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polymarket-analyst_github/research/settlement-calibration-exact-fee-5000-audit.json
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{
"generated_at": "2026-08-23T00:10:38.029Z",
"strategy": "exact-fee settlement calibration",
"requested_markets": 5000,
"resolved_markets": 5000,
"histories_with_data": 4807,
"failures": 0,
"observations": 7854,
"tested_rules": 1400,
"train_passed": 0,
"validation_selected": 0,
"holdout_passed": 0,
"methodology": {
"selection": "most recently closed eligible Yes/No markets",
"horizons_days": [1, 3, 7, 14, 30],
"history_fidelity_minutes": 1440,
"maximum_price_staleness_hours": 36,
"modeled_entry_slippage_cents": 1,
"exact_gamma_entry_fee_schedules": true,
"split": "60% train / 20% validation / 20% untouched holdout",
"confidence": "event-clustered 95% lower bound",
"stability": "positive event mean in each of four chronological windows; at most one highest-entry market per underlying event or sports contest"
},
"partition_observations": {
"train": 4987,
"validation": 1419,
"holdout": 1448
},
"sports_no_3d_target": {
"train": {"events": 79, "event_mean": -0.00873, "lower_95": -0.11764},
"validation": {"events": 53, "event_mean": -0.44135, "lower_95": -0.62545},
"holdout": {"events": 34, "event_mean": -0.05382, "lower_95": -0.28345},
"stability_means": [0.00226, 0.01151, -0.36967, -0.18035],
"passes_holdout": false
},
"production_decision": "No static settlement-horizon, side, category, or price-band rule receives capital. Continue event-deduplicated zero-capital forward learning and require the existing promotion gates."
}