jaxperro
2f4f2ccbbe
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>
7 lines
2.5 KiB
JSON
7 lines
2.5 KiB
JSON
{"study": "flow", "day": "2026-07-20", "computed_at": "2026-07-20 21:23 UTC", "frozen_at": "2026-07-20 21:14 UTC", "triggers": 1083, "set_size": 150, "first": {"fills": 122, "misses": 776, "pending": 185, "pnl": 4876.4, "wins": 95, "ev_per_fill": 39.97, "hit": 0.779}, "worst": {"fills": 122, "misses": 776, "pending": 185, "pnl": 4820.99, "wins": 95, "ev_per_fill": 39.52, "hit": 0.779}, "controls_worst": [{"seed": 1, "fills": 0, "pnl": 0.0}, {"seed": 2, "fills": 6, "pnl": 13.45}, {"seed": 3, "fills": 5, "pnl": 331.95}]}
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{"study": "oracle", "day": "2026-07-20", "computed_at": "2026-07-20 21:23 UTC", "0.04": {"events": 6739, "fills": 23, "pending": 1123, "pnl": 167.89, "wins": 12, "ev_per_fill": 7.3, "hit": 0.522}, "0.07": {"events": 3991, "fills": 15, "pending": 397, "pnl": -57.86, "wins": 7, "ev_per_fill": -3.86, "hit": 0.467}, "0.1": {"events": 2828, "fills": 10, "pending": 213, "pnl": -434.48, "wins": 4, "ev_per_fill": -43.45, "hit": 0.4}}
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{"study": "flow", "day": "2026-07-19", "computed_at": "2026-07-20 21:23 UTC", "frozen_at": "2026-07-20 21:14 UTC", "triggers": 2588, "set_size": 150, "first": {"fills": 482, "misses": 1879, "pending": 227, "pnl": 11963.33, "wins": 348, "ev_per_fill": 24.82, "hit": 0.722}, "worst": {"fills": 482, "misses": 1879, "pending": 227, "pnl": 11738.61, "wins": 348, "ev_per_fill": 24.35, "hit": 0.722}, "controls_worst": [{"seed": 1, "fills": 29, "pnl": 1142.87}, {"seed": 2, "fills": 20, "pnl": -191.23}, {"seed": 3, "fills": 38, "pnl": 978.03}]}
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{"study": "oracle", "day": "2026-07-19", "computed_at": "2026-07-20 21:23 UTC", "0.04": {"events": 1316, "fills": 9, "pending": 232, "pnl": -27.62, "wins": 7, "ev_per_fill": -3.07, "hit": 0.778}, "0.07": {"events": 767, "fills": 2, "pending": 105, "pnl": -8.42, "wins": 1, "ev_per_fill": -4.21, "hit": 0.5}, "0.1": {"events": 524, "fills": 1, "pending": 64, "pnl": 93.2, "wins": 1, "ev_per_fill": 93.2, "hit": 1.0}}
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{"study": "flow", "day": "2026-07-18", "computed_at": "2026-07-20 21:23 UTC", "frozen_at": "2026-07-20 21:14 UTC", "triggers": 1924, "set_size": 30, "first": {"fills": 292, "misses": 1374, "pending": 258, "pnl": 13471.87, "wins": 229, "ev_per_fill": 46.14, "hit": 0.784}, "worst": {"fills": 292, "misses": 1374, "pending": 258, "pnl": 13061.87, "wins": 229, "ev_per_fill": 44.73, "hit": 0.784}, "controls_worst": [{"seed": 1, "fills": 6, "pnl": 842.01}, {"seed": 2, "fills": 37, "pnl": 2348.85}, {"seed": 3, "fills": 25, "pnl": 1725.52}]}
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{"study": "oracle", "day": "2026-07-18", "computed_at": "2026-07-20 21:23 UTC", "skipped": "no tick coverage"}
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