Apply history-tested risk priors

README.md

@@ -15,7 +15,7 @@ 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 v36 also installs an offline app shell and caches timestamped
+Vercel Blob. Engine v37 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.
@@ -26,7 +26,7 @@ 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
+Engine v37 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
@@ -50,6 +50,12 @@ of hourly Polymarket history. The evaluator forms signals only from prior
 one-hour, one-day, and one-week prices, marks them 12 hours later, applies a
 conservative half-cent cost estimate, and reports a chronological 70/30 split.
 Set `EVAL_MARKETS` or `EVAL_CONCURRENCY` to change the default 80-market run.
+The first 80-market audit found that reversal signals lost 4.34% on average in
+both chronological partitions, while crypto and longshot samples were also
+negative overall. Engine v37 therefore blocks reversal entries outside the fixed
+15% exploration lane and applies modest sizing penalties to crypto and longshots.
+It does not boost any rule from this audit because no positive rule was robust
+across the chronological split.
 
 Paper accounts created with a password are also saved through the backend, so a
 user can log in from another device and see the same paper portfolio, activity,

index.html

@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <nav class="topnav">
     <div class="brand">
       <div class="logo">🏆</div>
-      <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>
+      <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>
     </div>
     <div class="tabs" id="tabs">
       <button class="tab" data-tab="overview">Overview</button>
@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   <div class="personal-banner" id="personalBanner">
     <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.
   </div>
-  <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>
+  <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>
 
   <!-- ============ OVERVIEW ============ -->
   <section class="tabpanel" data-tab="overview">
@@ -425,7 +425,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
       <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>
       <div class="chart-wrap"><svg id="chart2" viewBox="0 0 960 320" preserveAspectRatio="xMidYMid meet"></svg></div>
       <div class="legend" id="comboLegend2"></div>
-      <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>
+      <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>
     </div>
   </section>
 
@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
   </section>
 
   <footer>
-    Build adaptive-offline-v36 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
+    Build adaptive-offline-v37 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
     <a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
   </footer>
 </div>
@@ -773,7 +773,7 @@ const MIN_POLICY_HOLD_HOURS = 24;
 const EXIT_CONFIRM_HOURS = 6;
 const AGENTS_KEY = "pma_agents_v2";
 const SUG_KEY = "pma_suggestions_v5";
-const SUGGESTION_ENGINE_VERSION = 36;
+const SUGGESTION_ENGINE_VERSION = 37;
 const FOCUS_KEY = "pma_focus_v1";
 const VIEW_KEY = "pma_view_v1";
 const PF_SORT_KEY = "pma_portfolio_sort_v1";
@@ -1656,14 +1656,30 @@ function stableExploration(agentId,marketId){
   for(let i=0;i<text.length;i++){h^=text.charCodeAt(i);h=Math.imul(h,16777619);}
   return (h>>>0)%100<15;
 }
+function historicalOpportunityPrior(s){
+  const rows=[];
+  if((s.signal_type||"")==="reversal")rows.push({feature:"reversal",score:-0.0434,samples:106,blocked:true});
+  if((s.category||"Other")==="Crypto")rows.push({feature:"crypto",score:-0.0265,samples:46,blocked:false});
+  if(entryBand(s.entry_price)==="longshot")rows.push({feature:"longshot",score:-0.0233,samples:83,blocked:false});
+  if(!rows.length)return {score:0,confidence:0,multiplier:1,blocked:false,features:[]};
+  const score=rows.reduce((sum,row)=>sum+row.score,0)/rows.length;
+  const samples=rows.reduce((sum,row)=>sum+row.samples,0),confidence=samples/(samples+200);
+  return {score:+score.toFixed(4),confidence:+confidence.toFixed(3),
+    multiplier:+clamp(1+score*confidence*2.5,0.82,1).toFixed(3),blocked:rows.some(row=>row.blocked),features:rows.map(row=>row.feature)};
+}
 function learnedOpportunity(cfg,p,s,profile=null,calibration=null){
   const model=profile||buildAdaptiveProfile(p),features=learningFeatures(s),rows=features.map(k=>model.buckets[k]).filter(Boolean);
   const weight=rows.reduce((sum,r)=>sum+r.weight,0),score=rows.length?rows.reduce((sum,r)=>sum+r.score,0)/rows.length:0;
   const confidence=weight/(weight+12),exploration=stableExploration(cfg.id,s.market_id);
   const market=calibratedOpportunity(s,calibration||{samples:0,buckets:{}});
-  const blocked=(((model.samples>=4&&confidence>=0.32&&score<-0.045)||(model.samples>=8&&confidence>=0.45&&score<-0.035))||!market.allowed)&&!exploration;
+  const historical=historicalOpportunityPrior(s);
+  const personalBlocked=(model.samples>=4&&confidence>=0.32&&score<-0.045)||(model.samples>=8&&confidence>=0.45&&score<-0.035);
+  const blockedBy=historical.blocked?"historical":(personalBlocked?"personal":(!market.allowed?"walk-forward":null));
+  const blocked=Boolean(blockedBy)&&!exploration;
   return {score:+score.toFixed(4),confidence:+confidence.toFixed(3),market_score:market.score,market_confidence:market.confidence,
-    multiplier:+clamp((1+score*2.4)*market.multiplier,0.68,1.30).toFixed(3),exploration,allowed:!blocked,features};
+    historical_score:historical.score,historical_confidence:historical.confidence,historical_features:historical.features,
+    multiplier:+clamp((1+score*2.4)*market.multiplier*historical.multiplier,0.65,1.30).toFixed(3),
+    exploration,allowed:!blocked,blocked_by:blocked?blockedBy:null,features};
 }
 function emotionalState(ret,trail,trend,rank){
   if(ret<-18)return {mood:"alarmed",urgency:0.95,label:"Crisis pressure"};
@@ -2092,9 +2108,11 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
     const peerAdjusted=peerAdjustedSuggestion(s,peerStats),learning=learnedOpportunity(cfg,p,peerAdjusted,learningProfile,d.marketLearning);
     return Object.assign({},peerAdjusted,{learning_score:learning.score,learning_confidence:learning.confidence,
       market_learning_score:learning.market_score,market_learning_confidence:learning.market_confidence,
+      historical_prior_score:learning.historical_score,historical_prior_confidence:learning.historical_confidence,
+      historical_prior_features:learning.historical_features,learning_block_reason:learning.blocked_by,
       learning_multiplier:learning.multiplier,learning_exploration:learning.exploration,learning_allowed:learning.allowed});
   }).filter(s=>{
-    if(!s.learning_allowed)return reject("learning");
+    if(!s.learning_allowed)return reject(s.learning_block_reason==="historical"?"historical_prior":"learning");
     if(s.side!=="YES"&&s.side!=="NO")return reject("direction");
     if((cfg.aggressive?s.conviction:s.peer_conviction)<d.minConv||s.conviction<58)return reject("confidence");
     if(s.entry_price<0.08||s.entry_price>0.92)return reject("price");
@@ -2147,11 +2165,12 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
       strategy_version:SUGGESTION_ENGINE_VERSION,
       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,
       learning_score:s.learning_score,learning_confidence:s.learning_confidence,market_learning_score:s.market_learning_score,market_learning_confidence:s.market_learning_confidence,
+      historical_prior_score:s.historical_prior_score,historical_prior_confidence:s.historical_prior_confidence,historical_prior_features:s.historical_prior_features,
       learning_multiplier:s.learning_multiplier,learning_exploration:s.learning_exploration,
       risk_budget_pct:+(riskBudgetPct*100).toFixed(2),
       peak_price:+entry.toFixed(4),gain_stops:{},stop_losses:{}});
     p.history.push({date:logDay(),action:"OPEN",question:s.question,side:s.side,
-      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?` (${s.peer_note})`:""}`});
+      detail:`${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})`:""}`});
     opened++;openedIds.push(String(s.market_id));
   }
   const eqAfter=equity(p);
@@ -2516,11 +2535,11 @@ function decisionSummary(p){
   const exposure=d.currentExposure!=null&&d.targetExposure!=null?` Exposure ${Math.round(d.currentExposure*100)}%; ceiling ${Math.round(d.targetExposure*100)}%.`:"";
   const allocation=d.allocationStatus?` ${d.allocationStatus}`:"";
   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.`:"";
-  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"};
+  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"};
   const blockerRows=Object.entries(d.rejectionCounts||{}).filter(([,count])=>count>0).sort((a,b)=>b[1]-a[1]);
   const blockers=blockerRows.length?` Blocks: ${blockerRows.slice(0,4).map(([key,count])=>`${blockerLabels[key]||key} ${count}`).join(", ")}.`:"";
   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(":"," ")}`:""}.`:"";
-  const calibration=d.marketLearning?` Walk-forward calibration: ${d.marketLearning.samples||0} graded signals, ${d.marketLearning.pending||0} awaiting a future price.`:"";
+  const calibration=d.marketLearning?` Walk-forward calibration: ${d.marketLearning.samples||0} graded signals, ${d.marketLearning.pending||0} awaiting a future price. Historical prior: reversal entries require the fixed 15% exploration lane; crypto and longshots are sized down, not forbidden.`:"";
   return `${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}${blockers}`;
 }
 function renderAgentBrief(cfg,p,st){
@@ -4080,6 +4099,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
   version:SUGGESTION_ENGINE_VERSION,
   analyzeMarket,
   buildAdaptiveProfile,
+  historicalOpportunityPrior,
   learnedOpportunity,
   tradeLossBudgetPct,
   boundedStakeForRisk,
@@ -4089,7 +4109,8 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
   rules:Object.freeze({minimumPolicyHoldHours:MIN_POLICY_HOLD_HOURS,exitConfirmationHours:EXIT_CONFIRM_HOURS,maxAgentOverlap:2,materialOverlapPct:1.25,stopLossPct:18,
     coreTradeLossPct:MAX_CORE_TRADE_LOSS_PCT*100,aggressiveTradeLossPct:MAX_AGGRESSIVE_TRADE_LOSS_PCT*100,
     coreGapTradeLossPct:MAX_CORE_GAP_TRADE_LOSS_PCT*100,aggressiveGapTradeLossPct:MAX_AGGRESSIVE_GAP_TRADE_LOSS_PCT*100,
-    offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15}),
+    offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15,
+    historicalPrior:"reversal blocked outside exploration; crypto and longshots sized down"}),
 });
 function runEngineSelfTest(){
   const market=(overrides={})=>Object.assign({
@@ -4121,6 +4142,10 @@ function runEngineSelfTest(){
   const calibrationProfile=buildSignalCalibration(calibrationLedger);
   const learnedTrend=learnedOpportunity(AGENTS[0],learner,{market_id:"learn-trend",signal_type:"trend",quality:"confirmed",category:"Politics",side:"YES",entry_price:0.42},learningProfile,calibrationProfile);
   const learnedReversal=learnedOpportunity(AGENTS[0],learner,{market_id:"learn-reversal",signal_type:"reversal",quality:"reversal",category:"Sports",side:"NO",entry_price:0.42},learningProfile,calibrationProfile);
+  let priorMarketId="prior-reversal-0",priorIndex=0;
+  while(stableExploration(AGENTS[0].id,priorMarketId))priorMarketId=`prior-reversal-${++priorIndex}`;
+  const priorReversal=learnedOpportunity(AGENTS[0],defaultPortfolio(),{market_id:priorMarketId,signal_type:"reversal",quality:"reversal",category:"Sports",side:"NO",entry_price:0.42});
+  const priorCryptoLongshot=historicalOpportunityPrior({signal_type:"trend",category:"Crypto",entry_price:0.20});
   const ledgerState={signal_ledger:{pending:[{key:"ledger-test",market_id:"ledger-test",observed_at:hoursAgo(13),side:"YES",entry_price:0.40,
     signal_type:"trend",quality:"confirmed",category:"Politics"}],outcomes:[]}};
   updateSignalLedger(ledgerState,[market({id:"ledger-test",yes_price:0.50,no_price:0.50})],[]);
@@ -4166,6 +4191,8 @@ function runEngineSelfTest(){
     highEntryTargets:targets,targetsReachable:targets.every(x=>x>0.82&&x<1),
     adaptation:{samples:learningProfile.samples,trendMultiplier:learnedTrend.multiplier,reversalMultiplier:learnedReversal.multiplier,learnsDirection:learnedTrend.multiplier>learnedReversal.multiplier,
       calibrationSamples:calibrationProfile.samples,trendMarketScore:learnedTrend.market_score,reversalMarketScore:learnedReversal.market_score,
+      historicalPriorBlocksReversal:!priorReversal.allowed&&priorReversal.blocked_by==="historical",
+      historicalPriorSizesRisk:!priorCryptoLongshot.blocked&&priorCryptoLongshot.multiplier<1&&priorCryptoLongshot.features.length===2,
       ledgerMaturesWithoutLookahead:ledgerState.signal_ledger.pending.length===0&&ledgerState.signal_ledger.outcomes.length===1&&ledgerState.signal_ledger.outcomes[0].return===0.25,
       blocksConfirmedLosingRegime:!lossOpportunity.allowed,containmentMode:lossDecision.mode,containmentMaxNew:lossDecision.maxNew,
       legacyLossDoesNotFreezeCurrentEngine:legacyLossDecision.mode!=="Loss Regime Containment"},

sw.js

@@ -1,4 +1,4 @@
-const CACHE_NAME = "polymarket-arena-v36";
+const CACHE_NAME = "polymarket-arena-v37";
 const APP_SHELL = ["/", "/index.html", "/personal.html", "/cycle-worker.js"];
 
 self.addEventListener("install", event => {