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>
77 lines
996 B
JSON
77 lines
996 B
JSON
{
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"informed_first": {
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"fills": 479,
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"ev": 24.14,
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"hit": 0.72,
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"avg_px": 0.573
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},
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"informed_worst": {
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"fills": 479,
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"ev": 23.68,
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"hit": 0.72,
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"avg_px": 0.574
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},
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"controls_worst": [
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{
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"fills": 29,
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"ev": 39.41,
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"hit": 0.759,
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"avg_px": 0.57
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},
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{
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"fills": 20,
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"ev": -9.6,
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"hit": 0.6,
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"avg_px": 0.573
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},
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{
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"fills": 37,
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"ev": 25.73,
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"hit": 0.784,
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"avg_px": 0.582
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},
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{
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"fills": 74,
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"ev": 17.5,
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"hit": 0.622,
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"avg_px": 0.552
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},
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{
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"fills": 59,
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"ev": 53.09,
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"hit": 0.78,
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"avg_px": 0.541
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},
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{
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"fills": 23,
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"ev": -9.21,
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"hit": 0.522,
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"avg_px": 0.53
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},
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{
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"fills": 33,
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"ev": 7.26,
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"hit": 0.606,
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"avg_px": 0.503
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},
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{
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"fills": 24,
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"ev": 14.74,
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"hit": 0.667,
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"avg_px": 0.598
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},
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{
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"fills": 56,
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"ev": 21.94,
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"hit": 0.732,
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"avg_px": 0.607
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},
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{
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"fills": 26,
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"ev": 44.16,
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"hit": 0.808,
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"avg_px": 0.602
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}
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],
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"controls_pooled_ev": 23.85
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} |