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https://github.com/theodore-song/polymarket-analyst.git
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Apply history-tested risk priors
This commit is contained in:
Theodore Song
+39
-12
@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<nav class="topnav">
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<div class="brand">
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<div class="logo">🏆</div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive offline engine · v36</div></div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive offline engine · v37</div></div>
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</div>
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<div class="tabs" id="tabs">
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<button class="tab" data-tab="overview">Overview</button>
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@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<div class="personal-banner" id="personalBanner">
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<b>Personal research mode.</b> This copy is for your own analysis, paper tracking, and manual trade research only. It does not pool money, onboard investors, custody funds, bypass eligibility rules, or place orders without your manual approval.
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</div>
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<div class="live-build-banner"><b>Build v36 active:</b> agents learn from personal and walk-forward outcomes while settlement-gap risk caps prevent one binary result from dominating a portfolio. Oversized legacy positions are normalized on their next live mark, controlled exploration remains active, and cached minute cycles continue while this page is open. This remains paper trading; profits are not guaranteed.</div>
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<div class="live-build-banner"><b>Build v37 active:</b> a chronological price-history audit now suppresses historically weak reversal entries outside the 15% exploration lane and modestly reduces crypto and longshot sizing. Agents still learn from live outcomes, binary-loss budgets cap each stake, and cached minute cycles continue while this page is open. This remains paper trading; profits are not guaranteed.</div>
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<!-- ============ OVERVIEW ============ -->
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<section class="tabpanel" data-tab="overview">
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@@ -425,7 +425,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<div class="card-h"><h3>Returns — all agents</h3><div><span class="small muted">$10,000 start each</span><div class="rangebar" data-chart-ranges></div></div></div>
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<div class="chart-wrap"><svg id="chart2" viewBox="0 0 960 320" preserveAspectRatio="xMidYMid meet"></svg></div>
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<div class="legend" id="comboLegend2"></div>
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<div class="small muted" style="margin-top:10px">The initial week is an approximate historical replay using prices available on each day and current liquidity as a proxy. The v36 return starts from live cycles only.</div>
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<div class="small muted" style="margin-top:10px">The initial week is an approximate historical replay using prices available on each day and current liquidity as a proxy. The v37 return starts from live cycles only.</div>
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</div>
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</section>
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@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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</section>
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<footer>
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Build adaptive-offline-v36 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
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Build adaptive-offline-v37 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
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<a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
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</footer>
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</div>
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@@ -773,7 +773,7 @@ const MIN_POLICY_HOLD_HOURS = 24;
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const EXIT_CONFIRM_HOURS = 6;
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const AGENTS_KEY = "pma_agents_v2";
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const SUG_KEY = "pma_suggestions_v5";
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const SUGGESTION_ENGINE_VERSION = 36;
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const SUGGESTION_ENGINE_VERSION = 37;
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const FOCUS_KEY = "pma_focus_v1";
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const VIEW_KEY = "pma_view_v1";
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const PF_SORT_KEY = "pma_portfolio_sort_v1";
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@@ -1656,14 +1656,30 @@ function stableExploration(agentId,marketId){
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for(let i=0;i<text.length;i++){h^=text.charCodeAt(i);h=Math.imul(h,16777619);}
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return (h>>>0)%100<15;
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}
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function historicalOpportunityPrior(s){
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const rows=[];
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if((s.signal_type||"")==="reversal")rows.push({feature:"reversal",score:-0.0434,samples:106,blocked:true});
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if((s.category||"Other")==="Crypto")rows.push({feature:"crypto",score:-0.0265,samples:46,blocked:false});
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if(entryBand(s.entry_price)==="longshot")rows.push({feature:"longshot",score:-0.0233,samples:83,blocked:false});
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if(!rows.length)return {score:0,confidence:0,multiplier:1,blocked:false,features:[]};
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const score=rows.reduce((sum,row)=>sum+row.score,0)/rows.length;
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const samples=rows.reduce((sum,row)=>sum+row.samples,0),confidence=samples/(samples+200);
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return {score:+score.toFixed(4),confidence:+confidence.toFixed(3),
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multiplier:+clamp(1+score*confidence*2.5,0.82,1).toFixed(3),blocked:rows.some(row=>row.blocked),features:rows.map(row=>row.feature)};
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}
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function learnedOpportunity(cfg,p,s,profile=null,calibration=null){
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const model=profile||buildAdaptiveProfile(p),features=learningFeatures(s),rows=features.map(k=>model.buckets[k]).filter(Boolean);
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const weight=rows.reduce((sum,r)=>sum+r.weight,0),score=rows.length?rows.reduce((sum,r)=>sum+r.score,0)/rows.length:0;
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const confidence=weight/(weight+12),exploration=stableExploration(cfg.id,s.market_id);
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const market=calibratedOpportunity(s,calibration||{samples:0,buckets:{}});
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const blocked=(((model.samples>=4&&confidence>=0.32&&score<-0.045)||(model.samples>=8&&confidence>=0.45&&score<-0.035))||!market.allowed)&&!exploration;
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const historical=historicalOpportunityPrior(s);
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const personalBlocked=(model.samples>=4&&confidence>=0.32&&score<-0.045)||(model.samples>=8&&confidence>=0.45&&score<-0.035);
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const blockedBy=historical.blocked?"historical":(personalBlocked?"personal":(!market.allowed?"walk-forward":null));
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const blocked=Boolean(blockedBy)&&!exploration;
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return {score:+score.toFixed(4),confidence:+confidence.toFixed(3),market_score:market.score,market_confidence:market.confidence,
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multiplier:+clamp((1+score*2.4)*market.multiplier,0.68,1.30).toFixed(3),exploration,allowed:!blocked,features};
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historical_score:historical.score,historical_confidence:historical.confidence,historical_features:historical.features,
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multiplier:+clamp((1+score*2.4)*market.multiplier*historical.multiplier,0.65,1.30).toFixed(3),
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exploration,allowed:!blocked,blocked_by:blocked?blockedBy:null,features};
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}
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function emotionalState(ret,trail,trend,rank){
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if(ret<-18)return {mood:"alarmed",urgency:0.95,label:"Crisis pressure"};
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@@ -2092,9 +2108,11 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
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const peerAdjusted=peerAdjustedSuggestion(s,peerStats),learning=learnedOpportunity(cfg,p,peerAdjusted,learningProfile,d.marketLearning);
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return Object.assign({},peerAdjusted,{learning_score:learning.score,learning_confidence:learning.confidence,
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market_learning_score:learning.market_score,market_learning_confidence:learning.market_confidence,
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historical_prior_score:learning.historical_score,historical_prior_confidence:learning.historical_confidence,
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historical_prior_features:learning.historical_features,learning_block_reason:learning.blocked_by,
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learning_multiplier:learning.multiplier,learning_exploration:learning.exploration,learning_allowed:learning.allowed});
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}).filter(s=>{
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if(!s.learning_allowed)return reject("learning");
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if(!s.learning_allowed)return reject(s.learning_block_reason==="historical"?"historical_prior":"learning");
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if(s.side!=="YES"&&s.side!=="NO")return reject("direction");
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if((cfg.aggressive?s.conviction:s.peer_conviction)<d.minConv||s.conviction<58)return reject("confidence");
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if(s.entry_price<0.08||s.entry_price>0.92)return reject("price");
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@@ -2147,11 +2165,12 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
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strategy_version:SUGGESTION_ENGINE_VERSION,
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momentum_strength:s.momentum_strength,signal_strength:s.signal_strength,signal_confidence:s.signal_confidence,signal_type:s.signal_type,price_change_1d:s.price_change_1d,price_change_1w:s.price_change_1w,
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learning_score:s.learning_score,learning_confidence:s.learning_confidence,market_learning_score:s.market_learning_score,market_learning_confidence:s.market_learning_confidence,
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historical_prior_score:s.historical_prior_score,historical_prior_confidence:s.historical_prior_confidence,historical_prior_features:s.historical_prior_features,
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learning_multiplier:s.learning_multiplier,learning_exploration:s.learning_exploration,
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risk_budget_pct:+(riskBudgetPct*100).toFixed(2),
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peak_price:+entry.toFixed(4),gain_stops:{},stop_losses:{}});
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p.history.push({date:logDay(),action:"OPEN",question:s.question,side:s.side,
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detail:`${decision?decision.mode+" mode — ":""}Bought ${shares} ${s.side} '${s.question.slice(0,40)}' @ ${pct(entry)} for ${fmtUSD(cost)} · max binary loss budget ${(riskBudgetPct*100).toFixed(1)}% · signal margin ${((Math.abs(s.net_edge!=null?s.net_edge:s.edge))*100).toFixed(1)}c · learned weight ${Number(s.learning_multiplier||1).toFixed(2)}x · evidence ${Math.round((s.evidence_score||0)*100)}${s.peer_note?` (${s.peer_note})`:""}`});
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detail:`${decision?decision.mode+" mode — ":""}Bought ${shares} ${s.side} '${s.question.slice(0,40)}' @ ${pct(entry)} for ${fmtUSD(cost)} · max binary loss budget ${(riskBudgetPct*100).toFixed(1)}% · signal margin ${((Math.abs(s.net_edge!=null?s.net_edge:s.edge))*100).toFixed(1)}c · learned weight ${Number(s.learning_multiplier||1).toFixed(2)}x${(s.historical_prior_features||[]).length?` · history prior ${(s.historical_prior_features||[]).join("+")}`:""} · evidence ${Math.round((s.evidence_score||0)*100)}${s.peer_note?` (${s.peer_note})`:""}`});
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opened++;openedIds.push(String(s.market_id));
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}
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const eqAfter=equity(p);
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@@ -2516,11 +2535,11 @@ function decisionSummary(p){
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const exposure=d.currentExposure!=null&&d.targetExposure!=null?` Exposure ${Math.round(d.currentExposure*100)}%; ceiling ${Math.round(d.targetExposure*100)}%.`:"";
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const allocation=d.allocationStatus?` ${d.allocationStatus}`:"";
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const candidates=d.tradeReadyCount!=null?` Candidate audit: ${d.tradeReadyCount} trade-ready, ${d.strategyCandidates||0} strategy matches, ${d.eligibleCandidates||0} fully eligible, ${d.opened||0} opened.`:"";
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const blockerLabels={learning:"learned losing regime",confidence:"confidence",overlap:"material overlap",already_held:"already held",cooldown:"stop cooldown",focus:"category focus",price:"entry price",edge:"edge",timing:"timing",liquidity:"liquidity",activity:"activity",evidence:"evidence",direction:"direction",portfolio_limit:"portfolio limit"};
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const blockerLabels={historical_prior:"history-tested losing setup",learning:"live learned losing regime",confidence:"confidence",overlap:"material overlap",already_held:"already held",cooldown:"stop cooldown",focus:"category focus",price:"entry price",edge:"edge",timing:"timing",liquidity:"liquidity",activity:"activity",evidence:"evidence",direction:"direction",portfolio_limit:"portfolio limit"};
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const blockerRows=Object.entries(d.rejectionCounts||{}).filter(([,count])=>count>0).sort((a,b)=>b[1]-a[1]);
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const blockers=blockerRows.length?` Blocks: ${blockerRows.slice(0,4).map(([key,count])=>`${blockerLabels[key]||key} ${count}`).join(", ")}.`:"";
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const learning=d.learning?` Learning: ${d.learning.samples} completed trades retained with older engines down-weighted, ${(d.learning.global_score*100).toFixed(2)}% shrunk expectancy; ${d.learning.current_samples||0} completed under v${SUGGESTION_ENGINE_VERSION}${d.learning.best?`; strongest ${d.learning.best.feature.replace(":"," ")}`:""}${d.learning.worst?`; weakest ${d.learning.worst.feature.replace(":"," ")}`:""}.`:"";
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const calibration=d.marketLearning?` Walk-forward calibration: ${d.marketLearning.samples||0} graded signals, ${d.marketLearning.pending||0} awaiting a future price.`:"";
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const calibration=d.marketLearning?` Walk-forward calibration: ${d.marketLearning.samples||0} graded signals, ${d.marketLearning.pending||0} awaiting a future price. Historical prior: reversal entries require the fixed 15% exploration lane; crypto and longshots are sized down, not forbidden.`:"";
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return `${d.mode} mode: ${d.reason}${emotion} Limits now: ${d.maxNew} new trade${d.maxNew===1?"":"s"}, max ${(d.maxFrac*100).toFixed(1)}% per position${d.minConv?`, conviction ${d.minConv}+`:""}.${learning}${calibration}${exposure}${allocation}${candidates}${blockers}`;
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}
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function renderAgentBrief(cfg,p,st){
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@@ -4080,6 +4099,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
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version:SUGGESTION_ENGINE_VERSION,
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analyzeMarket,
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buildAdaptiveProfile,
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historicalOpportunityPrior,
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learnedOpportunity,
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tradeLossBudgetPct,
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boundedStakeForRisk,
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@@ -4089,7 +4109,8 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
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rules:Object.freeze({minimumPolicyHoldHours:MIN_POLICY_HOLD_HOURS,exitConfirmationHours:EXIT_CONFIRM_HOURS,maxAgentOverlap:2,materialOverlapPct:1.25,stopLossPct:18,
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coreTradeLossPct:MAX_CORE_TRADE_LOSS_PCT*100,aggressiveTradeLossPct:MAX_AGGRESSIVE_TRADE_LOSS_PCT*100,
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coreGapTradeLossPct:MAX_CORE_GAP_TRADE_LOSS_PCT*100,aggressiveGapTradeLossPct:MAX_AGGRESSIVE_GAP_TRADE_LOSS_PCT*100,
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offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15}),
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offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15,
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historicalPrior:"reversal blocked outside exploration; crypto and longshots sized down"}),
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});
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function runEngineSelfTest(){
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const market=(overrides={})=>Object.assign({
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@@ -4121,6 +4142,10 @@ function runEngineSelfTest(){
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const calibrationProfile=buildSignalCalibration(calibrationLedger);
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const learnedTrend=learnedOpportunity(AGENTS[0],learner,{market_id:"learn-trend",signal_type:"trend",quality:"confirmed",category:"Politics",side:"YES",entry_price:0.42},learningProfile,calibrationProfile);
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const learnedReversal=learnedOpportunity(AGENTS[0],learner,{market_id:"learn-reversal",signal_type:"reversal",quality:"reversal",category:"Sports",side:"NO",entry_price:0.42},learningProfile,calibrationProfile);
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let priorMarketId="prior-reversal-0",priorIndex=0;
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while(stableExploration(AGENTS[0].id,priorMarketId))priorMarketId=`prior-reversal-${++priorIndex}`;
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const priorReversal=learnedOpportunity(AGENTS[0],defaultPortfolio(),{market_id:priorMarketId,signal_type:"reversal",quality:"reversal",category:"Sports",side:"NO",entry_price:0.42});
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const priorCryptoLongshot=historicalOpportunityPrior({signal_type:"trend",category:"Crypto",entry_price:0.20});
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const ledgerState={signal_ledger:{pending:[{key:"ledger-test",market_id:"ledger-test",observed_at:hoursAgo(13),side:"YES",entry_price:0.40,
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signal_type:"trend",quality:"confirmed",category:"Politics"}],outcomes:[]}};
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updateSignalLedger(ledgerState,[market({id:"ledger-test",yes_price:0.50,no_price:0.50})],[]);
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@@ -4166,6 +4191,8 @@ function runEngineSelfTest(){
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highEntryTargets:targets,targetsReachable:targets.every(x=>x>0.82&&x<1),
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adaptation:{samples:learningProfile.samples,trendMultiplier:learnedTrend.multiplier,reversalMultiplier:learnedReversal.multiplier,learnsDirection:learnedTrend.multiplier>learnedReversal.multiplier,
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calibrationSamples:calibrationProfile.samples,trendMarketScore:learnedTrend.market_score,reversalMarketScore:learnedReversal.market_score,
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historicalPriorBlocksReversal:!priorReversal.allowed&&priorReversal.blocked_by==="historical",
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historicalPriorSizesRisk:!priorCryptoLongshot.blocked&&priorCryptoLongshot.multiplier<1&&priorCryptoLongshot.features.length===2,
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ledgerMaturesWithoutLookahead:ledgerState.signal_ledger.pending.length===0&&ledgerState.signal_ledger.outcomes.length===1&&ledgerState.signal_ledger.outcomes[0].return===0.25,
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blocksConfirmedLosingRegime:!lossOpportunity.allowed,containmentMode:lossDecision.mode,containmentMaxNew:lossDecision.maxNew,
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legacyLossDoesNotFreezeCurrentEngine:legacyLossDecision.mode!=="Loss Regime Containment"},
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