% market mean, with no rule robustly negative across all -segments. Strategy 52 therefore keeps reversal entries observation-only until +segments. Strategy 53 therefore keeps reversal entries observation-only until their recent signal and quality cohorts independently earn promotion, retains their signals for paper grading, and evaluates adaptation at 24 and 72 hours. @@ -105,7 +112,7 @@ markets with no failures and produced 3,597 net-of-cost 24-hour outcomes across 142 markets. No tested follow or fade rule was robustly positive. Crypto trends averaged -3.83% per observation and -3.99% per market; Sports trends averaged -5.44% and -6.61%. Both stayed negative in every chronological segment and their -market-clustered 90% intervals were entirely below zero. Strategy 52 therefore +market-clustered 90% intervals were entirely below zero. Strategy 53 therefore keeps Crypto and Sports trends observation-only while continuing to grade them. The August 18 event-clustered rerun loaded 499 of 500 active markets and produced @@ -114,7 +121,7 @@ The broad mean was -1.14%, the event mean was -1.11%, and the event-clustered 90% interval stayed below zero. No tested category, side, price band, signal strength, or combined feature cohort was robustly positive. Broad trends, YES trends, favorite trends, strong trends, and hour-confirmed trends were all -robustly negative. Strategy 52 therefore makes every directional trend or +robustly negative. Strategy 53 therefore makes every directional trend or reversal observation-only until its own signal, side, and category cohorts each earn positive promotion from recent independent events. This is a strategy reset, so current adaptive returns begin from the portfolio equity at migration. @@ -123,7 +130,7 @@ The final August 19 300-market rerun loaded all 300 eligible Yes/No price histories without a failure and produced 2,598 twelve-hour observations across 64 independent events. The broad row mean was -0.65% and the event-cluster mean was -1.71%. The 72-hour event-cluster mean was -3.59% with its 90% interval below -zero, and no tested directional rule was robustly positive. Strategy 52 +zero, and no tested directional rule was robustly positive. Strategy 53 therefore requires positive evidence at both 24 and 72 hours rather than allowing one favorable short-horizon mark to authorize cash exposure. @@ -133,24 +140,24 @@ 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. -Strategy 52 gives previously opened Politics trend positions that 72-hour observation window before +Strategy 53 gives previously opened Politics trend positions that 72-hour observation window before ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget reductions remain immediate. -Strategy 52 also subtracts a half-cent round-trip cost when grading each live +Strategy 53 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. -Strategy 52 adds uncertainty-aware, multi-horizon promotion and demotion. A +Strategy 53 adds uncertainty-aware, multi-horizon promotion and demotion. A matching setup must accumulate at least eight effective independent-event observations, including at least five from the current strategy, and agree across at least two feature views at both the 24-hour and 72-hour checkpoints before it can risk cash. Mixed or one-horizon evidence stays observation-only instead of being mistaken for an edge. -Build 63 enforces the documented offline boundary end to end. Cached snapshots +Build 64 enforces the documented offline boundary end to end. Cached snapshots under 90 minutes old may continue paper execution. Older snapshots remain usable for valuation and chart snapshots for up to 24 hours, but cannot trigger entries, stop-losses, gain-stops, risk rebalances, settlements, or policy exits. Network @@ -163,26 +170,26 @@ adaptive baselines, pending signal grades, and trade evidence remain in one stra lineage until the actual entry, sizing, or exit logic changes. Legacy build 40 and 41 records are migrated into the same strategy lineage without losing evidence. -Build 63 independently refreshes markets for due pending signals that have +Build 64 independently refreshes markets for due pending signals that have left the current top-500 activity scan. Unavailable markets remain queued for a bounded retry window. This prevents activity-rank survivorship from deciding which wins and losses reach the adaptive calibration ledger. -Build 63 also allocates the 300 pending observation slots by evidence coverage. +Build 64 also allocates the 300 pending observation slots by evidence coverage. Under-sampled signal/side/category cohorts are observed first, followed by under-sampled independent events and market sides, with conviction used only as a later tie-breaker. This prevents the same popular contracts from monopolizing the ledger and gives the learner a realistic path to promote or reject more diverse cohorts. -Build 63 retains safe shared-state provider diagnostics from both reads and +Build 64 retains safe shared-state provider diagnostics from both reads and writes. A device now says `local only` when Neon is paused or a Blob credential is rejected, instead of presenting a local browser save as a successful cross-device sync. Completed cycle statuses retain that `local only` warning until a cloud provider succeeds. Database URLs still fail over across configured Neon aliases without exposing credentials in the API response. -Strategy 52 coordinates high-risk exploration globally. Near-term, extreme-price, +Strategy 53 coordinates high-risk exploration globally. Near-term, extreme-price, and other gap-prone positions may be held materially by only one agent, while ordinary independently confirmed markets retain the two-agent cap. The robustly negative Sports- and Crypto-trend cohorts cannot enter through exploration. @@ -208,7 +215,7 @@ removed the apparent edge. The August 18 rerun found 35 eligible events and one three-leg NO bundle with a 0.25% modeled margin after estimated costs. The final August 19 scan found 49 eligible events and no currently actionable bundle; its closest complete bundle remained -0.25% negative after modeled costs. Strategy 52 can paper-trade either a +0.25% negative after modeled costs. Strategy 53 can paper-trade either a complete YES or complete NO bundle only from live executable prices, opens every leg together, and holds the hedge intact until settlement. It also requires at least a 0.15% modeled net @@ -231,19 +238,19 @@ static settlement-direction boost from this audit. The earlier 200-resolved-market audit found short-dated NO entries strongly negative, but the 500-market rerun did not reproduce that loss in its newer test -segment. Strategy 52 therefore treats the result as a provisional prior instead +segment. Strategy 53 therefore treats the result as a provisional prior instead of a permanent ban: NO entries with 21 days or less remain observation-only until the recent walk-forward calibration promotes their matching side and duration cohorts. Exact numeric-range contracts are excluded from new entries because a settlement jump can pass directly through an 18% stop; the live audit found that this failure mode caused the largest latest-day loss. -Strategy 52 also excludes path-dependent barriers such as "reach $66,000," "hit +Strategy 53 also excludes path-dependent barriers such as "reach $66,000," "hit $90," and "dip to $62,000." These contracts can resolve abruptly as soon as the barrier is touched, so a later hourly stop cannot reliably cap the loss. Fixed-date level questions such as "above $66,000 on August 23" remain eligible. -Strategy 52 clusters live walk-forward observations by Polymarket event and checkpoint before +Strategy 53 clusters live walk-forward observations by Polymarket event and checkpoint before calculating confidence. Multiple six-hour snapshots and correlated outcome markets from the same event are averaged into one effective outcome, so one election or tournament cannot promote or demote an entire feature cohort. diff --git a/index.html b/index.html index eb568bf..92dac2d 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