Add bounded six-hour adaptive probation

This commit is contained in:
Theodore Song
2026-08-22 03:02:35 -04:00
parent e3086ed5fb
commit dcede02676
9 changed files with 161 additions and 38 deletions
+16 -11
View File
@@ -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 118 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 119 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
@@ -55,7 +55,7 @@ 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 118 cycle also scans the 1,000 most-active Polymarket events for
Each Build 119 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
reserve for markets declared fee-free. The closest 60 structures are then
@@ -74,7 +74,7 @@ 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 118 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 119 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
@@ -85,12 +85,17 @@ 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 62 retains online
directional evidence under fee policy 2 and keeps those lanes observation-only
until current independent 24-hour and 72-hour cohorts pass the existing
promotion gate.
rules and found zero robust positive rule. Strategy 63 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. It
uses at most 0.5% of equity per position, 1% per-agent total capital, one new
position per agent cycle, and one owner per Polymarket event across all agents.
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 118 retains Build 100's retirement of the old 3-6 day resolution-window
Build 119 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
@@ -210,9 +215,9 @@ 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 118 no longer allocates capital to that rule.
reliable confidence bound, so Build 119 no longer allocates capital to that rule.
Strategy 62 instead uses the exact-fee settlement calibration's three-day Sports
Strategy 63 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
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
@@ -338,7 +343,7 @@ 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 62 retains exact Gamma entry and exit taker fees plus a half-cent
Strategy 63 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