research: forward ledger 2026-08-07 [skip ci]

research/forward_ledger.jsonl

@@ -140,3 +140,15 @@
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+{"study": "flow_sub5c_EXPLORATORY", "day": "2026-08-04", "computed_at": "2026-08-06 21:23 UTC", "triggers": 67, "set_size": 150, "first": {"fills": 18, "misses": 49, "pending": 0, "refunds": 0, "pnl": 646.0, "wins": 1, "ev_per_fill": 35.89, "hit": 0.056}, "worst": {"fills": 18, "misses": 49, "pending": 0, "refunds": 0, "pnl": 646.0, "wins": 1, "ev_per_fill": 35.89, "hit": 0.056}, "controls_worst": [{"seed": 1, "fills": 0, "pnl": 0.0}, {"seed": 2, "fills": 0, "pnl": 0.0}, {"seed": 3, "fills": 0, "pnl": 0.0}]}
+{"study": "lean", "day": "2026-08-04", "computed_at": "2026-08-06 21:23 UTC", "screened": 2853, "leans": 11130, "follow_small": {"n": 7555, "pending": 869, "pnl": 15000.19, "ev_per_lean": 1.99, "hit": 0.592}, "mid_report": {"n": 1924, "pending": 162, "pnl": 6075.96, "ev_per_lean": 3.16, "hit": 0.606}, "fade_whale": {"n": 516, "pending": 38, "pnl": 4722.41, "ev_per_lean": 9.15, "hit": 0.438}}
+{"study": "flow", "day": "2026-08-05", "computed_at": "2026-08-06 21:23 UTC", "frozen_at": "2026-07-20 21:14 UTC", "triggers": 1430, "set_size": 150, "first": {"fills": 435, "misses": 994, "pending": 0, "refunds": 1, "pnl": 670.21, "wins": 245, "ev_per_fill": 1.54, "hit": 0.563}, "worst": {"fills": 435, "misses": 994, "pending": 0, "refunds": 1, "pnl": 414.21, "wins": 245, "ev_per_fill": 0.95, "hit": 0.563}, "controls_worst": [{"seed": 1, "fills": 8, "pnl": 68.47}, {"seed": 2, "fills": 0, "pnl": 0.0}, {"seed": 3, "fills": 5, "pnl": 236.1}]}
+{"study": "oracle", "day": "2026-08-05", "computed_at": "2026-08-06 21:23 UTC", "0.04": {"events": 4192, "fills": 829, "pending": 5, "refunds": 0, "pnl": 6808.55, "wins": 389, "ev_per_fill": 8.21, "hit": 0.469}, "0.07": {"events": 2264, "fills": 293, "pending": 3, "refunds": 0, "pnl": 1472.43, "wins": 136, "ev_per_fill": 5.03, "hit": 0.464}, "0.1": {"events": 1434, "fills": 139, "pending": 1, "refunds": 0, "pnl": 664.08, "wins": 68, "ev_per_fill": 4.78, "hit": 0.489}}
+{"study": "flow_sub5c_EXPLORATORY", "day": "2026-08-05", "computed_at": "2026-08-06 21:23 UTC", "triggers": 27, "set_size": 150, "first": {"fills": 10, "misses": 17, "pending": 0, "refunds": 0, "pnl": 970.0, "wins": 1, "ev_per_fill": 97.0, "hit": 0.1}, "worst": {"fills": 10, "misses": 17, "pending": 0, "refunds": 0, "pnl": 970.0, "wins": 1, "ev_per_fill": 97.0, "hit": 0.1}, "controls_worst": [{"seed": 1, "fills": 0, "pnl": 0.0}, {"seed": 2, "fills": 0, "pnl": 0.0}, {"seed": 3, "fills": 0, "pnl": 0.0}]}
+{"study": "lean", "day": "2026-08-05", "computed_at": "2026-08-06 21:23 UTC", "screened": 3100, "leans": 5369, "follow_small": {"n": 3891, "pending": 116, "pnl": -878.19, "ev_per_lean": -0.23, "hit": 0.594}, "mid_report": {"n": 977, "pending": 26, "pnl": -193.46, "ev_per_lean": -0.2, "hit": 0.572}, "fade_whale": {"n": 352, "pending": 1, "pnl": 4719.61, "ev_per_lean": 13.41, "hit": 0.474}}

research/params/informed_set.json

@@ -1,5 +1,5 @@
 {
- "generated_at": 1785978652,
+ "generated_at": 1786138469,
  "as_of_tape_ts": 1785931199,
  "method": "study_flow.informed_set FROZEN (top_n=150, z>=2.5, n>=6)",
  "wallets": [

research/params/maker_set.json

@@ -1,6 +1,6 @@
 {
- "computed_at": 1785978668,
- "as_of": 1785974400,
+ "computed_at": 1786138483,
+ "as_of": 1786060800,
  "method": "maker_lean.screen_asof (z>=2.5, >=6 resolved maker bets, pnl>0) on orders_matched strictly before as_of",
  "frozen_params": {
   "lean_usd": [

research/surge_book.json

@@ -1,5 +1,5 @@
 {
- "computed_at": "2026-08-06 01:11 UTC",
+ "computed_at": "2026-08-07 21:34 UTC",
  "spec": {
   "bank": 100.0,
   "stake_pct": 0.05,
@@ -600,7 +600,7 @@
    65.22
   ],
   [
-   1785978670,
+   1786138484,
    60.83
   ]
  ]