From e2ecc5c3ed9335e202a430f39340ef3a3b6bd184 Mon Sep 17 00:00:00 2001 From: Theodore Song Date: Wed, 8 Jul 2026 11:42:18 -0400 Subject: [PATCH] Add strategy exit policies --- index.html | 70 ++++++++++++++++++++++++++++++++++++------------------ 1 file changed, 47 insertions(+), 23 deletions(-) diff --git a/index.html b/index.html index b848b37..d84f62b 100644 --- a/index.html +++ b/index.html @@ -206,6 +206,7 @@ a.market-title:hover{color:#fff;text-decoration:underline;text-decoration-color: .badge.CLOSE{background:rgba(251,191,36,.2);color:var(--yellow)} .badge.STOP{background:rgba(251,113,133,.2);color:var(--red)} .badge.GAIN{background:rgba(52,211,153,.18);color:var(--green)} +.badge.EXIT{background:rgba(251,191,36,.18);color:var(--yellow)} .log-date{color:var(--muted)} .empty{color:var(--muted);font-size:13.5px;padding:14px 0;text-align:center} @@ -376,7 +377,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
  • Fetch — page through hundreds of live markets and tag each by category.
  • Score — rank every market 0–100 by conviction and estimate its edge vs. a fair-value model.
  • Suggest — surface the strongest picks per category with a plain-English rationale.
    • -
  • Compete — the strategy agents trade the same suggestions their own way, stop-loss weak positions, cash in half of 2x winners, then snapshot equity.
    • +
  • Compete — the strategy agents trade the same suggestions their own way, stop-loss weak positions, cash in half of 2x winners, exit stale or fading trades, then snapshot equity.
    • @@ -404,6 +405,8 @@ const GAMMA = "https://gamma-api.polymarket.com"; const STARTING_BALANCE = 10000; const STOP_LOSS_PCT = 0.18; const TAKE_PROFIT_MULT = 2; +const EXIT_STALE_DAYS = 14; +const EXIT_RESOLUTION_DAYS = 2; const AGENTS_KEY = "pma_agents_v2"; const SUG_KEY = "pma_suggestions_v2"; const FOCUS_KEY = "pma_focus_v1"; @@ -464,6 +467,7 @@ const fmtPct = (n) => (n>=0?"+":"") + Number(n).toFixed(2) + "%"; const signClass = (n) => (n>0?"pos-val":n<0?"neg-val":""); const todayStr = () => new Date().toISOString().slice(0,10); const nowIso = () => new Date().toISOString(); +const cycleIso = () => SIM_DAY ? new Date(SIM_DAY+"T12:00:00Z").toISOString() : nowIso(); let SIM_DAY = null; // set during backtest so logs/snapshots use the simulated date let SNAP_TS = null; // set during a live cycle so every agent gets the same chart x-value const logDay = () => SIM_DAY || todayStr(); @@ -695,12 +699,21 @@ function gainStopLabel(pos){ function stopOutPosition(p,pos){ const proceeds=+(pos.shares*pos.current_price).toFixed(2); p.cash=+(p.cash+proceeds).toFixed(2); - pos.exit_price=pos.current_price;pos.closed_at=nowIso(); + pos.exit_price=pos.current_price;pos.closed_at=cycleIso(); pos.realized_pnl=+(proceeds-pos.cost).toFixed(2); p.closed.push(pos);rememberStop(p,pos); p.history.push({date:logDay(),action:"STOP",question:pos.question,side:pos.side, detail:`Stop-loss sold '${pos.question.slice(0,40)}' at ${pct(pos.current_price)} for ${fmtUSD(proceeds)} (P&L ${fmtUSD(pos.realized_pnl)})`}); } +function closePosition(p,pos,reason,action="CLOSE"){ + const proceeds=+(pos.shares*pos.current_price).toFixed(2); + p.cash=+(p.cash+proceeds).toFixed(2); + pos.exit_price=pos.current_price;pos.closed_at=cycleIso(); + pos.realized_pnl=+(proceeds-pos.cost).toFixed(2); + p.closed.push(pos); + p.history.push({date:logDay(),action,question:pos.question,side:pos.side, + detail:`${reason} '${pos.question.slice(0,40)}' at ${pct(pos.current_price)} for ${fmtUSD(proceeds)} (P&L ${fmtUSD(pos.realized_pnl)})`}); +} function takeProfitPosition(p,pos){ const soldShares=+(pos.shares/2).toFixed(2); if(soldShares<=0)return; @@ -712,21 +725,32 @@ function takeProfitPosition(p,pos){ pos.cost=+(pos.cost-realizedCost).toFixed(2); pos.value=+(pos.shares*pos.current_price).toFixed(2); pos.unrealized_pnl=+(pos.value-pos.cost).toFixed(2); - pos.took_profit_at=nowIso(); + pos.took_profit_at=cycleIso(); p.history.push({date:logDay(),action:"GAIN",question:pos.question,side:pos.side, detail:`Gain stop sold half of '${pos.question.slice(0,40)}' at ${pct(pos.current_price)} for ${fmtUSD(proceeds)} (realized ${fmtUSD(realizedPnl)})`}); } -function markToMarket(p,priceMap){ +function daysHeld(pos){ + if(!pos.opened_at)return 0; + const start=new Date(pos.opened_at).getTime(),end=new Date(cycleIso()).getTime(); + if(!Number.isFinite(start)||!Number.isFinite(end))return 0; + return Math.max(0,(end-start)/86400000); +} +function exitReason(pos,fresh,analysis,cfg){ + if(!analysis)return "Model can no longer score"; + if(fresh.days_to_resolution!=null&&fresh.days_to_resolution<=EXIT_RESOLUTION_DAYS)return `Close before resolution (${fresh.days_to_resolution.toFixed(1)}d left)`; + if(daysHeld(pos)>=EXIT_STALE_DAYS)return `Stale exit after ${Math.floor(daysHeld(pos))} days`; + if(analysis.side==="HOLD")return "Edge faded"; + if(analysis.side&&analysis.side!==pos.side)return `Model flipped to ${analysis.side}`; + const minExit=Math.max(25,(cfg&&cfg.minConv?cfg.minConv:35)-10); + if(analysis.convictionp.cash)continue; p.cash=+(p.cash-cost).toFixed(2); p.positions.push({asset:t.asset,token_id:t.asset,market_id:t.conditionId,question:t.title,side:t.side,category:"Copy", - shares,entry_price:+entry.toFixed(4),current_price:+entry.toFixed(4),cost,value:cost,unrealized_pnl:0,conviction:null, + shares,entry_price:+entry.toFixed(4),current_price:+entry.toFixed(4),cost,value:cost,unrealized_pnl:0,conviction:null,opened_at:cycleIso(), gain_stop_target:gainStopTarget({entry_price:entry})}); p.history.push({date:logDay(),action:"OPEN",question:t.title,side:t.side, detail:`Copied trade — ${shares} ${t.side} '${t.title.slice(0,36)}' @ ${pct(entry)} for ${fmtUSD(cost)}`}); @@ -865,10 +890,7 @@ function runCopycat(p,leader,priceMap){ const keep=[]; for(const pos of p.positions){ if(!held.has(pos.market_id)){ - const proceeds=pos.shares*pos.current_price;p.cash+=proceeds; - pos.exit_price=pos.current_price;pos.realized_pnl=+(proceeds-pos.cost).toFixed(2);p.closed.push(pos); - p.history.push({date:logDay(),action:"CLOSE",question:pos.question,side:pos.side, - detail:`Leader exited '${pos.question.slice(0,36)}' — settled ${fmtUSD(proceeds)}`}); + closePosition(p,pos,"Leader exited"); }else keep.push(pos); } p.positions=keep; @@ -884,7 +906,7 @@ function runCopycat(p,leader,priceMap){ if(cost>p.cash)continue; p.cash=+(p.cash-cost).toFixed(2); p.positions.push({market_id:lp.market_id,token_id:lp.token_id||null,question:lp.question,side:lp.side,category:lp.category, - shares,entry_price:+entry.toFixed(4),current_price:+entry.toFixed(4),cost,value:cost,unrealized_pnl:0,conviction:lp.conviction, + shares,entry_price:+entry.toFixed(4),current_price:+entry.toFixed(4),cost,value:cost,unrealized_pnl:0,conviction:lp.conviction,opened_at:cycleIso(), gain_stop_target:gainStopTarget({entry_price:entry})}); p.history.push({date:logDay(),action:"OPEN",question:lp.question,side:lp.side, detail:`Copied leader — ${shares} ${lp.side} '${lp.question.slice(0,36)}' @ ${pct(entry)}`}); @@ -998,7 +1020,7 @@ async function backtestWeek(st){ const claimedMarkets=new Set(); for(const cfg of AGENTS.filter(a=>a.kind==="strategy")){ const p=st.agents[cfg.id]; - markToMarket(p,priceMap); + markToMarket(p,priceMap,cfg,{policyExits:true}); openPositions(p,cfg,cfg.rank(sugs),focus,null,claimedMarkets).forEach(id=>claimedMarkets.add(id)); recordSnapshot(p); } @@ -1038,7 +1060,7 @@ async function runDailyCycle(){ const claimedMarkets=new Set(); for(const cfg of AGENTS.filter(a=>a.kind==="strategy")){ const p=st.agents[cfg.id]; - markToMarket(p,priceMap); + markToMarket(p,priceMap,cfg,{policyExits:true}); const rank=preBoard.findIndex(x=>x.id===cfg.id)+1||preBoard.length; const decision=adaptiveDecision(cfg,p,rank,preBoard.length,leaderEq); openPositions(p,cfg,cfg.rank(sugs),focus,decision,claimedMarkets).forEach(id=>claimedMarkets.add(id)); @@ -1144,6 +1166,7 @@ function renderAgentBrief(cfg,p,st){ const bw=bestAndWorst(p); const risk=cfg.kind==="whale"?"Mirror risk":cfg.kind==="copycat"?"Adaptive":cfg.maxFrac>=0.12?"Higher risk":cfg.maxFrac<=0.05?"Lower risk":"Balanced"; const cadence=cfg.kind==="whale"?"Copies biggest live holdings":cfg.kind==="copycat"?"Follows current strategy leader":`${cfg.maxNew||0} new trades max`; + const exitRule=cfg.kind==="strategy"?`Exit if edge fades, conviction weakens, <${EXIT_RESOLUTION_DAYS}d to resolve, or ${EXIT_STALE_DAYS}d stale`:cfg.kind==="copycat"?"Exit when leader exits":"Exit when copied trader exits"; const thesis=agentPlainBlurb(cfg,st); root.innerHTML=`
    @@ -1155,6 +1178,7 @@ function renderAgentBrief(cfg,p,st){
    Trade Rule
    ${esc(cadence)}
    Stop Loss
    ${Math.round(STOP_LOSS_PCT*100)}% drawdown
    Gain Stop
    ${TAKE_PROFIT_MULT}x: sell half
    +
    Policy Exit
    ${esc(exitRule)}
    Best / Worst
    ${esc(bw.best)}
    ${esc(bw.worst)}
    `; } function renderLeaderboard(){