Files
polymarket-analyst_github/research/shock-strategy-2-audit.json
T

2070 lines
48 KiB
JSON

{
"generatedAt": "2026-08-21T20:28:40.492Z",
"requestedMarkets": 2000,
"markets": 2000,
"marketsWithHistory": 2000,
"fetchFailures": 0,
"medianHistoryCoverageDays": 13.55,
"maximumHistoryCoverageDays": 29.97,
"observations": 534894,
"testedBaseRules": 2560,
"trainWinners": 119,
"testedRefinements": 4998,
"validationWinners": 323,
"holdoutPassed": 151,
"eventHoldoutObservations": 128262,
"eventHoldoutEvents": 188,
"eventHoldoutPassed": 71,
"externalRequestedMarkets": 100,
"externalMarkets": 99,
"externalMarketsWithHistory": 0,
"externalFetchFailures": 0,
"externalObservations": 0,
"archivePassed": 0,
"methodology": {
"requestedHistoryDays": 30,
"medianHistoryCoverageDays": 13.55,
"maximumHistoryCoverageDays": 29.97,
"observationSpacingHours": 3,
"horizons": [
3,
6,
12,
24
],
"windows": [
1,
3,
6,
24
],
"costCents": 1,
"entryPriceRange": [
0.08,
0.92
],
"eventSplit": "25% deterministic event-disjoint holdout reserved before search",
"split": "Remaining events use 60% train / 20% validation / 20% untouched chronological holdout with future-mark purge",
"clusterUnit": "Polymarket event",
"refinementSource": "Only base rules with a positive train lower bound are refined by category and entry band",
"limitation": "Current active-market selection is survivorship biased; any holdout winner still requires resolved-market external validation"
},
"partitions": {
"train": 185884,
"validation": 114374,
"holdout": 88938
},
"candidates": [
{
"rule": {
"id": "fade_h24_w3_m0.04_accelerating_v1_All_longshot",
"baseId": "fade_h24_w3_m0.04_accelerating_v1",
"horizon": 24,
"window": 3,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 173,
"markets": 98,
"events": 69,
"mean": 0.17256,
"eventMean": 0.17172,
"lower": 0.06377,
"upper": 0.27967,
"winRate": 0.48555
},
"validation": {
"attempts": 131,
"markets": 98,
"events": 70,
"mean": 0.10838,
"eventMean": 0.10645,
"lower": 0.02261,
"upper": 0.1903,
"winRate": 0.47328
},
"holdout": {
"attempts": 191,
"markets": 135,
"events": 104,
"mean": 0.36455,
"eventMean": 0.42311,
"lower": 0.21504,
"upper": 0.63119,
"winRate": 0.51832
},
"eventHoldout": {
"attempts": 188,
"markets": 88,
"events": 56,
"mean": 0.20122,
"eventMean": 0.15622,
"lower": 0.02636,
"upper": 0.28609,
"winRate": 0.51596
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.04_accelerating_v1_All_longshot",
"baseId": "fade_h24_w1_m0.04_accelerating_v1",
"horizon": 24,
"window": 1,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 149,
"markets": 83,
"events": 61,
"mean": 0.21993,
"eventMean": 0.18405,
"lower": 0.06878,
"upper": 0.29933,
"winRate": 0.51007
},
"validation": {
"attempts": 111,
"markets": 93,
"events": 63,
"mean": 0.13149,
"eventMean": 0.13139,
"lower": 0.03056,
"upper": 0.23221,
"winRate": 0.44144
},
"holdout": {
"attempts": 177,
"markets": 127,
"events": 98,
"mean": 0.43694,
"eventMean": 0.40882,
"lower": 0.20297,
"upper": 0.61468,
"winRate": 0.56497
},
"eventHoldout": {
"attempts": 149,
"markets": 75,
"events": 51,
"mean": 0.15836,
"eventMean": 0.07278,
"lower": -0.01708,
"upper": 0.16264,
"winRate": 0.48993
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.04_any_v1_All_longshot",
"baseId": "fade_h24_w1_m0.04_any_v1",
"horizon": 24,
"window": 1,
"minMove": 0.04,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 163,
"markets": 86,
"events": 63,
"mean": 0.24362,
"eventMean": 0.2142,
"lower": 0.08516,
"upper": 0.34323,
"winRate": 0.52147
},
"validation": {
"attempts": 117,
"markets": 96,
"events": 66,
"mean": 0.11588,
"eventMean": 0.1189,
"lower": 0.02196,
"upper": 0.21584,
"winRate": 0.42735
},
"holdout": {
"attempts": 198,
"markets": 133,
"events": 102,
"mean": 0.37267,
"eventMean": 0.37084,
"lower": 0.17455,
"upper": 0.56713,
"winRate": 0.53535
},
"eventHoldout": {
"attempts": 163,
"markets": 76,
"events": 51,
"mean": 0.16506,
"eventMean": 0.09555,
"lower": 0.0041,
"upper": 0.18701,
"winRate": 0.48466
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.04_aligned_v1_All_longshot",
"baseId": "fade_h24_w1_m0.04_aligned_v1",
"horizon": 24,
"window": 1,
"minMove": 0.04,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 163,
"markets": 86,
"events": 63,
"mean": 0.24362,
"eventMean": 0.2142,
"lower": 0.08516,
"upper": 0.34323,
"winRate": 0.52147
},
"validation": {
"attempts": 117,
"markets": 96,
"events": 66,
"mean": 0.11588,
"eventMean": 0.1189,
"lower": 0.02196,
"upper": 0.21584,
"winRate": 0.42735
},
"holdout": {
"attempts": 198,
"markets": 133,
"events": 102,
"mean": 0.37267,
"eventMean": 0.37084,
"lower": 0.17455,
"upper": 0.56713,
"winRate": 0.53535
},
"eventHoldout": {
"attempts": 163,
"markets": 76,
"events": 51,
"mean": 0.16506,
"eventMean": 0.09555,
"lower": 0.0041,
"upper": 0.18701,
"winRate": 0.48466
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w3_m0.04_aligned_v1_All_longshot",
"baseId": "fade_h24_w3_m0.04_aligned_v1",
"horizon": 24,
"window": 3,
"minMove": 0.04,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 235,
"markets": 110,
"events": 76,
"mean": 0.13748,
"eventMean": 0.1422,
"lower": 0.04364,
"upper": 0.24076,
"winRate": 0.48936
},
"validation": {
"attempts": 162,
"markets": 110,
"events": 79,
"mean": 0.09424,
"eventMean": 0.07866,
"lower": 0.00205,
"upper": 0.15527,
"winRate": 0.46914
},
"holdout": {
"attempts": 246,
"markets": 162,
"events": 117,
"mean": 0.23272,
"eventMean": 0.34165,
"lower": 0.15455,
"upper": 0.52874,
"winRate": 0.46748
},
"eventHoldout": {
"attempts": 238,
"markets": 95,
"events": 59,
"mean": 0.19978,
"eventMean": 0.16801,
"lower": 0.04719,
"upper": 0.28884,
"winRate": 0.5084
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.04_accelerating_v1_All_longshot",
"baseId": "fade_h24_w6_m0.04_accelerating_v1",
"horizon": 24,
"window": 6,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 218,
"markets": 110,
"events": 78,
"mean": 0.18728,
"eventMean": 0.11042,
"lower": 0.0413,
"upper": 0.17954,
"winRate": 0.52752
},
"validation": {
"attempts": 172,
"markets": 115,
"events": 82,
"mean": 0.09761,
"eventMean": 0.10961,
"lower": 0.03341,
"upper": 0.18581,
"winRate": 0.48256
},
"holdout": {
"attempts": 211,
"markets": 133,
"events": 102,
"mean": 0.26119,
"eventMean": 0.34626,
"lower": 0.15105,
"upper": 0.54147,
"winRate": 0.48815
},
"eventHoldout": {
"attempts": 225,
"markets": 97,
"events": 60,
"mean": 0.17949,
"eventMean": 0.21807,
"lower": 0.10502,
"upper": 0.33112,
"winRate": 0.49333
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_accelerating_v1_All_longshot",
"baseId": "fade_h24_w6_m0.08_accelerating_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 95,
"markets": 55,
"events": 38,
"mean": 0.32795,
"eventMean": 0.20944,
"lower": 0.08116,
"upper": 0.33772,
"winRate": 0.55789
},
"validation": {
"attempts": 90,
"markets": 72,
"events": 46,
"mean": 0.1826,
"eventMean": 0.17165,
"lower": 0.05477,
"upper": 0.28852,
"winRate": 0.5
},
"holdout": {
"attempts": 118,
"markets": 88,
"events": 76,
"mean": 0.33402,
"eventMean": 0.44355,
"lower": 0.12905,
"upper": 0.75806,
"winRate": 0.49153
},
"eventHoldout": {
"attempts": 101,
"markets": 55,
"events": 38,
"mean": 0.30042,
"eventMean": 0.1919,
"lower": 0.01344,
"upper": 0.37036,
"winRate": 0.56436
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_aligned_v1_Economy_All",
"baseId": "fade_h24_w6_m0.08_aligned_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "Economy",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 102,
"markets": 25,
"events": 20,
"mean": 0.08419,
"eventMean": 0.10951,
"lower": 0.02966,
"upper": 0.18935,
"winRate": 0.64706
},
"validation": {
"attempts": 45,
"markets": 16,
"events": 13,
"mean": 0.04219,
"eventMean": 0.06458,
"lower": 0.00897,
"upper": 0.12018,
"winRate": 0.64444
},
"holdout": {
"attempts": 36,
"markets": 14,
"events": 10,
"mean": 0.37685,
"eventMean": 0.49411,
"lower": 0.1098,
"upper": 0.87841,
"winRate": 0.66667
},
"eventHoldout": {
"attempts": 46,
"markets": 7,
"events": 5,
"mean": 0.07848,
"eventMean": 0.10051,
"lower": 0.02085,
"upper": 0.18018,
"winRate": 0.54348
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.04_accelerating_v1_Other_longshot",
"baseId": "fade_h24_w6_m0.04_accelerating_v1",
"horizon": 24,
"window": 6,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "Other",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 127,
"markets": 60,
"events": 39,
"mean": 0.24812,
"eventMean": 0.1408,
"lower": 0.03126,
"upper": 0.25035,
"winRate": 0.51969
},
"validation": {
"attempts": 74,
"markets": 44,
"events": 33,
"mean": 0.10521,
"eventMean": 0.16425,
"lower": 0.03021,
"upper": 0.29829,
"winRate": 0.52703
},
"holdout": {
"attempts": 86,
"markets": 57,
"events": 46,
"mean": 0.39772,
"eventMean": 0.45671,
"lower": 0.10816,
"upper": 0.80527,
"winRate": 0.51163
},
"eventHoldout": {
"attempts": 112,
"markets": 46,
"events": 27,
"mean": 0.08528,
"eventMean": 0.04779,
"lower": -0.08658,
"upper": 0.18215,
"winRate": 0.44643
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_any_v1_Other_longshot",
"baseId": "fade_h24_w6_m0.08_any_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "Other",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 152,
"markets": 50,
"events": 28,
"mean": 0.29648,
"eventMean": 0.17744,
"lower": 0.02851,
"upper": 0.32637,
"winRate": 0.53289
},
"validation": {
"attempts": 62,
"markets": 28,
"events": 22,
"mean": 0.25972,
"eventMean": 0.15969,
"lower": 0.03337,
"upper": 0.286,
"winRate": 0.62903
},
"holdout": {
"attempts": 76,
"markets": 38,
"events": 35,
"mean": 0.408,
"eventMean": 0.68708,
"lower": 0.10327,
"upper": 1.27089,
"winRate": 0.52632
},
"eventHoldout": {
"attempts": 84,
"markets": 36,
"events": 22,
"mean": 0.27266,
"eventMean": 0.23116,
"lower": 0.00844,
"upper": 0.45387,
"winRate": 0.53571
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.04_any_v1_All_longshot",
"baseId": "fade_h24_w6_m0.04_any_v1",
"horizon": 24,
"window": 6,
"minMove": 0.04,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 549,
"markets": 152,
"events": 105,
"mean": 0.13663,
"eventMean": 0.09794,
"lower": 0.03747,
"upper": 0.15841,
"winRate": 0.50273
},
"validation": {
"attempts": 413,
"markets": 152,
"events": 102,
"mean": 0.07773,
"eventMean": 0.06103,
"lower": 0.01,
"upper": 0.11206,
"winRate": 0.44552
},
"holdout": {
"attempts": 490,
"markets": 196,
"events": 137,
"mean": 0.12119,
"eventMean": 0.21379,
"lower": 0.09492,
"upper": 0.33265,
"winRate": 0.41837
},
"eventHoldout": {
"attempts": 553,
"markets": 128,
"events": 77,
"mean": 0.1244,
"eventMean": 0.12026,
"lower": 0.03475,
"upper": 0.20578,
"winRate": 0.46293
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_any_v1_All_longshot",
"baseId": "fade_h24_w6_m0.08_any_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 241,
"markets": 87,
"events": 60,
"mean": 0.23061,
"eventMean": 0.11392,
"lower": 0.0134,
"upper": 0.21444,
"winRate": 0.51867
},
"validation": {
"attempts": 197,
"markets": 99,
"events": 63,
"mean": 0.15238,
"eventMean": 0.11952,
"lower": 0.04338,
"upper": 0.19566,
"winRate": 0.45178
},
"holdout": {
"attempts": 255,
"markets": 127,
"events": 97,
"mean": 0.12419,
"eventMean": 0.33412,
"lower": 0.09217,
"upper": 0.57607,
"winRate": 0.41961
},
"eventHoldout": {
"attempts": 228,
"markets": 85,
"events": 55,
"mean": 0.22168,
"eventMean": 0.17182,
"lower": 0.04721,
"upper": 0.29643,
"winRate": 0.52632
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.04_aligned_v1_All_longshot",
"baseId": "fade_h24_w6_m0.04_aligned_v1",
"horizon": 24,
"window": 6,
"minMove": 0.04,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 300,
"markets": 120,
"events": 85,
"mean": 0.16378,
"eventMean": 0.1346,
"lower": 0.06404,
"upper": 0.20516,
"winRate": 0.53333
},
"validation": {
"attempts": 209,
"markets": 127,
"events": 89,
"mean": 0.09859,
"eventMean": 0.08716,
"lower": 0.01375,
"upper": 0.16058,
"winRate": 0.49282
},
"holdout": {
"attempts": 292,
"markets": 163,
"events": 114,
"mean": 0.13903,
"eventMean": 0.25889,
"lower": 0.09177,
"upper": 0.42601,
"winRate": 0.44863
},
"eventHoldout": {
"attempts": 290,
"markets": 102,
"events": 65,
"mean": 0.15128,
"eventMean": 0.17516,
"lower": 0.07222,
"upper": 0.2781,
"winRate": 0.48276
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_aligned_v1_Other_longshot",
"baseId": "fade_h24_w6_m0.08_aligned_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "Other",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 83,
"markets": 42,
"events": 25,
"mean": 0.3321,
"eventMean": 0.24075,
"lower": 0.06904,
"upper": 0.41247,
"winRate": 0.55422
},
"validation": {
"attempts": 39,
"markets": 27,
"events": 22,
"mean": 0.25168,
"eventMean": 0.21211,
"lower": 0.03221,
"upper": 0.392,
"winRate": 0.64103
},
"holdout": {
"attempts": 56,
"markets": 36,
"events": 33,
"mean": 0.49659,
"eventMean": 0.70927,
"lower": 0.08836,
"upper": 1.33018,
"winRate": 0.48214
},
"eventHoldout": {
"attempts": 48,
"markets": 29,
"events": 18,
"mean": 0.28734,
"eventMean": 0.13099,
"lower": -0.07739,
"upper": 0.33937,
"winRate": 0.54167
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.08_accelerating_v1_Other_All",
"baseId": "fade_h24_w1_m0.08_accelerating_v1",
"horizon": 24,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "Other",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 203,
"markets": 66,
"events": 41,
"mean": 0.1287,
"eventMean": 0.09809,
"lower": 0.05055,
"upper": 0.14564,
"winRate": 0.57635
},
"validation": {
"attempts": 73,
"markets": 36,
"events": 28,
"mean": 0.13022,
"eventMean": 0.17056,
"lower": 0.0778,
"upper": 0.26331,
"winRate": 0.64384
},
"holdout": {
"attempts": 103,
"markets": 62,
"events": 40,
"mean": 0.28316,
"eventMean": 0.24651,
"lower": 0.08775,
"upper": 0.40527,
"winRate": 0.6699
},
"eventHoldout": {
"attempts": 118,
"markets": 42,
"events": 26,
"mean": 0.16642,
"eventMean": 0.09127,
"lower": -0.01228,
"upper": 0.19482,
"winRate": 0.57627
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w3_m0.04_accelerating_v1_All_longshot",
"baseId": "fade_h12_w3_m0.04_accelerating_v1",
"horizon": 12,
"window": 3,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 186,
"markets": 103,
"events": 73,
"mean": 0.1636,
"eventMean": 0.14138,
"lower": 0.07795,
"upper": 0.20481,
"winRate": 0.52151
},
"validation": {
"attempts": 137,
"markets": 101,
"events": 73,
"mean": 0.10652,
"eventMean": 0.09583,
"lower": 0.00002,
"upper": 0.19164,
"winRate": 0.42336
},
"holdout": {
"attempts": 233,
"markets": 160,
"events": 123,
"mean": 0.19428,
"eventMean": 0.19978,
"lower": 0.08624,
"upper": 0.31332,
"winRate": 0.49785
},
"eventHoldout": {
"attempts": 200,
"markets": 95,
"events": 59,
"mean": 0.10896,
"eventMean": 0.10951,
"lower": -0.00122,
"upper": 0.22024,
"winRate": 0.535
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_aligned_v1_All_longshot",
"baseId": "fade_h24_w6_m0.08_aligned_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 131,
"markets": 66,
"events": 46,
"mean": 0.27702,
"eventMean": 0.1995,
"lower": 0.07881,
"upper": 0.3202,
"winRate": 0.58015
},
"validation": {
"attempts": 106,
"markets": 80,
"events": 53,
"mean": 0.16887,
"eventMean": 0.14414,
"lower": 0.03913,
"upper": 0.24914,
"winRate": 0.50943
},
"holdout": {
"attempts": 160,
"markets": 106,
"events": 83,
"mean": 0.15693,
"eventMean": 0.3706,
"lower": 0.08137,
"upper": 0.65983,
"winRate": 0.4375
},
"eventHoldout": {
"attempts": 131,
"markets": 62,
"events": 42,
"mean": 0.2531,
"eventMean": 0.17669,
"lower": 0.02836,
"upper": 0.32501,
"winRate": 0.55725
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.08_any_v1_Economy_All",
"baseId": "fade_h24_w6_m0.08_any_v1",
"horizon": 24,
"window": 6,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "Economy",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 161,
"markets": 26,
"events": 20,
"mean": 0.0521,
"eventMean": 0.08194,
"lower": 0.00953,
"upper": 0.15435,
"winRate": 0.5528
},
"validation": {
"attempts": 75,
"markets": 19,
"events": 15,
"mean": 0.05554,
"eventMean": 0.07035,
"lower": 0.02761,
"upper": 0.11309,
"winRate": 0.62667
},
"holdout": {
"attempts": 66,
"markets": 16,
"events": 12,
"mean": 0.29361,
"eventMean": 0.24701,
"lower": 0.07712,
"upper": 0.4169,
"winRate": 0.59091
},
"eventHoldout": {
"attempts": 78,
"markets": 8,
"events": 6,
"mean": 0.07984,
"eventMean": 0.11517,
"lower": 0.05348,
"upper": 0.17685,
"winRate": 0.5641
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w1_m0.08_accelerating_v1_All_All",
"baseId": "fade_h12_w1_m0.08_accelerating_v1",
"horizon": 12,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 352,
"markets": 139,
"events": 85,
"mean": 0.15183,
"eventMean": 0.11545,
"lower": 0.06881,
"upper": 0.1621,
"winRate": 0.62216
},
"validation": {
"attempts": 252,
"markets": 134,
"events": 82,
"mean": 0.12067,
"eventMean": 0.1345,
"lower": 0.08564,
"upper": 0.18336,
"winRate": 0.55952
},
"holdout": {
"attempts": 493,
"markets": 227,
"events": 153,
"mean": 0.11787,
"eventMean": 0.12319,
"lower": 0.07557,
"upper": 0.17081,
"winRate": 0.56998
},
"eventHoldout": {
"attempts": 347,
"markets": 114,
"events": 78,
"mean": 0.06525,
"eventMean": 0.06745,
"lower": 0.01572,
"upper": 0.11917,
"winRate": 0.57061
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w3_m0.08_accelerating_v1_All_All",
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
"horizon": 12,
"window": 3,
"minMove": 0.08,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "All",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 402,
"markets": 152,
"events": 93,
"mean": 0.12201,
"eventMean": 0.1099,
"lower": 0.07004,
"upper": 0.14976,
"winRate": 0.59204
},
"validation": {
"attempts": 267,
"markets": 135,
"events": 85,
"mean": 0.11573,
"eventMean": 0.12308,
"lower": 0.0811,
"upper": 0.16506,
"winRate": 0.58427
},
"holdout": {
"attempts": 498,
"markets": 237,
"events": 159,
"mean": 0.1142,
"eventMean": 0.16083,
"lower": 0.07457,
"upper": 0.24709,
"winRate": 0.55422
},
"eventHoldout": {
"attempts": 382,
"markets": 121,
"events": 80,
"mean": 0.07863,
"eventMean": 0.08932,
"lower": 0.03971,
"upper": 0.13893,
"winRate": 0.58115
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.04_accelerating_v1_Other_longshot",
"baseId": "fade_h24_w1_m0.04_accelerating_v1",
"horizon": 24,
"window": 1,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "Other",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 82,
"markets": 46,
"events": 29,
"mean": 0.29349,
"eventMean": 0.22754,
"lower": 0.0201,
"upper": 0.43498,
"winRate": 0.5
},
"validation": {
"attempts": 43,
"markets": 33,
"events": 24,
"mean": 0.16842,
"eventMean": 0.19839,
"lower": 0.01271,
"upper": 0.38406,
"winRate": 0.48837
},
"holdout": {
"attempts": 75,
"markets": 50,
"events": 44,
"mean": 0.50598,
"eventMean": 0.44466,
"lower": 0.07104,
"upper": 0.81828,
"winRate": 0.56
},
"eventHoldout": {
"attempts": 66,
"markets": 34,
"events": 22,
"mean": 0.13027,
"eventMean": -0.03036,
"lower": -0.13404,
"upper": 0.07331,
"winRate": 0.45455
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.08_any_v1_Other_All",
"baseId": "fade_h24_w1_m0.08_any_v1",
"horizon": 24,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "Other",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 213,
"markets": 67,
"events": 41,
"mean": 0.1158,
"eventMean": 0.0842,
"lower": 0.03794,
"upper": 0.13046,
"winRate": 0.55869
},
"validation": {
"attempts": 79,
"markets": 39,
"events": 30,
"mean": 0.10368,
"eventMean": 0.14621,
"lower": 0.0574,
"upper": 0.23501,
"winRate": 0.59494
},
"holdout": {
"attempts": 109,
"markets": 62,
"events": 40,
"mean": 0.25494,
"eventMean": 0.22278,
"lower": 0.06667,
"upper": 0.37889,
"winRate": 0.65138
},
"eventHoldout": {
"attempts": 126,
"markets": 44,
"events": 26,
"mean": 0.14494,
"eventMean": 0.06172,
"lower": -0.04263,
"upper": 0.16607,
"winRate": 0.56349
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w1_m0.08_aligned_v1_Other_All",
"baseId": "fade_h24_w1_m0.08_aligned_v1",
"horizon": 24,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "Other",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 213,
"markets": 67,
"events": 41,
"mean": 0.1158,
"eventMean": 0.0842,
"lower": 0.03794,
"upper": 0.13046,
"winRate": 0.55869
},
"validation": {
"attempts": 79,
"markets": 39,
"events": 30,
"mean": 0.10368,
"eventMean": 0.14621,
"lower": 0.0574,
"upper": 0.23501,
"winRate": 0.59494
},
"holdout": {
"attempts": 109,
"markets": 62,
"events": 40,
"mean": 0.25494,
"eventMean": 0.22278,
"lower": 0.06667,
"upper": 0.37889,
"winRate": 0.65138
},
"eventHoldout": {
"attempts": 126,
"markets": 44,
"events": 26,
"mean": 0.14494,
"eventMean": 0.06172,
"lower": -0.04263,
"upper": 0.16607,
"winRate": 0.56349
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w3_m0.08_any_v1_Economy_All",
"baseId": "fade_h24_w3_m0.08_any_v1",
"horizon": 24,
"window": 3,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "Economy",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 107,
"markets": 25,
"events": 19,
"mean": 0.08838,
"eventMean": 0.10942,
"lower": 0.03868,
"upper": 0.18016,
"winRate": 0.58879
},
"validation": {
"attempts": 37,
"markets": 17,
"events": 13,
"mean": 0.07301,
"eventMean": 0.07039,
"lower": 0.01869,
"upper": 0.1221,
"winRate": 0.67568
},
"holdout": {
"attempts": 48,
"markets": 15,
"events": 11,
"mean": 0.32054,
"eventMean": 0.2385,
"lower": 0.0637,
"upper": 0.4133,
"winRate": 0.625
},
"eventHoldout": {
"attempts": 44,
"markets": 8,
"events": 6,
"mean": 0.09054,
"eventMean": 0.08482,
"lower": 0.03587,
"upper": 0.13378,
"winRate": 0.63636
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w3_m0.08_aligned_v1_All_longshot",
"baseId": "fade_h12_w3_m0.08_aligned_v1",
"horizon": 12,
"window": 3,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 107,
"markets": 65,
"events": 45,
"mean": 0.23173,
"eventMean": 0.19168,
"lower": 0.08637,
"upper": 0.29699,
"winRate": 0.53271
},
"validation": {
"attempts": 86,
"markets": 72,
"events": 49,
"mean": 0.16074,
"eventMean": 0.15213,
"lower": 0.00671,
"upper": 0.29755,
"winRate": 0.40698
},
"holdout": {
"attempts": 145,
"markets": 106,
"events": 87,
"mean": 0.22132,
"eventMean": 0.24258,
"lower": 0.06331,
"upper": 0.42186,
"winRate": 0.50345
},
"eventHoldout": {
"attempts": 103,
"markets": 60,
"events": 41,
"mean": 0.3005,
"eventMean": 0.25221,
"lower": 0.07426,
"upper": 0.43016,
"winRate": 0.63107
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w1_m0.08_any_v1_All_All",
"baseId": "fade_h12_w1_m0.08_any_v1",
"horizon": 12,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "All",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 373,
"markets": 140,
"events": 85,
"mean": 0.14206,
"eventMean": 0.10824,
"lower": 0.06312,
"upper": 0.15336,
"winRate": 0.6059
},
"validation": {
"attempts": 274,
"markets": 137,
"events": 84,
"mean": 0.11071,
"eventMean": 0.11839,
"lower": 0.07242,
"upper": 0.16435,
"winRate": 0.5438
},
"holdout": {
"attempts": 549,
"markets": 232,
"events": 157,
"mean": 0.11144,
"eventMean": 0.11011,
"lower": 0.06286,
"upper": 0.15735,
"winRate": 0.57195
},
"eventHoldout": {
"attempts": 383,
"markets": 117,
"events": 78,
"mean": 0.07451,
"eventMean": 0.0723,
"lower": 0.02198,
"upper": 0.12263,
"winRate": 0.56658
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w1_m0.08_aligned_v1_All_All",
"baseId": "fade_h12_w1_m0.08_aligned_v1",
"horizon": 12,
"window": 1,
"minMove": 0.08,
"direction": "fade",
"confirmation": "aligned",
"maxVol": 1,
"category": "All",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 373,
"markets": 140,
"events": 85,
"mean": 0.14206,
"eventMean": 0.10824,
"lower": 0.06312,
"upper": 0.15336,
"winRate": 0.6059
},
"validation": {
"attempts": 274,
"markets": 137,
"events": 84,
"mean": 0.11071,
"eventMean": 0.11839,
"lower": 0.07242,
"upper": 0.16435,
"winRate": 0.5438
},
"holdout": {
"attempts": 549,
"markets": 232,
"events": 157,
"mean": 0.11144,
"eventMean": 0.11011,
"lower": 0.06286,
"upper": 0.15735,
"winRate": 0.57195
},
"eventHoldout": {
"attempts": 383,
"markets": 117,
"events": 78,
"mean": 0.07451,
"eventMean": 0.0723,
"lower": 0.02198,
"upper": 0.12263,
"winRate": 0.56658
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w1_m0.04_accelerating_v1_Sports_All",
"baseId": "fade_h12_w1_m0.04_accelerating_v1",
"horizon": 12,
"window": 1,
"minMove": 0.04,
"direction": "fade",
"confirmation": "accelerating",
"maxVol": 1,
"category": "Sports",
"band": "All"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 130,
"markets": 46,
"events": 19,
"mean": 0.13105,
"eventMean": 0.10176,
"lower": 0.03912,
"upper": 0.16441,
"winRate": 0.60769
},
"validation": {
"attempts": 230,
"markets": 84,
"events": 40,
"mean": 0.06616,
"eventMean": 0.0474,
"lower": 0.00258,
"upper": 0.09222,
"winRate": 0.46087
},
"holdout": {
"attempts": 125,
"markets": 60,
"events": 43,
"mean": 0.13722,
"eventMean": 0.12876,
"lower": 0.05874,
"upper": 0.19878,
"winRate": 0.616
},
"eventHoldout": {
"attempts": 184,
"markets": 35,
"events": 26,
"mean": 0.074,
"eventMean": 0.06797,
"lower": 0.03642,
"upper": 0.09952,
"winRate": 0.61413
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h24_w6_m0.04_any_v1_Other_longshot",
"baseId": "fade_h24_w6_m0.04_any_v1",
"horizon": 24,
"window": 6,
"minMove": 0.04,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "Other",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": false,
"passesArchive": false,
"train": {
"attempts": 305,
"markets": 79,
"events": 50,
"mean": 0.16694,
"eventMean": 0.14537,
"lower": 0.04513,
"upper": 0.24562,
"winRate": 0.48525
},
"validation": {
"attempts": 194,
"markets": 56,
"events": 40,
"mean": 0.09765,
"eventMean": 0.09219,
"lower": 0.00484,
"upper": 0.17955,
"winRate": 0.51546
},
"holdout": {
"attempts": 186,
"markets": 73,
"events": 57,
"mean": 0.19633,
"eventMean": 0.2589,
"lower": 0.0576,
"upper": 0.4602,
"winRate": 0.43548
},
"eventHoldout": {
"attempts": 260,
"markets": 58,
"events": 34,
"mean": 0.08584,
"eventMean": 0.05746,
"lower": -0.09362,
"upper": 0.20853,
"winRate": 0.48846
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
},
{
"rule": {
"id": "fade_h12_w3_m0.08_any_v1_All_longshot",
"baseId": "fade_h12_w3_m0.08_any_v1",
"horizon": 12,
"window": 3,
"minMove": 0.08,
"direction": "fade",
"confirmation": "any",
"maxVol": 1,
"category": "All",
"band": "longshot"
},
"passesHoldout": true,
"passesEventHoldout": true,
"passesArchive": false,
"train": {
"attempts": 153,
"markets": 77,
"events": 54,
"mean": 0.23434,
"eventMean": 0.1611,
"lower": 0.07722,
"upper": 0.24499,
"winRate": 0.50327
},
"validation": {
"attempts": 123,
"markets": 84,
"events": 56,
"mean": 0.13767,
"eventMean": 0.12674,
"lower": 0.03777,
"upper": 0.2157,
"winRate": 0.4065
},
"holdout": {
"attempts": 197,
"markets": 132,
"events": 103,
"mean": 0.16379,
"eventMean": 0.21225,
"lower": 0.05714,
"upper": 0.36736,
"winRate": 0.47208
},
"eventHoldout": {
"attempts": 148,
"markets": 77,
"events": 50,
"mean": 0.23544,
"eventMean": 0.19195,
"lower": 0.05634,
"upper": 0.32755,
"winRate": 0.53378
},
"archive": {
"attempts": 0,
"markets": 0,
"events": 0,
"mean": 0,
"eventMean": 0,
"lower": 0,
"upper": 0,
"winRate": 0
}
}
]
}