{
  "generated_at": "2026-08-21T23:16:59.364Z",
  "strategy": "resolution-window-no-50-55-safe-non-sports-v2",
  "selection": {
    "markets_requested": 3000,
    "markets_with_history": 2954,
    "order": "closedTime descending",
    "horizon_days_tested": [2, 3, 4, 5, 6, 7, 8, 9, 10],
    "horizon_days_enabled": [3, 4, 5, 6],
    "modeled_round_trip_cost_cents": 1,
    "history_fidelity_minutes": 1440,
    "cluster_unit": "Polymarket event",
    "production_contract_filter": "non-Sports and no path-dependent barrier, numeric range, currency range, exact score, or post-count contract"
  },
  "rules": {
    "side": "NO",
    "midpoint_min_inclusive": 0.5,
    "midpoint_max_exclusive": 0.55,
    "3_day": {
      "events": 121,
      "event_mean_return": 0.2451763293,
      "event_lower_90": 0.1577733713,
      "train_events": 85,
      "train_event_lower_90": 0.1314547114,
      "holdout_events": 40,
      "holdout_event_lower_90": 0.0991402647,
      "chronological_thirds_event_lower_90": [0.052193276, 0.0937543342, 0.1174259244]
    },
    "4_day": {
      "events": 144,
      "event_mean_return": 0.381453985,
      "event_lower_90": 0.3139573933,
      "train_events": 102,
      "train_event_lower_90": 0.3031863842,
      "holdout_events": 47,
      "holdout_event_lower_90": 0.2716756304,
      "chronological_thirds_event_lower_90": [0.3388899636, 0.2711632708, 0.2004748563]
    },
    "5_day": {
      "events": 105,
      "event_mean_return": 0.3686092965,
      "event_lower_90": 0.2938832777,
      "train_events": 77,
      "train_event_lower_90": 0.2686815198,
      "holdout_events": 30,
      "holdout_event_lower_90": 0.3000837037,
      "chronological_thirds_event_lower_90": [0.2828281426, 0.1431972556, 0.3007470066]
    },
    "6_day": {
      "events": 87,
      "event_mean_return": 0.4393573265,
      "event_lower_90": 0.3767305502,
      "train_events": 60,
      "train_event_lower_90": 0.3308720214,
      "holdout_events": 29,
      "holdout_event_lower_90": 0.4367621838,
      "chronological_thirds_event_lower_90": [0.2863423727, 0.3447299413, 0.3561383759]
    }
  },
  "rejected_windows": {
    "2_day": "The chronological holdout lower 90% bound was negative.",
    "7_day": "The exact safe non-Sports cohort had a negative middle-segment lower 90% bound.",
    "8_day": "Not retained after the contiguous 3-6 day production window passed more strongly.",
    "9_day": "Not retained after the contiguous 3-6 day production window passed more strongly.",
    "10_day": "The exact safe non-Sports cohort had a negative middle-segment lower 90% bound.",
    "adjacent_price_bands": "The 45-50% band lacked sufficient holdout evidence and the 55-60% band was unstable across shorter horizons."
  },
  "production_constraints": {
    "safe_contract_only": true,
    "sports_excluded": true,
    "minimum_total_volume_usd": 15000,
    "minimum_live_liquidity_usd": 1400,
    "maximum_spread": 0.03,
    "entry": "executable NO ask plus 0.25 cents slippage",
    "maximum_entry_friction_cents": 1,
    "resolution_windows_days": [[2.5, 3.5], [3.5, 4.5], [4.5, 5.5], [5.5, 6.5]],
    "initial_position_pct": 0.5,
    "total_cap_pct": 3,
    "one_owner_per_event": true,
    "exit": "verified market settlement only"
  },
  "limitations": [
    "The resolved archive cannot reconstruct contemporaneous historical liquidity or order-book depth.",
    "Recent closed-market selection can reflect a temporary question-construction regime.",
    "Published midpoint history is not a fill guarantee; production therefore applies current executable pricing and liquidity gates.",
    "This audit authorizes only bounded paper trading and does not guarantee future profit."
  ],
  "reproduce": "SETTLEMENT_MARKETS=3000 SETTLEMENT_HORIZONS=3,4,5,6,7,8,9,10 SETTLEMENT_COST_CENTS=1 SETTLEMENT_ORDER=closedTime SETTLEMENT_ASCENDING=false SETTLEMENT_TARGET_ONLY=1 SETTLEMENT_TARGET_RULES=buy_no_50_55_safe_non_sports node scripts/evaluate-settlements.mjs"
}