Add edge-research tooling and document the full research log

Adds edge_research.py (scan ~2000 wallets for reliable/copyable weekly edge),
lookback.py (long-window half-split out-of-sample read), and table_77.py
(aggregate a wallet set to CSV). README now leads with a research log
capturing the key findings: win-rate survivorship bias, win-rate != EV,
flat-size copying is -EV, the reliable edge is rare and skews to young
accounts, and ROI is inversely related to bet size. Generated data files are
gitignored.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-13 00:22:10 -04:00
parent a426b8bb05
commit 34b39fa1ba
5 changed files with 527 additions and 3 deletions
+5
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@@ -7,3 +7,8 @@ config.json
copytrade_state.json
*.log
*.tmp
# generated research data (regenerable via edge_research.py / table_77.py)
edge_metrics.jsonl
edge_profitable.json
copyable_77.csv