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>
37 lines
684 B
JSON
37 lines
684 B
JSON
{
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"grid": {
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"0.04": {
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"events": 6169,
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"fills": 26,
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"misses": 5292,
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"pending": 851,
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"ev_per_fill": 12.39,
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"hit": 0.577,
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"pnl": 322.14
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},
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"0.07": {
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"events": 4225,
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"fills": 16,
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"misses": 3781,
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"pending": 428,
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"ev_per_fill": 2.29,
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"hit": 0.5,
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"pnl": 36.72
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},
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"0.1": {
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"events": 3151,
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"fills": 11,
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"misses": 2885,
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"pending": 255,
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"ev_per_fill": -31.03,
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"hit": 0.455,
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"pnl": -341.28
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}
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},
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"frozen_edge": null,
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"n_universe": 8264,
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"tick_lo": 1784490952.0,
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"our_fills_graded": [],
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"frozen_at": "2026-07-20 21:21 UTC",
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"note": "NO holdout exists (21h ticks) \u2014 belief deferred entirely to forward_ledger"
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} |