jaxperro
b6db6f3833
- guard: by rule, a price BELOW the sharp's fill always passes (strictly better odds; the symmetric guard once skipped a 0.70->0.51 improvement that won +$36). Only adverse drift is gated by price_guard_pct. - entry cap: June sweep (0.75-1.0) peaked at max_entry 0.95 - >95c favorites added ~23 wins yet lowered final equity (slip+fee eat 1-3% payouts, capital compounds better elsewhere); deep caps cut real winners. Set in all configs + portfolio MAX_ENTRY (env-overridable for sweeps; PORTFOLIO_OUT added). Canonical June backfill: +716%, 219W/52L, $374 fees. 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.