mirror of
https://github.com/theodore-song/polymarket-analyst.git
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79 lines
2.8 KiB
JSON
79 lines
2.8 KiB
JSON
{
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"generated_at": "2026-08-21T21:20:00.000Z",
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"strategy": "sports-contest-no-three-day-exploration-v1",
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"production_strategy": 62,
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"status": "bounded-paper-exploration-not-proven",
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"selection": {
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"resolved_markets_requested": 5000,
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"histories_with_data": 4731,
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"side": "NO",
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"entry_range": [0.03, 0.97],
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"decision_horizon_days": 3,
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"category": "Sports",
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"contest_clustering": "dated Gamma market slug prefix, with game-start and normalized-title fallback",
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"one_market_per_contest": "highest NO entry",
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"decision_anchor": "published gameStartTime",
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"modeled_entry": "historical midpoint plus exact Gamma taker fee plus 0.5-cent slippage",
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"settlement_exit_fee": 0
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},
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"corrected_5000_market_result": {
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"independent_contests": 76,
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"train": {
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"contests": 34,
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"mean_return": 0.23457,
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"lower_95": 0.057,
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"win_rate": 0.912
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},
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"validation": {
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"contests": 20,
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"mean_return": 0.01776,
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"lower_95": -0.19809,
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"win_rate": 0.85
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},
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"holdout": {
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"contests": 22,
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"mean_return": 0.36683,
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"lower_95": 0.12251,
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"win_rate": 0.909
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},
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"chronological_quarter_means": [0.35259, 0.07435, 0.00466, 0.28046],
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"passed_strict_gate": false,
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"failure_reason": "Validation's 95% lower confidence bound crossed zero. The point estimate repeated, but the edge was not independently precise in every segment."
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},
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"disjoint_checks": {
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"recent_3000": {
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"train_mean": 0.03751,
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"validation_mean": 0.16165,
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"holdout_mean": 0.35035,
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"holdout_lower_95": 0.07389,
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"passed_strict_gate": false
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},
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"older_3000": {
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"train_mean": 0.04042,
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"validation_mean": 0.46699,
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"holdout_mean": 0.48381,
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"chronological_quarter_means": [-0.10883, 0.26995, 0.24012, 0.48381],
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"passed_strict_gate": false,
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"failure_reason": "The earliest older chronological quarter was negative."
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}
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},
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"production_constraints": {
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"paper_only": true,
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"initial_position_pct": 0.5,
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"promoted_position_pct": 0.75,
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"maximum_position_pct": 1,
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"total_lane_cap_pct": 3,
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"maximum_new_contests_per_cycle": 1,
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"promotion_events": 20,
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"maximum_promotion_events": 40,
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"suspension_events": 15,
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"suspension_rule": "mean at or below -5%, upper 90% bound at or below zero, or realized lane loss at least 1% of starting portfolio",
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"exact_entry_fee_required": true,
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"unknown_fee_schedule_rejected": true,
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"offline_fresh_cache_allowed": true,
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"offline_stale_cache_mark_only": true,
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"settlement_must_be_verified": true
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},
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"interpretation": "Repeated positive point estimates justify a small observable paper experiment, not a return promise. Capital size must respond only to independent forward contest settlements."
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}
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