2 Commits

Author SHA1 Message Date
jaxperro 6cde76768e live: fix enumerate.py infinite loop past gamma's offset cap
recent_markets() only stopped on end-of-data (page <100) or MAX_SCAN.
When gamma 422s past its max offset, every page in a wave returns "ERR"
and is skipped — so `scanned` never grows and `ended` never trips,
spinning forever. This wedged every daily.sh run at "scanned 2,100…"
(step 1/6), so the cron never actually completed. Now bail after a
second consecutive all-error wave (one is tolerated; _page already
retries transient errors).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-22 15:25:44 -06:00
jaxperro 3d0bc7f001 Add live/ skilled-wallet scanner + cache; document clean OOS finding
live/: operationalizes the LBS/Yale "skilled ~3%" result against the live
data-api. Enumerate recent liquid markets -> top traders -> candidate pool;
cache every wallet's resolved bets once in DuckDB (~26k wallets / 12.5M bets,
keyed by per-bet resolution time so any cutoff re-scores in seconds); 5-gate
skill funnel (n>=15, z>0, BH-FDR, split-half OOS, MM/bot cap); dashboard +
daily refresh.

Key finding: copying the high-win-rate "favorite-rider" cohort looks +23.6%
in-sample but loses -7.4% once selected on pre-June-1 data only (99% -> 68%
win rate) — selection bias, reproducing the paper's "lucky winners revert"
result on live data. Win rate != edge, again.

wide/: bulk subgraph->DuckDB scanner (survivorship-bias-free over all wallets),
but the public subgraph is frozen at Jan 2026 -> historical tool only.

Large local data (*.duckdb, candidates.json, *_scored.json, history/) gitignored.
README + FINDINGS updated with the current logic and the clean result.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-18 11:16:20 -06:00