mirror of
https://github.com/theodore-song/polymarket-analyst.git
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62 lines
2.2 KiB
JSON
62 lines
2.2 KiB
JSON
{
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"generatedAt": "2026-08-22T00:55:19.692Z",
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"strategy": 61,
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"verdict": "No tested directional, shock-fade, or near-settlement rule earned capital permission. Keep those lanes observation-only and retain only live depth-and-fee-verified complete bundles as immediately capital-enabled.",
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"costModel": {
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"directional": "Gamma entry and exit taker fee schedules plus 0.5 cents of round-trip slippage",
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"settlement": "Gamma entry taker fee plus 0.5 cents of entry slippage; redemption has no modeled exit trade",
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"unknownFeeSchedule": "4 cent conservative fee fallback"
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},
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"directional": {
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"primary": {
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"activeMarkets": 1000,
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"activeMarketsSkipped": 0,
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"eventsAt12Hours": 208,
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"eventMeanAt12Hours": -0.03932,
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"lower90At12Hours": -0.05078,
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"upper90At12Hours": -0.02786,
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"robustPositiveRulesAt12Hours": 0,
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"robustNegativeRulesAt12Hours": 64
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},
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"independent": {
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"activeMarkets": 1000,
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"activeMarketsSkipped": 1000,
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"eventsAt12Hours": 254,
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"eventMeanAt12Hours": -0.05392,
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"lower90At12Hours": -0.06326,
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"upper90At12Hours": -0.04457,
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"robustPositiveRulesByHorizon": {
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"6": 0,
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"12": 0,
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"24": 0,
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"72": 0
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},
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"robustNegativeRulesByHorizon": {
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"6": 69,
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"12": 66,
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"24": 51,
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"72": 34
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}
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}
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},
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"settlement": {
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"recentResolvedMarkets": 3000,
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"marketsWithHistory": 2916,
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"testedRules": 297,
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"horizonsDays": [1, 3, 7, 14, 30],
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"robustPositiveRules": 0
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},
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"shockFade": {
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"selectedOnIndependentCohort": "fade_h12_w3_m0.08_aligned_v1_All_All",
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"freshPrimaryTrainLower90": 0.02099,
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"freshPrimaryValidationLower90": 0.02641,
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"freshPrimaryHoldoutLower90": -0.00751,
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"freshPrimaryVerdict": "rejected"
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},
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"limitations": [
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"CLOB price history is a midpoint proxy and does not reconstruct historical order-book depth.",
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"Active-market cohorts are survivorship-biased, so positive results would still require resolved-market and forward validation.",
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"The absence of a validated rule is evidence for retaining cash, not proof that no future opportunity can exist."
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]
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}
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