Convert verified complete NO bundles immediately

This commit is contained in:
Theodore Song
2026-08-22 11:18:31 -04:00
parent 1e0921fc49
commit c15dc12323
7 changed files with 168 additions and 57 deletions
+16 -9
View File
@@ -23,7 +23,7 @@ Offline cycles can apply calibration already earned from live observations, but
the evidence ledger is read-only: cached prices cannot grade pending signals,
expire horizons, or create new observations.
Build 123 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 124 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
It continues from the previous agent snapshot and runs the next due paper cycle
even when no browser is open. After each successful cycle, one repo-scoped
workflow dispatch waits for the next five-minute boundary; one concurrency group
@@ -63,12 +63,19 @@ 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.
Each Build 123 cycle also scans the 1,000 most-active Polymarket events for
Each Build 124 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs, plus same-market YES/NO complements whose equal shares have a fixed
$1 redemption value. Polymarket's documented complete-set merge converts equal
YES and NO amounts directly back into collateral, so a verified binary complement
is merged and realized in the same paper cycle instead of waiting for resolution.
The official negative-risk adapter also converts a complete set of NO tokens into
`n - 1` units of collateral, less the event's `negRiskFeeBips`. Strategy 65 treats
that as a separate immediate path: every leg must expose one consistent
`negRiskMarketID` and conversion fee, all asks and CLOB fee schedules must verify,
and the post-conversion proceeds must remain profitable. Missing or inconsistent
adapter metadata cannot produce paper P&L. Complete YES sets and logical dominance
pairs are not convertible and continue to use settlement or verified live-bid exits.
Gasless CTF operations include merge transactions; see
[Positions & Tokens](https://docs.polymarket.com/concepts/positions-tokens) and
[Gasless Transactions](https://docs.polymarket.com/trading/gasless).
@@ -83,7 +90,7 @@ paper order up to a $400 verified-notional ceiling. The scanner applies each mar
consumed ask level and checks the exact CLOB condition metadata for a matching
fee curve or fee-free state. Any opened position is capped to the exact equal-unit size
of the largest fill that stays profitable and passes this depth test; portfolio
cash, reserve, and 4% limits can reduce it further. Strategy 64 ranks verified
cash, reserve, and 4% limits can reduce it further. Strategy 65 ranks verified
structures by net return per expected locked day before raw edge, and caps active
cost from one underlying event at 12% of Value Hunter equity. This prevents
several related threshold pairs from monopolizing the non-directional book. New bundles must
@@ -103,7 +110,7 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
executable-margin counts so an empty lane is evidence rather than an ambiguous
failure.
Build 123 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 124 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
the market's Gamma fee schedule at both the entry and future checkpoint, plus a
separate half-cent round-trip slippage allowance. Fee-free markets pay only the
slippage allowance; an unavailable fee schedule gets a conservative four-cent
@@ -114,7 +121,7 @@ available at reduced weight. The exact-fee replay covered the top 1,000
active markets and 208 independent events: broad trends, reversals, and
favorite trends all had 90% upper bounds below zero at 12 hours. A separate
3,000-recently-closed-market study tested 297 one-decision-per-event settlement
rules and found zero robust positive rule. Strategy 64 retains online
rules and found zero robust positive rule. Strategy 65 retains online
directional evidence under fee policy 2. A separate probation gate can now use
capital after at least 12 current-policy independent events produce a net-of-cost
six-hour lower confidence bound above 1% for every required cohort feature.
@@ -128,7 +135,7 @@ Every probation position exits at the matching six-hour executable bid and keeps
the 18% stop policy active. Normal directional sizing remains locked until the
same cohort independently passes both the 24-hour and 72-hour promotion gates.
Build 123 retains Build 100's retirement of the old 3-6 day resolution-window
Build 124 retains Build 100's retirement of the old 3-6 day resolution-window
capital permission. That audit clustered confidence by event but still averaged
several correlated contracts inside each event, while production could choose
only one. The corrected replay chooses the highest-volume eligible contract per event and
@@ -248,9 +255,9 @@ evidence proves an edge.
Run `npm run evaluate:sports-favorites` for the retired pregame favorite audit.
Its 12-hour, 60%-75% cohort had positive point estimates but did not establish a
reliable confidence bound, so Build 123 no longer allocates capital to that rule.
reliable confidence bound, so Build 124 no longer allocates capital to that rule.
Strategy 64 also tracks the exact-fee settlement calibration's three-day Sports
Strategy 65 also tracks the exact-fee settlement calibration's three-day Sports
NO cohort as a zero-capital forward lane. The corrected 5,000-market run
groups every prop with the same dated contest slug, anchors the decision to the
published game start, and keeps only the highest-priced eligible NO contract per
@@ -378,7 +385,7 @@ Strategy 54 gives previously opened Politics trend positions that 72-hour observ
ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget
reductions remain immediate.
Strategy 64 retains exact Gamma entry and exit taker fees plus a half-cent
Strategy 65 retains exact Gamma entry and exit taker fees plus a half-cent
slippage allowance 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