jaxperro
716daeccc1
- engine (copytrade): stake_usd() = bankroll_pct x current equity (cash + open cost basis) - Kelly-style compounding both directions - halved while equity sits below 80% of its high-water mark; new risk.max_per_event (default 2) blocks stacking correlated markets on one real-world event (dated-slug prefix grouping; LSB1 once put 6 conviction bets on a single match). - copybot: feed/summary report the dynamic stake, stake_pct, event_cap, hwm. - portfolio backtest mirrors the exact same rule (PCT 4%, clamp $5-$150, EVENT_CAP 2, brake 80%/half), with per-bet stakes in every table row and a persistent CLOB slug cache for event grouping. June backfill: +426% vs +168% flat - compounding amplifies the in-sample month; July live is the test. Misses fell 62 -> 19 cash-missed (+26 deliberate event-cap skips): smaller early stakes capture more signals. - configs: bankroll_pct 0.04, max_trade/max_position 150 (runaway guards), max_per_event 2. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
42 lines
770 B
Plaintext
42 lines
770 B
Plaintext
__pycache__/
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*.pyc
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.DS_Store
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# never commit live credentials or runtime state
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config.json
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config.json.bak
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config.example.json
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copytrade_state.json
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copybot_state.json
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copybot_fills.jsonl
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*.log
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*.tmp
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# NOTE: live/copybot_live.json IS tracked — it's the public dashboard feed
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# generated research data (regenerable via edge_research.py / table_77.py)
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edge_metrics.jsonl
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edge_profitable.json
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copyable_77.csv
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lp_markets.csv
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follow_10.json
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lp_paper_state.json
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# cross-venue scanner output
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xarb_hits.csv
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hunt.log
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recv.log
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watcher_state.json
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huntwide.csv
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oos.log
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hunt.log
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# live/ + wide/ — large local data + regenerable artifacts
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*.duckdb
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*.duckdb.wal
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live/candidates.json
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live/scored.json
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live/*_scored.json
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live/watch_prejune*.json
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live/history/
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live/slug_cache.json
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