Cap binary settlement risk in adaptive engine

This commit is contained in:
Theodore Song
2026-08-18 08:36:55 -04:00
parent b906e9654d
commit dc9199a433
3 changed files with 99 additions and 22 deletions
+8 -2
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@@ -15,17 +15,23 @@ 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 v35 also installs an offline app shell and caches timestamped
Vercel Blob. Engine v36 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.
Each agent learns bounded weights from its own v34+ trade outcomes across signal
type, setup quality, category, side, and entry-price band. The learner shrinks
small samples toward neutral, caps sizing changes to 0.72x-1.28x, and reserves
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 v36 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
engines are reduced to the same loss budget during live marking.
A separate walk-forward ledger records each trade-ready signal before its future
price is known, grades it at least 12 hours later, and combines that broad market
calibration with each agent's personal outcomes. This expands the learning sample