research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2, #16, #17)

research/ is a hard silo (README rules): read-only tape, no bot imports,
own launchd (com.jaxperro.research-nightly 09:15, after daily ingest).

- tape.py: proxy-resolution (the 742/742-validated method), niche + crypto
  strike/expiry/sprint parsers, tick loaders
- sim.py: FAK execution replayer; hold_s=3 fitted on 29 real labeled live
  attempts (79% fill/miss classification), price noise 2-4c, measured
  OPTIMISM BIAS -2c/fill carried into every verdict threshold
- requote.py: crater refill timing per niche (crypto 94% <4s, esports 83%
  <10s, sports needs ~25s, geo/politics minutes) -> params/requote_timing.json
- study_flow.py + robustness: in-play surge momentum. Identity NULL result:
  10 pooled controls +23.85/fill == informed +23.68 -> hypothesis revised at
  freeze, surge-EV primary, identity secondary (#16)
- study_oracle.py: oracle digital fair value. 86% craters, winner's-curse
  inversion at big edges, nothing frozen (no cell at 30 fills) (#17)
- forward.py + nightly.sh: re-scores frozen studies on last 3 tape days,
  appends forward_ledger.jsonl; verdicts ONLY from post-freeze rows

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

research/README.md

@@ -0,0 +1,31 @@
+# research/ — the edge factory (SILO)
+
+Standing rules (user directive 2026-07-20: "built in a silo to not affect
+anything on the live bot"):
+
+- **Nothing here is imported by, or imports, the bot** (`copybot.py`,
+  `copytrade.py`, their configs). The Fly workers run pinned entrypoints;
+  this directory is inert to them.
+- **Tape access is read-only** (`duckdb.connect(..., read_only=True)`).
+- The ONE shared write: `live/cache.duckdb::resolutions` via `live/payouts.py`
+  — append-only immutable chain facts, the same store the daily pipeline
+  already feeds. Nothing else in `live/` is touched.
+- The existing paper bot is the live test's CONTROL — graduated edges get
+  their own paper harness here, never that one.
+- Studies are pre-registered (GitHub issue per study: hypothesis, params,
+  verdict + kill criteria) BEFORE their forward window opens. Exploration
+  happens on already-collected tape; **verdicts only come from
+  `forward_ledger.jsonl` rows dated after the params freeze commit.**
+
+Layout:
+  tape.py     read-only loaders · tape proxy-resolution (terminal-VWAP +
+              sibling veto, the 742/742 chain-validated method) · title
+              parsers (niche, crypto strike/expiry/sprint)
+  sim.py      execution replayer calibrated on OUR live fills ledger
+              (lag, FAK no-match, protected band, 3% taker fee)
+  study_flow.py    Study A — informed-flow state signal
+  study_oracle.py  Study B — crypto oracle fair value vs the book
+  requote.py       crater→requote timing measurement (retry tuning)
+  forward.py       scores frozen studies on new tape days → forward_ledger.jsonl
+  params/          frozen study parameters (committed = frozen)
+  nightly.sh       manual/launchd runner (separate from daily.sh)