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>
This commit is contained in:
jaxperro
2026-07-23 13:55:25 -04:00
parent 2d3c5dbfa8
commit 222a750bd7
19 changed files with 214 additions and 21 deletions
+29 -13
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@@ -42,14 +42,18 @@ min_order_usd $1 = venue reality). If something looks genuinely dangerous,
DISARM (`flyctl secrets unset LIVE_CONFIRM -a wwf-copybot-live`) rather than
push through.
## Snapshot (2026-07-21)
## Snapshot (2026-07-23)
- **wwf-copybot-live** (REAL, ARMED): ~$62 equity ($66.42 contributed,
realized $12.17 lifetime — day-one incident + honest recognitions),
6-wallet Set E rev 4, 4% of working equity/bet, alarm-free after the
07-20 reconcile (CASH≠CHAIN $1.75: empty-cond Odyssey bet the venue
auto-redeemed → hand-settled won +$0.68, $0.05 rounding folded; root
cause FIXED same day, #18: RTDS metadata-less rows now enrich at seed,
repair_market_meta un-sticks cond-less books each settle pass). **wwf-copybot** (paper $1k): same set, FAK-parity fills.
**7-wallet Set E rev 5** (JuiceFarm promoted 2026-07-23 off the #13
bench method run early: +17%/+34% both windows, insider z 2.5, 1%
refunds; auto p80 floor $753), 4% of working equity/bet.
**#20/#21 dark flags deployed 2026-07-23** (`follow.entry_mode` /
`exit_mode`, defaults taker/mirror = byte-identical behavior; flip at
Friday's read opens the pre-registered forward windows — maker entries
rest at the sharp's price w/ 60s registry TTL; hold-through logs every
ignored sell to copybot_ignored_exits[.live].jsonl as the mirror
counterfactual). **wwf-copybot** (paper $1k): same set, FAK-parity fills.
Both on the audit-hardened build (locks, chain-gated sweep, boot-id
single-writer guard, TLS'd user-ws — HANDOFF_ARCHIVE rev 16). 2026-07-20:
FAK no-match OPENs get one re-quote retry on both bots, PER-NICHE waits
@@ -66,7 +70,7 @@ push through.
nightly → ~15 min; the box no longer needs the Mac to stay healthy.
`live/parquet/` = complete durable layer (Stage-1 MotherDuck feedstock).
- **VALUE experiment: CLOSED 2026-07-19** — sub-2¢ hypothesis refuted
(1W/993L, 0.075x); post-mortem in value/PLAN.md; app destroyed.
(1W/993L, 0.075x); post-mortem in archive/value/PLAN.md; app destroyed.
- **research/ (SILO — never touches the bots)**: tape-era edge factory.
Sharp screen (`live/tape_sharps.py`, proxy chain-validated 742/742, 25
copyable candidates); execution sim fitted on 29 labeled live attempts.
@@ -89,9 +93,13 @@ push through.
- **wwf-oraclebot (PAPER, ~$3/mo, live 2026-07-22)**: Study B real-time
harness — fair value tick-by-tick on the venue's own settlement feed,
all E-tiers tracked, $100 FAK walks, three settle layers ending in
nightly chain truth (grade_oracle.py → oracle_paper_ledger.jsonl). Early
live cells lean positive at E≥0.07 — consistent with the corrected tape
read. Same attempts/markouts/settles streams as A2.
nightly chain truth (grade_oracle.py → oracle_paper_ledger.jsonl).
**First chain grade (2026-07-23): E≥0.07 $8.51/fill (n=235), E≥0.10
$5.90 (n=127), ~40% hit — real execution loses at every tier while the
sim ledger reads positive. Both instruments share the scorer now, so the
divergence is the sim's 6.7s-lag FILL model flattering the tiers (round
3's lesson recurring in the fill model). Taker arm is evidence-dead;
formal tier bars keep accruing; maker pivot (T1 sim) is the successor.**
- **Data moat (2026-07-22, DATA LAW in research/README)**: all raw streams
append-only and Mac-independent (Fly volumes + daily snapshots; recorder
has ~3+ weeks offline headroom); forward.py backfills ledger-missing
@@ -100,8 +108,16 @@ push through.
study (chain-true): NO scalp inside the dead surge signal — hidden-loss
cohort bleeds from minute one; taker case closed at every horizon.
- **Verdicts pending**: edge/size-up (#14, ~end of July, pre-registered) ·
Friday's combined read (#13 bench + #16 formal close + #17 oracle-tier
decision + #19 sprint-plan disposition — every number now chain-true).
Friday's combined read (#13 bench + #16 formal close [A2 chain grade
$7.54/fill × 1,344 independently confirms the kill; virtual book's
+26% on n=46 is the variance footnote, not a signal] + #17 taker-arm
decision + #19 disposition + **#20/#21 flip decisions** — every number
chain-true). Five tandem tests 2026-07-23 (research/: copy_edge_slices,
copy_maker_entry, maker_sharps, sibling_sum_scan, sell_mirror_study):
T3 maker entries +$17.45 vs +$12.86 taker → #20; sells anti-signal →
#21; 673-wallet maker-sharp species (+$5.9M, 86% invisible to taker
screens) → inventory-lean follow-on; sibling-sum = print artifact,
parked; T1 crypto maker-quote sim needs its re-run.
- Dashboards: jaxperro.com/{trading,live,test,value} — /test = both paper
studies on one page (old /surge + /oracle URLs redirect) · daily pipeline
on the Mac at 08:00 (launchd, lockfile) — floors, bench forward table,
@@ -126,4 +142,4 @@ push through.
- The bots commit their own state — always `git pull --rebase --autostash`
before pushing from a session.
- Read next: README.md (architecture + gotchas 1-18) · FINDINGS.md (research
story) · value/PLAN.md (the refutation) · HANDOFF_ARCHIVE.md (history).
story) · archive/value/PLAN.md (the refutation) · HANDOFF_ARCHIVE.md (history).