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docs + audit sweep 2026-07-23: fill-model lesson, five-test day, archive pass
FINDINGS: 'The fill model is the next scorer' section (A2 chain grade -$7.54/fill x1344 confirms the surge kill; oracle harness chain grade vetoes the ledger-positive tiers; virtual-book +26% variance footnote; the five tandem tests and the makers-on-the-wall through-line). HANDOFF: snapshot -> 07-23 (7-wallet rev 5, dark flags, Friday agenda incl #20/#21). READMEs: /test consolidation row, measurement-harness research row, study statuses + new script inventory. Archive: value/ (closed 07-19) + its test, ETHERSCAN_MIGRATION.md, order_probe v1 -> archive/; replay_out/ gitignored; links repaired. Tests: all 7 active scripts pass post-move. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -42,14 +42,18 @@ min_order_usd $1 = venue reality). If something looks genuinely dangerous,
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DISARM (`flyctl secrets unset LIVE_CONFIRM -a wwf-copybot-live`) rather than
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push through.
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## Snapshot (2026-07-21)
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## Snapshot (2026-07-23)
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- **wwf-copybot-live** (REAL, ARMED): ~$62 equity ($66.42 contributed,
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realized −$12.17 lifetime — day-one incident + honest recognitions),
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6-wallet Set E rev 4, 4% of working equity/bet, alarm-free after the
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07-20 reconcile (CASH≠CHAIN −$1.75: empty-cond Odyssey bet the venue
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auto-redeemed → hand-settled won +$0.68, $0.05 rounding folded; root
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cause FIXED same day, #18: RTDS metadata-less rows now enrich at seed,
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repair_market_meta un-sticks cond-less books each settle pass). **wwf-copybot** (paper $1k): same set, FAK-parity fills.
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**7-wallet Set E rev 5** (JuiceFarm promoted 2026-07-23 off the #13
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bench method run early: +17%/+34% both windows, insider z 2.5, 1%
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refunds; auto p80 floor $753), 4% of working equity/bet.
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**#20/#21 dark flags deployed 2026-07-23** (`follow.entry_mode` /
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`exit_mode`, defaults taker/mirror = byte-identical behavior; flip at
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Friday's read opens the pre-registered forward windows — maker entries
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rest at the sharp's price w/ 60s registry TTL; hold-through logs every
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ignored sell to copybot_ignored_exits[.live].jsonl as the mirror
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counterfactual). **wwf-copybot** (paper $1k): same set, FAK-parity fills.
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Both on the audit-hardened build (locks, chain-gated sweep, boot-id
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single-writer guard, TLS'd user-ws — HANDOFF_ARCHIVE rev 16). 2026-07-20:
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FAK no-match OPENs get one re-quote retry on both bots, PER-NICHE waits
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@@ -66,7 +70,7 @@ push through.
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nightly → ~15 min; the box no longer needs the Mac to stay healthy.
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`live/parquet/` = complete durable layer (Stage-1 MotherDuck feedstock).
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- **VALUE experiment: CLOSED 2026-07-19** — sub-2¢ hypothesis refuted
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(1W/993L, 0.075x); post-mortem in value/PLAN.md; app destroyed.
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(1W/993L, 0.075x); post-mortem in archive/value/PLAN.md; app destroyed.
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- **research/ (SILO — never touches the bots)**: tape-era edge factory.
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Sharp screen (`live/tape_sharps.py`, proxy chain-validated 742/742, 25
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copyable candidates); execution sim fitted on 29 labeled live attempts.
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@@ -89,9 +93,13 @@ push through.
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- **wwf-oraclebot (PAPER, ~$3/mo, live 2026-07-22)**: Study B real-time
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harness — fair value tick-by-tick on the venue's own settlement feed,
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all E-tiers tracked, $100 FAK walks, three settle layers ending in
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nightly chain truth (grade_oracle.py → oracle_paper_ledger.jsonl). Early
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live cells lean positive at E≥0.07 — consistent with the corrected tape
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read. Same attempts/markouts/settles streams as A2.
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nightly chain truth (grade_oracle.py → oracle_paper_ledger.jsonl).
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**First chain grade (2026-07-23): E≥0.07 −$8.51/fill (n=235), E≥0.10
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−$5.90 (n=127), ~40% hit — real execution loses at every tier while the
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sim ledger reads positive. Both instruments share the scorer now, so the
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divergence is the sim's 6.7s-lag FILL model flattering the tiers (round
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3's lesson recurring in the fill model). Taker arm is evidence-dead;
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formal tier bars keep accruing; maker pivot (T1 sim) is the successor.**
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- **Data moat (2026-07-22, DATA LAW in research/README)**: all raw streams
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append-only and Mac-independent (Fly volumes + daily snapshots; recorder
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has ~3+ weeks offline headroom); forward.py backfills ledger-missing
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@@ -100,8 +108,16 @@ push through.
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study (chain-true): NO scalp inside the dead surge signal — hidden-loss
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cohort bleeds from minute one; taker case closed at every horizon.
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- **Verdicts pending**: edge/size-up (#14, ~end of July, pre-registered) ·
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Friday's combined read (#13 bench + #16 formal close + #17 oracle-tier
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decision + #19 sprint-plan disposition — every number now chain-true).
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Friday's combined read (#13 bench + #16 formal close [A2 chain grade
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−$7.54/fill × 1,344 independently confirms the kill; virtual book's
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+26% on n=46 is the variance footnote, not a signal] + #17 taker-arm
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decision + #19 disposition + **#20/#21 flip decisions** — every number
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chain-true). Five tandem tests 2026-07-23 (research/: copy_edge_slices,
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copy_maker_entry, maker_sharps, sibling_sum_scan, sell_mirror_study):
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T3 maker entries +$17.45 vs +$12.86 taker → #20; sells anti-signal →
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#21; 673-wallet maker-sharp species (+$5.9M, 86% invisible to taker
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screens) → inventory-lean follow-on; sibling-sum = print artifact,
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parked; T1 crypto maker-quote sim needs its re-run.
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- Dashboards: jaxperro.com/{trading,live,test,value} — /test = both paper
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studies on one page (old /surge + /oracle URLs redirect) · daily pipeline
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on the Mac at 08:00 (launchd, lockfile) — floors, bench forward table,
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@@ -126,4 +142,4 @@ push through.
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- The bots commit their own state — always `git pull --rebase --autostash`
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before pushing from a session.
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- Read next: README.md (architecture + gotchas 1-18) · FINDINGS.md (research
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story) · value/PLAN.md (the refutation) · HANDOFF_ARCHIVE.md (history).
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story) · archive/value/PLAN.md (the refutation) · HANDOFF_ARCHIVE.md (history).
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