diff --git a/FINDINGS.md b/FINDINGS.md index e6b6799e..851a0e42 100644 --- a/FINDINGS.md +++ b/FINDINGS.md @@ -683,6 +683,27 @@ kills to its survivors: **speed is the moat where repricing is fast, and every edge we can actually reach lives where repricing is slow — stale siblings, absorbed inventory, and the sharps' own entry prices.** +**Stage-2 the same night: the lead-lag edge gets its instrument +(2026-07-23).** T9's +$9.73/$100 carried a stated optimism — entries at +stale prints nobody may still be quoting. Per the fill-model lesson we +didn't argue with the number, we built the instrument: **wwf-lagbot** +(Study D, #23, deployed 2026-07-23 20:56Z) buys the lagging sibling's +book for real — paper $100 FAKs, premium cap stale+4¢, and down-moves +routed through the sibling's *complement* token (chasing a crashing +sibling's own asks would measure the mirage, not the lag). Both arms of +the question are instrumented: every attempt logs the standing ask's +premium over the stale print, so the **observational kill-switch (median +premium ≥ +8¢ over 3 days = the sim's entries never existed)** can kill +the study without waiting for a paper sample. Two shakedown hours taught +what the tape couldn't: the first premium sample's median sat exactly AT +that bar (+8.5¢ — mirages concentrate in handicap/spread siblings wearing +ancient prints under 0.92–0.98 asks), and a stale-but-cheap ask can be +stale-but-*empty* ($0.55 of $100 filled on a +1.2¢ "bargain") — so the +grader reports EV per episode **and** per dollar staked, and partials +can't flatter the verdict. Either outcome is a finding: the premium +median kills the mirage in three days, or the paper ledger prices the +first edge that survives its own execution. + ## Repo layout - `insider.py` — the detector: z-score/p-value, timing/freshness/sizing signals, @@ -699,8 +720,10 @@ siblings, absorbed inventory, and the sharps' own entry prices.** in-progress system — this finder is selection + tracking only.* - `research/` — the tape-era edge factory (SILO'd from the bots): read-only RTDS loaders, execution sim calibrated on the live ledger, pre-registered - studies (#16 surge momentum, #17 oracle fair value), nightly forward - ledger. Verdicts come from `research/forward_ledger.jsonl` only. See + studies (#16 surge and #17 oracle — both killed chain-true; #22 + lean-follow and #23 lead-lag — windows open), three measurement harnesses + (wwf-surgebot A2, wwf-oraclebot, wwf-lagbot), nightly forward ledger. + Verdicts come from the chain-graded ledgers only. See `research/README.md`. - `wide/` — bulk subgraph→DuckDB scanner (survivorship-bias-free, all wallets); public subgraph frozen at Jan 2026, so historical-only. See `wide/README.md`. diff --git a/HANDOFF.md b/HANDOFF.md index eb0d3c39..8598fd6f 100644 --- a/HANDOFF.md +++ b/HANDOFF.md @@ -29,9 +29,13 @@ momentum **CLOSED 2026-07-23** (kill executed as pre-registered — both instruments chain-true; A2 runs through Friday's #19 read), #17 oracle fair value (E0.04 killed; higher tiers ledger-positive but harness-vetoed — taker arm evidence-dead, decision Friday), #19 surge sprint plan (Friday: -disposition + #20/#21 flip decisions). #18 (empty-cond copies -unsettleable) closed same day: RTDS seed enrichment + falsy-cond repair -pass + 1h alarm. +disposition), #20/#21 execution flips **FLIPPED LIVE 2026-07-23 18:36Z** +(windows open, bars at n≥30 each), #22 Study C lean-follow +(pre-registered, frozen 052eda0; window opens with the first nightly +lean rows), #23 Study D sibling lead-lag (pre-registered; +**wwf-lagbot DEPLOYED 2026-07-23 20:56Z**, shakedown numbers on the +issue). #18 (empty-cond copies unsettleable) closed same day: RTDS seed +enrichment + falsy-cond repair pass + 1h alarm. ## Operating boundary (user, 2026-07-13 — standing) **Full autonomy on the bots**; the real-money bot **stays ARMED**. Never @@ -99,7 +103,20 @@ push through. 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.** + formal tier bars keep accruing; maker pivot (T1 sim) KILLED at Stage 1 + same night — staleness IS the adverse selection.** +- **wwf-lagbot (PAPER, ~$3/mo, deployed 2026-07-23 20:56Z)**: Study D #23 + — T9's sibling lead-lag edge (+$9.73/$100 tape, n=2,028, stale-print + optimism stated) at real books. Leader bursts ≥10¢/120s → paper-FAK + $100 on ≤2 lagging same-outcome siblings at ≤ stale+4¢; down-moves buy + the sibling's COMPLEMENT token; cooldown 600s/event. Attempts log every + standing ask premium — the observational kill-switch (median ≥+8¢ over + 3 days = mirage) can kill without a paper sample. Shakedown 07-23: first + 8 attempts' median +8.5¢ (AT the bar — mirages concentrate in + handicap/spread siblings with ancient prints); the 3 fills were +1-2¢, + one $0.55-of-$100 partial → grade_lag reports $/episode AND %-of-staked. + PASS ≥+$4/$100 @ n≥400/≥5d · KILL ≤0 @ n≥300. Nightly grade_lag.py → + lag_paper_ledger.jsonl. - **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 @@ -111,21 +128,25 @@ push through. 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 + decision + #19 disposition + early #20/#21 window check — every number + chain-true) · **#22 lean-follow** (PASS ≥+$2/lean & hit≥.56 @ n≥1,500; + KILL ≤0 @ n≥1,000) · **#23 lead-lag** (bars above). Ten tandem tests + 2026-07-23 (scripts + verdicts in research/): batch one — T3 maker + entries +$17.45 vs +$12.86 taker → #20; sells anti-signal → #21; + 673-wallet maker-sharp species → inventory-lean line; sibling-sum = + print artifact; T5 esports concentration → #14 tension. Batch two — + T6 lean-follow → #22 (fade arm FAILED its concentration gate, + report-only); T9 lead-lag → #23; T1 maker-quote Stage-1 KILL; T7 + settlement-discount industrialized, parked; T8 crater-rejects were + good misses; T10 age gradient needs sample. +- Dashboards: jaxperro.com/{trading,live,test,value} — /test = all four studies on one page (old /surge + /oracle URLs redirect) · daily pipeline on the Mac at 08:00 (launchd, lockfile) — floors, bench forward table, edge row, tape sync, Discord digest · tape mirror every 15 min (com.jaxperro.tape-sync → sync_tape.py, sftp + base64-console fallback) · research nightly fires 09:15 then WAITS for fresh tape - (com.jaxperro.research-nightly; self-commits ledger, informed set, - surge/oracle grades, virtual book, meta snapshot). All launchd agents + (com.jaxperro.research-nightly; self-commits ledger + lean rows, informed + set, surge/oracle/lag grades, virtual book, meta snapshot). All launchd agents removable with `launchctl unload ~/Library/LaunchAgents/