Rebrand to Winning Wallet Finder; commit validation scripts; dev-friendly docs

- Add copyback.py (in-sample copy backtest), oos.py (out-of-sample test),
  huntwide.py (wide insider sweep) — completes the detect→hunt→validate→watch
  pipeline.
- Rewrite README around Winning Wallet Finder: the z-score idea explained, how
  the pieces fit, quickstart, data sources, live-watcher setup, honest verdict.
- Extend FINDINGS with the insider-detection results and the in-sample vs
  out-of-sample copy verdict (+545% in-sample collapsed to one-wallet variance
  out-of-sample).
- Refresh config.example.json to the current schema (discord/alchemy/watch).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-13 16:59:18 -04:00
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@@ -68,10 +68,61 @@ so shared exchanges don't false-link everyone. (See `insider.py`.)
material nonpublic information is illegal, and blindly following a suspected
insider is not a safe strategy.
## Insider detection — what the z-score signal actually found
Building `insider.py` and sweeping markets (`hunt.py`, `huntwide.py`) surfaced
genuinely improbable wallets. Out of ~289 scored:
- **DREAMBIG.** (z=8.9, p≈2e-19) and **qcp14** (z=5.3) on the Iran ceasefire
market — 4577% of wins entered <24h before resolution. Textbook insider
fingerprint, on exactly the theme the *60 Minutes* story covered.
- **Famecesgoal** (z=9.6) won only 14.5% of bets — but bet longshots and hit
+98 above what the odds implied. The clearest "beats the prices it pays" case.
Two refinements proved essential:
- **Trade count separates insiders from bots.** `bjprolo` scored z=37 — but on
**306,873** lifetime trades. That's a market-maker grinding a tiny systematic
edge, not information. Real edge wallets show concentrated z over 13k trades.
- **Funding-cluster linking** (Alchemy, the Bubblemaps "who-funded-whom" step)
works *only* with a personal-hub filter: a shared exchange (everyone uses
Coinbase) is not a shared operator. Judge a funder by its own outbound degree.
## The copy-trade verdict — in-sample vs out-of-sample
The decisive test: does copying z-selected wallets make money?
- **In-sample** (`copyback.py`): copy the edge wallets from May 30, z-weighted,
reinvest 100%. Result: **+545%** in 15 days. Looks incredible — and it's
circular (the wallets were *selected* for winning over that very window).
86% of it came from one wallet; the highest-z pick contributed $23.
- **Out-of-sample** (`oos.py`): select wallets using **only data through
Apr 30**, then copy forward May 30→now. Result: **+168%** — but **entirely
from one longshot lottery wallet** (1.5% pre-period win rate hitting again).
The two strongest pre-period signals made **$0** forward. Forward hit rate was
27%. That's variance, not edge that persists.
**Conclusion:** even the one real signal (z-score), when tested for whether you
can *profit by copying it*, fails out-of-sample — joining every other strategy.
The detector is valuable for *finding* anomalous wallets; copying them is not a
proven, fundable edge. The live watcher (`webhook_receiver.py`) exists to gather
real forward (out-of-sample) data on these wallets — observe before you size up.
## Practical conclusion 2
- **Don't** fund a copy strategy — both the +545% and +168% are
variance/concentration, not repeatable edge.
- **Do** use the detector to find statistically anomalous wallets and watch them
live; judge persistence forward with your own eyes.
- A durable trading edge has to come from *you* (a niche you know), with this
tooling built around your judgment.
## Repo layout
- `insider.py` — the keeper: z-score/p-value detection, timing/freshness/sizing
signals, and Alchemy funding-cluster ring detection.
- `insider.py` — the detector: z-score/p-value, timing/freshness/sizing signals,
Alchemy funding-cluster ring detection.
- `hunt.py` / `huntwide.py` — market sweeps that surface edge wallets.
- `copyback.py` / `oos.py` — in-sample and out-of-sample copy-trade backtests.
- `webhook_receiver.py` — push-based live trade watcher (Alchemy → Discord).
- `smart_money.py` — data foundation + dashboard (true-win-rate scanner).
- `archive/` — the strategies that didn't work, kept for reference. See
`archive/README.md`.