Polymarket Analyst

A Vercel-hosted Polymarket agent arena with shared paper-trading state, agent return charts, paper accounts, market browsing, and live-money readiness rails.

Just look at it now

Open the deployed site:

https://polymarket-site-eta.vercel.app

Personal research mode:

https://polymarket-site-eta.vercel.app/personal.html

The site fetches live Polymarket markets, generates agent suggestions, lets you run frequent paper cycles, and syncs the shared arena state through Neon or Vercel Blob. Build 73 also installs an offline app shell and caches timestamped market snapshots. During an outage, cycles continue locally; cached entries are allowed for 90 minutes, older snapshots become mark-only, and all cached data expires after 24 hours.

Build 107 runs the headless GitHub Actions runtime every five minutes, continues from the previous agent snapshot, and runs the next due paper cycle even when no browser is open. It writes a sanitized snapshot to the runtime-state branch and /api/state uses that as a read-only fallback while Neon or Vercel Blob is unavailable. The public snapshot contains only pma_agents_v2 and pma_suggestions_v5, with suggestions capped at 300 to keep cross-device loads small. Paper accounts, passwords, email settings, investment allocations, chat history, wallet information, and live-money settings are explicitly excluded. While that fallback is active, ordinary phones and computers are display-only and cannot fork the public portfolio with their local timer; only the headless runner advances it. The next autonomous result is the shared public authority until managed storage is restored. The five shock-strategy adopters now learn from one shared, event-deduplicated forward ledger. A trade allocated to one agent therefore teaches the other four without copying its cash or P&L; shared positive evidence can promote bounded size and shared negative evidence disables the lane. Active shock positions use a second underlying-risk key in addition to the Polymarket event key. Related Ethereum or Bitcoin contracts cannot create several simultaneous copies of one move, and outcomes from the same underlying three-hour shock window count as one learner event.

Each Build 107 cycle also scans the 1,000 most-active Polymarket events for complete negative-risk bundles and logically nested threshold or deadline pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee reserve for markets declared fee-free. The closest 60 structures are then repriced from batched CLOB asks at the equal-unit size needed for at least a $50 paper order. The scanner applies each market's Gamma fee schedule at every consumed ask level and checks the CLOB fee-rate endpoint for a matching enabled or fee-free state. Any opened position is capped to the exact equal-unit size that passed this depth test. A bundle can enter Value Discipline only when that fee check passes and the resulting worst-case payout clears both the three-tenths-cent profit floor and the 0.15% return floor. Top-of-book gaps, missing books, incomplete fee schedules, and unavailable fee verification remain audit-only. The Suggestions view stores scan, depth, fee, actionable, and closest executable-margin counts so an empty lane is evidence rather than an ambiguous failure.

Build 107 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with the market's Gamma fee schedule at both the entry and future checkpoint, plus a separate half-cent round-trip slippage allowance. Fee-free markets pay only the slippage allowance; an unavailable fee schedule gets a conservative four-cent fee reserve and cannot look artificially profitable. Fee metadata survives cloud compaction and offline caching. Unfinished observations from the prior fee policy are replaced immediately, while completed historical outcomes remain available at reduced weight. The exact-fee replay covered the top 1,000 active markets and 208 independent events: broad trends, reversals, and favorite trends all had 90% upper bounds below zero at 12 hours. A separate 3,000-recently-closed-market study tested 297 one-decision-per-event settlement rules and found zero robust positive rule. Strategy 62 retains online directional evidence under fee policy 2 and keeps those lanes observation-only until current independent 24-hour and 72-hour cohorts pass the existing promotion gate.

Build 107 retains Build 100's retirement of the old 3-6 day resolution-window capital permission. That audit clustered confidence by event but still averaged several correlated contracts inside each event, while production could choose only one. The corrected replay chooses the highest-volume eligible contract per event and rule. In the recent 3,000-market discovery sample, only the safe non-Sports 50%-55% NO rule four days before settlement survived every chronological gate: 145 events, a 38.42% mean, and a 26.12% lower 90% bound after one cent of cost. The next disjoint 3,000-market block did not confirm it: the safe cohort's holdout lower bound was -4.73%, and two chronological-third lower bounds were negative. No 3-6 day rule is therefore approved for capital.

The remaining four-day candidate is a zero-capital forward learner. It accepts only fixed-date, non-Sports contracts with a 50%-55% NO midpoint, at least $15,000 total volume, $1,400 liquidity, and no more than a three-cent spread. The modeled entry uses the executable NO ask plus 0.25 cents of slippage and rejects more than one cent of friction. One observation is recorded per event and graded only after Polymarket marks the market closed; offline snapshots cannot invent settlement. Forty independent settled observations with a lower 90% confidence bound above 1% are required before 0.5%-of-equity paper positions can begin. Existing positions from the retired version still follow their precommitted settlement-only exit.

Build 94 also closes the contract-safety hole exposed by the first Strategy 3 paper positions. Shock Strategy 4 keeps the same audited accelerating three-hour fade and fixed 12-hour executable exit, but it will not enter a path-dependent barrier, an exact numeric range, or a market without at least the full 12-hour holding period plus its two-hour grading tolerance remaining. Older unsafe shock positions are unwound at an executable bid; older valid positions continue to their recorded target and still reserve their underlying risk so the new strategy cannot overlap them. Strategy 4 starts a fresh shared forward ledger because its eligible contract universe is materially different.

Build 95 removes Strategy 4's initial capital permission after replaying the production contract gate over 2,000 primary and 1,000 untouched active markets at a two-cent modeled cost. The primary train, validation, chronological, and event-holdout lower bounds remained positive, but the untouched chronological event mean was negative and both its chronological and event-holdout confidence bounds crossed zero. No category or entry-price refinement survived every independent partition. Strategy 4 therefore starts shadow-only: 40 positive event-deduplicated forward outcomes with a lower bound above 1% can qualify 1% paper positions; 80 outcomes with a lower bound above 1.5% can raise size to 1.5%. Twenty convincingly losing events keep capital disabled.

Build 73 distinguishes a temporary order-book pause from settlement. Exact market refreshes still mark paused positions to the latest published price, but the engine cannot simulate a stop, policy exit, or settlement while acceptingOrders is false and closed is still false. Only a closed market books the final paper proceeds and contributes a completed learner outcome.

The live scan now continues through activity-ranked pages until it has the 500 most-active eligible Yes/No contracts. Markets whose actual outcome labels are team names, Over/Under, or another pair are rejected instead of being silently reinterpreted as Yes/No. The same semantic check applies to complete event bundles and the offline evaluators.

Build 73 ranks the competition by each agent's return since Strategy 58 began. Historical replay equity remains visible for context, but it no longer makes an agent look like the current leader when the live adaptive strategy is losing.

Each agent learns bounded weights from its own v34+ trade outcomes across signal type, setup quality, category, side, entry-price band, and time to resolution. The learner shrinks small samples toward neutral, caps sizing changes to 0.68x-1.30x, and reserves 15% of candidates for deterministic exploration so a stale regime cannot become permanent.

Strategy 58 treats each binary stake as capable of falling to zero even when the 18% stop cannot fill. New core positions are capped at 2.5%-4% of equity and aggressive positions at 3%-5%, with lower limits for near-term, extreme-price, reversal, and fast-moving setups. Oversized positions inherited from older engines are reduced to the same loss budget during live marking. The two-agent overlap guard counts only positions worth at least 1.25% of an agent's equity, so tiny profit-lock runners do not block a new material trade.

A separate walk-forward ledger records every confirmed signal before its future price is known, grades it at 6 hours for early loss vetoes and in separate 24-hour and 72-hour promotion windows, and combines that broad market calibration with each agent's personal outcomes. This expands the learning sample without forcing observation-only signals into portfolios or backfilling future information into old decisions. Missed windows expire instead of borrowing an arbitrarily later price. The 24-hour checkpoint matches the minimum ordinary holding policy while the 72-hour checkpoint tests persistence; stops and profit locks still act immediately from fresh prices. Positive six-hour evidence cannot promote capital, while a mature negative six-hour cohort can demote it.

The Build 69 re-audit loaded all 500 requested histories with no failures. The six-hour family lost 1.27% net on average across 106 independent events, with its full 90% interval below zero; no tested rule was robustly positive at 6, 12, 24, or 72 hours. Build 73 therefore uses six hours only to stop bad regimes sooner. It also closes every stale pre-Strategy-58 directional holding at the next fresh mark, including legacy records missing a signal label, while leaving complete arbitrage bundles and paired maker inventory under their own accounting.

The initial seven-day chart seed is an approximate replay, not a live return. It uses only prices available on each simulated date, computes daily and weekly changes from those historical prices, disables unavailable hourly reversal data, and labels the combined number as legacy/replay. Adaptive-strategy returns are the clean live comparison.

Run npm run evaluate:signals to test the price-signal rules against one month of hourly Polymarket history. The evaluator forms signals only from prior one-hour, one-day, and one-week prices, marks them 6, 12, 24, and 72 hours later, applies a conservative half-cent cost estimate, and reports a chronological 70/30 split plus three consecutive time segments. Results are clustered by Polymarket event so repeated observations and correlated outcome contracts cannot masquerade as broad evidence. Set EVAL_MARKETS, EVAL_CONCURRENCY, EVAL_HORIZONS, or EVAL_COST_CENTS to change the audit. Set EVAL_SUMMARY=1 for the compact, decision-focused report.

Run npm run evaluate:adaptive for a stricter chronological search across 1,920 predefined price-action rules. It uses a 60/20/20 train, validation, and holdout split and never selects a rule from the holdout period. The August 19 run loaded all 300 requested histories and found no directional rule that passed both train and validation at either 24 or 72 hours. Strategy 55 therefore keeps directional signals in the walk-forward observation ledger until current, independent-event evidence proves an edge.

Run npm run evaluate:sports-favorites for the retired pregame favorite audit. Its 12-hour, 60%-75% cohort had positive point estimates but did not establish a reliable confidence bound, so Build 107 no longer allocates capital to that rule.

Strategy 62 instead uses the exact-fee settlement calibration's three-day Sports NO cohort as a bounded paper exploration lane. The corrected 5,000-market run groups every prop with the same dated contest slug, anchors the decision to the published game start, and keeps only the highest-priced eligible NO contract per real contest. Its 76 contests had positive point estimates in all four chronological quarters; train and holdout 95% lower bounds were positive, but validation returned only +1.78% with a wide negative lower bound. This is not a proven edge. Favorite Backer therefore starts at 0.5% of equity per position, opens at most one contest per cycle, caps the lane at 3%, and includes the executable NO ask, exact Gamma taker fee, and 0.25-cent slippage. Twenty positive independent settlements can raise size to 0.75%, 40 can raise it to 1%, and 15 convincingly losing settlements or a 1% portfolio loss suspend capital. The same ledger persists offline, but stale cache policy and verified settlement rules still apply.

Run npm run evaluate:settlement-calibration for the stricter settlement-bias search across up to 5,000 resolved markets. It uses a 60/20/20 chronological split, a one-market-per-event limit, 95% event-clustered confidence bounds, four stability windows, a 24-hour market-age minimum, and a recent non-flat price history requirement. Before those activity and overlap controls, four sports rules appeared to pass holdout because correlated props shared one event and some histories contained inactive default prices. After correction, 11 of 1,400 rules passed training and zero passed validation. Strategy 58 therefore does not install any other static side, category, price-band, or settlement-horizon bet.

Strategy 58 also removes the last emotion-driven sizing path. Agent mood and leaderboard urgency remain visible in reports, but neither can increase capital. A positive peer signal receives at most a 5% sizing lift, and only when both the agent's realized-trade cohort and the independent walk-forward market cohort are already promoted. One learner, popularity, or urgency alone leaves size at 1.00x.

Run npm run evaluate:liquidity to inspect live reward-scoring markets using both public outcome books. It recomputes the minimum-size-adjusted midpoint, upper-bounds competing maker score from visible qualifying depth, enforces the $1 payout minimum, and reports one-leg loss beside the estimated reward share. The estimate is a single snapshot, not earned income. Run npm run evaluate:maker for the chronological fill-path audit; set MAKER_MARKETS, MAKER_HISTORY_DAYS, MAKER_CONCURRENCY, or MAKER_EXIT_COST_CENTS to change it and MAKER_SUMMARY=1 for compact output.

The August 19 audit loaded both token histories for all 300 requested markets, formed 5,477 non-overlapping observations, and tested 3,024 rules over 3, 6, 12, and 24-hour horizons. Zero rules passed training, validation, or untouched holdout. At three hours, the broad 0.5-cent quote-gap rule still lost 0.63% per event in holdout; only 0.61% of observations completed both legs while 23.33% produced adverse one-leg inventory. Wider quotes traded less but remained negative. Strategy 58 therefore does not risk paper capital on an unproven maker rule.

Run npm run evaluate:reward-maker to stress current reward-qualified books against 30 days of token history. The August 19 comparison found zero passing candidates at a three-hour exit window. At one hour, 2 of 24 current candidates passed the chronological path screen at 25% of the present reward estimate, but both did so without an adverse historical touch; this prioritizes shadow research and does not authorize capital.

Maker research version 3 lets all ten agents split distinct zero-capital shadow quote pairs selected by the shared reward-book audit. Token histories are fetched in batches, so the learner no longer silently ignores quotes after the first ten markets. A live cycle must still verify each touch from public CLOB price history or a current book cross. After the first one-sided touch, the shadow engine now buys the complement only when the current executable ask locks a positive margin after modeled cost; otherwise it grades an immediate executable exit. It no longer waits with adverse one-sided shadow inventory.

The August 21 expanded audit loaded both token histories for all 500 requested markets, formed 7,335 observations, and tested 6,048 wait and immediate-hedge rules. Zero passed training, validation, or untouched holdout. The separate reward-assisted stress test also found zero passing candidates. Maker capital is therefore disabled even if a small live cohort appears positive; those outcomes remain research evidence and cannot override the failed independent backtest. Existing paper inventory from prior maker versions is still reconciled honestly. There is no capital-backed exploration lane, and the engine does not credit hypothetical rewards. See Polymarket's official fees, maker rebates, and liquidity rewards documentation for the live venue rules this paper simulation approximates.

The latest 120-active-market audit produced 1,241 twelve-hour observations from 41 markets with no fetch failures. The broad rule averaged -1.35% net and was negative in all three chronological segments. Reversals averaged -3.69%, with a market-clustered 90% interval entirely below zero. Crypto and Sports were also negative but covered only three and five markets. The 24-hour cohort improved to -0.82% row mean and +1.31% market mean, with no rule robustly negative across all segments. Strategy 54 therefore keeps reversal entries observation-only until their recent signal and quality cohorts independently earn promotion, retains their signals for paper grading, and evaluates adaptation at 24 and 72 hours.

The expanded active-market audit loaded history for 498 of the top 500 active markets with no failures and produced 3,597 net-of-cost 24-hour outcomes across 142 markets. No tested follow or fade rule was robustly positive. Crypto trends averaged -3.83% per observation and -3.99% per market; Sports trends averaged -5.44% and -6.61%. Both stayed negative in every chronological segment and their market-clustered 90% intervals were entirely below zero. Strategy 54 therefore keeps Crypto and Sports trends observation-only while continuing to grade them.

The August 18 event-clustered rerun loaded 499 of 500 active markets and produced 3,894 twelve-hour observations across 156 markets and 102 independent events. The broad mean was -1.14%, the event mean was -1.11%, and the event-clustered 90% interval stayed below zero. No tested category, side, price band, signal strength, or combined feature cohort was robustly positive. Broad trends, YES trends, favorite trends, strong trends, and hour-confirmed trends were all robustly negative. Strategy 54 therefore makes every directional trend or reversal observation-only until its own signal, side, and category cohorts each earn positive promotion from recent independent events. This is a strategy reset, so current adaptive returns begin from the portfolio equity at migration.

The final August 19 300-market rerun loaded all 300 eligible Yes/No price histories without a failure and produced 2,598 twelve-hour observations across 64 independent events. The broad row mean was -0.65% and the event-cluster mean was -1.71%. The 72-hour event-cluster mean was -3.59% with its 90% interval below zero, and no tested directional rule was robustly positive. Strategy 54 therefore requires positive evidence at both 24 and 72 hours rather than allowing one favorable short-horizon mark to authorize cash exposure.

A corrected 200-market audit paged through 197 markets with usable history and 1,912 twelve-hour outcomes. Reversals remained negative in every chronological segment and averaged -4.13%. Sports trends were negative in train and test and averaged -3.53% at 72 hours. Politics trends were the sole cohort with positive row-level returns in all three 72-hour segments, but its market-cluster interval still crossed zero; that supports a longer hold test, not a larger entry bet. Strategy 54 gives previously opened Politics trend positions that 72-hour observation window before ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget reductions remain immediate.

Strategy 62 retains exact Gamma entry and exit taker fees plus a half-cent slippage allowance when grading each live walk-forward signal. Confidence uses the largest independent matching bucket, not the sum of five overlapping feature buckets, and evidence from older engine versions is down-weighted. This prevents a handful of duplicated observations from authorizing larger positions or hiding a modest negative regime.

Strategy 54 adds uncertainty-aware, multi-horizon promotion and demotion. A matching setup must accumulate at least eight effective independent-event observations, including at least five from the current strategy, and agree across at least two feature views at both the 24-hour and 72-hour checkpoints before it can risk cash. Mixed or one-horizon evidence stays observation-only instead of being mistaken for an edge.

Build 65 enforces the documented offline boundary end to end. Cached snapshots under 90 minutes old may continue paper execution. Older snapshots remain usable for valuation and chart snapshots for up to 24 hours, but cannot trigger entries, stop-losses, gain-stops, risk rebalances, settlements, or policy exits. Network requests have bounded timeouts so a weak connection falls back to cache instead of leaving a cycle hanging indefinitely.

Build identity is separate from strategy lineage starting with build 42. The service worker and deployment metadata advance with each code release, but adaptive baselines, pending signal grades, and trade evidence remain in one strategy lineage until the actual entry, sizing, or exit logic changes. Legacy build 40 and 41 records are migrated into the same strategy lineage without losing evidence.

Build 65 independently refreshes markets for due pending signals that have left the current top-500 activity scan. Unavailable markets remain queued for a bounded retry window. This prevents activity-rank survivorship from deciding which wins and losses reach the adaptive calibration ledger.

Build 65 also allocates the 300 pending observation slots by evidence coverage. Under-sampled signal/side/category cohorts are observed first, followed by under-sampled independent events and market sides, with conviction used only as a later tie-breaker. This prevents the same popular contracts from monopolizing the ledger and gives the learner a realistic path to promote or reject more diverse cohorts.

Build 65 retains safe shared-state provider diagnostics from both reads and writes. A device now says local only when Neon is paused or a Blob credential is rejected, instead of presenting a local browser save as a successful cross-device sync. Completed cycle statuses retain that local only warning until a cloud provider succeeds. Database URLs still fail over across configured Neon aliases without exposing credentials in the API response.

Strategy 54 coordinates high-risk exploration globally. Near-term, extreme-price, and other gap-prone positions may be held materially by only one agent, while ordinary independently confirmed markets retain the two-agent cap. The robustly negative Sports- and Crypto-trend cohorts cannot enter through exploration. Reversal and short-dated NO signals remain observation-only until their own recent feature cohorts pass the promotion gate.

Run npm run evaluate:settlements to evaluate fixed decisions made 1, 3, 7, 14, 30, and 90 days before known binary settlements. The audit uses one observation per resolved market and horizon, includes losing contracts at zero, applies the same half-cent cost assumption, clusters related contracts by event, and requires positive event-clustered confidence bounds in train and test plus positive results in three chronological segments before it calls a settlement cohort robust. Environment variables beginning with SETTLEMENT_ control its market count, concurrency, horizons, and cost. Set SETTLEMENT_SUMMARY=1 for the compact report.

Run npm run evaluate:neg-risk to scan complete active negative-risk events for whole-event YES or NO bundles using executable best asks/bids, per-leg costs, and a minimum-liquidity requirement. An earlier 500-event audit found 33 complete liquid negative-risk events and zero positive worst-case bundle returns after costs. Midpoint price sums sometimes looked attractive, but executable spreads removed the apparent edge. The August 18 rerun found 35 eligible events and one three-leg NO bundle with a 0.25% modeled margin after estimated costs. The final August 19 scan found 49 eligible events and no currently actionable bundle; its closest complete bundle remained 0.25% negative after modeled costs. Strategy 54 can paper-trade either a complete YES or complete NO bundle only from live executable prices, opens every leg together, and holds the hedge intact until settlement. It also requires at least a 0.15% modeled net return so large bundles cannot tie up capital for a negligible absolute edge. Cached bundle prices are never allowed to open positions.

Run npm run evaluate:dominance to inspect logically nested threshold contracts using executable prices. The corrected August 19 scan tested 807 eligible pairs across 500 active events and found zero positive pairs after estimated costs. The August 20 rerun tested 888 eligible pairs and found one current candidate: YES on MetaMask FDV above $2B plus NO on FDV above $3B cost 0.994 per pair after the half-cent-per-leg execution allowance, against a guaranteed minimum $1 payout when both contracts share the same event terms. Build 75 adds these same-event, same-wording dominance pairs to Value Hunter's live scanner. Both legs must open together, cached/offline prices cannot create an entry, and mismatched wording, non-Yes/No labels, inadequate liquidity, and non-positive margins are rejected. An earlier parser had mistaken Over/Under labels for Yes/No; the label-aware scanner and live engine retain a regression test for that failure mode.

Build 78 expands the same-event dominance audit to explicit calendar deadlines. For otherwise identical questions, buying NO on the earlier deadline and YES on the later deadline guarantees at least one winning contract whether the event happens early, happens between the dates, or never happens by the later date. The August 21 audit found 198 valid deadline pairs among the 500 most-active events and no pair with a positive executable margin after the half-cent-per-leg allowance. The live scanner still monitors them every cycle and can open both legs atomically when a positive gap appears. Mixed explicit/implicit years, invalid dates, changed wording, non-Yes/No labels, stale quotes, and non-positive margins are rejected.

Build 79 splits the forward directional learner by agent strategy. Every new observation stores the agent IDs whose actual acceptance rules matched that candidate. Graded outcomes retain the scope, and each agent builds an event-clustered calibration from only its eligible opportunity universe. A positive Momentum Chaser cohort can therefore promote for Momentum Chaser without enabling the same trade for Value Hunter or the other agents; a losing cohort can also veto one strategy without freezing all ten. The Suggestions tab lists the agents that earned an aggregate promotion. Explicit empty scopes do not leak to any agent, legacy unlabeled outcomes remain readable for migration, and eligibility metadata survives local/offline and cloud-state compaction.

Build 80 expands the pending forward-research queue from 300 to 600 records and the retained graded history from 500 to 1,000 outcomes. This keeps the 300 legacy observations through their remaining checkpoints while opening capacity for strategy-scoped observations immediately. The larger history retains enough independent events for per-agent 6-hour risk vetoes and 24-hour/72-hour promotion confidence checks without relaxing execution, cost, or evidence requirements.

Build 81 separates research eligibility from capital eligibility. Directional trend and reversal candidates are tagged for every strategy whose broader mandate would study them, including observation-only setups; actual positions still require the strategy's stricter quality, edge, evidence, and forward promotion gates. Sports-pilot and priced-bundle records are excluded from the directional learner. Each agent report now audits the global pending queue as legacy shared, strategy-tagged, unassigned, and tagged-for-this-agent counts so learning differences are visible instead of inferred from a single total.

Build 82 fixes the migration edge discovered by the first Build 81 production cycle: an explicitly unassigned Build 80 observation remains visible in the queue audit but no longer blocks a new strategy-tagged observation for the same market side. New records also retain the signal features used to assign their research scope, making later audits reproducible.

Build 83 advances to Strategy 59 after a fresh return audit. A 300-market, 3,713-observation adaptive replay found no rule with a positive event-clustered lower bound in train, validation, and untouched holdout at both 24 and 72 hours; a separate 5,000-resolved-market settlement replay also produced no validated holdout winner. Favorite-priced trend following was consistently net-negative after cost across 6, 12, 24, and 72 hours, so that cohort is now hard-blocked. Personal adaptation and position-size changes now use only closed Strategy 59 trades. Older trades remain visible as historical context but cannot promote a personal cohort or increase current risk. Forward directional evidence from Strategies 51-59 remains compatible because the signal and checkpoint policy did not change.

Build 84 retires maker capital after the expanded 500-market audit found zero validated winners among 6,048 wait and immediate-hedge rules. New maker work is zero-capital lock-or-exit research: after one resting bid touches, the engine records a complementary hedge only when the current executable ask locks a net profit; otherwise it grades an immediate exit. A positive in-app cohort cannot reactivate capital without a separately approved chronological backtest.

Build 85 adds a forward-only Shock Reversion lane after a 157,386-observation hourly replay found a promising but not yet independently conclusive regime. The agent detects an 8-point or larger three-hour YES-price move whose final hour remains aligned, then observes the opposite side for exactly three hours. Entry and exit use executable book prices plus a 0.25-cent slippage buffer. The first 30 independent events use zero capital, missed exit windows expire without borrowing a later price, and offline snapshots cannot create or grade an observation. A positive 90% lower confidence bound above 0.5% is required before 0.75%-of-equity paper positions can begin, with all concurrent shock positions capped at 2% of equity.

Build 86 replaces that inconclusive three-hour exit with a narrower rule that survived a corrected 2,000-market audit. Across 534,894 hourly observations, the exact accelerating three-hour shock / 8–25% opposite-side longshot / 24-hour exit rule retained positive 90% lower bounds in train, validation, chronological holdout, and a sealed event-disjoint holdout at one-cent modeled cost. The four partitions contained 69, 70, 104, and 56 independent events respectively. It did not survive a two-cent stress test, so live candidate construction requires entry friction of at most half a cent and grades the future exit at the actual executable bid with another 0.25-cent slippage buffer. Backtest-approved paper positions begin at 0.5% of equity and total shock exposure is capped at 3%. Thirty positive forward events with a lower bound above 1% can raise individual size to 1%; twelve convincingly losing events or a 2% strategy loss demote the lane to zero capital. Strategy-1 outcomes do not contaminate Strategy-2 evidence.

Build 87 applies a harsher two-cent round-trip stress and replaces Strategy 2 with the stronger all-price-band rule: fade an accelerating move of at least eight percentage points over three hours and exit after twelve hours. With each return winsorized to the live learner's -100%/+200% range, its 90% event-clustered lower bounds were +4.01% train, +4.55% validation, +3.63% chronological holdout, and +1.08% on the sealed event-disjoint holdout, across 93, 85, 159, and 80 independent events. Entry still requires a live executable price between 8% and 92%, no more than one cent of entry friction, and an extra 0.25-cent slippage buffer at exit. Initial paper positions are 1% of agent equity, capped at 5% total per agent; 40 positive forward events can raise size to 1.5%, while 20 convincingly losing events or a 3% strategy loss disable the lane for that agent. All five aggressive agents may adopt it, but no event may be repeated across agents and each agent can open at most two shock positions per cycle. The service worker now uses Build 87 cache invalidation and network-first refreshes, so an installed offline copy receives new builds when it reconnects instead of continuing to serve stale Build 83 assets.

The exact Strategy 3 rule was then frozen and checked without retuning on the next 1,000 eligible active markets (246,580 additional observations). Mean return remained positive in train, validation, chronological holdout, and the event-disjoint holdout. The independent event holdout retained a +0.37% 90% lower bound across 61 events; train and chronological-holdout lower bounds were slightly inconclusive at -0.17% and -0.89%. This is why Build 87 starts at 1% rather than extrapolating the stronger first-universe result into large risk. Resolved-market archive history was still unavailable, so the strategy remains a demotable paper-trading lane rather than a return guarantee.

Build 77 separates the directional learner's evidence lineage from the global strategy release. Code-history verification found the same trend/reversal generator and 24-hour/72-hour grading policy in Strategy 51 through Strategy 59, so their forward, net-of-cost checkpoint observations remain compatible even when an unrelated sports, maker, or bundle subsystem ships. Older signal policies remain down-weighted and cannot satisfy the current-policy promotion gate. This avoids repeatedly emptying a valid evidence set while preserving the requirement for positive 24-hour and 72-hour results across independent events. The app also requests an immediate catch-up cycle whenever it regains focus, becomes visible, or reconnects; background browser timers can still be suspended by the operating system when the app is closed.

The expanded event-clustered run loaded history for 498 of the 500 highest-volume resolved markets with no fetch failures. No side, price band, category, trend, or 1-90 day holding rule passed the required train/test confidence checks. In particular, older YES/underdog gains reversed in the recent test segment. The engine therefore does not install a static settlement-direction boost from this audit.

The earlier 200-resolved-market audit found short-dated NO entries strongly negative, but the 500-market rerun did not reproduce that loss in its newer test segment. Strategy 54 therefore treats the result as a provisional prior instead of a permanent ban: NO entries with 21 days or less remain observation-only until the recent walk-forward calibration promotes their matching side and duration cohorts. Exact numeric-range contracts are excluded from new entries because a settlement jump can pass directly through an 18% stop; the live audit found that this failure mode caused the largest latest-day loss.

Strategy 54 also excludes path-dependent barriers such as "reach $66,000," "hit $90," and "dip to $62,000." These contracts can resolve abruptly as soon as the barrier is touched, so a later hourly stop cannot reliably cap the loss. Fixed-date level questions such as "above $66,000 on August 23" remain eligible.

Strategy 54 clusters live walk-forward observations by Polymarket event and checkpoint before calculating confidence. Multiple six-hour snapshots and correlated outcome markets from the same event are averaged into one effective outcome, so one election or tournament cannot promote or demote an entire feature cohort. Promotion requires agreement across two feature views at both 24-hour and 72-hour promotion horizons, while a mature negative six-hour view may veto risk. Current-strategy support prevents old lineage data from authorizing a new rule.

The pending signal ledger keeps only one ungraded observation for each market and side. When its bounded queue is full, it preserves the oldest evidence through the 6-hour, 24-hour, and 72-hour grades and admits new signals in ranked order as space opens. This prevents frequent cycles from evicting every signal shortly before maturity.

Paper accounts created with a password are also saved through the backend, so a user can log in from another device and see the same paper portfolio, activity, and value history. Passwordless paper accounts remain local-only.

Put it online (free) so you can reach it from any device

Pick one — all give you a public URL:

Option A — Netlify Drop (easiest, ~30 seconds, no account needed to start)

1. Go to https://app.netlify.com/drop
2. Drag the whole polymarket-site folder onto the page.
3. You get a live URL like https://your-name.netlify.app. Done.

Option B — GitHub Pages

1. Create a new GitHub repo and upload index.html.
2. Repo → Settings → Pages → Branch: main, folder: /root → Save.
3. Your site appears at https://theodore-song.github.io/<repo>/.

Option C — Vercel

1. https://vercel.com → Add New → Project → import this GitHub repo under the theodore_song Vercel account (or use the vercel CLI in this folder) → Deploy.

Configuration

Use .env.example as the setup template.

• DATABASE_URL or NEON_DATABASE_URL enables Neon-backed shared state; BLOB_READ_WRITE_TOKEN is the fallback provider. The backend accepts raw Postgres URLs, quoted URLs, DATABASE_URL=..., and Neon dashboard psql 'postgresql://...' copy formats, and prefers a syntactically valid alias if the primary value is malformed. Shared-state reads and writes also fail over across distinct configured database URLs when one has stale credentials or points at an empty project. /api/state reports only sanitized provider error codes when all stores are unavailable.
• ACCOUNT_SESSION_SECRET signs cloud paper-account sessions. If omitted, the app falls back to the existing server secret/token, but production should use a dedicated value.
• PROVIDER_SETUP.md maps the current stack — Clerk, Neon, Veriff, Circle, and Sentry — to the exact Vercel environment variables still needed.
• /api/live reports whether KYC, payments, wallet/deposit-wallet, Polymarket CLOB, authentication, geofencing, sanctions, audit, support, and monitoring providers are configured.
• LIVE_TRADING_ENABLED should stay false until legal review, provider setup, wallet signing, reconciliation, and dry-run testing are complete.
• See REAL_MONEY_ROADMAP.md for the launch requirements before any real funds or live order execution are enabled.

Notes

• Paper trading only right now — no real money, nothing places real orders.
• Personal research mode hides investor/live-money tabs and is for your own analysis plus manual execution links only.
• The analysis is a transparent heuristic, not financial advice.
• The shared arena uses cloud state when configured. Password-backed paper accounts use the backend account API; passwordless paper accounts use local browser storage.