{
  "generated_at": "2026-08-21T22:50:27.912Z",
  "strategy": "resolution-window-no-50-55",
  "selection": {
    "markets_requested": 3000,
    "markets_with_history": 2916,
    "order": "closedTime descending",
    "horizon_days_tested": [1, 3, 7, 14, 30, 90],
    "horizon_days_enabled": [3, 7],
    "modeled_round_trip_cost_cents": 1,
    "history_fidelity_minutes": 1440,
    "cluster_unit": "Polymarket event"
  },
  "rules": {
    "side": "NO",
    "midpoint_min_inclusive": 0.5,
    "midpoint_max_exclusive": 0.55,
    "3_day": {
      "observations": 632,
      "events": 158,
      "event_mean_return": 0.3324127082,
      "event_lower_90": 0.2551784721,
      "win_rate": 0.8022151899,
      "train_events": 102,
      "train_event_lower_90": 0.1932371274,
      "holdout_events": 58,
      "holdout_event_lower_90": 0.2726926035,
      "chronological_thirds_event_lower_90": [0.1536229561, 0.1670007024, 0.2405597789]
    },
    "7_day": {
      "observations": 512,
      "events": 114,
      "event_mean_return": 0.3820780403,
      "event_lower_90": 0.3124946179,
      "win_rate": 0.818359375,
      "train_events": 79,
      "train_event_lower_90": 0.305848167,
      "holdout_events": 35,
      "holdout_event_lower_90": 0.2376613258,
      "chronological_thirds_event_lower_90": [0.348483419, 0.1301313899, 0.3106913741]
    }
  },
  "rejected_neighboring_rule": {
    "name": "resolution-week-no-55-90",
    "events": 37,
    "event_mean_return": -0.0119488579,
    "event_lower_90": -0.1573098631,
    "reason": "The exact neighboring band failed pooled, train, holdout, and chronological-segment robustness."
  },
  "production_constraints": {
    "fixed_date_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], [6.5, 7.5]],
    "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=1,3,7,14,30,90 SETTLEMENT_COST_CENTS=1 SETTLEMENT_ORDER=closedTime SETTLEMENT_ASCENDING=false SETTLEMENT_TARGET_ONLY=1 SETTLEMENT_TARGET_RULES=buy_no_50_55 node scripts/evaluate-settlements.mjs"
}