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jaxperro 2f4f2ccbbe research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

research/ is a hard silo (README rules): read-only tape, no bot imports,
own launchd (com.jaxperro.research-nightly 09:15, after daily ingest).

- tape.py: proxy-resolution (the 742/742-validated method), niche + crypto
  strike/expiry/sprint parsers, tick loaders
- sim.py: FAK execution replayer; hold_s=3 fitted on 29 real labeled live
  attempts (79% fill/miss classification), price noise 2-4c, measured
  OPTIMISM BIAS -2c/fill carried into every verdict threshold
- requote.py: crater refill timing per niche (crypto 94% <4s, esports 83%
  <10s, sports needs ~25s, geo/politics minutes) -> params/requote_timing.json
- study_flow.py + robustness: in-play surge momentum. Identity NULL result:
  10 pooled controls +23.85/fill == informed +23.68 -> hypothesis revised at
  freeze, surge-EV primary, identity secondary (#16)
- study_oracle.py: oracle digital fair value. 86% craters, winner's-curse
  inversion at big edges, nothing frozen (no cell at 30 fills) (#17)
- forward.py + nightly.sh: re-scores frozen studies on last 3 tape days,
  appends forward_ledger.jsonl; verdicts ONLY from post-freeze rows

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

2026-07-20 17:34:22 -04:00

params

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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forward_ledger.jsonl

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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forward.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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nightly.sh

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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README.md

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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requote.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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robustness_flow.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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sim.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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study_flow.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

study_oracle.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

tape.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

README.md

research/ — the edge factory (SILO)

Standing rules (user directive 2026-07-20: "built in a silo to not affect anything on the live bot"):

Nothing here is imported by, or imports, the bot (copybot.py, copytrade.py, their configs). The Fly workers run pinned entrypoints; this directory is inert to them.
Tape access is read-only (duckdb.connect(..., read_only=True)).
The ONE shared write: live/cache.duckdb::resolutions via live/payouts.py — append-only immutable chain facts, the same store the daily pipeline already feeds. Nothing else in live/ is touched.
The existing paper bot is the live test's CONTROL — graduated edges get their own paper harness here, never that one.
Studies are pre-registered (GitHub issue per study: hypothesis, params, verdict + kill criteria) BEFORE their forward window opens. Exploration happens on already-collected tape; verdicts only come from forward_ledger.jsonl rows dated after the params freeze commit.

Layout: tape.py read-only loaders · tape proxy-resolution (terminal-VWAP + sibling veto, the 742/742 chain-validated method) · title parsers (niche, crypto strike/expiry/sprint) sim.py execution replayer calibrated on OUR live fills ledger (lag, FAK no-match, protected band, 3% taker fee) study_flow.py Study A — informed-flow state signal study_oracle.py Study B — crypto oracle fair value vs the book requote.py crater→requote timing measurement (retry tuning) forward.py scores frozen studies on new tape days → forward_ledger.jsonl params/ frozen study parameters (committed = frozen) nightly.sh manual/launchd runner (separate from daily.sh)