Add audited adaptive resolution-window pilot

This commit is contained in:
Theodore Song
2026-08-21 18:56:58 -04:00
parent b956f50cbe
commit c0ce373833
9 changed files with 376 additions and 31 deletions
+26 -1
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@@ -20,7 +20,7 @@ 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.
Build 95 runs the headless GitHub Actions runtime every 15 minutes, continues
Build 96 runs the headless GitHub Actions runtime every 15 minutes, continues
from the previous agent snapshot,
and runs the next due paper cycle even when no browser is open. It writes a
sanitized snapshot to the `runtime-state` branch and `/api/state` uses that as a
@@ -41,6 +41,31 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
several simultaneous copies of one move, and outcomes from the same underlying
three-hour shock window count as one learner event.
Build 96 adds a separate current-regime resolution-window NO pilot for
the five aggressive agents. It accepts only non-sports, fixed-date contracts
inside validated 2.5-3.5 day or 6.5-7.5 day windows, with the NO midpoint from 50%-55%, at least $15,000 total
volume, $1,400 liquidity, and no more than a three-cent spread. The entry uses
the executable NO ask plus 0.25 cents of slippage and rejects more than one cent
of entry friction. Initial positions are 0.5% of equity, one new position per
agent per cycle, one owner per event across the arena, and no more than 3% of an
agent's equity in the lane. These positions hold through interim volatility and
close only after Polymarket marks the market closed; offline snapshots cannot
invent settlement. Twenty losing independent forward events or a 1% aggregate
pilot loss disables the lane for every adopter, and ten convincingly losing
events disable only their exact holding horizon. Forty events with a positive
lower confidence bound above 1% can raise position size to 1%.
The frozen recent audit used 2,916 resolved markets and a one-cent cost. At
three days, the exact 50%-55% NO rule covered 158 event clusters with a 33.24%
event mean and 25.52% lower 90% bound; train and holdout lower bounds were
19.32% and 27.27%. At seven days, 114 event clusters produced a 38.21% event
mean and 31.25% lower bound; train and holdout lower bounds were 30.58% and
23.77%. The one, fourteen, thirty, and ninety-day windows failed or lacked
enough data and remain disabled. Contemporaneous historical liquidity cannot
be reconstructed, so production adds live spread and liquidity gates and
remains a bounded, automatically demoted paper pilot rather than a claim of
durable or guaranteed profit.
Build 94 also closes the contract-safety hole exposed by the first Strategy 3
paper positions. Shock Strategy 4 keeps the same audited accelerating
three-hour fade and fixed 12-hour executable exit, but it will not enter a