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>
Archive — strategies that didn't work
These tools were built and tested during the research in
../FINDINGS.md. They all proved to be dead ends (the market
is efficient / the metric was biased), so they're archived here for reference
rather than deleted. Each one works as written — it's the strategy that
didn't clear. They import smart_money/copytrade from the repo root, so to
run one you'd adjust the import path.
| File | What it did | Why it's here |
|---|---|---|
copytrade.py |
Paper/live copy-trade engine — mirror a watchlist's entries/exits, % -of-bankroll sizing, price guard, per-position cap, Discord alerts. | Copying entries is −EV; followed wallets win ~50%. Backtested −48%. |
backtest.py |
Replay a watchlist over a window, mark outcomes from resolution. | The tool that proved copy-trading loses. |
edge_research.py |
Scan ~2000 wallets for reliable weekly consistency (% green weeks, profit factor, Sharpe). | "Consistent" wallets were mostly young accounts (survivorship); no durable edge. |
lookback.py |
Deep-dive a wallet list over a long window, split into halves for out-of-sample reads. | Showed the "best" wallets had <90 days of history. |
table_77.py |
Aggregate a wallet set to CSV (ROI, total staked, consistency). | Supported the above; ROI inversely related to size. |
lp_screener.py |
Rank reward-eligible markets by risk-adjusted LP yield. | The high APRs were illusory — see lp_paper. |
lp_paper.py |
Paper liquidity-provision loop: simulate quoting, track net = rewards − adverse selection. | Polymarket refunds unearned reward pool; thin-book "jackpots" don't pay. |
xarb.py |
Cross-venue scanner: match the same event on Polymarket vs Kalshi, flag price gaps. | Venues priced efficiently (~1¢); both legs cost >$1 after fees. |
The keeper that came out of all this lives at the repo root: insider.py.