Require forward proof for sports capital

This commit is contained in:
Theodore Song
2026-08-22 09:08:00 -04:00
parent d32ce0de42
commit d64810fc18
7 changed files with 135 additions and 57 deletions
+15 -13
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 121 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 122 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
@@ -63,7 +63,7 @@ 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 121 cycle also scans the 1,000 most-active Polymarket events for
Each Build 122 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
@@ -99,7 +99,7 @@ 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 121 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 122 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
@@ -124,7 +124,7 @@ 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 121 retains Build 100's retirement of the old 3-6 day resolution-window
Build 122 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
@@ -244,21 +244,23 @@ 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 121 no longer allocates capital to that rule.
reliable confidence bound, so Build 122 no longer allocates capital to that rule.
Strategy 64 also uses the exact-fee settlement calibration's three-day Sports
NO cohort as a bounded paper exploration lane. The corrected 5,000-market run
Strategy 64 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
real contest. Its 76 contests had positive point estimates in all four
chronological quarters; train and holdout 95% lower bounds were positive, but
validation returned only +1.78% with a wide negative lower bound. This is not a
proven edge. Favorite Backer therefore starts at 0.5% of equity per position,
opens at most one contest per cycle, caps the lane at 3%, and includes the
executable NO ask, exact Gamma taker fee, and 0.25-cent slippage. Twenty positive
independent settlements can raise size to 0.75%, 40 can raise it to 1%, and 15
convincingly losing settlements or a 1% portfolio loss suspend capital. The same
ledger persists offline, but stale cache policy and verified settlement rules
proven edge. A follow-up search tested 60 rules on the most recent 5,000 eligible
resolved sports markets and again on the next older disjoint 5,000. No rule passed
train, validation, and untouched holdout in both archives. Favorite Backer therefore
opens no sports capital initially and records at most one contest-level observation
per cycle using the executable NO ask, exact Gamma taker fee, and 0.25-cent slippage.
Twenty independent forward settlements with a lower 90% confidence bound above
0.5% can promote 0.75% positions; 40 stronger outcomes can raise size to 1%. The
same ledger persists offline, but stale cache policy and verified settlement rules
still apply.
Run `npm run evaluate:settlement-calibration` for the stricter settlement-bias