docs: update 3 docs with critical findings from author's research
AGENT.md: - Expanded dimension 4 (niche analysis): ITF tennis/tier-3 esports = real edge, 5min BTC/scalping = never follow, long holds (>7d) kill compounding - Added edge disappearance warning (ArbTraderRookie wiped mid-analysis) - Added 5 new AI agent rules: don't use copy_pnl alone, niche awareness, edge fragility, win rate is survivorship-biased, small capital = concentrate 日常使用.md: - Added emergency exit procedure (host/flatten_positions.py) - Added edge disappearance detection and response procedure 问题排查与踩坑记录.md: - Added gotcha 7.11: win rate is survivorship-biased (90.6% shown = 48.3% real) - Added gotcha 7.12: edge can vanish (wallet wiped from API mid-analysis) - Added gotcha 7.13: long holds kill compounding (leegunner + lifetime but - to copy due to 7.6-day holds) - Added gotcha 7.14: emergency exit tool (flatten_positions.py)
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@@ -445,6 +445,47 @@ python3 -c "import json; [print(w['name']) for w in json.load(open('live/copybot
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> ⚠️ 新加坡很多人以为是允许的,实际在禁单列表里!
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### 7.11 胜率是骗人的(作者核心研究发现)
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**Polymarket 的胜率有幸存者偏差**:平台只兑现赢的份额,输的份额永远躺在 `/positions` 里不进 `/closed-positions`。一个钱包显示 90.6% 胜率,实际只有 48.3%。
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**只有 Copy P&L(费后复制盈亏)才是真实指标**:
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- ArbTraderRookie 显示 99.5% 胜率,但实际复制后亏 $790
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- 全市场第一的钱包(43% 胜率)90 天亏了 $3.8M
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**教训**:永远不要按胜率选钱包。dashboard 的"信念胜率"只是辅助参考,决策看前瞻 realized。
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### 7.12 edge 可能随时消失
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作者的一个顶级钱包(ArbTraderRookie)在分析过程中突然从 Polymarket API 消失了(2026-07-03)。
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**edge 的来源**可能是比赛操纵相关的内幕信息,这些信息源随时可能被封禁或改变行为。
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**防范**:
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- 每周重新评估(daily.sh 自动重算,但人工 review 也很重要)
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- 赚钱了定期取出来(不要假设 edge 永久存在)
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- 如果某个钱包连续 1 周没有信号,考虑踢掉
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### 7.13 长持仓杀死复利
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leegunner 终身 P&L +$274k(看起来很厉害),但**复制后亏 $180**。原因是持仓 7.6 天才结算,资金被占用,复利效率极低。
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**教训**:选钱包不只看盈亏,还要看**持仓时间**。持仓 > 7 天的钱包即使赚钱,复制后可能因为资金占用而亏。
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### 7.14 紧急退出工具
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如果需要一键清仓所有 live 仓位(bot 失控 / 紧急撤资):
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```bash
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systemctl stop copybot-live
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cd /opt/winning-wallet-finder
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export LIVE_PRIVATE_KEY=$(grep LIVE_PRIVATE_KEY /etc/copybot/live.env | cut -d= -f2-)
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export HTTPS_PROXY=http://127.0.0.1:7890
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python3 host/flatten_positions.py
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```
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> 这是 `host/flatten_positions.py`,市价卖出所有仓位。真钱操作,只在紧急情况用。
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---
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## 快速排查流程
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